Trading a WTAI straddle lets you take a pure volatility position on WisdomTree Artificial Intelligence and Innovation Fund without committing to a direction. WisdomTree Artificial Intelligence and Innovation 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 WTAI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on WTAI 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 Artificial Intelligence and Innovation 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 WTAI straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The index is designed to provide exposure to equity securities of exchange-listed companies globally, including developed countries and emerging markets throughout the world, which are primarily involved in the investment theme of Artificial Intelligence and Innovation. To the extent the index concentrates in the securities of a particular industry or group of industries, the fund will concentrate its investments to approximately the same extent as the index. It is non-diversified.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the WTAI straddle is the cleanest expression of that view. Our scanner prices every WTAI 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 WTAI straddle into a catalyst or short a WTAI straddle to harvest decay, the options straddle setups that matter are all in one place.
