WULF Options History — February 2023

In February 2023, WULF traded between $0.60 and $1.04. ATM implied volatility averaged 252.6%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 69.6%. IV traded above realized volatility by 95.7% (HV 20d: 156.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.02.

Notable Days

  • 2023-02-02: Highest Volume — 656 contracts
  • 2023-02-22: Largest IV spike — 66.5% change
  • 2023-02-08: Highest IV Rank — 76.0%
  • 2023-02-08: Largest Expected Move — 110.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.68$0.60$1.04$1.04$0.66
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV252.6%157.2%385.0%232.6%231.7%
Expected Move69.6%45.1%110.4%66.7%66.4%
HV 20d156.9%109.8%171.3%109.8%150.8%
HV 60d194.2%174.5%208.9%194.5%174.5%
IV Rank43.4%19.9%76.0%38.5%38.2%
IV Percentile60.3%23.8%96.5%56.6%54.3%
Term Structure-11.8%-89.8%94.0%-4.4%-68.5%
VWIV327.0%327.0%327.0%327.0%327.0%
Bid-Ask Spread %51.7615.39101.2070.2928.57
Gamma HHI0.970.861.000.861.00
Net GEX1603133130
Net DEX20.5K4.3K41.8K4.3K8.5K
Net VEX-19-286-2-286-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.410.000.00
Total Volume8846561913
Total OI4,483.5792,4335,8334,9352,476

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$1.04$2.50232.6%66.7%109.8%38.5%0.0%0.0%-4.4%3134.3K-2860.0070.29N/AN/A1904,355580
2023-02-02$0.72$2.50269.2%93.8%169.1%47.5%327.0%0.0%-89.8%041.8K-50.4175.62N/AN/A4641924,346580
2023-02-03$0.70$2.50274.4%45.9%166.3%48.8%0.0%0.0%94.0%037.0K-50.0066.27N/AN/A20904,691528
2023-02-06$0.64$2.50173.9%49.9%168.1%24.0%0.0%0.0%68.8%033.8K-50.0177.27N/AN/A14114,871528
2023-02-07$0.70$2.50289.0%48.2%171.3%52.4%0.0%0.0%54.5%026.5K-50.0015.39N/AN/A2104,988378
2023-02-08$0.70$2.50385.0%110.4%170.0%76.0%0.0%0.0%-50.7%026.5K-50.0068.98N/AN/A8704,989378
2023-02-09$0.67$2.50157.2%45.1%170.7%19.9%0.0%0.0%77.5%025.3K-50.0023.98N/AN/A5004,998378
2023-02-10$0.64$2.50164.8%47.2%165.1%21.8%0.0%0.0%56.9%024.2K-50.0072.36N/AN/A12404,985378
2023-02-13$0.63$2.50174.3%50.0%163.0%24.1%0.0%0.0%69.4%023.8K-60.0031.80N/AN/A3605,193378
2023-02-14$0.60$2.50183.2%52.5%154.0%26.3%0.0%0.0%-32.2%022.7K-60.0030.74N/AN/A13605,221378
2023-02-15$0.63$2.50245.6%0.0%153.9%41.7%0.0%0.0%0.0%023.8K-60.0071.97N/AN/A3805,341378
2023-02-16$0.66$2.50337.0%96.6%154.4%64.2%0.0%0.0%0.0%024.9K-60.0030.01N/AN/A4105,384378
2023-02-17$0.63$2.50248.2%0.0%153.8%42.3%0.0%0.0%-79.8%023.8K-60.00101.20N/AN/A1905,455378
2023-02-21$0.65$2.50197.0%56.5%154.4%29.7%0.0%0.0%-71.7%08.4K-20.0331.80N/AN/A3212,303130
2023-02-22$0.68$2.50327.9%94.0%153.9%61.9%0.0%0.0%-43.7%08.8K-20.0068.70N/AN/A2302,316129
2023-02-23$0.70$2.50335.4%96.2%152.1%63.8%0.0%0.0%-74.1%09.0K-20.0024.94N/AN/A802,329129
2023-02-24$0.68$2.50343.0%98.3%150.6%65.7%0.0%0.0%-42.1%08.8K-20.0067.87N/AN/A1302,337129
2023-02-27$0.64$2.50230.1%66.0%149.5%37.9%0.0%0.0%-64.9%08.3K-20.0025.69N/AN/A402,346129
2023-02-28$0.66$2.50231.7%66.4%150.8%38.2%0.0%0.0%-68.5%08.5K-20.0028.57N/AN/A1302,347129