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WisdomTree India Earnings Fund ETF EPI

i

Market dataready · fetched 2026-11-12T02:27:47.690Z

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 · 2026-11-12T01:00:00.116147777Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:27:47.257885+00:00

Share price$44.30
1D+0.4%
AH$44.05$44.13$44.21$44.28$44.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPI
Sold putSold callAH

WisdomTree India Earnings Fund ETF options

Live interpolated EPI call and put midpoint premiums by absolute delta.WisdomTree India Earnings Fund ETF$0.23$1.39$2.55$3.71$4.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEPI PRICE$0.35$0.48$0.61$0.75$1.91$2.16$2.41$0.55$0.69$0.80$0.86$0.96$1.19$1.41$1.57$1.68$1.78$4.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ46.0735.0%4.8%42.1750.9%6.0%
30Δ45.7536.5%4.4%42.6850.2%5.2%
35Δ45.4437.8%4.0%43.1847.8%4.3%
40Δ45.1239.2%3.5%43.6642.7%3.4%
45Δ44.1039.3%2.6%
50Δ44.4640.3%2.3%
55Δ44.8141.3%2.0%
60Δ45.1240.4%1.7%
65Δ45.3837.4%1.4%
70Δ42.9840.2%1.3%45.6334.5%1.0%
75Δ42.6139.0%1.1%
80Δ42.2437.7%0.8%48.4062.7%1.0%

20Δ

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

25Δ

Calls
Pseudo strike
46.07
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
42.17
IV
50.9%
B/E move
6.0%

30Δ

Calls
Pseudo strike
45.75
IV
36.5%
B/E move
4.4%
Puts
Pseudo strike
42.68
IV
50.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
45.44
IV
37.8%
B/E move
4.0%
Puts
Pseudo strike
43.18
IV
47.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
45.12
IV
39.2%
B/E move
3.5%
Puts
Pseudo strike
43.66
IV
42.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.10
IV
39.3%
B/E move
2.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.46
IV
40.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.81
IV
41.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.12
IV
40.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.38
IV
37.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
42.98
IV
40.2%
B/E move
1.3%
Puts
Pseudo strike
45.63
IV
34.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
42.61
IV
39.0%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.24
IV
37.7%
B/E move
0.8%
Puts
Pseudo strike
48.40
IV
62.7%
B/E move
1.0%

Options history

IV · four-Friday blend18.00%
Daily close
EPI14.8%21.0%27.2%2026-08-13: 18.11%2026-08-17: 20.09%2026-08-18: 21.38%2026-08-19: 23.57%2026-08-20: 26.18%2026-08-21: 16.52%2026-08-24: 17.56%2026-08-25: 16.35%2026-08-26: 16.64%2026-08-27: 16.05%2026-08-28: 15.65%2026-08-31: 15.68%2026-09-01: 16.03%2026-09-02: 15.79%2026-09-03: 16.59%2026-09-04: 15.99%2026-09-08: 17.81%2026-09-09: 17.65%2026-09-10: 16.76%2026-09-11: 16.71%2026-09-14: 19.17%2026-09-15: 23.82%2026-09-17: 26.33%2026-09-18: 16.78%2026-09-21: 16.46%2026-09-22: 16.58%2026-09-23: 16.19%2026-09-24: 17.15%2026-09-25: 18.31%2026-09-28: 17.16%2026-09-29: 16.47%2026-09-30: 16.62%2026-10-01: 18.24%2026-10-02: 17.95%2026-10-05: 18.69%2026-10-06: 17.53%2026-10-07: 18.41%2026-10-08: 19.23%2026-10-09: 17.91%2026-10-12: 21.56%2026-10-13: 19.12%2026-10-16: 20.02%2026-10-19: 16.75%2026-10-20: 21.22%2026-10-21: 19.18%2026-10-22: 19.98%2026-10-23: 22.39%2026-10-26: 20.94%2026-10-27: 23.75%2026-10-28: 20.63%2026-10-29: 20.26%2026-10-30: 18.00%Aug 13Sep 22Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
18.11%
20.09%
21.38%
23.57%
26.18%
16.52%
17.56%
16.35%
16.64%
16.05%
15.65%
15.68%
16.03%
15.79%
16.59%
15.99%
17.81%
17.65%
16.76%
16.71%
19.17%
23.82%
26.33%
16.78%
16.46%
16.58%
16.19%
17.15%
18.31%
17.16%
16.47%
16.62%
18.24%
17.95%
18.69%
17.53%
18.41%
19.23%
17.91%
21.56%
19.12%
20.02%
16.75%
21.22%
19.18%
19.98%
22.39%
20.94%
23.75%
20.63%
20.26%
18.00%