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WisdomTree Equity Premium Income Fund WTPI

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Market datapartial · fetched 2026-10-22T21:32:26.766Z

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 · 2026-10-22T20:10:00.003931153Z

FundamentalsAlpha Vantage · unavailable

Share price$32.91
1D-0.3%
AH$32.83$32.90$32.97$33.04$33.115:30 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$0.24$0.94$1.64$2.34$3.04$28.82$30.68$32.54$34.40$36.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTPI spot · $32.91WTPI PRICE$0.82$0.82$0.83$0.90$0.97$1.05$1.14$1.22$1.31$1.43$1.57$0.31$0.88$0.92$0.96$1.03$1.12$1.25$1.41$1.58$1.84$2.19$2.84
PutsExpensive2.16×
CallsExpensive1.94×
SkewBearish+8.01 pp
Implied moveBearish±$2.22
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.9628.9%6.9%
25Δ29.9758.2%11.6%
30Δ35.9450.3%11.7%30.8550.0%9.1%
35Δ34.7740.5%8.2%31.7141.9%6.6%
40Δ33.9733.1%5.7%32.3037.1%5.0%
45Δ33.5730.4%4.7%32.7534.0%3.9%
50Δ33.1627.7%3.7%33.1531.7%3.1%
55Δ32.8525.7%3.0%33.5030.7%2.5%
60Δ32.6024.0%2.5%33.8529.7%1.9%
65Δ32.3622.3%2.0%34.2529.7%1.5%
70Δ32.1120.7%1.6%34.6930.4%1.2%
75Δ31.8719.2%1.2%35.4134.0%1.0%
80Δ31.6317.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.96
IV
28.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.97
IV
58.2%
B/E move
11.6%

30Δ

Calls
Pseudo strike
35.94
IV
50.3%
B/E move
11.7%
Puts
Pseudo strike
30.85
IV
50.0%
B/E move
9.1%

35Δ

Calls
Pseudo strike
34.77
IV
40.5%
B/E move
8.2%
Puts
Pseudo strike
31.71
IV
41.9%
B/E move
6.6%

40Δ

Calls
Pseudo strike
33.97
IV
33.1%
B/E move
5.7%
Puts
Pseudo strike
32.30
IV
37.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
33.57
IV
30.4%
B/E move
4.7%
Puts
Pseudo strike
32.75
IV
34.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
33.16
IV
27.7%
B/E move
3.7%
Puts
Pseudo strike
33.15
IV
31.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
32.85
IV
25.7%
B/E move
3.0%
Puts
Pseudo strike
33.50
IV
30.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
32.60
IV
24.0%
B/E move
2.5%
Puts
Pseudo strike
33.85
IV
29.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
32.36
IV
22.3%
B/E move
2.0%
Puts
Pseudo strike
34.25
IV
29.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
32.11
IV
20.7%
B/E move
1.6%
Puts
Pseudo strike
34.69
IV
30.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
31.87
IV
19.2%
B/E move
1.2%
Puts
Pseudo strike
35.41
IV
34.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
31.63
IV
17.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations