WULF Options History — July 2022 In July 2022, WULF traded between $1.25 and $1.78. ATM implied volatility averaged 213.3%. The 30-day expected move averaged 46.8%. IV traded above realized volatility by 87.0% (HV 20d: 126.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2022-07-11 : Highest Volume — 252 contracts2022-07-14 : Largest IV spike — 75.8% change2022-07-14 : Largest Expected Move — 84.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.48 $1.25 $1.78 $1.25 $1.44 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 213.3% 95.3% 367.9% 219.6% 215.7% Expected Move 46.8% 21.6% 84.4% 63.0% 61.9% HV 20d 126.3% 109.2% 138.4% 109.2% 124.2% Term Structure 6.4% -83.3% 68.4% -83.3% -63.7% VWIV 203.0% 136.2% 452.8% 205.8% 222.3% Bid-Ask Spread % 51.13 5.03 113.51 93.92 50.87 Gamma HHI 0.67 0.48 0.80 0.54 0.58 Net GEX 148 -5 325 10 93 Net DEX -5.5K -24.2K 11.3K -257 -7.0K Net VEX -197 -323 -8 -8 -173 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.04 1.48 0.04 0.96 Total Volume 141.75 84 252 146 90 Total OI 975 698 1,138 698 1,138
Daily Data (20 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 2022-07-01 $1.25 $2.50 219.6% 63.0% 109.2% 0.0% 205.8% 0.0% -83.3% 10 -257 -8 0.04 93.92 N/A N/A 140 6 692 6 2022-07-05 $1.30 $2.50 233.2% 61.0% 111.2% 0.0% 153.1% 0.0% -21.8% 11 -353 -10 1.48 5.03 N/A N/A 81 120 696 6 2022-07-06 $1.43 $2.50 283.9% 25.8% 116.4% 0.0% 148.4% 0.0% 48.2% 142 -2.1K -144 1.48 25.19 N/A N/A 81 120 707 120 2022-07-07 $1.56 $2.50 277.5% 31.5% 124.0% 0.0% 197.1% 0.0% -6.5% 175 -4.2K -160 1.24 21.71 N/A N/A 97 120 717 120 2022-07-08 $1.65 $2.50 244.1% 30.6% 127.4% 0.0% 136.2% 0.0% 3.7% 183 -6.1K -175 0.84 20.92 N/A N/A 101 85 739 120 2022-07-11 $1.49 $2.50 367.9% 21.6% 129.7% 0.0% 166.9% 0.0% 64.0% 120 2.1K -194 0.26 21.21 N/A N/A 200 52 746 199 2022-07-12 $1.38 $2.50 339.9% 42.9% 130.8% 0.0% 177.1% 0.0% 50.0% 166 -3.9K -222 0.47 33.29 N/A N/A 104 49 851 199 2022-07-13 $1.42 $2.50 167.4% 48.0% 119.4% 0.0% 176.5% 0.0% 56.7% -5 11.3K -129 0.55 89.34 N/A N/A 89 49 855 199 2022-07-14 $1.44 $2.50 294.3% 84.4% 119.4% 0.0% 157.8% 0.0% 0.0% 180 -3.2K -226 0.50 113.51 N/A N/A 98 49 858 199 2022-07-15 $1.42 $2.50 190.9% 54.7% 117.3% 0.0% 174.5% 0.0% -19.3% 183 -11.4K -249 0.52 41.53 N/A N/A 89 46 868 199 2022-07-18 $1.46 $2.50 206.0% 59.1% 117.4% 0.0% 180.8% 0.0% -30.9% 186 -6.1K -233 0.38 49.02 N/A N/A 104 39 707 193 2022-07-19 $1.78 $2.50 137.2% 39.3% 137.6% 0.0% 160.2% 0.0% -0.7% 291 -19.1K -313 0.49 31.79 N/A N/A 79 39 768 193 2022-07-20 $1.74 $2.50 159.8% 45.8% 135.9% 0.0% 176.3% 0.0% -33.7% 325 -24.2K -323 0.63 40.64 N/A N/A 62 39 806 193 2022-07-21 $1.59 $2.50 164.1% 47.1% 137.3% 0.0% 176.2% 0.0% -19.2% 263 -14.6K -287 0.87 41.85 N/A N/A 45 39 829 193 2022-07-22 $1.55 $2.50 95.3% 27.3% 133.3% 0.0% 169.7% 0.0% 35.3% 268 -16.0K -287 0.95 22.48 N/A N/A 44 42 836 193 2022-07-25 $1.56 $2.50 165.1% 47.3% 133.3% 0.0% 267.4% 0.0% 40.1% 267 -18.8K -307 1.00 74.97 N/A N/A 44 44 836 214 2022-07-26 $1.33 $2.50 101.5% 29.1% 138.4% 0.0% 334.4% 0.0% 68.4% 11 9.4K -140 0.37 108.63 N/A N/A 118 44 836 216 2022-07-27 $1.34 $2.50 172.1% 49.3% 136.3% 0.0% 452.8% 0.0% -16.6% 42 2.4K -180 0.90 85.98 N/A N/A 49 44 911 214 2022-07-28 $1.39 $2.50 229.6% 65.8% 126.4% 0.0% 225.6% 0.0% 50.6% 42 2.1K -175 0.88 50.78 N/A N/A 50 44 914 214 2022-07-29 $1.44 $2.50 215.7% 61.9% 124.2% 0.0% 222.3% 0.0% -63.7% 93 -7.0K -173 0.96 50.87 N/A N/A 46 44 924 214
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