WisdomTree India Earnings Fund (EPI) Historical Volatility

Tracking EPI historical volatility helps you see how much WisdomTree India Earnings Fund's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, WisdomTree India Earnings Fund's HV tells you what really happened. Use our scanner to monitor EPI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EPI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing WisdomTree India Earnings Fund's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Under normal circumstances, at least 95% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is comprised of companies incorporated and traded in India that are profitable and that are eligible to be purchased by foreign investors as of the annual index screening date. It is non-diversified.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts WisdomTree India Earnings Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EPI HV is running hot, cold, or in line. Make the EPI 30 day historical volatility — and every other window — work for your edge instead of against it.