Implied Volatility (Mean) (180-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 180-Day Implied Volatility (Mean) of 0.2881 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3958
Historical Volatility (Parkinson)	0.2952
Implied Volatility (Calls)	0.2808
Implied Volatility (Puts)	0.2955
Implied Volatility (Mean)	0.2881
Put-Call Implied Volatility Ratio	1.0524
Implied Volatility Skew	0.0323
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000