WisdomTree Equity Premium Income Fund (WTPI) Options History
Historical options analytics archive for WTPI with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
WTPI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WTPI. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 92.9% | 20.9% | $34.00 | $3.1K | -$32.3K | 0.00 |
| 2026-05 | 20 | 52.5% | 13.1% | $34.00 | $4.5K | -$52.0K | 0.50 |
| 2026-04 | 21 | 55.5% | 34.0% | $33.28 | $4.3K | -$28.9K | 1.42 |
| 2026-03 | 22 | 44.7% | 35.2% | $33.00 | $3.0K | $65.7K | 0.50 |
| 2026-02 | 19 | 41.1% | 31.6% | $34.00 | $3.5K | -$45.2K | 0.06 |
| 2026-01 | 20 | 46.5% | 37.0% | $34.28 | $18.8K | -$137.4K | 0.63 |
This archive aggregates WTPI's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 through 2026-06. 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 WTPI 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 (2026-06) shows an average ATM implied volatility near 92.9%, a month-end max-pain strike around $34.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WTPI history questions
- How much options history is available for WTPI?
- This archive holds 15 months of WTPI options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of WTPI'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 WTPI archive.
- What data does each monthly WTPI aggregate contain?
- Every monthly row summarizes that month of WTPI 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, 2026-06 recorded an average ATM implied volatility near 92.9%, an average IV rank of 20.9%, a month-end max-pain strike around $34.00, an average put/call ratio of 0.00.
- How is the WTPI options-history archive built and how often does it update?
- The archive is derived from WTPI'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 WTPI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.