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WisdomTree Equity Premium Income Fund WTPI

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Market dataready · fetched 2026-11-05T17:43:42.835Z

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 · 2026-11-05T17:42:40.744389245Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T17:43:41.829231+00:00

Share price$31.63
1D-3.2%
$31.55$31.85$32.16$32.47$32.775:30 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$0.37$0.52$0.67$0.82$0.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEWTPI PRICE$0.78$0.78$0.78$0.84$0.93$0.78$0.78$0.38$0.49$0.59$0.69$0.80
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
25Δ36.3788.2%17.4%28.9274.7%11.0%
30Δ34.4468.2%11.3%29.9659.3%7.7%
35Δ33.3254.7%7.8%31.1623.2%2.7%
40Δ32.6948.4%6.0%31.3523.8%2.4%
45Δ32.2245.1%4.8%31.5524.3%2.1%
50Δ31.7524.8%1.8%
55Δ31.9425.3%1.5%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
36.37
IV
88.2%
B/E move
17.4%
Puts
Pseudo strike
28.92
IV
74.7%
B/E move
11.0%

30Δ

Calls
Pseudo strike
34.44
IV
68.2%
B/E move
11.3%
Puts
Pseudo strike
29.96
IV
59.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
33.32
IV
54.7%
B/E move
7.8%
Puts
Pseudo strike
31.16
IV
23.2%
B/E move
2.7%

40Δ

Calls
Pseudo strike
32.69
IV
48.4%
B/E move
6.0%
Puts
Pseudo strike
31.35
IV
23.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
32.22
IV
45.1%
B/E move
4.8%
Puts
Pseudo strike
31.55
IV
24.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.75
IV
24.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.94
IV
25.3%
B/E move
1.5%

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

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%