WULF Options History — January 2023

In January 2023, WULF traded between $0.69 and $1.08. ATM implied volatility averaged 276.8%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 79.8%. IV traded above realized volatility by 123.7% (HV 20d: 153.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.25.

Notable Days

  • 2023-01-17: Highest Volume — 375 contracts
  • 2023-01-30: Largest IV spike — 58.1% change
  • 2023-01-11: Highest IV Rank — 73.4%
  • 2023-01-09: Largest Expected Move — 113.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.87$0.69$1.08$0.70$0.98
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV276.8%167.3%374.3%273.4%198.8%
Expected Move79.8%48.0%113.3%78.4%57.0%
HV 20d153.1%104.2%232.6%232.6%108.8%
HV 60d193.7%191.5%196.3%196.0%194.1%
IV Rank49.4%22.4%73.4%48.5%30.2%
IV Percentile71.0%29.8%96.1%73.3%40.0%
Term Structure-38.7%-203.7%97.1%50.5%73.9%
VWIV302.1%174.5%374.3%300.1%188.0%
Bid-Ask Spread %46.2317.3580.6424.9462.48
Gamma HHI0.930.551.001.001.00
Net GEX35031500
Net DEX28.5K-14.6K56.8K16.3K56.8K
Net VEX-36-174-5-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.002.240.000.00
Total Volume117.552375245
Total OI4,901.854,5495,3984,5984,941

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$0.70$2.50273.4%78.4%232.6%48.5%0.0%0.0%50.5%016.3K-50.0024.94N/AN/A204,365233
2023-01-04$0.80$2.50242.3%69.5%228.3%40.9%0.0%0.0%-203.7%018.6K-50.0034.07N/AN/A15204,364233
2023-01-05$0.73$2.50282.0%86.0%220.5%50.6%300.1%0.0%3.4%017.0K-50.0035.96N/AN/A6104,406233
2023-01-06$0.69$2.50331.5%95.0%218.5%62.8%317.9%0.0%-26.4%016.1K-50.0076.09N/AN/A24304,464233
2023-01-09$0.70$2.50275.6%113.3%201.8%49.1%315.3%0.0%-107.5%239-14.6K-1590.0031.69N/AN/A904,706233
2023-01-10$0.74$2.50277.2%48.9%195.4%49.5%340.9%0.0%-64.3%1314.8K-190.0073.18N/AN/A7104,704233
2023-01-11$0.74$2.50374.3%107.3%138.1%73.4%374.3%0.0%-81.5%017.2K-50.0045.09N/AN/A204,762233
2023-01-12$0.83$2.50344.4%98.7%130.2%66.0%344.4%0.0%-94.7%019.3K-50.0080.64N/AN/A22204,763233
2023-01-13$0.88$2.50321.3%92.1%130.3%60.3%341.4%0.0%-88.7%2616.0K-330.0029.83N/AN/A29104,631233
2023-01-17$1.00$2.50295.4%84.7%129.1%53.9%295.5%0.0%-69.7%023.3K-51.4420.22N/AN/A1542214,738233
2023-01-18$0.91$2.50306.5%87.9%135.9%56.7%306.5%0.0%-77.6%041.3K-50.0018.80N/AN/A7304,854454
2023-01-19$0.85$2.50331.7%95.1%137.3%62.9%329.0%0.0%-96.2%038.6K-52.2421.32N/AN/A21474,885454
2023-01-20$0.88$2.50262.7%75.3%137.2%45.9%319.4%0.0%-25.3%043.9K-50.0064.10N/AN/A2304,899499
2023-01-23$0.89$2.50295.1%84.6%137.1%53.9%295.6%0.0%-39.9%31514.2K-1740.0017.35N/AN/A12204,050499
2023-01-24$0.94$2.50249.3%71.5%137.3%42.6%282.8%0.0%-44.6%046.9K-50.2157.76N/AN/A181384,184499
2023-01-25$1.00$2.50167.3%48.0%121.0%22.4%174.5%0.0%97.1%050.7K-50.0060.92N/AN/A3404,324507
2023-01-26$1.04$2.50244.3%70.0%112.1%41.4%308.3%0.0%-105.4%2337.3K-900.0063.67N/AN/A5204,361507
2023-01-27$1.08$2.50179.4%51.4%104.2%25.4%188.0%0.0%73.2%4444.1K-921.2070.49N/AN/A61734,399507
2023-01-30$1.04$2.50283.8%81.3%106.7%51.1%0.0%0.0%53.8%3851.4K-800.0036.05N/AN/A15304,401580
2023-01-31$0.98$2.50198.8%57.0%108.8%30.2%0.0%0.0%73.9%056.8K-50.0062.48N/AN/A4504,361580