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WisdomTree Trust WisdomTree U.S. Quality Dividend Growth Fund DGRW

i

Market dataready · fetched 2026-11-11T15:59:24.156Z

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 · 2026-11-11T15:58:53.517775332Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:24.291426+00:00

Share price$98.38
1D+0.1%
$98.00$98.10$98.21$98.32$98.435:30 AM6:30 AM9:00 AM1:00 PMDGRW
Sold putSold call

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

Live interpolated DGRW call and put midpoint premiums by absolute delta.WisdomTree Trust WisdomTree U.S. Quality Dividend Growth Fund$0.71$1.25$1.80$2.34$2.89$92.96$95.99$99.03$102.06$105.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DGRW spot · $98.38DGRW PRICE$0.77$0.89$1.02$1.15$1.27$1.39$1.50$1.62$0.80$0.85$1.00$1.25$1.50$1.74$1.99$2.24$2.48$2.73
Puts——
Calls——
Skew——
Implied moveBearish±$2.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ97.2221.5%2.0%
40Δ97.7519.0%1.5%
45Δ98.8014.7%1.2%98.2017.7%1.2%
50Δ98.5114.5%1.0%98.5817.8%1.1%
55Δ98.2314.3%0.9%98.9717.8%0.9%
60Δ97.9614.0%0.7%99.3517.8%0.8%
65Δ97.7313.3%0.6%99.7417.8%0.6%
70Δ97.5012.6%0.5%100.1217.8%0.5%
75Δ97.2811.9%0.4%100.5117.8%0.4%
80Δ97.0511.1%0.3%100.8917.8%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.22
IV
21.5%
B/E move
2.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.75
IV
19.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
98.80
IV
14.7%
B/E move
1.2%
Puts
Pseudo strike
98.20
IV
17.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
98.51
IV
14.5%
B/E move
1.0%
Puts
Pseudo strike
98.58
IV
17.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
98.23
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
98.97
IV
17.8%
B/E move
0.9%

60Δ

Calls
Pseudo strike
97.96
IV
14.0%
B/E move
0.7%
Puts
Pseudo strike
99.35
IV
17.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
97.73
IV
13.3%
B/E move
0.6%
Puts
Pseudo strike
99.74
IV
17.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
97.50
IV
12.6%
B/E move
0.5%
Puts
Pseudo strike
100.12
IV
17.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
97.28
IV
11.9%
B/E move
0.4%
Puts
Pseudo strike
100.51
IV
17.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
97.05
IV
11.1%
B/E move
0.3%
Puts
Pseudo strike
100.89
IV
17.8%
B/E move
0.2%

Options history

IV · four-Friday blend32.31%
Daily EOD
DGRW10.5%22.2%33.9%2026-10-19: 25.80%2026-10-20: 23.21%2026-10-21: 18.00%2026-10-22: 12.16%2026-10-23: 27.46%2026-10-26: 24.78%2026-10-27: 26.68%2026-10-28: 31.25%2026-10-29: 27.00%2026-10-30: 32.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.80%
23.21%
18.00%
12.16%
27.46%
24.78%
26.68%
31.25%
27.00%
32.31%