WULF Options History — October 2022 In October 2022, WULF traded between $1.09 and $1.74. ATM implied volatility averaged 229.0%. The 30-day expected move averaged 60.9%. IV traded above realized volatility by 92.7% (HV 20d: 136.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.28.
Notable Days 2022-10-28 : Highest Volume — 258 contracts2022-10-10 : Largest IV spike — 279.3% change2022-10-13 : Largest Expected Move — 86.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.27 $1.09 $1.74 $1.42 $1.15 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 229.0% 102.2% 482.4% 288.4% 138.3% Expected Move 60.9% 29.3% 86.5% 82.7% 39.7% HV 20d 136.3% 96.7% 148.8% 111.3% 138.7% HV 60d 118.1% 110.0% 126.8% 112.1% 120.6% Term Structure 3.8% -101.8% 90.9% -23.3% 85.1% VWIV 302.4% 187.1% 470.1% 470.1% 305.7% Bid-Ask Spread % 91.59 49.35 128.60 128.60 123.55 Gamma HHI 0.91 0.79 1.00 0.86 0.96 Net GEX 153 0 482 269 40 Net DEX 8.6K -44.6K 37.0K -3.8K 24.9K Net VEX -130 -337 -1 -256 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.31 2.71 1.31 0.63 Total Volume 136.095 89 258 113 158 Total OI 1,528.381 1,337 1,887 1,354 1,887
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 2022-10-03 $1.42 $2.50 288.4% 82.7% 111.3% 0.0% 470.1% 0.0% -23.3% 269 -3.8K -256 1.31 128.60 N/A N/A 49 64 1,097 257 2022-10-04 $1.53 $2.50 216.2% 62.0% 103.3% 0.0% 334.2% 0.0% 43.2% 272 -8.1K -270 1.83 106.86 N/A N/A 35 64 1,092 257 2022-10-05 $1.53 $2.50 212.4% 60.9% 96.7% 0.0% 323.7% 0.0% 38.5% 20 37.0K -16 1.64 116.46 N/A N/A 39 64 1,080 257 2022-10-06 $1.74 $2.50 245.3% 55.8% 102.4% 0.0% 187.1% 0.0% -39.9% 297 -20.1K -317 0.94 63.92 N/A N/A 68 64 1,085 257 2022-10-07 $1.37 $2.50 127.2% 54.1% 135.7% 0.0% 207.9% 0.0% -44.6% 283 -10.6K -258 2.06 69.67 N/A N/A 31 64 1,123 257 2022-10-10 $1.30 $2.50 482.4% 49.2% 137.0% 0.0% 200.6% 0.0% 34.3% 16 30.9K -14 1.73 90.65 N/A N/A 37 64 1,133 257 2022-10-11 $1.13 $2.50 328.6% 79.8% 144.7% 0.0% 322.5% 0.0% -23.3% 181 -14.4K -220 1.73 49.37 N/A N/A 37 64 1,133 257 2022-10-12 $1.13 $2.50 230.6% 66.1% 144.7% 0.0% 255.7% 0.0% -8.6% 13 27.4K -12 2.21 106.63 N/A N/A 29 64 1,134 257 2022-10-13 $1.14 $2.50 301.6% 86.5% 144.7% 0.0% 352.8% 0.0% -40.4% 12 27.5K -13 1.67 49.35 N/A N/A 39 65 1,136 257 2022-10-14 $1.09 $2.50 276.8% 79.3% 145.3% 0.0% 329.2% 0.0% -60.6% 0 28.1K -1 1.97 82.99 N/A N/A 33 65 1,152 259 2022-10-17 $1.17 $2.50 102.2% 29.3% 147.3% 0.0% 0.0% 0.0% 54.8% 23 27.3K -20 1.30 122.06 N/A N/A 50 65 1,171 259 2022-10-18 $1.15 $2.50 237.7% 68.1% 146.8% 0.0% 259.6% 0.0% -101.8% 28 26.2K -21 0.41 81.50 N/A N/A 158 65 1,202 259 2022-10-19 $1.14 $2.50 221.7% 63.6% 145.1% 0.0% 333.1% 0.0% 34.9% 0 29.5K -2 0.69 83.29 N/A N/A 94 65 1,313 259 2022-10-20 $1.10 $2.50 224.8% 64.4% 145.6% 0.0% 335.2% 0.0% -32.9% 0 28.5K -2 2.71 83.72 N/A N/A 24 65 1,394 259 2022-10-21 $1.13 $2.50 242.6% 69.6% 145.6% 0.0% 316.7% 0.0% -60.4% 31 26.9K -19 1.38 84.04 N/A N/A 45 62 1,401 259 2022-10-24 $1.26 $2.50 210.8% 60.4% 148.2% 0.0% 316.0% 0.0% -15.4% 482 -1.5K -215 0.80 86.97 N/A N/A 76 61 1,407 254 2022-10-25 $1.38 $2.50 197.5% 56.6% 148.8% 0.0% 296.4% 0.0% 70.7% 443 -24.1K -337 0.59 89.74 N/A N/A 103 61 1,469 254 2022-10-26 $1.39 $2.50 232.5% 66.6% 139.6% 0.0% 362.7% 0.0% 73.7% 455 -28.2K -330 0.61 91.97 N/A N/A 100 61 1,482 254 2022-10-27 $1.24 $2.50 114.8% 32.9% 145.7% 0.0% 262.4% 0.0% 90.9% 302 -44.6K -333 0.33 104.32 N/A N/A 187 61 1,561 254 2022-10-28 $1.20 $2.50 177.6% 50.9% 145.5% 0.0% 275.6% 0.0% 0.0% 45 21.4K -35 0.31 107.62 N/A N/A 197 61 1,507 254 2022-10-31 $1.15 $2.50 138.3% 39.7% 138.7% 0.0% 305.7% 0.0% 85.1% 40 24.9K -29 0.63 123.55 N/A N/A 97 61 1,633 254
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