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WisdomTree Artificial Intelligence and Innovation Fund WTAI

i

Market dataready · fetched 2026-11-14T02:11:35.295Z

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 · 2026-11-14T01:00:08.105457175Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:11:34.717394+00:00

Share price$33.60
1D-1.9%
AH$32.68$33.10$33.52$33.94$34.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTAI
Sold putSold callAH

WisdomTree Artificial Intelligence and Innovation Fund options

Live interpolated WTAI call and put midpoint premiums by absolute delta.WisdomTree Artificial Intelligence and Innovation Fund$0.35$1.01$1.67$2.33$2.99$29.74$31.57$33.40$35.23$37.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTAI spot · $33.60WTAI PRICE$0.47$0.51$0.42$0.56$0.71$0.85$1.00$1.16$1.31$1.47$1.63$1.79$1.96$0.47$0.58$0.67$0.87$1.07$1.25$1.43$1.58$1.69$1.80$1.99$2.41$2.80
PutsExpensive1.53×
CallsFair0.96×
SkewBearish+11.36 pp
Implied moveBearish±$2.44
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.0198.8%14.5%30.7982.4%9.7%
25Δ36.3878.5%9.8%31.3880.8%8.3%
30Δ34.8346.4%4.9%32.0972.0%6.5%
35Δ34.5749.5%4.6%32.5173.7%5.8%
40Δ34.3152.7%4.2%32.9375.3%5.2%
45Δ34.0555.8%3.9%33.3674.1%4.5%
50Δ33.7355.9%3.4%33.7872.2%3.7%
55Δ33.4155.4%2.9%34.1568.8%3.0%
60Δ33.0854.9%2.4%34.4763.8%2.4%
65Δ32.7853.1%1.9%34.7858.9%1.8%
70Δ32.4950.9%1.6%35.1455.9%1.3%
75Δ32.2148.7%1.2%35.6558.0%1.1%
80Δ31.9246.1%0.8%36.1358.4%0.8%

20Δ

Calls
Pseudo strike
38.01
IV
98.8%
B/E move
14.5%
Puts
Pseudo strike
30.79
IV
82.4%
B/E move
9.7%

25Δ

Calls
Pseudo strike
36.38
IV
78.5%
B/E move
9.8%
Puts
Pseudo strike
31.38
IV
80.8%
B/E move
8.3%

30Δ

Calls
Pseudo strike
34.83
IV
46.4%
B/E move
4.9%
Puts
Pseudo strike
32.09
IV
72.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
34.57
IV
49.5%
B/E move
4.6%
Puts
Pseudo strike
32.51
IV
73.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
34.31
IV
52.7%
B/E move
4.2%
Puts
Pseudo strike
32.93
IV
75.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
34.05
IV
55.8%
B/E move
3.9%
Puts
Pseudo strike
33.36
IV
74.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
33.73
IV
55.9%
B/E move
3.4%
Puts
Pseudo strike
33.78
IV
72.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
33.41
IV
55.4%
B/E move
2.9%
Puts
Pseudo strike
34.15
IV
68.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
33.08
IV
54.9%
B/E move
2.4%
Puts
Pseudo strike
34.47
IV
63.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
32.78
IV
53.1%
B/E move
1.9%
Puts
Pseudo strike
34.78
IV
58.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
32.49
IV
50.9%
B/E move
1.6%
Puts
Pseudo strike
35.14
IV
55.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
32.21
IV
48.7%
B/E move
1.2%
Puts
Pseudo strike
35.65
IV
58.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
31.92
IV
46.1%
B/E move
0.8%
Puts
Pseudo strike
36.13
IV
58.4%
B/E move
0.8%

Options history

IV · four-Friday blend43.08%
Daily EOD
WTAI36.8%40.2%43.5%2026-10-19: 37.30%2026-10-20: 38.31%2026-10-21: 37.41%2026-10-22: 41.62%2026-10-23: 41.75%2026-10-26: 39.32%2026-10-27: 39.37%2026-10-28: 39.56%2026-10-29: 39.18%2026-10-30: 43.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.30%
38.31%
37.41%
41.62%
41.75%
39.32%
39.37%
39.56%
39.18%
43.08%