WULF Options History — October 2023

In October 2023, WULF traded between $1.02 and $1.23. ATM implied volatility averaged 148.4%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 43.9%. IV traded above realized volatility by 57.3% (HV 20d: 91.0%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.13.

Notable Days

  • 2023-10-06: Highest Volume — 9,018 contracts
  • 2023-10-10: Largest IV spike — 69.8% change
  • 2023-10-24: Highest IV Rank — 26.7%
  • 2023-10-24: Largest Expected Move — 52.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.12$1.02$1.23$1.17$1.10
Max Pain$1.43$1.00$2.00$1.50$1.00
ATM IV148.4%92.0%184.6%121.4%172.6%
Expected Move43.9%31.4%52.9%34.8%49.5%
HV 20d91.0%52.9%109.8%52.9%98.8%
HV 60d103.9%97.3%120.7%120.7%97.3%
IV Rank17.9%4.2%26.7%11.4%23.8%
IV Percentile35.2%0.8%59.1%11.9%54.4%
Term Structure-19.1%-127.5%68.8%-7.1%-11.4%
VWIV165.1%108.3%205.1%164.5%181.2%
Skew 25d0.2%-56.6%86.3%-56.6%-8.5%
Skew 10d33.2%-51.2%64.0%43.0%30.6%
Call IV 25d157.5%100.8%198.8%151.9%183.3%
Put IV 25d157.7%95.3%192.8%95.3%174.8%
Bid-Ask Spread %41.7113.2168.9854.1617.99
Gamma HHI0.290.210.370.250.31
Net GEX15.9K11.2K21.5K13.1K17.4K
Net DEX-1.5M-2.3M-798.1K-798.1K-1.7M
Net VEX-11.6K-14.0K-8.9K-9.0K-12.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.000.770.010.01
Total Volume2,072.9091009,0186,612524
Total OI64,001.04551,45369,93151,45366,547

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$1.17$1.50121.4%34.8%52.9%11.4%164.5%-56.6%-7.1%13.1K-798.1K-9.0K0.0154.16N/AN/A6,5644844,7946,659
2023-10-03$1.06$1.50164.8%47.3%58.2%21.9%184.4%-29.6%1.3%12.2K-1.4M-10.0K0.0329.83N/AN/A1,5004050,4636,686
2023-10-04$1.13$1.50109.4%31.4%66.9%8.4%191.2%-39.0%47.5%14.7K-972.8K-10.0K0.3464.92N/AN/A30110151,7856,626
2023-10-05$1.04$2.00150.5%44.1%69.3%18.4%142.6%-36.5%-106.0%14.4K-857.3K-8.9K0.1860.78N/AN/A4287952,0276,645
2023-10-06$1.17$2.00121.6%50.2%86.6%11.4%191.5%53.5%-19.1%16.6K-1.5M-11.8K0.0257.82N/AN/A8,80621252,3486,702
2023-10-09$1.15$2.0092.0%41.5%86.1%4.2%150.9%49.5%-8.7%17.4K-1.4M-12.2K0.0334.24N/AN/A97360,8696,795
2023-10-10$1.10$1.50156.3%44.2%84.1%19.8%156.2%-15.0%-95.5%17.5K-1.4M-12.0K0.7135.32N/AN/A14610360,9396,797
2023-10-11$1.08$1.50127.0%36.4%84.1%12.7%139.7%58.2%54.2%16.4K-1.2M-11.3K0.0161.61N/AN/A412661,0656,844
2023-10-12$1.02$1.50129.4%37.1%84.4%13.3%133.5%-47.3%-68.7%11.2K-1.1M-10.6K0.0555.09N/AN/A164861,3436,850
2023-10-13$1.02$1.50142.5%40.9%84.9%16.5%161.0%-29.1%13.9%12.2K-968.2K-10.6K0.0544.43N/AN/A1,1435461,3286,665
2023-10-16$1.13$1.50145.8%41.8%95.7%17.3%154.7%86.3%-95.0%21.5K-2.3M-12.9K0.0540.31N/AN/A1,7629662,4266,352
2023-10-17$1.23$1.50143.0%41.0%102.3%16.6%136.0%-12.1%12.9%19.2K-1.5M-11.5K0.0156.03N/AN/A1,6241063,4236,400
2023-10-18$1.15$1.50135.4%38.8%103.2%14.8%108.3%-3.1%-55.8%15.1K-1.1M-11.3K0.0059.82N/AN/A5,277263,5286,403
2023-10-19$1.10$1.50156.2%44.8%102.8%19.8%150.8%7.5%68.8%12.9K-1.3M-10.9K0.0868.98N/AN/A4063359,8406,392
2023-10-20$1.08$1.50161.5%46.3%102.6%21.1%158.2%18.3%0.2%12.0K-1.2M-10.7K0.0527.75N/AN/A1,6397556,3036,327
2023-10-23$1.19$1.50181.5%52.0%109.8%26.0%174.1%52.0%-86.4%16.1K-1.9M-12.2K0.0634.95N/AN/A5,01928250,7736,006
2023-10-24$1.23$1.00184.6%52.9%105.1%26.7%198.0%-33.7%-127.5%18.4K-2.0M-13.4K0.1419.13N/AN/A4,38561555,0666,274
2023-10-25$1.23$1.00166.4%47.7%104.9%22.3%196.4%-37.1%-6.8%20.7K-2.1M-14.0K0.0944.26N/AN/A1,59814457,6436,794
2023-10-26$1.13$1.00184.6%52.9%108.1%26.7%186.5%31.2%-9.2%18.2K-1.7M-12.8K0.0713.21N/AN/A8566158,4126,821
2023-10-27$1.13$1.00162.9%46.7%107.1%21.5%205.1%18.4%38.7%17.3K-1.9M-13.1K0.0318.70N/AN/A4841559,0066,861
2023-10-30$1.10$1.00154.3%44.2%105.1%19.4%167.3%-23.4%39.4%15.9K-2.0M-12.8K0.7718.35N/AN/A27221059,3226,874
2023-10-31$1.10$1.00172.6%49.5%98.8%23.8%181.2%-8.5%-11.4%17.4K-1.7M-12.1K0.0117.99N/AN/A521359,5696,978