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WisdomTree International SmallCap Dividend Fund DLS

i

Market dataready · fetched 2026-11-11T13:48:56.413Z

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 · 2026-11-11T01:00:00.170042328Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:56.018235+00:00

Share price$84.72
1D-0.4%
AH$84.38$84.59$84.81$85.02$85.235:30 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$0.67$1.17$1.66$2.16$2.65$81.89$83.54$85.19$86.85$88.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DLS spot · $84.72DLS PRICE$0.72$0.76$0.79$0.86$0.94$1.02$1.12$1.26$1.40$1.64$2.00$2.42$0.80$0.84$0.89$0.96$1.03$1.09$1.17$1.26$1.35$1.44$1.75$2.51
Puts——
Calls——
Skew——
Implied moveBalanced±$2.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.9849.9%8.2%
25Δ88.6438.9%5.5%81.4938.6%4.8%
30Δ87.2431.8%3.9%82.6532.0%3.4%
35Δ86.4027.8%3.0%83.4327.6%2.6%
40Δ85.7825.0%2.4%84.0424.3%1.9%
45Δ85.3022.9%1.9%84.4322.2%1.5%
50Δ84.8821.3%1.5%84.8320.0%1.2%
55Δ84.5320.6%1.3%85.1318.4%0.9%
60Δ84.1919.8%1.0%85.3717.3%0.7%
65Δ83.8020.0%0.8%85.6116.1%0.6%
70Δ83.3421.2%0.7%85.8414.9%0.4%
75Δ82.8322.6%0.6%86.2714.8%0.2%
80Δ87.0816.9%0.2%

20Δ

Calls
Pseudo strike
90.98
IV
49.9%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
88.64
IV
38.9%
B/E move
5.5%
Puts
Pseudo strike
81.49
IV
38.6%
B/E move
4.8%

30Δ

Calls
Pseudo strike
87.24
IV
31.8%
B/E move
3.9%
Puts
Pseudo strike
82.65
IV
32.0%
B/E move
3.4%

35Δ

Calls
Pseudo strike
86.40
IV
27.8%
B/E move
3.0%
Puts
Pseudo strike
83.43
IV
27.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
85.78
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
84.04
IV
24.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
85.30
IV
22.9%
B/E move
1.9%
Puts
Pseudo strike
84.43
IV
22.2%
B/E move
1.5%

50Δ

Calls
Pseudo strike
84.88
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
84.83
IV
20.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
84.53
IV
20.6%
B/E move
1.3%
Puts
Pseudo strike
85.13
IV
18.4%
B/E move
0.9%

60Δ

Calls
Pseudo strike
84.19
IV
19.8%
B/E move
1.0%
Puts
Pseudo strike
85.37
IV
17.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
83.80
IV
20.0%
B/E move
0.8%
Puts
Pseudo strike
85.61
IV
16.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
83.34
IV
21.2%
B/E move
0.7%
Puts
Pseudo strike
85.84
IV
14.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
82.83
IV
22.6%
B/E move
0.6%
Puts
Pseudo strike
86.27
IV
14.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.08
IV
16.9%
B/E move
0.2%

Options history

IV · four-Friday blend17.12%
Daily EOD
DLS14.7%16.0%17.3%2026-10-19: 15.34%2026-10-20: 15.24%2026-10-21: 14.87%2026-10-22: 15.04%2026-10-23: 15.56%2026-10-26: 17.15%2026-10-27: 16.96%2026-10-28: 16.82%2026-10-29: 17.07%2026-10-30: 17.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.34%
15.24%
14.87%
15.04%
15.56%
17.15%
16.96%
16.82%
17.07%
17.12%