IntraAlpha
Create free account Start free

WisdomTree Trust WisdomTree U.S. SmallCap Quality Dividend Growth Fund DGRS

i

Market dataready · fetched 2026-11-13T02:25:38.748Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:00:00.128051031Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:25:38.614857+00:00

Share price$57.89
1D-1.2%
AH$57.76$57.97$58.18$58.39$58.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGRS
Sold putSold callAH

WisdomTree Trust WisdomTree U.S. SmallCap Quality Dividend Growth Fund options

Live interpolated DGRS call and put midpoint premiums by absolute delta.WisdomTree Trust WisdomTree U.S. SmallCap Quality Dividend Growth Fund$0.31$0.72$1.13$1.54$1.95$55.31$56.66$58.01$59.37$60.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGRS spot · $57.89DGRS PRICE$0.35$0.39$0.43$0.53$0.68$0.83$0.97$1.06$1.15$1.24$1.34$1.54$1.75$0.39$0.43$0.49$0.54$0.59$0.64$0.69$0.87$1.06$1.25$1.44$1.64$1.83
PutsExpensive1.30×
CallsExpensive1.49×
SkewBullish-2.89 pp
Implied moveBullish±$1.67
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.8738.6%5.8%55.2340.2%5.3%
25Δ59.8631.5%4.1%56.1033.8%3.8%
30Δ59.2727.6%3.1%56.6430.1%3.0%
35Δ58.8526.4%2.6%57.0926.9%2.3%
40Δ58.5727.5%2.3%57.3824.7%1.9%
45Δ58.2828.6%2.1%57.6722.5%1.5%
50Δ58.0029.7%1.9%57.9620.3%1.1%
55Δ57.7527.9%1.6%58.2319.9%0.9%
60Δ57.4926.2%1.3%58.4919.8%0.8%
65Δ57.2424.4%1.0%58.7619.8%0.7%
70Δ56.9822.7%0.7%59.0219.7%0.5%
75Δ56.7022.0%0.6%59.2919.7%0.4%
80Δ56.4221.3%0.5%59.5519.6%0.3%

20Δ

Calls
Pseudo strike
60.87
IV
38.6%
B/E move
5.8%
Puts
Pseudo strike
55.23
IV
40.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
59.86
IV
31.5%
B/E move
4.1%
Puts
Pseudo strike
56.10
IV
33.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
59.27
IV
27.6%
B/E move
3.1%
Puts
Pseudo strike
56.64
IV
30.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
58.85
IV
26.4%
B/E move
2.6%
Puts
Pseudo strike
57.09
IV
26.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
58.57
IV
27.5%
B/E move
2.3%
Puts
Pseudo strike
57.38
IV
24.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
58.28
IV
28.6%
B/E move
2.1%
Puts
Pseudo strike
57.67
IV
22.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
58.00
IV
29.7%
B/E move
1.9%
Puts
Pseudo strike
57.96
IV
20.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
57.75
IV
27.9%
B/E move
1.6%
Puts
Pseudo strike
58.23
IV
19.9%
B/E move
0.9%

60Δ

Calls
Pseudo strike
57.49
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
58.49
IV
19.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
57.24
IV
24.4%
B/E move
1.0%
Puts
Pseudo strike
58.76
IV
19.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
56.98
IV
22.7%
B/E move
0.7%
Puts
Pseudo strike
59.02
IV
19.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
56.70
IV
22.0%
B/E move
0.6%
Puts
Pseudo strike
59.29
IV
19.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
56.42
IV
21.3%
B/E move
0.5%
Puts
Pseudo strike
59.55
IV
19.6%
B/E move
0.3%

Options history

IV · four-Friday blend21.06%
Daily EOD
DGRS18.9%20.1%21.2%2026-10-19: 19.37%2026-10-20: 19.46%2026-10-21: 19.42%2026-10-22: 20.31%2026-10-23: 20.54%2026-10-26: 20.13%2026-10-27: 19.75%2026-10-28: 19.11%2026-10-29: 19.06%2026-10-30: 21.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.37%
19.46%
19.42%
20.31%
20.54%
20.13%
19.75%
19.11%
19.06%
21.06%