WULF Options History — April 2023

In April 2023, WULF traded between $0.94 and $1.73. ATM implied volatility averaged 201.9%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 55.9%. IV traded above realized volatility by 78.7% (HV 20d: 123.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.22.

Notable Days

  • 2023-04-27: Highest Volume — 5,595 contracts
  • 2023-04-26: Largest IV spike — 54.2% change
  • 2023-04-06: Highest IV Rank — 57.9%
  • 2023-04-05: Largest Expected Move — 85.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.37$0.94$1.73$1.00$1.73
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV201.9%131.0%313.3%267.6%185.7%
Expected Move55.9%37.6%85.3%76.7%53.2%
HV 20d123.2%111.6%129.5%115.9%129.5%
HV 60d131.0%125.8%134.0%126.1%133.5%
IV Rank30.7%13.3%57.9%46.7%26.7%
IV Percentile38.0%12.2%82.9%63.0%32.3%
Term Structure-21.5%-71.5%58.8%-36.7%-62.0%
VWIV186.9%119.9%240.9%128.7%159.7%
Skew 25d-5.6%-113.5%145.1%-5.7%-43.1%
Skew 10d1.9%-120.7%118.4%43.4%-39.6%
Call IV 25d179.1%128.5%199.0%181.2%191.1%
Put IV 25d173.6%85.5%333.0%175.5%147.9%
Bid-Ask Spread %57.2323.04101.9397.5723.04
Gamma HHI0.870.481.001.000.83
Net GEX2.0K04.2K04.2K
Net DEX-188.1K-570.9K12.3K12.3K-570.9K
Net VEX-1.3K-3.7K-5-5-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.000.950.000.07
Total Volume963.579715,5953751,039
Total OI7,661.8955,12013,6155,12013,615

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$1.00$2.50267.6%76.7%115.9%46.7%0.0%0.0%-36.7%012.3K-50.0097.57N/AN/A37504,997123
2023-04-04$0.96$2.50228.1%65.4%117.6%37.1%0.0%0.0%-66.1%011.8K-50.0095.47N/AN/A7105,315123
2023-04-05$0.94$2.50297.4%85.3%118.2%54.0%0.0%0.0%-71.5%011.6K-50.00101.93N/AN/A8105,321123
2023-04-06$0.99$2.50313.3%42.7%111.6%57.9%128.7%0.0%58.8%012.2K-50.0065.70N/AN/A8005,361123
2023-04-10$1.19$2.50170.6%59.8%119.9%23.0%209.3%0.0%-41.3%128-3.4K-1310.0126.43N/AN/A22325,388123
2023-04-11$1.42$2.50224.5%62.3%129.0%36.2%240.9%0.0%-59.0%1.3K-157.3K-9240.0328.96N/AN/A958275,558127
2023-04-12$1.35$2.50166.8%47.8%129.2%22.1%194.3%0.0%-5.7%1.4K-191.8K-1.1K0.0174.69N/AN/A92186,292152
2023-04-13$1.50$2.50212.4%60.9%121.9%33.2%212.4%0.0%-53.0%1.8K-252.1K-1.3K0.0253.28N/AN/A535106,809154
2023-04-14$1.44$2.50231.3%66.3%124.9%37.9%185.3%0.0%-4.8%1.7K-240.3K-1.3K0.0033.82N/AN/A85607,074164
2023-04-17$1.44$2.50158.4%45.4%125.7%20.0%186.4%0.0%0.5%1.9K-283.5K-1.4K0.0040.59N/AN/A16307,474164
2023-04-18$1.54$2.50196.1%56.2%125.8%29.2%196.8%0.0%-16.0%2.1K-286.7K-1.5K0.8438.94N/AN/A8266947,539164
2023-04-19$1.48$2.50171.1%49.1%121.3%23.1%192.4%-5.7%6.3%4.0K-347.5K-2.0K0.1074.00N/AN/A507507,593735
2023-04-20$1.42$2.50202.7%58.1%123.7%30.8%190.0%-19.4%-21.9%3.8K-280.4K-1.9K0.2266.69N/AN/A5301157,676785
2023-04-21$1.46$2.50133.9%38.4%123.1%14.1%197.7%-68.2%-16.8%4.0K-286.4K-2.0K0.9542.50N/AN/A4584337,701848
2023-04-24$1.44$2.50131.0%37.6%123.2%13.3%168.6%-113.5%-45.0%3.7K-247.7K-2.0K0.7758.42N/AN/A3162437,4331,277
2023-04-25$1.38$2.50157.1%45.0%123.4%19.7%119.9%19.1%14.4%3.2K-145.6K-1.8K0.3864.59N/AN/A4291657,5981,517
2023-04-26$1.58$2.50242.1%69.4%128.6%40.5%214.5%145.1%-5.9%2.5K-145.4K-1.9K0.7358.21N/AN/A1,5021,0967,7491,657
2023-04-27$1.71$2.50146.3%41.9%129.2%17.1%194.4%41.1%17.7%2.2K-183.7K-2.3K0.0942.51N/AN/A5,1104858,2702,454
2023-04-28$1.73$2.50185.7%53.2%129.5%26.7%159.7%-43.1%-62.0%4.2K-570.9K-3.7K0.0723.04N/AN/A9677211,6072,008