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WisdomTree Japan Hedged Equity Fund DXJ

i

Market dataready · fetched 2026-11-04T04:23:21.539Z

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 · 2026-11-04T01:00:00.117986791Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:23:21.126583+00:00

Share price$58.96
1D-0.4%
AH$58.89$59.00$59.11$59.22$59.335:30 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$0.31$1.07$1.82$2.58$3.33$53.69$56.24$58.79$61.34$63.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DXJ spot · $58.96DXJ PRICE$0.39$0.49$0.59$0.76$0.96$1.17$1.37$1.57$1.95$2.36$2.59$3.12$0.83$1.04$1.17$1.30$1.43$1.56$1.74$1.95$2.17$2.39
Puts——
Calls——
Skew——
Implied moveBearish±$2.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ61.0320.7%4.2%
30Δ60.5920.4%3.6%
35Δ60.1520.1%3.0%57.9526.0%3.1%
40Δ59.7720.5%2.7%58.3127.8%2.9%
45Δ59.4221.3%2.4%58.6826.5%2.5%
50Δ59.0722.1%2.2%59.0625.1%2.0%
55Δ58.7222.8%1.9%59.4423.6%1.6%
60Δ58.3823.6%1.7%59.8222.1%1.2%
65Δ57.8925.3%1.5%60.1721.0%0.9%
70Δ57.3827.1%1.3%60.5020.1%0.7%
75Δ56.9825.8%1.0%60.8319.2%0.5%
80Δ56.3426.9%0.8%61.1618.3%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
61.03
IV
20.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
60.59
IV
20.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
60.15
IV
20.1%
B/E move
3.0%
Puts
Pseudo strike
57.95
IV
26.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
59.77
IV
20.5%
B/E move
2.7%
Puts
Pseudo strike
58.31
IV
27.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
59.42
IV
21.3%
B/E move
2.4%
Puts
Pseudo strike
58.68
IV
26.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
59.07
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
59.06
IV
25.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
58.72
IV
22.8%
B/E move
1.9%
Puts
Pseudo strike
59.44
IV
23.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
58.38
IV
23.6%
B/E move
1.7%
Puts
Pseudo strike
59.82
IV
22.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
57.89
IV
25.3%
B/E move
1.5%
Puts
Pseudo strike
60.17
IV
21.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
57.38
IV
27.1%
B/E move
1.3%
Puts
Pseudo strike
60.50
IV
20.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.98
IV
25.8%
B/E move
1.0%
Puts
Pseudo strike
60.83
IV
19.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
56.34
IV
26.9%
B/E move
0.8%
Puts
Pseudo strike
61.16
IV
18.3%
B/E move
0.3%

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%