WULF Options History — July 2023

In July 2023, WULF traded between $1.98 and $3.94. ATM implied volatility averaged 146.6%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 41.0%. IV traded above realized volatility by 10.5% (HV 20d: 136.1%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.21.

Notable Days

  • 2023-07-05: Highest Volume — 10,272 contracts
  • 2023-07-12: Largest IV drop — 15.1% change
  • 2023-07-10: Highest IV Rank — 23.8%
  • 2023-07-10: Largest Expected Move — 44.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.22$1.98$3.94$1.98$2.90
Max Pain$2.45$2.00$2.50$2.00$2.50
ATM IV146.6%128.7%179.0%142.1%146.9%
Expected Move41.0%36.9%44.5%40.7%42.1%
HV 20d136.1%99.5%171.2%99.5%171.2%
HV 60d106.4%91.2%118.8%99.0%118.8%
IV Rank15.7%11.3%23.8%14.6%15.8%
IV Percentile21.7%13.5%38.5%18.3%24.2%
Term Structure-7.2%-32.4%7.9%-1.4%-13.5%
VWIV143.2%130.4%153.1%138.1%148.6%
Skew 25d-0.8%-33.0%41.7%25.9%-0.5%
Skew 10d-6.7%-52.4%54.9%24.3%-15.7%
Call IV 25d142.5%110.7%165.5%113.2%146.3%
Put IV 25d141.7%117.2%156.9%139.1%145.8%
Bid-Ask Spread %26.5413.6839.8026.5922.40
Gamma HHI0.320.230.710.430.25
Net GEX42.0K15.4K76.3K29.6K36.9K
Net DEX-5.4M-8.6M-1.9M-1.9M-3.7M
Net VEX-13.5K-16.9K-7.6K-8.5K-14.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.011.820.040.09
Total Volume5,454.651,44310,2725,6474,552
Total OI37,199.425,92446,28327,88040,300

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$1.98$2.00142.1%40.7%99.5%14.6%138.1%25.9%-1.4%29.6K-1.9M-8.5K0.0426.59N/AN/A5,44120623,5274,353
2023-07-05$2.25$2.00154.5%44.3%103.8%17.7%153.1%-3.9%-15.9%16.3K-2.7M-7.8K0.2017.72N/AN/A8,5761,69621,5934,331
2023-07-06$2.37$2.50141.4%37.8%104.1%14.4%144.7%-33.0%-8.4%15.4K-2.6M-7.6K1.8234.99N/AN/A1,4802,69621,1265,586
2023-07-07$2.63$2.50157.5%40.7%106.0%18.4%138.6%-2.6%5.6%29.6K-3.7M-10.7K0.1522.30N/AN/A4,39766724,3626,248
2023-07-10$3.17$2.50179.0%44.5%118.2%23.8%152.4%17.2%-9.8%30.9K-5.2M-11.4K0.0939.80N/AN/A9,13584224,1066,244
2023-07-11$3.42$2.50174.7%44.3%111.9%22.7%151.3%10.8%-16.9%41.8K-6.3M-12.0K0.0521.75N/AN/A8,88546526,8786,705
2023-07-12$3.13$2.50148.3%42.5%121.0%16.2%148.3%2.1%-5.4%42.3K-5.4M-12.5K0.2032.87N/AN/A5,8101,18229,4816,897
2023-07-13$3.94$2.50150.1%43.0%138.0%16.6%152.2%-10.3%-19.7%55.4K-8.6M-14.4K0.1421.51N/AN/A8,5971,21831,4867,497
2023-07-14$3.50$2.50134.9%38.7%148.2%12.8%137.6%2.9%-6.4%33.0K-6.6M-13.8K0.0734.32N/AN/A5,78140433,6048,606
2023-07-17$3.46$2.50150.1%43.0%145.3%16.6%150.2%-12.9%-14.7%34.2K-6.1M-14.4K0.0626.41N/AN/A5,99436533,5618,760
2023-07-18$3.46$2.50142.9%41.0%145.7%14.8%139.5%9.3%-9.2%54.7K-6.2M-15.3K0.1636.16N/AN/A3,92060834,3308,841
2023-07-19$3.79$2.50149.0%42.7%142.6%16.3%142.0%41.7%-13.6%76.3K-7.9M-16.5K0.0115.21N/AN/A6,5808836,2988,861
2023-07-20$3.44$2.50145.1%41.6%150.9%15.3%146.9%0.8%-32.4%42.2K-6.3M-15.6K0.0538.58N/AN/A2,77512636,3718,897
2023-07-21$3.67$2.50139.1%39.9%149.5%13.9%141.8%-7.0%-5.7%47.8K-7.1M-16.0K0.2136.17N/AN/A2,25347437,3068,977
2023-07-24$3.42$2.50136.2%39.0%153.6%13.1%130.4%-0.4%7.8%45.8K-5.4M-15.3K0.1229.61N/AN/A2,49929929,1916,116
2023-07-25$3.42$2.50128.7%36.9%152.1%11.3%136.0%-14.9%7.9%47.0K-5.4M-15.4K0.0519.86N/AN/A5,99127030,0136,188
2023-07-26$3.66$2.50136.0%39.0%151.7%13.1%132.1%-11.3%2.5%58.2K-6.3M-16.9K0.1614.12N/AN/A1,40522032,5696,295
2023-07-27$3.33$2.50132.1%37.9%154.4%12.1%136.2%-14.9%5.8%49.1K-5.2M-16.0K0.1426.67N/AN/A1,54121232,5586,313
2023-07-28$3.46$2.50142.4%40.8%153.9%14.7%143.7%-14.5%0.3%54.2K-5.6M-16.5K0.3913.68N/AN/A1,03640733,1906,423
2023-07-31$2.90$2.50146.9%42.1%171.2%15.8%148.6%-0.5%-13.5%36.9K-3.7M-14.2K0.0922.40N/AN/A4,18936333,7096,591