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WisdomTree Artificial Intelligence and Innovation Fund WTAI

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Market datapartial · fetched 2026-10-23T19:41:52.374Z

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 · 2026-10-23T19:40:40.900823838Z

FundamentalsAlpha Vantage · unavailable

Share price$36.70
1D+1.1%
$36.25$36.44$36.64$36.84$37.035:30 AM6:30 AM9:00 AM1:00 PMWTAI
Sold putSold call

WisdomTree Artificial Intelligence and Innovation Fund options

Live interpolated WTAI call and put midpoint premiums by absolute delta.WisdomTree Artificial Intelligence and Innovation Fund$0.60$1.65$2.70$3.74$4.79$28.10$33.22$38.34$43.46$48.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTAI spot · $36.70WTAI PRICE$0.71$0.87$1.03$1.19$1.36$1.52$1.68$2.04$2.44$2.84$3.24$3.64$4.04$0.80$0.96$1.12$1.27$1.43$1.70$1.97$2.27$2.61$3.02$3.44$3.87$4.49
PutsCheap0.77×
CallsFair0.98×
SkewBullish-3.25 pp
Implied moveBearish±$3.65
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.2576.0%30.7%30.5274.3%19.0%
25Δ45.5970.8%26.6%31.8667.3%15.8%
30Δ43.9265.6%22.5%33.1960.3%12.6%
35Δ42.2560.5%18.4%34.5253.3%9.4%
40Δ40.5955.3%14.3%35.8646.3%6.2%
45Δ38.9250.1%10.2%36.5245.3%5.1%
50Δ37.2544.9%6.1%37.0944.9%4.3%
55Δ36.4744.2%4.9%37.6644.1%3.6%
60Δ35.8444.4%4.3%38.2443.4%2.9%
65Δ35.2144.5%3.7%38.8542.9%2.4%
70Δ34.5944.6%3.1%39.4642.4%1.8%
75Δ33.9644.7%2.4%40.0942.0%1.3%
80Δ33.3344.8%1.8%40.8641.8%0.9%

20Δ

Calls
Pseudo strike
47.25
IV
76.0%
B/E move
30.7%
Puts
Pseudo strike
30.52
IV
74.3%
B/E move
19.0%

25Δ

Calls
Pseudo strike
45.59
IV
70.8%
B/E move
26.6%
Puts
Pseudo strike
31.86
IV
67.3%
B/E move
15.8%

30Δ

Calls
Pseudo strike
43.92
IV
65.6%
B/E move
22.5%
Puts
Pseudo strike
33.19
IV
60.3%
B/E move
12.6%

35Δ

Calls
Pseudo strike
42.25
IV
60.5%
B/E move
18.4%
Puts
Pseudo strike
34.52
IV
53.3%
B/E move
9.4%

40Δ

Calls
Pseudo strike
40.59
IV
55.3%
B/E move
14.3%
Puts
Pseudo strike
35.86
IV
46.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
38.92
IV
50.1%
B/E move
10.2%
Puts
Pseudo strike
36.52
IV
45.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
37.25
IV
44.9%
B/E move
6.1%
Puts
Pseudo strike
37.09
IV
44.9%
B/E move
4.3%

55Δ

Calls
Pseudo strike
36.47
IV
44.2%
B/E move
4.9%
Puts
Pseudo strike
37.66
IV
44.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
35.84
IV
44.4%
B/E move
4.3%
Puts
Pseudo strike
38.24
IV
43.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
35.21
IV
44.5%
B/E move
3.7%
Puts
Pseudo strike
38.85
IV
42.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
34.59
IV
44.6%
B/E move
3.1%
Puts
Pseudo strike
39.46
IV
42.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
33.96
IV
44.7%
B/E move
2.4%
Puts
Pseudo strike
40.09
IV
42.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
33.33
IV
44.8%
B/E move
1.8%
Puts
Pseudo strike
40.86
IV
41.8%
B/E move
0.9%

Options history

No recorded observations