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WisdomTree Equity Premium Income Fund WTPI

i

Market dataready · fetched 2026-11-12T03:02:13.374Z

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: 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 · 2026-11-12T01:00:00.101836888Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:12.942477+00:00

Share price$32.58
1D+0.5%
AH$32.27$32.38$32.49$32.60$32.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTPI
Sold putSold callAH

WisdomTree Equity Premium Income Fund options

Live interpolated WTPI call and put midpoint premiums by absolute delta.WisdomTree Equity Premium Income Fund$0.54$0.98$1.42$1.87$2.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWTPI PRICE$1.29$1.41$1.52$1.64$0.59$0.78$0.96$1.03$1.09$1.15$1.30$1.44$1.59$1.80$2.18
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ31.4352.8%5.3%
35Δ31.7057.8%5.1%
40Δ31.9862.8%4.8%
45Δ32.3258.0%4.0%
50Δ32.6652.3%3.1%
55Δ33.0046.7%2.2%
60Δ33.2745.0%1.9%
65Δ31.8843.0%1.8%33.5443.4%1.5%
70Δ31.6540.4%1.5%33.8041.7%1.1%
75Δ31.4337.9%1.1%34.1240.7%0.8%
80Δ31.2135.3%0.8%34.5641.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.43
IV
52.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.70
IV
57.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.98
IV
62.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.32
IV
58.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.66
IV
52.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.00
IV
46.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.27
IV
45.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
31.88
IV
43.0%
B/E move
1.8%
Puts
Pseudo strike
33.54
IV
43.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
31.65
IV
40.4%
B/E move
1.5%
Puts
Pseudo strike
33.80
IV
41.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
31.43
IV
37.9%
B/E move
1.1%
Puts
Pseudo strike
34.12
IV
40.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
31.21
IV
35.3%
B/E move
0.8%
Puts
Pseudo strike
34.56
IV
41.5%
B/E move
0.6%

Options history

IV · four-Friday blend25.55%
Daily EOD
WTPI22.4%24.1%25.8%2026-10-19: 24.88%2026-10-20: 24.25%2026-10-21: 24.65%2026-10-22: 25.57%2026-10-23: 25.38%2026-10-26: 25.57%2026-10-27: 22.63%2026-10-28: 24.69%2026-10-29: 24.72%2026-10-30: 25.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.88%
24.25%
24.65%
25.57%
25.38%
25.57%
22.63%
24.69%
24.72%
25.55%