Implied Volatility (Mean) (120-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

WisdomTree Dynamic International SmallCap Equity Fund (DDLS) had 120-Day Implied Volatility (Mean) of 0.2186 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2108
Historical Volatility (Parkinson)	0.1538
Implied Volatility (Calls)	0.2484
Implied Volatility (Puts)	0.1887
Implied Volatility (Mean)	0.2186
Put-Call Implied Volatility Ratio	0.7594
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--