WULF Options History — August 2022

In August 2022, WULF traded between $1.36 and $1.93. ATM implied volatility averaged 246.3%. The 30-day expected move averaged 69.5%. IV traded above realized volatility by 125.0% (HV 20d: 121.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.43.

Notable Days

  • 2022-08-12: Highest Volume — 602 contracts
  • 2022-08-03: Largest IV spike — 229.3% change
  • 2022-08-31: Largest Expected Move — 125.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.49$1.36$1.93$1.40$1.41
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV246.3%105.6%436.8%253.7%436.8%
Expected Move69.5%30.3%125.2%72.7%125.2%
HV 20d121.2%114.5%131.4%124.3%116.0%
HV 60d125.0%118.7%130.3%123.4%118.7%
Term Structure-71.0%-278.6%60.3%-74.8%-262.8%
VWIV222.3%118.2%436.8%235.0%436.8%
Bid-Ask Spread %107.8359.37137.6359.37123.36
Gamma HHI0.760.580.920.580.81
Net GEX2845671356487
Net DEX-15.5K-46.1K2.4K2.2K-37.3K
Net VEX-292-460-187-187-369
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.004.130.964.13
Total Volume75.82606029077
Total OI1,356.3481,1411,9051,1411,273

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$1.40$2.50253.7%72.7%124.3%0.0%235.0%0.0%-74.8%562.2K-1870.9659.37N/AN/A4644927214
2022-08-02$1.46$2.50105.6%30.3%124.4%0.0%256.2%0.0%-24.2%297-19.8K-3130.7975.73N/AN/A5644927214
2022-08-03$1.49$2.50347.7%99.7%120.0%0.0%266.0%0.0%3.6%65107-2010.5776.09N/AN/A7744937214
2022-08-04$1.49$0.00328.2%51.3%115.7%0.0%0.0%0.0%-106.8%713-39.2K-3130.66121.01N/AN/A6744968214
2022-08-05$1.42$0.00271.5%80.0%114.7%0.0%0.0%0.0%7.5%304-26.7K-3210.77131.62N/AN/A5744976214
2022-08-08$1.60$0.00155.1%51.2%117.4%0.0%178.3%0.0%-13.0%361-36.4K-3680.76110.52N/AN/A5844976214
2022-08-09$1.47$2.50227.4%74.1%118.1%0.0%0.0%0.0%-17.7%62-4.5K-2090.00132.72N/AN/A10975214
2022-08-10$1.63$2.50238.9%68.5%123.1%0.0%0.0%0.0%-73.8%892.4K-2130.5094.84N/AN/A42976214
2022-08-11$1.69$2.50155.8%44.7%123.5%0.0%125.0%0.0%-49.6%423-30.5K-3760.0078.23N/AN/A2101,003214
2022-08-12$1.71$2.50124.3%35.6%123.3%0.0%146.5%0.0%-3.4%402-25.9K-3600.00102.09N/AN/A6020998214
2022-08-15$1.93$2.50230.6%66.1%129.4%0.0%202.3%0.0%-67.2%583-46.1K-4600.00100.79N/AN/A6001,607214
2022-08-16$1.61$2.50307.9%88.3%127.9%0.0%180.9%0.0%-64.2%479-22.3K-3600.23123.28N/AN/A181411,600214
2022-08-17$1.47$2.50226.8%65.0%131.4%0.0%0.0%0.0%-74.4%1732.0K-2490.00127.94N/AN/A3501,629255
2022-08-18$1.47$2.50118.2%33.9%127.8%0.0%118.2%0.0%0.0%205301-2590.00124.19N/AN/A501,649255
2022-08-19$1.38$2.50130.5%37.4%129.3%0.0%0.0%0.0%-32.0%179-256-2530.03103.34N/AN/A3211,650255
2022-08-22$1.36$2.50364.8%104.6%129.3%0.0%402.3%0.0%-129.5%254-5.5K-2590.17108.38N/AN/A61983254
2022-08-23$1.38$2.50261.8%75.1%116.1%0.0%120.3%0.0%27.1%197-2.4K-2610.0068.22N/AN/A60988255
2022-08-24$1.36$2.50407.3%116.8%116.2%0.0%0.0%0.0%-180.9%175-6.6K-2580.00136.73N/AN/A210994255
2022-08-25$1.38$2.50357.0%102.4%115.6%0.0%0.0%0.0%-278.6%213-1.7K-2630.00103.55N/AN/A401,006255
2022-08-26$1.38$2.50221.3%63.4%114.8%0.0%0.0%0.0%60.3%113-31.8K-2580.00114.17N/AN/A501,010255
2022-08-29$1.36$2.50113.3%32.5%114.5%0.0%0.0%0.0%-30.9%202-3.5K-2570.00126.33N/AN/A1401,009255
2022-08-30$1.45$2.50279.9%80.2%115.9%0.0%0.0%0.0%-177.8%511-22.6K-3510.00137.63N/AN/A001,018255
2022-08-31$1.41$2.50436.8%125.2%116.0%0.0%436.8%0.0%-262.8%487-37.3K-3694.13123.36N/AN/A15621,018255