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

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Market datapartial · fetched 2026-10-22T21:54:05.607Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.472173727Z

FundamentalsAlpha Vantage · unavailable

Share price$57.55
1D+0.9%
AH$56.76$56.97$57.19$57.40$57.615:30 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$0.34$1.26$2.18$3.10$4.02$52.82$55.02$57.22$59.41$61.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGRS spot · $57.55DGRS PRICE$0.44$0.51$0.60$0.68$0.82$0.96$1.14$1.34$1.54$1.90$2.27$2.70$3.15$0.59$0.68$0.78$0.94$1.11$1.32$1.53$1.80$2.11$2.43$2.75$3.20$3.76
PutsExpensive1.73×
CallsExpensive1.31×
SkewBearish+4.12 pp
Implied moveBearish±$2.67
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.4825.1%7.6%53.8431.2%7.5%
25Δ60.3622.0%5.8%55.0227.0%5.6%
30Δ59.6220.0%4.6%55.8124.3%4.4%
35Δ58.9918.3%3.7%56.3923.4%3.6%
40Δ58.5918.1%3.2%56.9023.2%3.1%
45Δ58.1817.9%2.8%57.3822.9%2.6%
50Δ57.8017.9%2.4%57.8422.6%2.1%
55Δ57.4318.1%2.1%58.3322.7%1.8%
60Δ57.0618.3%1.8%58.8223.0%1.5%
65Δ56.5819.2%1.6%59.3122.8%1.2%
70Δ56.1020.4%1.4%59.8122.5%0.9%
75Δ55.5420.9%1.2%60.4122.6%0.6%
80Δ54.9721.4%1.0%61.1022.9%0.4%

20Δ

Calls
Pseudo strike
61.48
IV
25.1%
B/E move
7.6%
Puts
Pseudo strike
53.84
IV
31.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
60.36
IV
22.0%
B/E move
5.8%
Puts
Pseudo strike
55.02
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
59.62
IV
20.0%
B/E move
4.6%
Puts
Pseudo strike
55.81
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
58.99
IV
18.3%
B/E move
3.7%
Puts
Pseudo strike
56.39
IV
23.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
58.59
IV
18.1%
B/E move
3.2%
Puts
Pseudo strike
56.90
IV
23.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
58.18
IV
17.9%
B/E move
2.8%
Puts
Pseudo strike
57.38
IV
22.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
57.80
IV
17.9%
B/E move
2.4%
Puts
Pseudo strike
57.84
IV
22.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
57.43
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
58.33
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
57.06
IV
18.3%
B/E move
1.8%
Puts
Pseudo strike
58.82
IV
23.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
56.58
IV
19.2%
B/E move
1.6%
Puts
Pseudo strike
59.31
IV
22.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
56.10
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
59.81
IV
22.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
55.54
IV
20.9%
B/E move
1.2%
Puts
Pseudo strike
60.41
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
54.97
IV
21.4%
B/E move
1.0%
Puts
Pseudo strike
61.10
IV
22.9%
B/E move
0.4%

Options history

DGRS19.4019.4419.482026-10-20: 19.46%2026-10-21: 19.42%Oct 20Oct 21
Table
DateIV
19.46%
19.42%