WULF Options History — September 2022 In September 2022, WULF traded between $1.04 and $1.36. ATM implied volatility averaged 201.3%. The 30-day expected move averaged 54.4%. IV traded above realized volatility by 105.5% (HV 20d: 95.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.95.
Notable Days 2022-09-29 : Highest Volume — 135 contracts2022-09-07 : Largest IV spike — 101.8% change2022-09-01 : Largest Expected Move — 128.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.19 $1.04 $1.36 $1.36 $1.26 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 201.3% 102.3% 447.3% 447.3% 166.4% Expected Move 54.4% 28.9% 128.2% 128.2% 47.7% HV 20d 95.8% 76.2% 116.6% 116.6% 102.4% HV 60d 114.6% 107.9% 120.8% 118.4% 109.8% Term Structure -12.4% -371.7% 90.4% -371.7% -21.4% VWIV 217.8% 168.5% 311.7% 222.2% 218.0% Bid-Ask Spread % 112.90 43.62 132.31 129.96 43.62 Gamma HHI 0.94 0.78 1.00 0.78 0.93 Net GEX 64 0 252 192 17 Net DEX 18.9K -25.8K 34.7K -7.3K 29.5K Net VEX -71 -262 -1 -262 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.00 4.13 0.00 1.28 Total Volume 57.905 0 135 1 114 Total OI 1,326.571 1,274 1,404 1,274 1,350
Daily Data (21 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 2022-09-01 $1.36 $2.50 447.3% 128.2% 116.6% 0.0% 0.0% 0.0% -371.7% 192 -7.3K -262 0.00 129.96 N/A N/A 1 0 1,019 255 2022-09-02 $1.36 $2.50 161.4% 46.3% 115.4% 0.0% 0.0% 0.0% -28.2% 0 34.7K -1 0.00 132.31 N/A N/A 0 0 1,019 255 2022-09-06 $1.20 $2.50 102.3% 63.7% 113.9% 0.0% 222.2% 0.0% -43.3% 0 30.6K -1 4.13 110.03 N/A N/A 15 62 1,028 255 2022-09-07 $1.10 $2.50 206.6% 92.9% 114.1% 0.0% 238.1% 0.0% -49.4% 0 27.9K -1 2.24 89.67 N/A N/A 29 65 1,029 255 2022-09-08 $1.19 $2.50 284.8% 56.3% 111.0% 0.0% 0.0% 0.0% 50.6% 160 -7.8K -241 0.00 116.51 N/A N/A 0 0 1,044 258 2022-09-09 $1.27 $2.50 327.2% 28.9% 113.3% 0.0% 0.0% 0.0% 25.2% 0 32.8K -1 0.00 128.69 N/A N/A 33 0 1,044 258 2022-09-12 $1.25 $2.50 267.1% 30.5% 112.9% 0.0% 0.0% 0.0% 16.6% 0 32.3K -1 0.00 132.02 N/A N/A 6 0 1,068 258 2022-09-13 $1.18 $2.50 284.4% 81.5% 101.4% 0.0% 202.1% 0.0% -29.0% 176 -7.0K -228 2.71 130.75 N/A N/A 24 65 1,066 258 2022-09-14 $1.17 $2.50 211.6% 60.7% 82.8% 0.0% 0.0% 0.0% -29.1% 0 30.2K -1 0.00 108.63 N/A N/A 24 0 1,067 258 2022-09-15 $1.18 $2.50 249.2% 71.4% 78.3% 0.0% 0.0% 0.0% -6.6% 0 30.4K -1 0.00 117.20 N/A N/A 58 0 1,091 258 2022-09-16 $1.15 $2.50 205.5% 58.9% 78.3% 0.0% 311.7% 0.0% 79.0% 252 -119 -224 1.58 111.11 N/A N/A 43 68 1,146 258 2022-09-19 $1.12 $2.50 225.6% 64.7% 76.2% 0.0% 0.0% 0.0% -10.3% 12 27.6K -11 0.00 127.72 N/A N/A 36 0 1,120 257 2022-09-20 $1.08 $2.50 107.6% 30.9% 76.8% 0.0% 0.0% 0.0% -11.8% 9 26.3K -11 0.00 100.34 N/A N/A 5 0 1,092 257 2022-09-21 $1.15 $2.50 151.9% 43.6% 80.8% 0.0% 0.0% 0.0% 59.8% 249 -428 -207 0.00 110.75 N/A N/A 18 0 1,096 257 2022-09-22 $1.14 $2.50 122.1% 35.0% 80.7% 0.0% 0.0% 0.0% -12.9% 226 -25.8K -233 0.00 112.18 N/A N/A 105 0 1,107 257 2022-09-23 $1.11 $2.50 132.5% 38.0% 80.5% 0.0% 0.0% 0.0% 90.4% 0 28.5K -1 0.00 98.39 N/A N/A 4 0 1,049 257 2022-09-26 $1.04 $2.50 130.6% 37.4% 82.6% 0.0% 0.0% 0.0% 69.5% 11 24.9K -12 1.68 123.51 N/A N/A 38 64 1,050 257 2022-09-27 $1.13 $2.50 145.4% 41.7% 89.5% 0.0% 168.5% 0.0% -2.6% 10 27.1K -13 1.94 116.85 N/A N/A 33 64 1,075 257 2022-09-28 $1.31 $2.50 142.1% 40.7% 102.6% 0.0% 179.1% 0.0% -17.2% 15 31.5K -15 1.49 123.78 N/A N/A 43 64 1,077 257 2022-09-29 $1.31 $2.50 155.2% 44.5% 102.2% 0.0% 202.9% 0.0% -18.7% 17 31.3K -17 0.90 106.94 N/A N/A 71 64 1,082 257 2022-09-30 $1.26 $2.50 166.4% 47.7% 102.4% 0.0% 218.0% 0.0% -21.4% 17 29.5K -18 1.28 43.62 N/A N/A 50 64 1,093 257
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