WULF Options History — January 2024 In January 2024, WULF traded between $1.33 and $2.26. ATM implied volatility averaged 175.0%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 50.0%. IV traded above realized volatility by 6.4% (HV 20d: 168.6%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.22.
Notable Days 2024-01-02 : Highest Volume — 32,721 contracts2024-01-31 : Largest IV drop — 15.7% change2024-01-02 : Highest IV Rank — 34.3%2024-01-02 : Largest Expected Move — 65.9%Monthly Statistics Metric Avg Min Max Open Close Price $1.76 $1.33 $2.26 $2.26 $1.69 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 175.0% 130.6% 215.9% 215.9% 130.6% Expected Move 50.0% 35.1% 65.9% 65.9% 35.1% HV 20d 168.6% 116.8% 198.5% 193.6% 121.6% HV 60d 140.8% 135.8% 146.1% 137.1% 146.1% IV Rank 24.4% 13.6% 34.3% 34.3% 13.6% IV Percentile 61.2% 19.8% 75.4% 75.0% 19.8% Term Structure -0.3% -31.3% 20.7% -11.3% 10.7% VWIV 186.8% 146.2% 253.0% 232.0% 152.1% Skew 25d -38.3% -74.2% 24.0% -34.3% 24.0% Skew 10d -32.1% -247.3% 205.3% -90.5% -18.7% Call IV 25d 198.7% 102.8% 251.1% 245.0% 102.8% Put IV 25d 160.3% 117.2% 210.7% 210.7% 126.8% Bid-Ask Spread % 29.95 15.91 46.36 37.12 43.93 Gamma HHI 0.15 0.12 0.19 0.15 0.16 Net GEX 85.8K 35.3K 150.7K 124.7K 69.8K Net DEX -10.0M -16.0M -4.5M -16.0M -8.6M Net VEX -47.8K -56.9K -36.1K -53.4K -50.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.02 0.58 0.13 0.25 Total Volume 13,079.476 4,079 32,721 32,721 7,939 Total OI 187,474.524 163,335 207,431 163,335 191,055
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 2024-01-02 $2.26 $2.00 215.9% 65.9% 193.6% 34.3% 232.0% -34.3% -11.3% 124.7K -16.0M -53.4K 0.13 37.12 N/A N/A 29,001 3,720 147,202 16,133 2024-01-03 $2.15 $2.00 201.5% 59.5% 190.0% 30.8% 253.0% -46.4% 13.7% 116.2K -14.4M -54.3K 0.07 24.93 N/A N/A 16,773 1,212 153,685 19,004 2024-01-04 $2.17 $2.00 192.8% 54.7% 189.9% 28.7% 211.1% -40.1% -0.5% 129.1K -15.1M -54.1K 0.11 23.85 N/A N/A 12,587 1,362 163,773 19,445 2024-01-05 $1.90 $2.00 190.2% 53.8% 197.1% 28.1% 205.0% -33.4% -11.2% 109.5K -11.1M -50.2K 0.33 25.66 N/A N/A 10,545 3,513 169,853 20,397 2024-01-08 $2.05 $2.00 202.5% 56.6% 198.5% 31.1% 209.4% -55.3% -3.0% 126.4K -14.4M -52.7K 0.12 25.96 N/A N/A 18,902 2,245 161,415 17,439 2024-01-09 $2.04 $2.00 201.1% 57.8% 193.3% 30.7% 222.1% -56.4% 13.0% 130.7K -15.2M -54.3K 0.20 24.56 N/A N/A 6,241 1,237 168,575 18,830 2024-01-10 $2.12 $2.00 201.5% 54.0% 160.8% 30.8% 194.3% -74.2% -31.3% 150.7K -15.1M -56.9K 0.30 29.51 N/A N/A 16,710 4,931 170,949 19,050 2024-01-11 $1.90 $2.00 189.5% 53.7% 167.1% 27.9% 194.0% -66.9% -2.6% 115.8K -12.2M -50.4K 0.24 24.93 N/A N/A 20,273 4,895 174,256 22,056 2024-01-12 $1.71 $2.00 169.7% 47.7% 168.5% 23.1% 191.3% -43.4% -7.6% 60.1K -8.1M -45.3K 0.22 15.91 N/A N/A 14,592 3,221 181,458 25,973 2024-01-16 $1.52 $2.00 166.9% 47.7% 169.6% 22.4% 181.2% -72.7% -9.4% 64.0K -6.7M -41.7K 0.29 16.01 N/A N/A 8,966 2,556 173,717 25,111 2024-01-17 $1.42 $2.00 158.0% 45.3% 170.9% 20.2% 172.1% -65.0% 12.3% 51.5K -5.5M -39.5K 0.20 21.53 N/A N/A 5,194 1,040 178,379 26,511 2024-01-18 $1.33 $2.00 163.7% 46.2% 171.1% 21.6% 161.2% -23.7% 16.8% 35.3K -4.5M -36.1K 0.58 46.36 N/A N/A 3,159 1,840 179,390 26,252 2024-01-19 $1.38 $2.00 177.0% 51.8% 167.8% 24.9% 186.0% -29.9% -3.1% 39.9K -5.3M -37.7K 0.17 41.89 N/A N/A 9,018 1,553 180,867 24,959 2024-01-22 $1.46 $2.00 164.5% 51.5% 169.7% 21.8% 184.3% -19.3% -10.3% 46.0K -6.0M -42.5K 0.02 35.35 N/A N/A 16,414 335 143,694 23,691 2024-01-23 $1.44 $2.00 156.6% 48.0% 168.4% 19.9% 178.9% -17.7% 20.7% 53.1K -6.6M -41.6K 0.10 40.08 N/A N/A 5,076 499 153,554 24,003 2024-01-24 $1.44 $2.00 165.0% 49.1% 167.3% 22.0% 186.0% -57.7% -2.2% 59.0K -6.5M -44.0K 0.41 25.95 N/A N/A 3,366 1,381 156,494 24,280 2024-01-25 $1.50 $2.00 158.7% 44.3% 168.0% 20.4% 151.2% -44.5% 10.4% 60.3K -6.9M -43.3K 0.09 31.96 N/A N/A 3,739 340 157,599 24,983 2024-01-26 $1.69 $2.00 156.9% 42.5% 143.9% 20.0% 161.0% -12.3% -6.7% 71.1K -9.7M -48.6K 0.19 41.66 N/A N/A 8,844 1,679 159,425 25,256 2024-01-29 $1.87 $2.00 157.8% 43.1% 147.5% 20.2% 146.2% -4.1% -6.1% 91.0K -11.0M -52.9K 0.27 26.29 N/A N/A 9,668 2,651 154,898 25,219 2024-01-30 $1.88 $2.00 154.9% 42.2% 116.8% 19.5% 150.2% -31.6% 1.5% 97.3K -11.3M -54.7K 0.42 25.57 N/A N/A 5,251 2,201 160,718 27,417 2024-01-31 $1.69 $2.00 130.6% 35.1% 121.6% 13.6% 152.1% 24.0% 10.7% 69.8K -8.6M -50.0K 0.25 43.93 N/A N/A 6,340 1,599 161,820 29,235
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