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WisdomTree Emerging Markets SmallCap Dividend Fund DGS

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Market datapartial · fetched 2026-10-22T20:13:48.284Z

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 · 2026-10-22T20:10:00.004038385Z

FundamentalsAlpha Vantage · unavailable

Share price$61.12
1D-0.6%
AH$61.01$61.19$61.38$61.56$61.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGS
Sold putSold callAH

WisdomTree Emerging Markets SmallCap Dividend Fund options

Live interpolated DGS call and put midpoint premiums by absolute delta.WisdomTree Emerging Markets SmallCap Dividend Fund$0.35$1.44$2.53$3.62$4.70$57.14$59.24$61.34$63.44$65.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGS spot · $61.12DGS PRICE$0.47$0.57$0.68$0.79$0.91$1.03$1.15$1.27$1.72$2.19$2.54$2.96$4.39$0.48$0.57$0.70$0.82$0.89$0.97$1.13$1.28$1.45$1.65$1.86
PutsFair0.97×
CallsExpensive1.08×
SkewBullish-3.18 pp
Implied moveBalanced±$2.28
TiltBullish27.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.3125.2%7.6%58.0524.2%5.8%
25Δ64.2623.1%6.1%58.9821.6%4.4%
30Δ63.4621.5%4.9%59.5620.7%3.7%
35Δ62.8220.1%4.1%60.1219.6%3.0%
40Δ62.3019.1%3.4%60.5917.8%2.3%
45Δ61.8318.1%2.8%61.0516.1%1.7%
50Δ61.4317.2%2.4%61.3815.8%1.4%
55Δ61.0316.3%1.9%61.7015.4%1.1%
60Δ60.5218.7%1.8%62.0315.1%0.9%
65Δ60.0121.3%1.8%62.3714.8%0.7%
70Δ59.5021.4%1.5%62.7014.5%0.5%
75Δ58.9221.9%1.2%
80Δ57.4928.7%1.2%

20Δ

Calls
Pseudo strike
65.31
IV
25.2%
B/E move
7.6%
Puts
Pseudo strike
58.05
IV
24.2%
B/E move
5.8%

25Δ

Calls
Pseudo strike
64.26
IV
23.1%
B/E move
6.1%
Puts
Pseudo strike
58.98
IV
21.6%
B/E move
4.4%

30Δ

Calls
Pseudo strike
63.46
IV
21.5%
B/E move
4.9%
Puts
Pseudo strike
59.56
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
62.82
IV
20.1%
B/E move
4.1%
Puts
Pseudo strike
60.12
IV
19.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
62.30
IV
19.1%
B/E move
3.4%
Puts
Pseudo strike
60.59
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
61.83
IV
18.1%
B/E move
2.8%
Puts
Pseudo strike
61.05
IV
16.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
61.43
IV
17.2%
B/E move
2.4%
Puts
Pseudo strike
61.38
IV
15.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
61.03
IV
16.3%
B/E move
1.9%
Puts
Pseudo strike
61.70
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
60.52
IV
18.7%
B/E move
1.8%
Puts
Pseudo strike
62.03
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
60.01
IV
21.3%
B/E move
1.8%
Puts
Pseudo strike
62.37
IV
14.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.50
IV
21.4%
B/E move
1.5%
Puts
Pseudo strike
62.70
IV
14.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
58.92
IV
21.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
57.49
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

DGS17.2017.6018.002026-10-20: 17.25%2026-10-21: 17.95%Oct 20Oct 21
Table
DateIV
17.25%
17.95%