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WisdomTree International SmallCap Dividend Fund DLS

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Market datapartial · fetched 2026-10-22T07:52:58.154Z

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 · 2026-10-22T00:00:00.05799954Z

FundamentalsAlpha Vantage · unavailable

Share price$85.93
1D-0.2%
AH$85.73$85.84$85.96$86.07$86.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDLS
Sold putSold callAH

WisdomTree International SmallCap Dividend Fund options

Live interpolated DLS call and put midpoint premiums by absolute delta.WisdomTree International SmallCap Dividend Fund$0.53$1.46$2.39$3.31$4.24$80.59$83.16$85.73$88.30$90.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DLS spot · $85.93DLS PRICE$0.72$0.63$0.87$0.95$1.06$1.17$1.27$1.42$1.71$2.01$2.41$2.85$3.49$0.83$0.92$1.02$1.12$1.22$1.32$1.49$1.69$1.94$2.27$2.65$3.17$3.97
PutsExpensive1.20×
CallsExpensive1.22×
SkewBearish+1.65 pp
Implied moveBearish±$2.76
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.4327.6%8.4%80.6629.4%7.1%
25Δ89.4318.0%4.8%82.4624.5%5.1%
30Δ89.0519.6%4.6%83.6821.3%3.8%
35Δ87.9717.0%3.5%84.5619.0%2.9%
40Δ87.3515.7%2.9%85.2617.1%2.2%
45Δ86.8014.5%2.4%85.8315.5%1.7%
50Δ86.3513.4%2.0%86.3014.8%1.3%
55Δ85.9012.7%1.6%86.7214.5%1.0%
60Δ85.4413.2%1.4%87.1714.4%0.8%
65Δ84.9813.7%1.2%87.6614.5%0.6%
70Δ84.4514.2%1.1%88.1914.7%0.5%
75Δ83.8814.7%0.9%88.8315.2%0.3%
80Δ83.1315.6%0.8%89.7516.5%0.2%

20Δ

Calls
Pseudo strike
92.43
IV
27.6%
B/E move
8.4%
Puts
Pseudo strike
80.66
IV
29.4%
B/E move
7.1%

25Δ

Calls
Pseudo strike
89.43
IV
18.0%
B/E move
4.8%
Puts
Pseudo strike
82.46
IV
24.5%
B/E move
5.1%

30Δ

Calls
Pseudo strike
89.05
IV
19.6%
B/E move
4.6%
Puts
Pseudo strike
83.68
IV
21.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
87.97
IV
17.0%
B/E move
3.5%
Puts
Pseudo strike
84.56
IV
19.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
87.35
IV
15.7%
B/E move
2.9%
Puts
Pseudo strike
85.26
IV
17.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
86.80
IV
14.5%
B/E move
2.4%
Puts
Pseudo strike
85.83
IV
15.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
86.35
IV
13.4%
B/E move
2.0%
Puts
Pseudo strike
86.30
IV
14.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
85.90
IV
12.7%
B/E move
1.6%
Puts
Pseudo strike
86.72
IV
14.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
85.44
IV
13.2%
B/E move
1.4%
Puts
Pseudo strike
87.17
IV
14.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
84.98
IV
13.7%
B/E move
1.2%
Puts
Pseudo strike
87.66
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
84.45
IV
14.2%
B/E move
1.1%
Puts
Pseudo strike
88.19
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
83.88
IV
14.7%
B/E move
0.9%
Puts
Pseudo strike
88.83
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
83.13
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
89.75
IV
16.5%
B/E move
0.2%

Options history

No recorded observations