Implied Volatility (Mean) (150-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

WisdomTree Artificial Intelligence and Innovation Fund (WTAI) had 150-Day Implied Volatility (Mean) of 0.2857 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.4175
Historical Volatility (Parkinson)	0.3113
Implied Volatility (Calls)	0.2776
Implied Volatility (Puts)	0.2938
Implied Volatility (Mean)	0.2857
Put-Call Implied Volatility Ratio	1.0583
Implied Volatility Skew	0.0364
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0108