Share price$41.03
1D+0.6%
Sold putSold callAH
WisdomTree India Earnings Fund ETF EPI
i
Market datapartial · fetched 2026-10-22T21:19:11.468Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.004159299Z
FundamentalsAlpha Vantage · unavailable
WisdomTree India Earnings Fund ETF options
PutsExpensive1.06×
CallsExpensive1.32×
SkewBullish-4.33 pp
Implied moveBullish±$2.14
TiltBearish6.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.57 | 61.2% | 20.1% | 36.89 | 50.6% | 11.8% |
| 25Δ | 45.86 | 42.1% | 13.1% | 39.16 | 27.8% | 5.8% |
| 30Δ | 43.15 | 22.9% | 6.2% | 40.02 | 20.1% | 3.6% |
| 35Δ | 42.83 | 31.5% | 6.4% | 40.32 | 20.1% | 3.1% |
| 40Δ | 42.33 | 29.7% | 5.4% | 40.62 | 20.1% | 2.7% |
| 45Δ | 41.84 | 27.9% | 4.5% | 40.93 | 20.1% | 2.2% |
| 50Δ | 41.35 | 26.1% | 3.6% | 41.24 | 20.3% | 1.9% |
| 55Δ | 40.88 | 25.3% | 2.8% | 41.55 | 20.5% | 1.6% |
| 60Δ | 40.46 | 26.8% | 2.5% | 41.86 | 20.8% | 1.3% |
| 65Δ | 40.03 | 28.3% | 2.3% | 42.23 | 21.4% | 1.1% |
| 70Δ | 39.79 | 26.0% | 1.9% | 42.67 | 22.5% | 0.8% |
| 75Δ | 39.57 | 23.4% | 1.5% | 44.44 | 36.9% | 1.1% |
| 80Δ | 39.34 | 20.8% | 1.2% | 45.00 | 34.6% | 0.7% |
20Δ
- Pseudo strike
- 48.57
- IV
- 61.2%
- B/E move
- 20.1%
- Pseudo strike
- 36.89
- IV
- 50.6%
- B/E move
- 11.8%
25Δ
- Pseudo strike
- 45.86
- IV
- 42.1%
- B/E move
- 13.1%
- Pseudo strike
- 39.16
- IV
- 27.8%
- B/E move
- 5.8%
30Δ
- Pseudo strike
- 43.15
- IV
- 22.9%
- B/E move
- 6.2%
- Pseudo strike
- 40.02
- IV
- 20.1%
- B/E move
- 3.6%
35Δ
- Pseudo strike
- 42.83
- IV
- 31.5%
- B/E move
- 6.4%
- Pseudo strike
- 40.32
- IV
- 20.1%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 42.33
- IV
- 29.7%
- B/E move
- 5.4%
- Pseudo strike
- 40.62
- IV
- 20.1%
- B/E move
- 2.7%
45Δ
- Pseudo strike
- 41.84
- IV
- 27.9%
- B/E move
- 4.5%
- Pseudo strike
- 40.93
- IV
- 20.1%
- B/E move
- 2.2%
50Δ
- Pseudo strike
- 41.35
- IV
- 26.1%
- B/E move
- 3.6%
- Pseudo strike
- 41.24
- IV
- 20.3%
- B/E move
- 1.9%
55Δ
- Pseudo strike
- 40.88
- IV
- 25.3%
- B/E move
- 2.8%
- Pseudo strike
- 41.55
- IV
- 20.5%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 40.46
- IV
- 26.8%
- B/E move
- 2.5%
- Pseudo strike
- 41.86
- IV
- 20.8%
- B/E move
- 1.3%
65Δ
- Pseudo strike
- 40.03
- IV
- 28.3%
- B/E move
- 2.3%
- Pseudo strike
- 42.23
- IV
- 21.4%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 39.79
- IV
- 26.0%
- B/E move
- 1.9%
- Pseudo strike
- 42.67
- IV
- 22.5%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 39.57
- IV
- 23.4%
- B/E move
- 1.5%
- Pseudo strike
- 44.44
- IV
- 36.9%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 39.34
- IV
- 20.8%
- B/E move
- 1.2%
- Pseudo strike
- 45.00
- IV
- 34.6%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 21.14% | |
| 19.13% |