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WisdomTree Artificial Intelligence and Innovation Fund WTAI

i

Market dataready · fetched 2026-11-04T09:06:46.252Z

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 · 2026-11-04T01:00:08.188843074Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:06:44.705459+00:00

Share price$35.85
1D+1.7%
AH$35.56$35.81$36.07$36.32$36.575:30 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$0.43$1.39$2.34$3.30$4.26$29.54$32.47$35.40$38.33$41.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTAI spot · $35.85WTAI PRICE$0.53$0.62$0.73$0.88$1.07$1.28$1.49$1.78$2.09$2.43$2.79$3.34$3.88$0.58$0.76$0.87$1.19$1.50$1.59$1.72$1.96$2.22$2.55$2.92$3.41$3.99
PutsCheap0.82×
CallsFair1.03×
SkewBullish-0.37 pp
Implied moveBearish±$3.21
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8966.6%15.5%32.3364.3%11.4%
25Δ39.3858.3%11.6%33.1162.9%9.8%
30Δ38.3953.2%9.1%33.9757.1%7.7%
35Δ37.7051.8%7.6%34.5060.9%7.1%
40Δ37.1752.7%6.6%35.0264.8%6.5%
45Δ36.6553.1%5.8%35.5958.3%5.2%
50Δ36.1453.2%5.0%36.1353.2%4.0%
55Δ35.6254.3%4.3%36.6251.9%3.3%
60Δ35.1055.8%3.7%37.1050.8%2.7%
65Δ34.5556.3%3.2%37.6250.3%2.2%
70Δ33.9856.7%2.6%38.1650.0%1.7%
75Δ33.2759.0%2.1%38.7950.4%1.3%
80Δ32.5659.6%1.6%39.5050.4%0.9%

20Δ

Calls
Pseudo strike
40.89
IV
66.6%
B/E move
15.5%
Puts
Pseudo strike
32.33
IV
64.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
39.38
IV
58.3%
B/E move
11.6%
Puts
Pseudo strike
33.11
IV
62.9%
B/E move
9.8%

30Δ

Calls
Pseudo strike
38.39
IV
53.2%
B/E move
9.1%
Puts
Pseudo strike
33.97
IV
57.1%
B/E move
7.7%

35Δ

Calls
Pseudo strike
37.70
IV
51.8%
B/E move
7.6%
Puts
Pseudo strike
34.50
IV
60.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
37.17
IV
52.7%
B/E move
6.6%
Puts
Pseudo strike
35.02
IV
64.8%
B/E move
6.5%

45Δ

Calls
Pseudo strike
36.65
IV
53.1%
B/E move
5.8%
Puts
Pseudo strike
35.59
IV
58.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
36.14
IV
53.2%
B/E move
5.0%
Puts
Pseudo strike
36.13
IV
53.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
35.62
IV
54.3%
B/E move
4.3%
Puts
Pseudo strike
36.62
IV
51.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
35.10
IV
55.8%
B/E move
3.7%
Puts
Pseudo strike
37.10
IV
50.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
34.55
IV
56.3%
B/E move
3.2%
Puts
Pseudo strike
37.62
IV
50.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
33.98
IV
56.7%
B/E move
2.6%
Puts
Pseudo strike
38.16
IV
50.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
33.27
IV
59.0%
B/E move
2.1%
Puts
Pseudo strike
38.79
IV
50.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
32.56
IV
59.6%
B/E move
1.6%
Puts
Pseudo strike
39.50
IV
50.4%
B/E move
0.9%

Options history

IV · four-Friday blend43.08%
Daily EOD
WTAI36.8%40.2%43.5%2026-10-19: 37.30%2026-10-20: 38.31%2026-10-21: 37.41%2026-10-22: 41.62%2026-10-23: 41.75%2026-10-26: 39.32%2026-10-27: 39.37%2026-10-28: 39.56%2026-10-29: 39.18%2026-10-30: 43.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.30%
38.31%
37.41%
41.62%
41.75%
39.32%
39.37%
39.56%
39.18%
43.08%