IntraAlpha
Create free account Start free

WisdomTree U.S. High Dividend Fund DHS

i

Market dataready · fetched 2026-11-11T15:50:42.453Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:46:53.398794587Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:50:41.671439+00:00

Share price$119.05
1D-0.6%
$118.80$119.06$119.33$119.59$119.855:30 AM6:30 AM9:00 AM1:00 PMDHS
Sold putSold call

WisdomTree U.S. High Dividend Fund options

Live interpolated DHS call and put midpoint premiums by absolute delta.WisdomTree U.S. High Dividend Fund$1.99$2.37$2.74$3.12$3.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDHS PRICE$2.03$2.36$2.69$3.03$3.36$3.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ118.619.8%1.3%
65Δ118.119.6%1.2%121.7113.9%0.6%
70Δ117.609.4%1.1%
75Δ117.109.2%0.9%
80Δ116.609.1%0.8%

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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
118.61
IV
9.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
118.11
IV
9.6%
B/E move
1.2%
Puts
Pseudo strike
121.71
IV
13.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
117.60
IV
9.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
117.10
IV
9.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
116.60
IV
9.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.49%
Daily EOD
DHS11.9%13.1%14.3%2026-10-19: 12.03%2026-10-20: 13.16%2026-10-21: 12.47%2026-10-22: 13.77%2026-10-23: 13.60%2026-10-26: 13.56%2026-10-27: 13.50%2026-10-28: 13.73%2026-10-29: 14.10%2026-10-30: 13.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.03%
13.16%
12.47%
13.77%
13.60%
13.56%
13.50%
13.73%
14.10%
13.49%