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WisdomTree Europe SmallCap Dividend Fund DFE

i

Market dataready · fetched 2026-11-04T01:17:36.752Z

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 · 2026-11-04T01:00:00.168407218Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:17:36.120521+00:00

Share price$74.79
1D-0.9%
AH$74.67$74.86$75.05$75.24$75.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFE
Sold putSold callAH

WisdomTree Europe SmallCap Dividend Fund options

Live interpolated DFE call and put midpoint premiums by absolute delta.WisdomTree Europe SmallCap Dividend Fund$0.75$1.78$2.81$3.85$4.88$72.68$73.86$75.03$76.21$77.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DFE spot · $74.79DFE PRICE$0.86$1.02$1.08$1.23$1.37$1.52$1.96$2.35$2.35$2.35$2.35$4.58$0.86$1.09$1.18$1.27$1.38$1.48$1.56$1.65$1.75$1.96$2.17
Puts——
Calls——
Skew——
Implied moveBalanced±$2.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ79.1936.2%7.0%71.7033.0%5.3%
30Δ78.1634.6%5.9%72.2634.6%4.8%
35Δ76.9729.6%4.4%73.2330.2%3.7%
40Δ76.2327.7%3.6%73.9826.9%2.8%
45Δ75.6126.0%2.9%74.5024.6%2.2%
50Δ75.0424.3%2.4%75.0122.3%1.7%
55Δ74.4726.7%2.2%75.3620.5%1.3%
60Δ73.9528.3%2.0%75.7018.7%1.0%
65Δ73.6425.0%1.6%76.0517.0%0.7%
70Δ73.3421.7%1.2%76.3816.4%0.5%
75Δ73.0418.3%0.8%76.7115.7%0.3%
80Δ70.9231.5%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
79.19
IV
36.2%
B/E move
7.0%
Puts
Pseudo strike
71.70
IV
33.0%
B/E move
5.3%

30Δ

Calls
Pseudo strike
78.16
IV
34.6%
B/E move
5.9%
Puts
Pseudo strike
72.26
IV
34.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
76.97
IV
29.6%
B/E move
4.4%
Puts
Pseudo strike
73.23
IV
30.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
76.23
IV
27.7%
B/E move
3.6%
Puts
Pseudo strike
73.98
IV
26.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
75.61
IV
26.0%
B/E move
2.9%
Puts
Pseudo strike
74.50
IV
24.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
75.04
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
75.01
IV
22.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
74.47
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
75.36
IV
20.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
73.95
IV
28.3%
B/E move
2.0%
Puts
Pseudo strike
75.70
IV
18.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
73.64
IV
25.0%
B/E move
1.6%
Puts
Pseudo strike
76.05
IV
17.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
73.34
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
76.38
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
73.04
IV
18.3%
B/E move
0.8%
Puts
Pseudo strike
76.71
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
70.92
IV
31.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.88%
Daily EOD
DFE18.0%19.0%20.0%2026-10-19: 19.50%2026-10-20: 18.67%2026-10-21: 19.38%2026-10-22: 19.74%2026-10-23: 19.31%2026-10-26: 19.51%2026-10-27: 18.10%2026-10-28: 18.71%2026-10-29: 18.62%2026-10-30: 19.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.50%
18.67%
19.38%
19.74%
19.31%
19.51%
18.10%
18.71%
18.62%
19.88%