IntraAlpha
Create free account Start free

WisdomTree Emerging Markets SmallCap Dividend Fund DGS

i

Market dataready · fetched 2026-11-12T00:50:47.330Z

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 · 2026-11-11T23:30:00.004076879Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:46.948373+00:00

Share price$59.12
1D+0.4%
AH$58.85$58.96$59.07$59.17$59.285:30 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$0.64$1.11$1.58$2.06$2.53$56.95$58.14$59.33$60.52$61.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DGS spot · $59.12DGS PRICE$0.69$0.72$0.89$0.97$1.06$1.14$1.21$1.26$1.30$1.34$1.38$0.80$0.82$0.79$0.96$1.14$1.25$1.32$1.39$1.56$1.82$2.08$2.39
Puts——
Calls——
Skew——
Implied moveBearish±$2.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.2870.2%11.6%54.0873.9%9.9%
25Δ55.9457.5%6.8%
30Δ61.3141.1%4.9%
35Δ60.8742.7%4.5%58.0335.2%3.2%
40Δ60.2338.5%3.5%58.4435.0%2.8%
45Δ59.7235.2%2.8%58.8634.9%2.4%
50Δ59.3032.2%2.2%59.2133.0%2.0%
55Δ58.9429.4%1.7%59.5330.2%1.5%
60Δ58.7226.7%1.5%59.8427.4%1.1%
65Δ58.5124.1%1.2%60.1826.1%0.8%
70Δ58.3021.4%0.9%60.5426.1%0.7%
75Δ58.0818.7%0.6%60.9026.1%0.5%
80Δ61.3025.6%0.4%

20Δ

Calls
Pseudo strike
65.28
IV
70.2%
B/E move
11.6%
Puts
Pseudo strike
54.08
IV
73.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.94
IV
57.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
61.31
IV
41.1%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
60.87
IV
42.7%
B/E move
4.5%
Puts
Pseudo strike
58.03
IV
35.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
60.23
IV
38.5%
B/E move
3.5%
Puts
Pseudo strike
58.44
IV
35.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
59.72
IV
35.2%
B/E move
2.8%
Puts
Pseudo strike
58.86
IV
34.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
59.30
IV
32.2%
B/E move
2.2%
Puts
Pseudo strike
59.21
IV
33.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
58.94
IV
29.4%
B/E move
1.7%
Puts
Pseudo strike
59.53
IV
30.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
58.72
IV
26.7%
B/E move
1.5%
Puts
Pseudo strike
59.84
IV
27.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
58.51
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
60.18
IV
26.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
58.30
IV
21.4%
B/E move
0.9%
Puts
Pseudo strike
60.54
IV
26.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
58.08
IV
18.7%
B/E move
0.6%
Puts
Pseudo strike
60.90
IV
26.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.30
IV
25.6%
B/E move
0.4%

Options history

IV · four-Friday blend21.93%
Daily EOD
DGS16.9%19.6%22.3%2026-10-19: 17.50%2026-10-20: 17.25%2026-10-21: 17.95%2026-10-22: 18.40%2026-10-23: 18.73%2026-10-26: 20.49%2026-10-27: 19.72%2026-10-28: 21.55%2026-10-29: 20.35%2026-10-30: 21.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.50%
17.25%
17.95%
18.40%
18.73%
20.49%
19.72%
21.55%
20.35%
21.93%