WULF Options History — August 2023 In August 2023, WULF traded between $1.87 and $2.87. ATM implied volatility averaged 143.4%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 41.2%. IV traded above realized volatility by 15.0% (HV 20d: 128.4%). Max pain ranged from $2.50 to $3.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.35.
Notable Days 2023-08-21 : Highest Volume — 8,970 contracts2023-08-18 : Largest IV spike — 31.7% change2023-08-18 : Highest IV Rank — 22.5%2023-08-18 : Largest Expected Move — 49.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.31 $1.87 $2.87 $2.77 $2.09 Max Pain $2.72 $2.50 $3.00 $2.50 $2.50 ATM IV 143.4% 121.7% 173.7% 136.1% 127.8% Expected Move 41.2% 36.6% 49.8% 39.0% 36.6% HV 20d 128.4% 98.6% 168.9% 168.9% 124.3% HV 60d 124.0% 117.5% 133.3% 119.3% 133.3% IV Rank 14.9% 9.5% 22.5% 13.1% 11.1% IV Percentile 23.4% 9.9% 42.5% 17.1% 11.1% Term Structure -9.2% -44.7% 10.7% 8.8% -44.7% VWIV 150.8% 127.8% 172.2% 140.7% 157.9% Skew 25d -17.3% -70.3% 3.6% -3.0% -21.0% Skew 10d -0.0% -63.2% 59.6% 28.5% 22.2% Call IV 25d 154.6% 128.0% 186.9% 149.7% 138.6% Put IV 25d 137.3% 98.5% 156.7% 146.7% 117.6% Bid-Ask Spread % 36.90 17.47 64.47 18.55 24.43 Gamma HHI 0.30 0.14 0.46 0.26 0.45 Net GEX 27.0K 12.1K 47.7K 33.9K 38.9K Net DEX -2.5M -3.8M -658.3K -3.4M -2.3M Net VEX -15.5K -17.9K -13.6K -14.1K -15.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.01 1.62 1.09 0.09 Total Volume 3,031.13 373 8,970 4,194 3,879 Total OI 55,745.739 42,341 70,807 42,341 57,000
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $2.77 $2.50 136.1% 39.0% 168.9% 13.1% 140.7% -3.0% 8.8% 33.9K -3.4M -14.1K 1.09 18.55 N/A N/A 2,011 2,183 35,622 6,719 2023-08-02 $2.87 $2.50 131.3% 37.7% 163.9% 11.9% 133.7% -13.8% 3.5% 36.2K -3.8M -15.3K 1.07 64.47 N/A N/A 1,664 1,781 36,370 8,263 2023-08-03 $2.74 $3.00 133.7% 37.5% 164.5% 12.5% 133.3% -6.2% -13.9% 27.1K -3.3M -14.8K 1.62 49.80 N/A N/A 815 1,318 36,846 9,283 2023-08-04 $2.63 $3.00 121.7% 37.4% 161.2% 9.5% 127.8% -2.2% 6.5% 20.2K -2.7M -14.7K 1.36 64.13 N/A N/A 1,058 1,437 37,143 10,353 2023-08-07 $2.41 $3.00 146.7% 40.7% 147.9% 15.8% 139.6% -7.6% -1.3% 14.7K -1.9M -13.8K 0.44 32.86 N/A N/A 5,011 2,184 37,541 11,756 2023-08-08 $2.75 $3.00 147.1% 43.0% 153.6% 15.8% 156.4% 3.6% -16.4% 27.2K -3.8M -17.4K 0.50 50.81 N/A N/A 3,378 1,687 41,017 13,671 2023-08-09 $2.63 $3.00 146.3% 41.9% 151.4% 15.7% 149.1% 2.0% -7.3% 25.6K -3.1M -17.9K 0.26 41.27 N/A N/A 1,292 337 42,781 15,279 2023-08-10 $2.49 $3.00 145.6% 41.7% 122.9% 15.5% 150.2% -15.7% -1.7% 19.4K -2.4M -16.6K 0.08 38.62 N/A N/A 2,070 172 43,404 15,430 2023-08-11 $2.56 $3.00 141.1% 40.4% 118.7% 14.3% 149.2% -5.6% 1.3% 23.2K -2.8M -17.0K 0.13 41.85 N/A N/A 5,291 696 44,358 15,532 2023-08-14 $2.50 $3.00 145.4% 41.7% 118.7% 15.4% 144.4% -8.2% 7.0% 19.4K -2.1M -16.0K 0.14 60.25 N/A N/A 1,705 236 45,814 16,154 2023-08-15 $2.33 $3.00 141.9% 40.7% 120.1% 14.6% 139.9% -22.6% 10.2% 16.0K -2.0M -16.6K 0.04 29.91 N/A N/A 871 33 49,267 16,197 2023-08-16 $2.12 $3.00 147.8% 42.4% 115.3% 16.0% 160.7% -7.5% 1.2% 12.1K -954.0K -14.5K 0.07 32.65 N/A N/A 2,740 194 49,121 16,212 2023-08-17 $2.02 $2.50 131.8% 37.8% 112.8% 12.1% 159.8% -1.3% -15.5% 18.8K -658.3K -13.8K 0.32 48.63 N/A N/A 3,055 978 51,463 16,243 2023-08-18 $1.96 $2.50 173.7% 49.8% 107.5% 22.5% 171.3% -33.0% -27.5% 16.7K -1.4M -14.1K 0.21 42.92 N/A N/A 2,422 502 53,704 17,103 2023-08-21 $2.00 $2.50 151.0% 43.3% 107.9% 16.8% 172.2% -24.2% 10.7% 22.3K -2.1M -14.7K 0.01 30.22 N/A N/A 8,869 101 34,882 11,184 2023-08-22 $1.87 $2.50 138.2% 39.6% 108.4% 13.6% 153.4% -19.2% 7.0% 27.3K -1.8M -14.9K 0.07 27.06 N/A N/A 1,716 122 42,349 11,257 2023-08-23 $2.08 $2.50 159.3% 45.7% 113.7% 18.9% 143.6% -21.8% -34.2% 34.6K -2.8M -15.9K 0.10 28.92 N/A N/A 912 88 43,549 11,246 2023-08-24 $1.88 $2.50 143.8% 41.2% 114.3% 15.0% 159.3% -20.3% 1.9% 29.4K -2.0M -14.8K 0.03 31.93 N/A N/A 468 12 43,866 11,222 2023-08-25 $1.90 $2.50 140.6% 40.3% 112.5% 14.2% 160.1% -70.3% -12.2% 31.7K -2.0M -14.9K 0.03 20.65 N/A N/A 362 11 44,114 11,234 2023-08-28 $1.90 $2.50 151.8% 43.5% 98.6% 17.0% 152.0% -50.2% -40.7% 31.4K -2.0M -13.6K 0.05 28.57 N/A N/A 427 21 44,232 11,235 2023-08-29 $2.30 $2.50 142.5% 40.9% 123.5% 14.7% 152.7% -21.4% -29.8% 47.7K -3.7M -17.9K 0.03 17.47 N/A N/A 4,298 141 44,433 11,256 2023-08-30 $2.27 $2.50 153.4% 44.0% 122.3% 17.4% 161.7% -29.1% -24.7% 46.4K -3.7M -17.5K 0.25 22.64 N/A N/A 935 233 45,091 11,356 2023-08-31 $2.09 $2.50 127.8% 36.6% 124.3% 11.1% 157.9% -21.0% -44.7% 38.9K -2.3M -15.9K 0.09 24.43 N/A N/A 3,549 330 45,418 11,582
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