WULF Options History — December 2023

In December 2023, WULF traded between $1.35 and $3.04. ATM implied volatility averaged 181.3%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 51.0%. IV traded above realized volatility by 36.5% (HV 20d: 144.7%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.06.

Notable Days

  • 2023-12-27: Highest Volume — 41,577 contracts
  • 2023-12-27: Largest IV spike — 43.1% change
  • 2023-12-28: Highest IV Rank — 49.9%
  • 2023-12-28: Largest Expected Move — 72.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.89$1.35$3.04$1.35$2.33
Max Pain$1.45$1.00$1.50$1.00$1.50
ATM IV181.3%145.9%279.9%146.7%194.3%
Expected Move51.0%42.1%72.7%42.1%64.0%
HV 20d144.7%108.9%196.7%108.9%196.7%
HV 60d114.4%93.7%138.2%93.7%138.2%
IV Rank25.9%17.3%49.9%17.5%29.1%
IV Percentile62.1%37.3%85.7%39.3%71.8%
Term Structure-23.6%-214.1%12.9%-10.2%-212.1%
VWIV185.2%161.0%264.9%169.4%233.3%
Skew 25d-9.2%-69.6%129.6%-14.1%129.6%
Skew 10d-18.5%-73.2%88.8%10.2%88.8%
Call IV 25d188.4%94.6%309.1%163.9%192.7%
Put IV 25d179.2%137.7%322.3%149.7%322.3%
Bid-Ask Spread %36.7810.10107.75107.7522.35
Gamma HHI0.260.140.440.350.14
Net GEX66.3K35.3K120.7K42.1K115.5K
Net DEX-9.3M-25.1M-4.1M-4.1M-16.7M
Net VEX-28.5K-56.5K-16.1K-16.1K-51.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.060.010.240.030.16
Total Volume14,930.352,84541,5777,29641,079
Total OI89,382.770,239147,44370,239147,443

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$1.35$1.00146.7%42.1%108.9%17.5%169.4%-14.1%-10.2%42.1K-4.1M-16.1K0.03107.75N/AN/A7,10019665,6504,589
2023-12-04$1.56$1.00174.6%48.8%119.1%24.3%171.4%7.4%-40.0%62.8K-5.2M-19.1K0.0452.79N/AN/A10,81142370,4774,418
2023-12-05$1.56$1.50185.1%45.7%113.7%26.9%165.5%2.9%-10.3%61.0K-5.3M-19.5K0.0439.92N/AN/A9,44433672,5274,710
2023-12-06$1.60$1.50145.9%45.4%111.6%17.3%161.0%14.4%9.2%69.4K-5.7M-20.6K0.0257.27N/AN/A6,27110171,9814,921
2023-12-07$1.60$1.50157.5%47.9%109.5%20.1%166.5%63.7%-8.1%71.9K-5.2M-20.4K0.0363.95N/AN/A2,7757071,9634,942
2023-12-08$1.83$1.50187.8%47.2%112.2%27.5%163.7%51.9%4.6%73.9K-7.1M-22.5K0.0152.39N/AN/A33,11123772,1545,009
2023-12-11$1.38$1.50195.4%50.2%158.5%29.3%180.0%-15.5%0.1%59.5K-4.1M-17.2K0.0628.48N/AN/A14,38588470,8185,111
2023-12-12$1.44$1.50183.5%48.2%158.3%26.5%169.7%-30.5%2.2%76.1K-5.2M-21.2K0.0523.86N/AN/A3,44418281,5415,781
2023-12-13$1.60$1.50159.1%45.6%158.5%20.5%164.2%-36.8%12.6%35.3K-7.7M-21.4K0.0340.85N/AN/A3,28711383,2845,834
2023-12-14$1.77$1.50161.9%46.4%155.7%21.2%163.8%-31.5%12.9%43.3K-8.9M-25.5K0.0236.74N/AN/A6,03713785,5935,804
2023-12-15$1.75$1.50155.6%44.6%153.4%19.7%167.9%-23.3%8.9%42.5K-8.6M-25.2K0.0421.62N/AN/A5,11221785,5445,985
2023-12-18$1.81$1.50172.1%49.3%153.4%23.7%174.1%-23.7%7.0%46.6K-6.8M-26.0K0.0918.94N/AN/A7,31164868,4344,761
2023-12-19$1.98$1.50163.9%47.0%154.5%21.7%175.5%-35.2%-3.9%55.4K-8.2M-28.8K0.0524.53N/AN/A13,57371772,3605,017
2023-12-20$2.00$1.50177.3%50.8%152.3%24.9%185.0%-18.0%0.9%58.5K-9.2M-30.3K0.0436.65N/AN/A11,72447277,5025,382
2023-12-21$2.08$1.50171.3%49.1%152.2%23.5%183.8%-31.2%1.4%66.5K-10.1M-33.7K0.2435.62N/AN/A5,2341,25983,1705,693
2023-12-22$2.16$1.50184.7%53.0%148.0%26.8%200.7%-51.9%-3.1%63.5K-11.4M-33.9K0.0522.98N/AN/A16,63682485,3626,754
2023-12-26$2.21$1.50176.4%50.6%146.3%24.7%195.3%-35.8%3.4%75.2K-12.4M-36.9K0.0621.91N/AN/A13,14475991,8557,323
2023-12-27$2.85$1.50252.5%72.4%166.6%43.2%248.5%-36.7%-33.7%85.4K-20.1M-45.2K0.0610.10N/AN/A39,2652,31298,6797,960
2023-12-28$3.04$1.50279.9%72.7%165.4%49.9%264.9%-69.6%-214.1%120.7K-25.1M-56.5K0.1116.80N/AN/A35,1383,839121,4969,827
2023-12-29$2.33$1.50194.3%64.0%196.7%29.1%233.3%129.6%-212.1%115.5K-16.7M-51.1K0.1622.35N/AN/A35,4065,673134,81412,629