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WisdomTree Emerging Markets SmallCap Dividend Fund DGS

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Market datapartial · fetched 2026-10-22T16:15:42.552Z

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 · 2026-10-22T16:11:36.267613554Z

FundamentalsAlpha Vantage · unavailable

Share price$61.31
1D-0.3%
$61.14$61.29$61.44$61.58$61.735:30 AM6:30 AM9:00 AM1:00 PMDGS
Sold putSold call

WisdomTree Emerging Markets SmallCap Dividend Fund options

Live interpolated DGS call and put midpoint premiums by absolute delta.WisdomTree Emerging Markets SmallCap Dividend Fund$0.36$1.27$2.17$3.08$3.98$57.34$59.37$61.40$63.43$65.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGS spot · $61.31DGS PRICE$0.46$0.56$0.66$0.76$0.87$0.98$1.13$1.28$1.53$1.93$2.30$2.60$3.72$0.49$0.59$0.68$0.79$0.90$1.03$1.16$1.28$1.53$1.82$2.08$2.22$2.36
PutsFair0.96×
CallsFair1.00×
SkewBullish-1.85 pp
Implied moveBalanced±$2.29
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.4124.5%7.4%58.1624.6%5.9%
25Δ64.3822.5%5.9%59.1022.1%4.6%
30Δ63.5920.7%4.8%59.8120.0%3.5%
35Δ62.9419.3%3.9%60.3418.7%2.9%
40Δ62.4618.2%3.3%60.8117.8%2.3%
45Δ61.9817.2%2.7%61.2016.9%1.8%
50Δ61.6116.8%2.3%61.5516.2%1.5%
55Δ61.2316.4%2.0%61.8915.5%1.1%
60Δ60.8116.7%1.7%62.2815.6%0.9%
65Δ60.3318.3%1.5%62.6816.1%0.7%
70Δ59.8619.3%1.4%63.0516.2%0.5%
75Δ59.4018.9%1.1%63.3115.0%0.4%
80Δ58.2423.8%1.1%63.5613.7%0.2%

20Δ

Calls
Pseudo strike
65.41
IV
24.5%
B/E move
7.4%
Puts
Pseudo strike
58.16
IV
24.6%
B/E move
5.9%

25Δ

Calls
Pseudo strike
64.38
IV
22.5%
B/E move
5.9%
Puts
Pseudo strike
59.10
IV
22.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
63.59
IV
20.7%
B/E move
4.8%
Puts
Pseudo strike
59.81
IV
20.0%
B/E move
3.5%

35Δ

Calls
Pseudo strike
62.94
IV
19.3%
B/E move
3.9%
Puts
Pseudo strike
60.34
IV
18.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
62.46
IV
18.2%
B/E move
3.3%
Puts
Pseudo strike
60.81
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
61.98
IV
17.2%
B/E move
2.7%
Puts
Pseudo strike
61.20
IV
16.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
61.61
IV
16.8%
B/E move
2.3%
Puts
Pseudo strike
61.55
IV
16.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
61.23
IV
16.4%
B/E move
2.0%
Puts
Pseudo strike
61.89
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
60.81
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
62.28
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
60.33
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
62.68
IV
16.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.86
IV
19.3%
B/E move
1.4%
Puts
Pseudo strike
63.05
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.40
IV
18.9%
B/E move
1.1%
Puts
Pseudo strike
63.31
IV
15.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
58.24
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
63.56
IV
13.7%
B/E move
0.2%

Options history

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