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WisdomTree Japan Hedged Equity Fund DXJ

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Market dataready · fetched 2026-10-22T12:08:16.344Z

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 · 2026-10-22T00:00:00.146663029Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:08:15.338735+00:00

Share price$60.00
1D-0.2%
AH$59.82$59.90$59.99$60.08$60.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDXJ
Sold putSold callAH

WisdomTree Japan Hedged Equity Fund options

Live interpolated DXJ call and put midpoint premiums by absolute delta.WisdomTree Japan Hedged Equity Fund$0.41$1.32$2.23$3.14$4.05$-59.07$8.35$75.76$143.18$210.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DXJ spot · $60.00DXJ PRICE$0.51$0.87$1.01$1.16$1.31$1.39$1.47$1.64$1.96$2.28$2.60$3.19$3.79$0.86$0.94$0.73$0.98$1.23$1.48$1.71$1.92$2.13$2.36$2.66$2.97$3.27
PutsCheap0.05×
CallsExpensive1.37×
SkewBullish-1.40 pp
Implied moveBearish±$3.18
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.0125.6%7.5%54.7942.6%10.1%
25Δ64.8836.0%9.6%56.5535.4%7.3%
30Δ63.7933.4%8.0%58.3921.8%3.9%
35Δ62.6930.9%6.4%58.8722.7%3.5%
40Δ61.6328.4%4.9%59.3523.6%3.1%
45Δ61.0225.7%4.0%59.8324.4%2.8%
50Δ60.4023.0%3.1%60.3024.2%2.3%
55Δ59.8321.4%2.4%60.7723.2%1.9%
60Δ59.3321.7%2.1%61.2522.3%1.5%
65Δ58.8322.1%1.8%61.7221.4%1.1%
70Δ58.3322.5%1.6%62.1820.7%0.8%
75Δ57.6124.0%1.3%62.6419.9%0.5%
80Δ56.8724.9%1.1%63.1019.2%0.3%

20Δ

Calls
Pseudo strike
64.01
IV
25.6%
B/E move
7.5%
Puts
Pseudo strike
54.79
IV
42.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
64.88
IV
36.0%
B/E move
9.6%
Puts
Pseudo strike
56.55
IV
35.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
63.79
IV
33.4%
B/E move
8.0%
Puts
Pseudo strike
58.39
IV
21.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
62.69
IV
30.9%
B/E move
6.4%
Puts
Pseudo strike
58.87
IV
22.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
61.63
IV
28.4%
B/E move
4.9%
Puts
Pseudo strike
59.35
IV
23.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
61.02
IV
25.7%
B/E move
4.0%
Puts
Pseudo strike
59.83
IV
24.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
60.40
IV
23.0%
B/E move
3.1%
Puts
Pseudo strike
60.30
IV
24.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
59.83
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
60.77
IV
23.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
59.33
IV
21.7%
B/E move
2.1%
Puts
Pseudo strike
61.25
IV
22.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
58.83
IV
22.1%
B/E move
1.8%
Puts
Pseudo strike
61.72
IV
21.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
58.33
IV
22.5%
B/E move
1.6%
Puts
Pseudo strike
62.18
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
57.61
IV
24.0%
B/E move
1.3%
Puts
Pseudo strike
62.64
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.87
IV
24.9%
B/E move
1.1%
Puts
Pseudo strike
63.10
IV
19.2%
B/E move
0.3%

Options history

No recorded observations