Trading a EPI straddle lets you take a pure volatility position on WisdomTree India Earnings Fund without committing to a direction. WisdomTree India Earnings Fund's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate EPI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on EPI profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when WisdomTree India Earnings Fund stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the EPI straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
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.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the EPI straddle is the cleanest expression of that view. Our scanner prices every EPI straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a EPI straddle into a catalyst or short a EPI straddle to harvest decay, the options straddle setups that matter are all in one place.
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