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WisdomTree International Equity Fund DWM

i

Market dataready · fetched 2026-11-12T00:51:13.235Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T23:30:00.00430572Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:51:12.264418+00:00

Share price$74.13
1D+0.6%
AH$73.64$73.77$73.90$74.03$74.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDWM
Sold putSold callAH

WisdomTree International Equity Fund options

Live interpolated DWM call and put midpoint premiums by absolute delta.WisdomTree International Equity Fund$4.33$4.98$5.64$6.30$6.96$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDWM PRICE$4.40$5.24$4.46$4.90$6.77
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
60Δ
65Δ77.9517.3%0.9%
70Δ71.8416.9%2.8%78.7416.5%0.4%
75Δ70.7417.4%2.5%80.7219.5%0.2%
80Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.95
IV
17.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
71.84
IV
16.9%
B/E move
2.8%
Puts
Pseudo strike
78.74
IV
16.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
70.74
IV
17.4%
B/E move
2.5%
Puts
Pseudo strike
80.72
IV
19.5%
B/E move
0.2%

80Δ

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

Options history

IV · four-Friday blend16.42%
Daily EOD
DWM15.6%16.2%16.7%2026-10-19: 16.26%2026-10-20: 15.92%2026-10-21: 15.67%2026-10-22: 16.09%2026-10-23: 16.37%2026-10-26: 16.59%2026-10-27: 16.65%2026-10-28: 16.49%2026-10-29: 16.34%2026-10-30: 16.42%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.26%
15.92%
15.67%
16.09%
16.37%
16.59%
16.65%
16.49%
16.34%
16.42%