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WisdomTree Equity Premium Income Fund WTPI

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Market datapartial · fetched 2026-10-22T16:38:50.729Z

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 · 2026-10-22T16:33:25.901205702Z

FundamentalsAlpha Vantage · unavailable

Share price$32.96
1D-0.2%
$32.83$32.90$32.97$33.04$33.115:30 AM6:30 AM9:00 AM1:00 PMWTPI
Sold putSold call

WisdomTree Equity Premium Income Fund options

Live interpolated WTPI call and put midpoint premiums by absolute delta.WisdomTree Equity Premium Income Fund$0.30$1.02$1.74$2.46$3.17$28.07$30.83$33.58$36.34$39.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTPI spot · $32.96WTPI PRICE$0.82$1.09$2.23$2.50$2.25$1.38$2.21$2.50$2.50$2.50$2.73$0.38$0.88$0.92$0.96$1.04$1.14$1.71$2.50$2.50$2.50$2.50$2.73$2.97
PutsExpensive2.43×
CallsExpensive3.68×
SkewBullish-13.33 pp
Implied moveBullish±$3.95
TiltBalanced0.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7333.8%7.9%
25Δ30.0158.0%11.6%
30Δ35.9850.0%11.7%30.9049.9%9.1%
35Δ35.3152.1%10.4%31.7841.7%6.5%
40Δ36.6895.9%18.0%32.3437.3%5.0%
45Δ35.6193.3%15.6%32.8034.1%3.9%
50Δ33.8369.2%9.5%33.4041.0%3.8%
55Δ32.7532.5%3.5%34.0552.5%4.3%
60Δ32.1947.4%4.4%34.3646.6%3.3%
65Δ31.7948.3%4.0%34.6840.7%2.4%
70Δ31.4642.0%3.0%35.0034.8%1.4%
75Δ31.1435.7%2.1%35.3632.8%1.0%
80Δ30.6932.0%1.4%35.7230.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.73
IV
33.8%
B/E move
7.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.01
IV
58.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
35.98
IV
50.0%
B/E move
11.7%
Puts
Pseudo strike
30.90
IV
49.9%
B/E move
9.1%

35Δ

Calls
Pseudo strike
35.31
IV
52.1%
B/E move
10.4%
Puts
Pseudo strike
31.78
IV
41.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
36.68
IV
95.9%
B/E move
18.0%
Puts
Pseudo strike
32.34
IV
37.3%
B/E move
5.0%

45Δ

Calls
Pseudo strike
35.61
IV
93.3%
B/E move
15.6%
Puts
Pseudo strike
32.80
IV
34.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
33.83
IV
69.2%
B/E move
9.5%
Puts
Pseudo strike
33.40
IV
41.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
32.75
IV
32.5%
B/E move
3.5%
Puts
Pseudo strike
34.05
IV
52.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
32.19
IV
47.4%
B/E move
4.4%
Puts
Pseudo strike
34.36
IV
46.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
31.79
IV
48.3%
B/E move
4.0%
Puts
Pseudo strike
34.68
IV
40.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
31.46
IV
42.0%
B/E move
3.0%
Puts
Pseudo strike
35.00
IV
34.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
31.14
IV
35.7%
B/E move
2.1%
Puts
Pseudo strike
35.36
IV
32.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
30.69
IV
32.0%
B/E move
1.4%
Puts
Pseudo strike
35.72
IV
30.8%
B/E move
0.6%

Options history

No recorded observations