WULF Options History — March 2023

In March 2023, WULF traded between $0.55 and $0.95. ATM implied volatility averaged 299.9%, placing in the 54.7% IV rank vs the trailing year. The 30-day expected move averaged 72.5%. IV traded above realized volatility by 199.6% (HV 20d: 100.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.01.

Notable Days

  • 2023-03-31: Highest Volume — 704 contracts
  • 2023-03-07: Largest IV spike — 224.5% change
  • 2023-03-08: Highest IV Rank — 100.0%
  • 2023-03-28: Largest Expected Move — 92.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.69$0.55$0.95$0.61$0.95
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV299.9%142.0%485.7%261.2%218.4%
Expected Move72.5%40.3%92.3%74.9%62.6%
HV 20d100.2%73.4%154.5%151.6%115.6%
HV 60d140.0%124.5%175.1%175.1%127.2%
IV Rank54.7%16.2%100.0%45.5%34.7%
IV Percentile70.7%16.0%100.0%64.3%43.5%
Term Structure-13.7%-120.6%145.9%-78.1%59.0%
VWIV418.7%405.0%432.5%432.5%405.0%
Bid-Ask Spread %40.1021.0875.4921.0870.01
Gamma HHI0.850.341.001.001.00
Net GEX201900
Net DEX7.3K-2.1K11.7K7.9K11.7K
Net VEX-7-43-2-2-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.130.000.00
Total Volume166.565070420704
Total OI3,472.0432,4894,6042,4894,604

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$0.61$2.50261.2%74.9%151.6%45.5%0.0%0.0%-78.1%07.9K-20.0021.08N/AN/A2002,360129
2023-03-02$0.67$2.50244.0%70.0%154.5%41.3%0.0%0.0%-79.5%08.6K-30.0037.62N/AN/A6002,372129
2023-03-03$0.65$2.50258.2%74.0%85.4%44.8%0.0%0.0%-120.6%08.4K-30.0038.78N/AN/A002,420129
2023-03-06$0.65$2.50142.0%40.7%84.9%16.2%0.0%0.0%-30.3%08.4K-30.0030.34N/AN/A20702,421129
2023-03-07$0.68$2.50460.9%67.6%80.2%94.7%0.0%0.0%-30.1%08.8K-30.0027.60N/AN/A11202,615129
2023-03-08$0.68$2.50485.7%40.3%73.4%100.0%0.0%0.0%-30.9%08.8K-30.0044.88N/AN/A28602,707129
2023-03-09$0.62$2.50469.0%74.0%80.1%95.9%0.0%0.0%-33.9%08.0K-30.0023.26N/AN/A5402,961129
2023-03-10$0.58$2.50456.9%46.1%82.0%93.0%0.0%0.0%-36.5%06.4K-30.0028.11N/AN/A802,996111
2023-03-13$0.63$2.50157.7%45.2%86.5%19.9%0.0%0.0%-37.6%07.0K-30.0035.33N/AN/A2002,990111
2023-03-14$0.60$2.50295.2%84.6%88.0%53.5%0.0%0.0%-10.4%06.7K-30.0023.96N/AN/A25303,014111
2023-03-15$0.55$2.50177.6%50.9%91.7%24.7%0.0%0.0%145.8%06.0K-30.0066.01N/AN/A36303,121110
2023-03-16$0.55$2.50260.2%74.6%89.5%44.9%0.0%0.0%145.9%06.0K-30.0627.84N/AN/A3623,355110
2023-03-17$0.59$2.50284.8%81.7%91.8%50.9%0.0%0.0%-44.5%06.6K-40.0041.93N/AN/A37703,390112
2023-03-20$0.63$2.50297.7%85.4%93.8%54.1%0.0%0.0%-17.2%07.1K-40.0347.76N/AN/A7823,416112
2023-03-21$0.74$2.50303.1%86.9%109.5%55.4%0.0%0.0%-16.9%18.1K-40.1351.10N/AN/A146193,444110
2023-03-22$0.74$2.50308.0%88.3%108.5%56.6%0.0%0.0%85.6%09.5K-40.0035.92N/AN/A54903,579128
2023-03-23$0.79$2.50293.5%84.1%110.4%53.0%432.5%0.0%-18.8%09.8K-40.0131.27N/AN/A12114,033124
2023-03-24$0.78$2.50298.3%85.5%109.9%54.2%0.0%0.0%-46.7%09.6K-40.0031.27N/AN/A17204,123123
2023-03-27$0.75$2.50315.3%90.4%108.4%58.4%0.0%0.0%-26.8%18-1.8K-410.0032.42N/AN/A6204,266123
2023-03-28$0.76$2.50321.9%92.3%108.0%60.0%0.0%0.0%-28.7%09.3K-40.0031.27N/AN/A604,323123
2023-03-29$0.77$2.50290.2%83.2%103.2%52.2%0.0%0.0%-30.7%19-2.1K-430.0068.96N/AN/A5404,318123
2023-03-30$0.79$2.50297.2%85.2%98.7%53.9%0.0%0.0%-32.6%09.7K-40.0075.49N/AN/A11904,372123
2023-03-31$0.95$2.50218.4%62.6%115.6%34.7%405.0%0.0%59.0%011.7K-50.0070.01N/AN/A70404,481123