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WisdomTree India Earnings Fund ETF EPI

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Market datapartial · fetched 2026-10-22T14:49:44.428Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:47:01.922072776Z

FundamentalsAlpha Vantage · unavailable

Share price$40.86
1D+0.2%
$40.77$40.81$40.85$40.89$40.935:30 AM6:30 AM9:00 AM1:00 PMEPI
Sold putSold call

WisdomTree India Earnings Fund ETF options

Live interpolated EPI call and put midpoint premiums by absolute delta.WisdomTree India Earnings Fund ETF$0.26$1.30$2.34$3.38$4.42$37.15$39.17$41.19$43.21$45.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPI spot · $40.85EPI PRICE$0.72$0.72$0.37$0.84$0.96$1.08$1.19$1.46$1.78$1.99$2.07$2.16$2.24$0.68$0.50$0.46$0.60$0.80$1.01$1.18$1.28$1.38$1.47$1.80$2.21$4.12
PutsFair1.04×
CallsExpensive1.37×
SkewBullish-5.78 pp
Implied moveBalanced±$2.37
TiltBalanced0.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3661.7%20.1%36.8149.2%11.6%
25Δ45.0244.7%12.0%39.0027.8%5.8%
30Δ42.1617.7%4.1%39.7820.7%3.7%
35Δ42.7232.4%6.6%40.2120.1%3.0%
40Δ42.1930.7%5.6%40.5021.9%2.8%
45Δ41.6629.0%4.6%40.7923.7%2.6%
50Δ41.1427.3%3.6%41.0824.5%2.3%
55Δ40.6728.2%3.1%41.3622.9%1.9%
60Δ40.2330.0%2.8%41.6521.4%1.4%
65Δ39.8729.7%2.5%41.9319.8%1.0%
70Δ39.5927.0%2.0%42.3520.5%0.7%
75Δ39.3024.2%1.5%42.8321.9%0.6%
80Δ39.0221.5%1.0%44.6834.6%0.7%

20Δ

Calls
Pseudo strike
48.36
IV
61.7%
B/E move
20.1%
Puts
Pseudo strike
36.81
IV
49.2%
B/E move
11.6%

25Δ

Calls
Pseudo strike
45.02
IV
44.7%
B/E move
12.0%
Puts
Pseudo strike
39.00
IV
27.8%
B/E move
5.8%

30Δ

Calls
Pseudo strike
42.16
IV
17.7%
B/E move
4.1%
Puts
Pseudo strike
39.78
IV
20.7%
B/E move
3.7%

35Δ

Calls
Pseudo strike
42.72
IV
32.4%
B/E move
6.6%
Puts
Pseudo strike
40.21
IV
20.1%
B/E move
3.0%

40Δ

Calls
Pseudo strike
42.19
IV
30.7%
B/E move
5.6%
Puts
Pseudo strike
40.50
IV
21.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
41.66
IV
29.0%
B/E move
4.6%
Puts
Pseudo strike
40.79
IV
23.7%
B/E move
2.6%

50Δ

Calls
Pseudo strike
41.14
IV
27.3%
B/E move
3.6%
Puts
Pseudo strike
41.08
IV
24.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
40.67
IV
28.2%
B/E move
3.1%
Puts
Pseudo strike
41.36
IV
22.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
40.23
IV
30.0%
B/E move
2.8%
Puts
Pseudo strike
41.65
IV
21.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
39.87
IV
29.7%
B/E move
2.5%
Puts
Pseudo strike
41.93
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
39.59
IV
27.0%
B/E move
2.0%
Puts
Pseudo strike
42.35
IV
20.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
39.30
IV
24.2%
B/E move
1.5%
Puts
Pseudo strike
42.83
IV
21.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
39.02
IV
21.5%
B/E move
1.0%
Puts
Pseudo strike
44.68
IV
34.6%
B/E move
0.7%

Options history

No recorded observations