WULF Options History — November 2023 In November 2023, WULF traded between $0.93 and $1.25. ATM implied volatility averaged 143.6%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 41.3%. IV traded above realized volatility by 54.8% (HV 20d: 88.8%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.14.
Notable Days 2023-11-10 : Highest Volume — 7,893 contracts2023-11-29 : Largest IV spike — 30.4% change2023-11-01 : Highest IV Rank — 25.1%2023-11-02 : Largest Expected Move — 51.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.09 $0.93 $1.25 $1.10 $1.17 Max Pain $0.98 $0.50 $1.00 $1.00 $1.00 ATM IV 143.6% 103.8% 177.8% 177.8% 148.7% Expected Move 41.3% 29.7% 51.5% 51.0% 42.6% HV 20d 88.8% 76.1% 97.0% 96.0% 97.0% HV 60d 91.8% 84.9% 97.2% 92.5% 88.5% IV Rank 16.7% 7.0% 25.1% 25.1% 18.0% IV Percentile 33.0% 3.6% 56.7% 56.7% 41.3% Term Structure 9.5% -113.5% 133.8% -18.6% -51.4% VWIV 153.6% 97.1% 207.6% 174.5% 133.7% Skew 25d -6.7% -70.2% 73.4% -2.2% -3.0% Skew 10d 31.4% -20.8% 92.7% 65.6% 38.9% Call IV 25d 154.4% 82.3% 189.7% 182.3% 112.6% Put IV 25d 147.7% 71.8% 225.4% 180.1% 109.6% Bid-Ask Spread % 50.58 16.34 82.89 16.34 37.69 Gamma HHI 0.31 0.28 0.33 0.30 0.33 Net GEX 20.9K 10.1K 34.2K 16.3K 31.3K Net DEX -1.7M -2.8M -918.4K -1.6M -2.4M Net VEX -11.7K -14.9K -8.5K -12.1K -13.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.00 0.53 0.35 0.02 Total Volume 1,873.667 220 7,893 220 1,173 Total OI 69,443.429 58,649 80,462 66,813 69,522
Daily Data (21 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 2023-11-01 $1.10 $1.00 177.8% 51.0% 96.0% 25.1% 174.5% -2.2% -18.6% 16.3K -1.6M -12.1K 0.35 16.34 N/A N/A 163 57 59,834 6,979 2023-11-02 $1.13 $1.00 161.8% 51.5% 91.5% 21.2% 171.7% -25.0% -6.1% 16.9K -1.7M -12.2K 0.10 61.17 N/A N/A 608 58 59,960 7,016 2023-11-03 $1.15 $0.50 161.6% 39.9% 81.3% 21.1% 121.5% -19.7% 46.8% 17.6K -1.7M -12.5K 0.01 61.49 N/A N/A 580 8 60,469 6,969 2023-11-06 $1.06 $1.00 152.0% 45.7% 86.1% 18.8% 170.8% 53.4% 1.7% 14.2K -1.4M -11.0K 0.20 32.29 N/A N/A 612 124 60,955 6,865 2023-11-07 $1.02 $1.00 147.3% 44.6% 85.7% 17.6% 140.7% 46.7% 2.3% 12.8K -1.2M -10.3K 0.53 78.53 N/A N/A 918 488 61,399 6,974 2023-11-08 $0.98 $1.00 140.8% 40.4% 86.5% 16.1% 144.3% 64.8% 11.3% 12.3K -1.1M -9.6K 0.23 48.30 N/A N/A 557 129 61,907 7,250 2023-11-09 $0.93 $1.00 155.8% 44.7% 86.2% 19.7% 155.2% 73.4% 13.9% 10.1K -939.3K -8.6K 0.05 75.49 N/A N/A 1,644 87 62,294 7,316 2023-11-10 $0.97 $1.00 167.3% 48.0% 87.8% 22.5% 167.8% 51.0% -113.5% 12.8K -1.8M -11.4K 0.03 73.81 N/A N/A 7,646 247 63,542 7,366 2023-11-13 $1.02 $1.00 169.8% 48.7% 81.2% 23.1% 172.2% -11.9% -31.1% 17.2K -1.5M -9.9K 0.16 43.25 N/A N/A 1,480 240 70,989 7,494 2023-11-14 $0.96 $1.00 155.1% 44.5% 76.1% 19.6% 155.0% -26.2% -6.5% 15.7K -918.4K -8.5K 0.23 82.89 N/A N/A 658 151 72,031 7,744 2023-11-15 $1.10 $1.00 154.2% 44.2% 89.7% 19.3% 161.0% -8.8% -15.4% 21.7K -1.8M -12.3K 0.10 52.90 N/A N/A 2,612 256 72,109 7,733 2023-11-16 $1.04 $1.00 153.3% 43.9% 90.5% 19.1% 148.6% -65.3% 0.0% 16.2K -1.3M -9.6K 0.19 42.30 N/A N/A 275 51 72,732 7,730 2023-11-17 $1.06 $1.00 132.0% 37.8% 90.6% 13.9% 97.1% -35.0% 25.9% 20.2K -1.6M -11.2K 0.06 32.94 N/A N/A 2,050 123 72,831 7,347 2023-11-20 $1.13 $1.00 124.4% 35.7% 86.5% 12.1% 141.9% -22.7% 41.5% 24.8K -1.8M -12.5K 0.21 27.88 N/A N/A 1,964 412 54,932 3,717 2023-11-21 $1.08 $1.00 114.7% 32.9% 86.7% 9.7% 145.4% -25.3% 33.7% 23.1K -1.4M -10.9K 0.05 57.78 N/A N/A 1,069 53 56,316 3,973 2023-11-22 $1.10 $1.00 112.9% 32.4% 87.2% 9.3% 112.9% -32.6% 47.8% 24.2K -1.8M -12.0K 0.30 44.05 N/A N/A 768 231 56,786 3,995 2023-11-24 $1.25 $1.00 139.4% 40.0% 93.9% 15.7% 159.8% -20.4% -42.1% 30.1K -2.5M -14.2K 0.00 50.64 N/A N/A 5,492 17 57,389 4,227 2023-11-27 $1.21 $1.00 107.1% 30.7% 94.9% 7.9% 153.4% -70.2% -10.6% 33.5K -2.2M -13.8K 0.03 21.39 N/A N/A 1,780 62 61,413 4,239 2023-11-28 $1.25 $1.00 103.8% 29.7% 94.7% 7.0% 191.5% -26.7% 125.6% 33.2K -2.8M -14.9K 0.00 71.96 N/A N/A 3,113 9 62,453 4,492 2023-11-29 $1.23 $1.00 135.3% 38.8% 95.0% 14.7% 207.6% -34.4% 133.8% 34.2K -2.6M -13.8K 0.08 49.16 N/A N/A 1,278 104 64,524 4,499 2023-11-30 $1.17 $1.00 148.7% 42.6% 97.0% 18.0% 133.7% -3.0% -51.4% 31.3K -2.4M -13.4K 0.02 37.69 N/A N/A 1,155 18 64,948 4,574
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