WULF Options History — December 2022

In December 2022, WULF traded between $0.58 and $1.17. ATM implied volatility averaged 271.4%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 77.8%. IV traded above realized volatility by 20.4% (HV 20d: 251.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.03.

Notable Days

  • 2022-12-08: Highest Volume — 2,653 contracts
  • 2022-12-08: Largest IV spike — 191.1% change
  • 2022-12-08: Highest IV Rank — 93.3%
  • 2022-12-30: Largest Expected Move — 105.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.74$0.58$1.17$0.78$0.69
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV271.4%156.3%455.1%217.2%366.1%
Expected Move77.8%44.8%105.0%62.3%105.0%
HV 20d251.0%213.0%279.2%213.0%241.1%
HV 60d186.3%155.3%199.2%155.3%198.1%
IV Rank48.7%19.7%93.3%40.7%71.4%
IV Percentile71.9%29.8%99.2%70.6%95.2%
Term Structure14.8%-191.8%165.7%-25.0%95.0%
VWIV265.6%195.6%334.9%272.6%248.7%
Bid-Ask Spread %86.2429.15117.7896.0433.71
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX16.0K12.8K24.7K16.3K16.1K
Net VEX-3-5-2-2-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.420.000.00
Total Volume218.57102,6530107
Total OI3,404.0481,6154,5181,6154,518

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$0.78$2.50217.2%62.3%213.0%0.0%0.0%0.0%-25.0%016.3K-20.0096.04N/AN/A001,406209
2022-12-02$0.92$2.50241.5%69.2%222.6%40.7%0.0%0.0%-91.9%019.2K-20.00117.78N/AN/A10101,406209
2022-12-05$0.76$2.50282.8%81.1%231.8%50.8%0.0%0.0%112.3%015.9K-20.00104.74N/AN/A001,408209
2022-12-06$0.91$2.50234.0%93.5%242.1%38.8%272.6%0.0%-28.5%019.0K-20.00103.67N/AN/A18201,408209
2022-12-07$0.82$2.50156.3%44.8%244.0%19.7%312.0%0.0%-66.1%017.1K-20.00103.36N/AN/A18601,522209
2022-12-08$1.02$2.50455.1%87.6%244.6%93.3%305.5%0.0%-83.3%021.3K-20.00107.57N/AN/A2,65121,542209
2022-12-09$1.17$2.50218.0%78.5%247.0%34.9%202.0%0.0%16.2%024.7K-40.00101.65N/AN/A41703,522211
2022-12-12$0.79$2.50272.7%78.2%276.3%48.4%286.4%0.0%-141.1%016.7K-40.0293.10N/AN/A6113,689211
2022-12-13$0.67$2.50334.9%96.0%278.8%63.7%334.9%0.0%-191.8%014.2K-40.0081.64N/AN/A7403,730212
2022-12-14$0.65$2.50295.9%84.8%277.2%54.1%195.6%0.0%116.7%013.8K-40.4296.73N/AN/A24103,790212
2022-12-15$0.59$2.50302.7%86.8%278.2%55.7%0.0%0.0%165.7%013.1K-40.0094.38N/AN/A11903,812222
2022-12-16$0.61$2.50307.0%88.0%279.2%56.8%0.0%0.0%135.4%013.5K-40.0094.38N/AN/A4103,920222
2022-12-19$0.58$2.50184.3%52.9%273.4%26.6%0.0%0.0%114.9%012.9K-40.00100.88N/AN/A003,787222
2022-12-20$0.58$2.50325.8%93.4%272.4%61.4%0.0%0.0%114.8%012.8K-40.0095.18N/AN/A1503,787221
2022-12-21$0.60$2.50331.1%94.9%258.9%62.7%0.0%0.0%-20.8%013.3K-40.0096.37N/AN/A003,803221
2022-12-22$0.63$2.50183.1%52.5%228.4%26.3%0.0%0.0%-52.8%013.9K-40.00105.65N/AN/A1703,803221
2022-12-23$0.77$2.50160.5%46.0%240.1%20.7%0.0%0.0%80.2%017.0K-40.0346.02N/AN/A303103,810221
2022-12-27$0.69$2.50285.1%81.7%241.3%51.4%232.6%0.0%99.8%015.9K-40.0029.15N/AN/A12604,068231
2022-12-28$0.63$2.50288.4%82.7%241.8%52.2%0.0%0.0%47.8%014.6K-40.0030.03N/AN/A9304,174231
2022-12-29$0.64$2.50256.7%73.6%239.2%44.4%0.0%0.0%-86.6%014.9K-40.0078.93N/AN/A5004,235233
2022-12-30$0.69$2.50366.1%105.0%241.1%71.4%248.7%0.0%95.0%016.1K-50.0033.71N/AN/A10704,285233