WisdomTree Artificial Intelligence and Innovation Fund (WTAI) Options History
Historical options analytics archive for WTAI with monthly max pain, implied volatility, gamma exposure, and put/call data.
49 months of complete options data available.
WTAI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WTAI. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 33.6% | 4.7% | $44.00 | $38.0K | -$716.5K | 0.44 |
| 2026-08 | 21 | 37.1% | 5.8% | $42.00 | -$172.9K | $1.9M | 17.33 |
| 2026-07 | 22 | 42.4% | 7.4% | $40.00 | -$45.8K | $723.4K | 4.19 |
| 2026-06 | 21 | 38.8% | 6.3% | $44.00 | $65.3K | -$1.5M | 0.36 |
| 2026-05 | 20 | 33.4% | 4.7% | $38.00 | $11.8K | -$1.2M | 0.78 |
| 2026-04 | 21 | 48.4% | 11.9% | $29.00 | $70.6K | -$3.1M | 0.23 |
This archive aggregates WTAI's daily end-of-day options snapshots into monthly summaries, spanning 2022-09 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how WTAI option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 33.6%, a month-end max-pain strike around $44.00, an average put/call ratio of 0.44.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Frequently asked WTAI history questions
- How much options history is available for WTAI?
- This archive holds 49 months of WTAI options analytics, spanning 2022-09 through 2026-09. Each entry is a monthly rollup of WTAI's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the WTAI archive.
- What data does each monthly WTAI aggregate contain?
- Every monthly row summarizes that month of WTAI option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 33.6%, an average IV rank of 4.7%, a month-end max-pain strike around $44.00, an average put/call ratio of 0.44.
- How is the WTAI options-history archive built and how often does it update?
- The archive is derived from WTAI's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how WTAI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.