WULF Options History — June 2022

Name: WULF Options Analytics - June 2022
Creator: Options Analysis Suite

In June 2022, WULF traded between $1.20 and $3.44. ATM implied volatility averaged 130.0%. The 30-day expected move averaged 38.0%. IV traded above realized volatility by 25.0% (HV 20d: 105.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.19.

Notable Days

2022-06-29: Highest Volume — 146 contracts
2022-06-23: Largest IV spike — 94.6% change
2022-06-29: Largest Expected Move — 56.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.04	$1.20	$3.44	$3.44	$1.20
Max Pain	$3.42	$2.50	$5.00	$5.00	$2.50
ATM IV	130.0%	76.4%	195.6%	110.1%	180.3%
Expected Move	38.0%	24.3%	56.1%	27.4%	51.7%
HV 20d	105.0%	98.1%	109.2%	98.1%	106.0%
Term Structure	-15.0%	-109.7%	38.1%	22.5%	-35.9%
VWIV	164.7%	82.2%	266.0%	123.4%	204.8%
Bid-Ask Spread %	81.17	28.97	108.20	66.44	79.99
Gamma HHI	0.45	0.34	0.72	0.53	0.69
Net GEX	158	11	272	272	11
Net DEX	-8.8K	-22.4K	-633	-22.4K	-633
Net VEX	-65	-112	-10	-101	-10
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.04	0.45	0.09	0.05
Total Volume	75.105	29	146	88	123
Total OI	402.526	192	646	192	646

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-06-03	$3.44	$5.00	110.1%	27.4%	0.0%	0.0%	123.4%	0.0%	22.5%	272	-22.4K	-101	0.09	66.44	N/A	N/A	81	7	181	11
2022-06-06	$2.98	$5.00	76.4%	43.2%	0.0%	0.0%	109.7%	0.0%	-79.5%	269	-20.5K	-112	0.19	59.34	N/A	N/A	78	15	232	21
2022-06-07	$2.81	$5.00	122.9%	31.2%	0.0%	0.0%	82.2%	0.0%	4.2%	239	-14.9K	-84	0.33	60.45	N/A	N/A	46	15	241	21
2022-06-08	$2.68	$5.00	104.2%	29.9%	0.0%	0.0%	143.9%	0.0%	14.4%	249	-18.1K	-91	0.45	28.97	N/A	N/A	33	15	273	21
2022-06-09	$2.52	$5.00	108.0%	31.0%	0.0%	0.0%	111.9%	0.0%	8.5%	237	-11.8K	-85	0.41	66.16	N/A	N/A	37	15	286	21
2022-06-10	$2.40	$5.00	115.5%	33.1%	0.0%	0.0%	153.9%	0.0%	-6.2%	227	-10.8K	-83	0.17	69.31	N/A	N/A	42	7	304	21
2022-06-13	$2.01	$5.00	123.4%	35.4%	0.0%	0.0%	123.2%	0.0%	-8.6%	150	-4.8K	-65	0.13	55.85	N/A	N/A	55	7	318	22
2022-06-14	$1.92	$2.50	104.4%	29.9%	0.0%	0.0%	146.3%	0.0%	0.1%	136	-3.1K	-56	0.13	108.20	N/A	N/A	55	7	347	22
2022-06-15	$2.01	$2.50	115.1%	33.0%	0.0%	0.0%	130.9%	0.0%	-2.4%	159	-4.8K	-66	0.35	101.03	N/A	N/A	23	8	359	22
2022-06-16	$1.90	$2.50	114.6%	32.9%	0.0%	0.0%	164.9%	0.0%	-12.2%	131	-3.7K	-57	0.20	92.17	N/A	N/A	40	8	361	21
2022-06-17	$2.01	$2.50	112.9%	32.4%	0.0%	0.0%	113.3%	0.0%	-109.7%	128	-3.6K	-52	0.34	93.79	N/A	N/A	71	24	379	19
2022-06-21	$1.88	$2.50	111.1%	31.9%	0.0%	0.0%	225.6%	0.0%	-12.9%	136	-7.1K	-54	0.26	92.12	N/A	N/A	23	6	386	1
2022-06-22	$1.75	$2.50	84.9%	24.3%	0.0%	0.0%	266.0%	0.0%	38.1%	78	-4.3K	-36	0.08	89.75	N/A	N/A	75	6	392	1
2022-06-23	$1.59	$2.50	165.3%	47.4%	0.0%	0.0%	235.7%	0.0%	-42.0%	111	-6.9K	-52	0.07	104.21	N/A	N/A	82	6	455	1
2022-06-24	$1.57	$2.50	147.8%	42.4%	0.0%	0.0%	184.5%	0.0%	-33.9%	130	-9.1K	-66	0.17	92.75	N/A	N/A	87	15	525	1
2022-06-27	$1.39	$2.50	189.6%	54.3%	98.1%	0.0%	183.5%	0.0%	6.0%	112	-7.1K	-61	0.07	96.89	N/A	N/A	80	6	562	11
2022-06-28	$1.48	$2.50	188.1%	53.9%	106.7%	0.0%	204.0%	0.0%	-1.9%	132	-5.6K	-52	0.08	105.87	N/A	N/A	77	6	569	12
2022-06-29	$1.28	$2.50	195.6%	56.1%	109.2%	0.0%	222.1%	0.0%	-32.7%	103	-7.0K	-61	0.04	78.96	N/A	N/A	140	6	571	12
2022-06-30	$1.20	$2.50	180.3%	51.7%	106.0%	0.0%	204.8%	0.0%	-35.9%	11	-633	-10	0.05	79.99	N/A	N/A	117	6	641	5