EPI · Expected Move
WisdomTree India Earnings Fund ETF · ETF
The expected move for EPI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
EPI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current EPI Expected Move
30-Day Straddle
$2.02
7-Day Straddle
$2.02
30-Day ATM IV
23.5%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to EPI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
EPI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.02 | $2.02 | 23.5% | 45% |
| 20261020 | $2.75 | $2.75 | 19.1% | 25% |
| 20261019 | $1.90 | $1.90 | 19.3% | 26% |
| 20261016 | $1.95 | $1.30 | 18.5% | 22% |
| 20261015 | $1.95 | $0.85 | 17.8% | 19% |
| 20261014 | $1.73 | $0.85 | 16.6% | 14% |
| 20261013 | $1.85 | $0.65 | 17.5% | 18% |
| 20261012 | $2.12 | $0.90 | 19.8% | 28% |
| 20261009 | $1.70 | $0.80 | 16.6% | 13% |
| 20261008 | $1.90 | $1.07 | 18.2% | 21% |
| 20261007 | $2.03 | $1.00 | 18.3% | 21% |
| 20261006 | $1.90 | $1.00 | 18.3% | 21% |
| 20261005 | $2.10 | $1.23 | 20.2% | 30% |
| 20261002 | $1.15 | $1.15 | 18.6% | 23% |
| 20261001 | $1.40 | $1.40 | 18.8% | 24% |
| 20260930 | $1.07 | $1.07 | 18.2% | 21% |
| 20260929 | $1.12 | $1.12 | 17.3% | 17% |
| 20260928 | $1.20 | $1.20 | 17.6% | 18% |
| 20260925 | $0.95 | $0.95 | 20.2% | 30% |
| 20260924 | $1.35 | $1.35 | 17.3% | 17% |
| 20260923 | $1.25 | $1.25 | 16.7% | 14% |
| 20260922 | $1.30 | $1.30 | 16.0% | 11% |
| 20260921 | $1.35 | $1.35 | 15.7% | 10% |
| 20260918 | $1.15 | $0.82 | 13.6% | 0% |
| 20260917 | $1.30 | $0.80 | 15.4% | 4% |
| 20260916 | $1.68 | $1.05 | — | — |
| 20260915 | $2.45 | $1.18 | — | — |
| 20260914 | $1.45 | $0.78 | 15.4% | 5% |
| 20260911 | $1.27 | $0.82 | 19.2% | 22% |
| 20260910 | $1.42 | $0.90 | 15.8% | 6% |
| 20260909 | $1.90 | $1.20 | 16.5% | 10% |
| 20260908 | $1.65 | $1.05 | 15.3% | 4% |
| 20260904 | $1.88 | $1.15 | 35.7% | 100% |
| 20260903 | $1.82 | $1.20 | 15.1% | 4% |
| 20260902 | $1.30 | $1.30 | 14.9% | 2% |
| 20260901 | $1.25 | $1.25 | 15.7% | 7% |
| 20260831 | $1.07 | $1.07 | 15.0% | 3% |
| 20260828 | $1.25 | $1.25 | 16.0% | 9% |
| 20260827 | $1.25 | $1.25 | 14.4% | 0% |
| 20260826 | $1.35 | $1.35 | 19.5% | 26% |
| 20260825 | $1.40 | $1.40 | 32.8% | 100% |
| 20260824 | $1.48 | $1.48 | 16.5% | 11% |
| 20260821 | $1.40 | $0.50 | 15.0% | 0% |
| 20260820 | $1.55 | $0.53 | 16.0% | 4% |
| 20260819 | $1.57 | $1.10 | 16.0% | 4% |
| 20260818 | $1.62 | $0.90 | 16.3% | 5% |
| 20260817 | $1.65 | $0.85 | 16.8% | 8% |
| 20260814 | $1.70 | $0.82 | 16.0% | 4% |
| 20260813 | $1.80 | $1.05 | 16.3% | 6% |
| 20260812 | $1.88 | $1.20 | 15.7% | 3% |
| 20260811 | $1.85 | $1.25 | 16.2% | 5% |
| 20260810 | $1.90 | $1.27 | 16.2% | 5% |
| 20260807 | — | — | 14.9% | 0% |
| 20260806 | $1.90 | $1.20 | 15.6% | 0% |
| 20260805 | $1.25 | $1.25 | 15.5% | 0% |
| 20260804 | $1.10 | $1.10 | 24.0% | 34% |
| 20260803 | $1.50 | $1.50 | 16.7% | 3% |
| 20260731 | $1.35 | $1.35 | 16.4% | 2% |
| 20260730 | $1.12 | $1.12 | 16.8% | 4% |
| 20260729 | $1.75 | $1.75 | 17.3% | 6% |
More on EPI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.