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WisdomTree U.S. LargeCap Dividend Fund DLN

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Market datapartial · fetched 2026-10-22T18:21:50.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T18:21:04.568561184Z

FundamentalsAlpha Vantage · unavailable

Share price$100.29
1D+0.2%
$99.77$99.91$100.05$100.20$100.345:30 AM6:30 AM9:00 AM1:00 PMDLN
Sold putSold call

WisdomTree U.S. LargeCap Dividend Fund options

Live interpolated DLN call and put midpoint premiums by absolute delta.WisdomTree U.S. LargeCap Dividend Fund$1.00$3.21$5.41$7.62$9.83$87.81$93.11$98.42$103.72$109.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLN spot · $100.28DLN PRICE$1.24$1.50$1.71$1.90$2.20$2.60$3.00$3.40$4.43$6.77$9.19$1.62$2.25$2.89$3.53$4.16$4.80$5.44$6.07$8.29
PutsExpensive2.22×
CallsExpensive1.16×
SkewBearish+5.37 pp
Implied moveBearish±$7.00
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ96.2414.4%5.6%
30Δ106.259.6%7.2%97.5814.5%4.9%
35Δ105.199.5%6.4%98.9214.5%4.2%
40Δ104.309.0%5.7%100.2614.6%3.5%
45Δ103.448.4%5.0%101.6114.7%2.8%
50Δ102.628.1%4.5%102.9514.7%2.1%
55Δ101.848.1%4.1%104.2914.8%1.4%
60Δ101.078.1%3.8%105.6314.9%0.7%
65Δ100.298.1%3.4%108.0417.5%0.5%
70Δ99.089.2%3.2%
75Δ95.7012.6%2.2%
80Δ92.3215.1%1.2%

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
96.24
IV
14.4%
B/E move
5.6%

30Δ

Calls
Pseudo strike
106.25
IV
9.6%
B/E move
7.2%
Puts
Pseudo strike
97.58
IV
14.5%
B/E move
4.9%

35Δ

Calls
Pseudo strike
105.19
IV
9.5%
B/E move
6.4%
Puts
Pseudo strike
98.92
IV
14.5%
B/E move
4.2%

40Δ

Calls
Pseudo strike
104.30
IV
9.0%
B/E move
5.7%
Puts
Pseudo strike
100.26
IV
14.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
103.44
IV
8.4%
B/E move
5.0%
Puts
Pseudo strike
101.61
IV
14.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
102.62
IV
8.1%
B/E move
4.5%
Puts
Pseudo strike
102.95
IV
14.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
101.84
IV
8.1%
B/E move
4.1%
Puts
Pseudo strike
104.29
IV
14.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
101.07
IV
8.1%
B/E move
3.8%
Puts
Pseudo strike
105.63
IV
14.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
100.29
IV
8.1%
B/E move
3.4%
Puts
Pseudo strike
108.04
IV
17.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
99.08
IV
9.2%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
95.70
IV
12.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
92.32
IV
15.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

DLN10.7310.9711.212026-10-20: 11.18%2026-10-21: 10.76%Oct 20Oct 21
Table
DateIV
11.18%
10.76%