Today, WisdomTree India Earnings (EPI) was trading down .09 to 19.39.? EPI is trading near $2 off of its recent highs.
Today paper traded 6,000 of the EPI Jul 17 puts on split prices of 30-.35.? Open interest is over 5,000 contracts on the strike. The name trades 778 contracts per day on average.
The implied volatility is up .30 points in July.? The trade looks additive to open interest and went up as a buy-write, which means the put sale was tied to stock.
30-day implied volatility is 18%.?? 10-day implied volatility is 14%.? 30-day implied volatility is trading over the 10-day historical volatility. ?
WisdomTree India Earnings Fund (EPI) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree India Earnings Index.