WULF Options History — June 2023

In June 2023, WULF traded between $1.31 and $1.85. ATM implied volatility averaged 135.1%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 34.0%. IV traded above realized volatility by 60.5% (HV 20d: 74.6%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 3.04.

Notable Days

  • 2023-06-23: Highest Volume — 6,784 contracts
  • 2023-06-14: Largest IV drop — 52.5% change
  • 2023-06-13: Highest IV Rank — 40.3%
  • 2023-06-05: Largest Expected Move — 47.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.54$1.31$1.85$1.52$1.75
Max Pain$1.95$1.00$2.00$2.00$2.00
ATM IV135.1%93.7%245.5%122.2%146.6%
Expected Move34.0%22.7%47.0%35.0%42.0%
HV 20d74.6%57.4%94.5%69.5%91.0%
HV 60d100.8%96.5%105.5%105.4%96.5%
IV Rank13.2%2.6%40.3%11.2%15.7%
IV Percentile16.2%0.8%63.1%11.6%20.2%
Term Structure10.7%-38.4%64.7%64.7%-37.5%
VWIV127.0%101.9%153.5%153.5%146.8%
Skew 25d-8.8%-72.5%44.9%-4.3%2.8%
Skew 10d-15.8%-110.8%32.3%-26.5%9.5%
Call IV 25d129.0%64.2%218.4%173.2%124.7%
Put IV 25d120.3%74.2%210.4%168.9%127.5%
Bid-Ask Spread %45.3515.1580.7534.5434.76
Gamma HHI0.570.400.800.700.44
Net GEX10.2K3.6K24.5K5.5K18.8K
Net DEX-616.2K-1.2M-186.4K-548.5K-982.0K
Net VEX-5.3K-7.2K-4.0K-5.1K-5.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.040.0248.451.480.11
Total Volume1,297.3332676,7845501,030
Total OI22,570.1919,65027,15619,94727,156

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$1.52$2.00122.2%35.0%69.5%11.2%153.5%-4.3%64.7%5.5K-548.5K-5.1K1.4834.54N/AN/A22232815,8744,073
2023-06-02$1.50$1.00110.8%31.8%69.2%8.4%104.3%-31.7%4.3%5.5K-521.7K-5.0K0.2316.03N/AN/A48811416,0084,201
2023-06-05$1.42$2.00128.1%47.0%68.1%12.6%127.8%20.2%-24.0%5.5K-413.5K-4.6K0.1063.26N/AN/A8018115,9984,316
2023-06-06$1.48$2.00138.1%35.6%62.0%15.1%119.9%4.2%-8.7%6.0K-441.1K-4.8K0.5228.44N/AN/A40220816,1544,416
2023-06-07$1.44$2.00178.3%32.9%62.4%24.9%149.9%-18.6%9.3%5.8K-472.1K-5.0K1.1242.01N/AN/A13615216,2984,621
2023-06-08$1.42$2.00150.3%32.4%59.1%16.7%143.1%-14.0%34.2%5.8K-401.3K-4.7K0.6480.75N/AN/A26016616,3054,736
2023-06-09$1.33$2.00164.1%37.8%57.4%20.1%0.0%13.0%-38.4%5.7K-385.2K-4.6K48.4561.70N/AN/A1153316,8704,792
2023-06-12$1.33$2.00217.1%42.7%57.5%33.2%147.2%44.9%-21.8%4.8K-239.2K-4.0K4.0838.65N/AN/A18173816,8755,289
2023-06-13$1.42$2.00245.5%22.7%63.3%40.3%122.5%3.7%47.4%3.6K-186.4K-4.0K3.0515.15N/AN/A6620117,0346,027
2023-06-14$1.38$2.00116.6%33.4%63.8%8.3%0.0%19.6%27.5%5.7K-434.9K-5.0K0.0555.53N/AN/A3331817,0575,859
2023-06-15$1.31$2.00105.9%30.4%61.3%5.6%130.0%38.3%32.6%5.2K-250.9K-4.4K0.1674.76N/AN/A1,45923217,3425,876
2023-06-16$1.42$2.0093.7%26.9%69.4%2.6%0.0%4.8%54.4%6.6K-316.6K-4.9K0.5878.00N/AN/A17310018,0105,896
2023-06-20$1.63$2.00110.9%31.8%85.2%6.9%111.7%-20.9%12.6%8.8K-594.5K-5.7K0.4728.97N/AN/A1,23657815,0845,486
2023-06-21$1.67$2.00135.5%38.9%85.1%13.0%134.9%-5.5%3.4%9.7K-739.0K-6.4K2.2933.97N/AN/A9642,20715,3966,219
2023-06-22$1.63$2.00105.8%30.3%85.6%5.6%101.9%-49.8%41.8%11.1K-722.5K-5.6K0.1374.70N/AN/A1,01312815,5544,096
2023-06-23$1.77$2.00113.8%32.6%89.0%7.6%113.9%-72.5%19.3%9.2K-691.4K-5.2K0.0245.16N/AN/A6,68110316,3134,249
2023-06-26$1.71$2.00116.4%33.4%89.4%8.2%120.9%0.3%12.4%21.9K-1.1M-6.9K0.2439.90N/AN/A2,07148921,1084,299
2023-06-27$1.85$2.00115.8%33.2%92.9%8.1%117.5%-37.4%21.7%20.7K-1.1M-6.2K0.0328.35N/AN/A1,2663221,7554,209
2023-06-28$1.73$2.00103.0%29.5%94.5%4.9%119.1%-40.1%-5.9%23.5K-1.2M-7.2K0.0824.24N/AN/A1,47312021,9174,208
2023-06-29$1.73$2.00118.6%34.0%91.0%8.8%121.8%-40.8%-25.4%24.5K-1.2M-7.1K0.0553.37N/AN/A4292122,6704,328
2023-06-30$1.75$2.00146.6%42.0%91.0%15.7%146.8%2.8%-37.5%18.8K-982.0K-5.9K0.1134.76N/AN/A9329822,8124,344