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WisdomTree Artificial Intelligence and Innovation Fund WTAI

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Market datapartial · fetched 2026-10-22T23:39:00.858Z

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 · 2026-10-22T22:30:07.87489727Z

FundamentalsAlpha Vantage · unavailable

Share price$36.43
1D-3.1%
AH$36.12$36.51$36.91$37.30$37.705:30 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$0.47$1.69$2.91$4.13$5.34$27.93$33.10$38.27$43.43$48.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTAI spot · $36.43WTAI PRICE$0.60$0.73$0.86$1.05$1.29$1.54$1.82$2.27$2.68$3.07$3.44$4.15$4.99$0.73$0.83$0.95$1.10$1.28$1.59$2.02$2.28$2.48$3.02$3.56$4.01$4.63
PutsCheap0.71×
CallsFair0.97×
SkewBullish-6.56 pp
Implied moveBearish±$3.84
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.4057.0%18.1%32.2059.4%13.6%
25Δ40.7251.1%13.8%33.5350.6%10.2%
30Δ39.5847.4%11.0%34.4345.6%8.1%
35Δ38.7546.2%9.3%35.1442.3%6.5%
40Δ38.1447.4%8.3%35.7140.9%5.5%
45Δ37.5147.5%7.2%36.2941.8%4.8%
50Δ36.8748.0%6.2%36.8645.0%4.4%
55Δ36.2451.9%5.7%37.3843.9%3.6%
60Δ35.5753.4%5.0%37.8941.3%2.8%
65Δ34.8853.3%4.2%38.5942.9%2.3%
70Δ34.2152.0%3.3%39.3043.9%1.9%
75Δ33.2955.0%2.8%39.9442.9%1.4%
80Δ32.2658.0%2.3%40.7242.4%0.9%

20Δ

Calls
Pseudo strike
42.40
IV
57.0%
B/E move
18.1%
Puts
Pseudo strike
32.20
IV
59.4%
B/E move
13.6%

25Δ

Calls
Pseudo strike
40.72
IV
51.1%
B/E move
13.8%
Puts
Pseudo strike
33.53
IV
50.6%
B/E move
10.2%

30Δ

Calls
Pseudo strike
39.58
IV
47.4%
B/E move
11.0%
Puts
Pseudo strike
34.43
IV
45.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
38.75
IV
46.2%
B/E move
9.3%
Puts
Pseudo strike
35.14
IV
42.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
38.14
IV
47.4%
B/E move
8.3%
Puts
Pseudo strike
35.71
IV
40.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
37.51
IV
47.5%
B/E move
7.2%
Puts
Pseudo strike
36.29
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
36.87
IV
48.0%
B/E move
6.2%
Puts
Pseudo strike
36.86
IV
45.0%
B/E move
4.4%

55Δ

Calls
Pseudo strike
36.24
IV
51.9%
B/E move
5.7%
Puts
Pseudo strike
37.38
IV
43.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
35.57
IV
53.4%
B/E move
5.0%
Puts
Pseudo strike
37.89
IV
41.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
34.88
IV
53.3%
B/E move
4.2%
Puts
Pseudo strike
38.59
IV
42.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.21
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
39.30
IV
43.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
33.29
IV
55.0%
B/E move
2.8%
Puts
Pseudo strike
39.94
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.26
IV
58.0%
B/E move
2.3%
Puts
Pseudo strike
40.72
IV
42.4%
B/E move
0.9%

Options history

No recorded observations