Implied Volatility (Calls) (60-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

WisdomTree Artificial Intelligence and Innovation Fund (WTAI) had 60-Day Implied Volatility (Calls) of 0.3151 for 2026-04-21.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3811
Historical Volatility (Parkinson)	0.2497
Implied Volatility (Calls)	0.3151
Implied Volatility (Puts)	0.2793
Implied Volatility (Mean)	0.2972
Put-Call Implied Volatility Ratio	0.8862
Implied Volatility Skew	0.0841
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.2727