Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

WisdomTree Dynamic International SmallCap Equity Fund (DDLS) had 120-Day Historical Volatility (Parkinson) of 0.0763 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1010
Historical Volatility (Parkinson)	0.0763
Implied Volatility (Calls)	0.1715
Implied Volatility (Puts)	0.1714
Implied Volatility (Mean)	0.1715
Put-Call Implied Volatility Ratio	0.9995
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--