IntraAlpha
Create free account Start free

WisdomTree Japan Hedged Equity Fund DXJ

i

Market dataready · fetched 2026-11-11T14:05:07.724Z

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 · 2026-11-11T13:52:18.770890985Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:05.925818+00:00

Share price$58.72
1D+0.0%
$58.68$58.70$58.72$58.73$58.755:30 AM6:30 AM9:00 AM1:00 PMDXJ
Sold putSold call

WisdomTree Japan Hedged Equity Fund options

Live interpolated DXJ call and put midpoint premiums by absolute delta.WisdomTree Japan Hedged Equity Fund$0.07$2.62$5.17$7.71$10.26$54.60$56.87$59.15$61.43$63.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DXJ spot · $58.72DXJ PRICE$0.46$0.62$0.35$0.41$0.48$0.55$0.62$0.68$0.75$0.70$0.80$0.86$0.98$1.17$1.38$1.66$1.95$2.23$2.88$3.59$9.53
Puts——
Calls——
Skew——
Implied moveBearish±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.3742.0%7.0%54.2763.4%8.8%
25Δ61.8544.8%6.4%55.6454.6%6.6%
30Δ59.8519.5%2.5%56.7146.2%4.9%
35Δ59.6218.8%2.2%57.4042.6%3.9%
40Δ59.4018.1%2.0%57.9142.2%3.4%
45Δ59.1717.3%1.7%58.4242.0%2.9%
50Δ58.9516.6%1.4%58.9242.3%2.5%
55Δ58.7215.8%1.2%59.4242.5%2.1%
60Δ58.4915.1%0.9%59.9242.7%1.8%
65Δ60.7046.5%1.5%
70Δ61.5250.9%1.4%
75Δ
80Δ67.4094.9%1.4%

20Δ

Calls
Pseudo strike
62.37
IV
42.0%
B/E move
7.0%
Puts
Pseudo strike
54.27
IV
63.4%
B/E move
8.8%

25Δ

Calls
Pseudo strike
61.85
IV
44.8%
B/E move
6.4%
Puts
Pseudo strike
55.64
IV
54.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
59.85
IV
19.5%
B/E move
2.5%
Puts
Pseudo strike
56.71
IV
46.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
59.62
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
57.40
IV
42.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
59.40
IV
18.1%
B/E move
2.0%
Puts
Pseudo strike
57.91
IV
42.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
59.17
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
58.42
IV
42.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
58.95
IV
16.6%
B/E move
1.4%
Puts
Pseudo strike
58.92
IV
42.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
58.72
IV
15.8%
B/E move
1.2%
Puts
Pseudo strike
59.42
IV
42.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
58.49
IV
15.1%
B/E move
0.9%
Puts
Pseudo strike
59.92
IV
42.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.70
IV
46.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.52
IV
50.9%
B/E move
1.4%

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.40
IV
94.9%
B/E move
1.4%

Options history

IV · four-Friday blend23.53%
Daily EOD
DXJ18.3%21.1%23.9%2026-10-19: 21.84%2026-10-20: 21.62%2026-10-21: 21.00%2026-10-22: 21.54%2026-10-23: 22.30%2026-10-26: 18.65%2026-10-27: 20.34%2026-10-28: 20.97%2026-10-29: 22.01%2026-10-30: 23.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.84%
21.62%
21.00%
21.54%
22.30%
18.65%
20.34%
20.97%
22.01%
23.53%