WULF Options History — November 2022

In November 2022, WULF traded between $0.67 and $1.23. ATM implied volatility averaged 236.1%. The 30-day expected move averaged 69.5%. IV traded above realized volatility by 89.1% (HV 20d: 147.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2022-11-14: Highest Volume — 314 contracts
  • 2022-11-16: Largest IV spike — 111.3% change
  • 2022-11-07: Largest Expected Move — 110.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.98$0.67$1.23$1.13$0.80
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV236.1%142.3%394.4%293.3%348.2%
Expected Move69.5%40.8%110.9%84.1%99.8%
HV 20d147.0%81.5%213.0%135.0%213.0%
HV 60d128.9%111.5%156.6%117.9%156.1%
Term Structure-11.8%-264.0%156.9%156.9%-39.2%
VWIV329.6%207.0%434.5%434.5%342.8%
Bid-Ask Spread %108.6968.60133.7068.6098.59
Gamma HHI0.980.941.000.981.00
Net GEX14041410
Net DEX22.2K14.0K29.7K25.7K16.7K
Net VEX-12-29-2-27-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.005.000.870.00
Total Volume140.81031413141
Total OI1,879.811,5722,1371,9241,574

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$1.13$2.50293.3%84.1%135.0%0.0%434.5%0.0%156.9%4125.7K-270.8768.60N/AN/A70611,670254
2022-11-02$1.10$2.50190.6%54.7%134.9%0.0%334.2%0.0%106.0%3823.9K-290.5586.15N/AN/A111611,683254
2022-11-03$1.09$2.50222.7%75.3%123.7%0.0%207.0%0.0%-58.7%3523.5K-280.55106.04N/AN/A111611,735254
2022-11-04$1.09$2.50205.7%56.5%93.9%0.0%0.0%0.0%53.3%3924.0K-270.54106.04N/AN/A113611,735254
2022-11-07$1.06$2.50394.4%110.9%92.9%0.0%342.8%0.0%-163.9%3521.6K-280.87115.64N/AN/A70611,740254
2022-11-08$1.00$2.50214.6%84.0%81.5%0.0%0.0%0.0%48.4%025.4K-20.9479.79N/AN/A65611,729254
2022-11-09$0.81$2.50297.8%85.4%109.1%0.0%0.0%0.0%58.7%020.6K-21.79100.32N/AN/A34611,729254
2022-11-10$0.89$2.50267.0%0.0%115.7%0.0%0.0%0.0%0.0%022.6K-20.46130.97N/AN/A134611,733254
2022-11-11$1.08$2.50366.0%104.9%136.0%0.0%0.0%0.0%-264.0%3324.5K-230.25125.39N/AN/A247611,780254
2022-11-14$1.17$2.50217.1%62.2%136.7%0.0%0.0%0.0%18.9%029.7K-20.2485.70N/AN/A253611,867254
2022-11-15$1.23$2.50142.3%40.8%137.7%0.0%0.0%0.0%-18.2%3827.7K-280.24122.28N/AN/A253611,871254
2022-11-16$1.19$2.50300.7%86.2%138.2%0.0%0.0%0.0%-123.0%3927.1K-260.45122.90N/AN/A137611,871254
2022-11-17$1.13$2.50228.0%65.4%138.9%0.0%0.0%0.0%82.4%028.6K-20.73129.31N/AN/A83611,883254
2022-11-18$0.94$2.50189.9%0.0%153.2%0.0%0.0%0.0%0.0%024.0K-20.75133.70N/AN/A81611,883254
2022-11-21$0.86$2.50155.7%44.6%149.0%0.0%0.0%0.0%62.3%017.9K-20.59116.24N/AN/A61361,363209
2022-11-22$0.67$2.50192.6%55.2%164.0%0.0%0.0%0.0%-41.2%014.0K-20.61109.93N/AN/A59361,363209
2022-11-23$0.93$2.50151.6%43.5%208.6%0.0%0.0%0.0%-15.1%019.4K-20.61108.20N/AN/A59361,364209
2022-11-25$0.86$2.50168.9%48.4%206.9%0.0%0.0%0.0%-20.9%018.0K-20.00114.54N/AN/A001,364209
2022-11-28$0.79$2.50196.3%56.3%208.2%0.0%0.0%0.0%-55.5%016.5K-25.00112.51N/AN/A2101,364209
2022-11-29$0.73$2.50214.8%61.6%209.1%0.0%0.0%0.0%-39.2%015.3K-20.00109.62N/AN/A101,365209
2022-11-30$0.80$2.50348.2%99.8%213.0%0.0%0.0%0.0%0.0%016.7K-20.0098.59N/AN/A4101,365209