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WisdomTree U.S. LargeCap Dividend Fund DLN

i

Market datapartial · fetched 2026-11-13T17:10:34.828Z

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 · 2026-11-13T17:10:33.2914218Z

FundamentalsAlpha Vantage · unavailable

Share price$100.43
1D-0.5%
$99.95$100.21$100.47$100.73$100.995:30 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$0.87$2.04$3.20$4.36$5.52$97.66$99.01$100.35$101.70$103.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive DLN spot · $100.42DLN PRICE$1.00$1.00$1.00$1.17$1.43$1.70$1.97$2.17$2.36$2.77$4.58$5.19$1.00$1.00$1.00$1.00$1.00$1.08$1.28$1.48$1.65$1.83
Puts——
Calls——
Skew——
Implied moveBullish±$2.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.8661.2%7.5%
25Δ105.5949.4%6.1%96.4046.3%5.0%
30Δ103.5838.6%4.1%97.9936.4%3.4%
35Δ102.3431.1%2.9%99.0129.5%2.4%
40Δ101.6529.6%2.4%99.6424.8%1.8%
45Δ101.1430.5%2.1%100.1722.1%1.3%
50Δ100.6130.9%1.9%100.5622.1%1.1%
55Δ100.0630.9%1.6%100.9522.1%0.9%
60Δ99.5829.4%1.3%101.3121.3%0.8%
65Δ99.1027.8%1.0%101.6520.4%0.6%
70Δ98.5028.3%0.8%
75Δ96.8141.8%1.0%
80Δ95.9641.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.86
IV
61.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
105.59
IV
49.4%
B/E move
6.1%
Puts
Pseudo strike
96.40
IV
46.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
103.58
IV
38.6%
B/E move
4.1%
Puts
Pseudo strike
97.99
IV
36.4%
B/E move
3.4%

35Δ

Calls
Pseudo strike
102.34
IV
31.1%
B/E move
2.9%
Puts
Pseudo strike
99.01
IV
29.5%
B/E move
2.4%

40Δ

Calls
Pseudo strike
101.65
IV
29.6%
B/E move
2.4%
Puts
Pseudo strike
99.64
IV
24.8%
B/E move
1.8%

45Δ

Calls
Pseudo strike
101.14
IV
30.5%
B/E move
2.1%
Puts
Pseudo strike
100.17
IV
22.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
100.61
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
100.56
IV
22.1%
B/E move
1.1%

55Δ

Calls
Pseudo strike
100.06
IV
30.9%
B/E move
1.6%
Puts
Pseudo strike
100.95
IV
22.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
99.58
IV
29.4%
B/E move
1.3%
Puts
Pseudo strike
101.31
IV
21.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
99.10
IV
27.8%
B/E move
1.0%
Puts
Pseudo strike
101.65
IV
20.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
98.50
IV
28.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
96.81
IV
41.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
95.96
IV
41.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend12.64%
Daily EOD
DLN10.6%12.1%13.6%2026-10-19: 12.13%2026-10-20: 11.18%2026-10-21: 10.76%2026-10-22: 11.35%2026-10-23: 11.16%2026-10-26: 11.74%2026-10-27: 11.12%2026-10-28: 13.42%2026-10-29: 10.82%2026-10-30: 12.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
12.13%
11.18%
10.76%
11.35%
11.16%
11.74%
11.12%
13.42%
10.82%
12.64%