Shares of Wisdom Tree India Earnings (EPI) are down .32 to 22.45 today.? EPI is near the top of the 52 week range.
Today paper traded 5000 EPI Aug 22 puts for .30.? The ADV is 9907 contracts.? The OI is 23743 contracts.
The volume went up in one block.? OI is very high on this strike as EPI has rocketed lately on the India political situation.? The put buyer here could be closing as EPI is pulling back a bit.? The early .15 bid on the puts is now .25.? UA reported a bullish put roller on May 12, 2014.? Check the OI tomorrow.
30-day implied volatility is 20%. ? 10-day implied volatility is 20%.? 30 day implied volatility is trading at the 10 realized volatility
WisdomTree India Earnings Fund (The Fund) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree India Earnings Index.