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WisdomTree India Earnings Fund ETF EPI

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Market datapartial · fetched 2026-10-22T16:50:51.793Z

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 · 2026-10-22T16:49:29.416542902Z

FundamentalsAlpha Vantage · unavailable

Share price$40.91
1D+0.3%
$40.77$40.82$40.86$40.91$40.965:30 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$0.30$1.24$2.17$3.11$4.05$37.10$39.15$41.19$43.24$45.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPI spot · $40.91EPI PRICE$0.72$0.72$0.40$0.83$0.95$1.06$1.18$1.42$1.73$1.98$2.07$2.16$2.24$0.69$0.50$0.46$0.61$0.80$0.99$1.14$1.24$1.34$1.44$2.53$3.78$3.28
PutsExpensive1.07×
CallsExpensive1.36×
SkewBullish-4.87 pp
Implied moveBalanced±$2.32
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4061.7%20.1%36.8449.7%11.6%
25Δ45.1144.9%12.0%39.0527.9%5.8%
30Δ42.4419.9%4.7%39.8620.4%3.7%
35Δ42.7632.1%6.5%40.2520.5%3.1%
40Δ42.2430.4%5.6%40.5422.1%2.9%
45Δ41.7228.7%4.6%40.8323.6%2.6%
50Δ41.2026.9%3.6%41.1223.8%2.3%
55Δ40.7427.3%3.0%41.4022.3%1.8%
60Δ40.3029.0%2.7%41.6820.8%1.4%
65Δ39.9129.4%2.4%41.9619.3%0.9%
70Δ39.6426.8%1.9%43.0626.4%0.9%
75Δ39.3724.2%1.5%44.2934.8%1.0%
80Δ39.0921.5%1.0%43.9927.9%0.5%

20Δ

Calls
Pseudo strike
48.40
IV
61.7%
B/E move
20.1%
Puts
Pseudo strike
36.84
IV
49.7%
B/E move
11.6%

25Δ

Calls
Pseudo strike
45.11
IV
44.9%
B/E move
12.0%
Puts
Pseudo strike
39.05
IV
27.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
42.44
IV
19.9%
B/E move
4.7%
Puts
Pseudo strike
39.86
IV
20.4%
B/E move
3.7%

35Δ

Calls
Pseudo strike
42.76
IV
32.1%
B/E move
6.5%
Puts
Pseudo strike
40.25
IV
20.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
42.24
IV
30.4%
B/E move
5.6%
Puts
Pseudo strike
40.54
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
41.72
IV
28.7%
B/E move
4.6%
Puts
Pseudo strike
40.83
IV
23.6%
B/E move
2.6%

50Δ

Calls
Pseudo strike
41.20
IV
26.9%
B/E move
3.6%
Puts
Pseudo strike
41.12
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
40.74
IV
27.3%
B/E move
3.0%
Puts
Pseudo strike
41.40
IV
22.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
40.30
IV
29.0%
B/E move
2.7%
Puts
Pseudo strike
41.68
IV
20.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
39.91
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
41.96
IV
19.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
39.64
IV
26.8%
B/E move
1.9%
Puts
Pseudo strike
43.06
IV
26.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
39.37
IV
24.2%
B/E move
1.5%
Puts
Pseudo strike
44.29
IV
34.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
39.09
IV
21.5%
B/E move
1.0%
Puts
Pseudo strike
43.99
IV
27.9%
B/E move
0.5%

Options history

EPI18.9720.1321.302026-10-20: 21.14%2026-10-21: 19.13%Oct 20Oct 21
Table
DateIV
21.14%
19.13%