WULF Options History — February 2024

In February 2024, WULF traded between $1.56 and $2.51. ATM implied volatility averaged 152.9%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 44.2%. IV traded above realized volatility by 23.6% (HV 20d: 129.3%). Max pain ranged from $1.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.19.

Notable Days

  • 2024-02-12: Highest Volume — 35,845 contracts
  • 2024-02-07: Largest IV spike — 32.3% change
  • 2024-02-20: Highest IV Rank — 27.3%
  • 2024-02-29: Largest Expected Move — 50.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.11$1.56$2.51$1.83$1.88
Max Pain$1.98$1.50$2.50$1.50$2.50
ATM IV152.9%101.9%186.8%145.1%150.8%
Expected Move44.2%39.5%50.2%42.4%50.2%
HV 20d129.3%121.7%138.0%125.2%137.9%
HV 60d150.8%145.9%154.5%146.8%153.8%
IV Rank19.0%6.6%27.3%17.1%18.5%
IV Percentile49.5%2.4%78.6%36.1%48.4%
Term Structure9.4%-26.5%85.1%9.7%14.8%
VWIV161.3%134.9%187.2%147.1%184.3%
Skew 25d-3.3%-49.5%95.0%17.3%-49.5%
Skew 10d14.2%-75.9%235.7%38.6%-11.1%
Call IV 25d165.9%119.8%198.8%133.5%198.8%
Put IV 25d162.6%130.6%252.1%150.8%149.3%
Bid-Ask Spread %40.1518.4969.3527.9949.60
Gamma HHI0.170.110.470.190.12
Net GEX119.9K51.4K356.4K90.2K83.8K
Net DEX-15.4M-23.7M-6.9M-10.0M-13.2M
Net VEX-66.0K-80.3K-47.2K-54.8K-66.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.040.610.150.17
Total Volume15,466.53,58135,8455,51710,218
Total OI204,039.35185,531236,532197,210214,230

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$1.83$1.50145.1%42.4%125.2%17.1%147.1%17.3%9.7%90.2K-10.0M-54.8K0.1527.99N/AN/A4,814703166,73030,480
2024-02-02$1.77$1.50143.5%41.6%125.3%16.7%157.9%21.7%-5.5%85.6K-9.8M-53.8K0.3633.12N/AN/A5,3821,926167,95930,656
2024-02-05$1.56$2.00147.7%39.7%124.5%17.7%151.5%95.0%-26.5%55.7K-6.9M-47.2K0.1855.06N/AN/A3,737685164,53230,632
2024-02-06$1.69$2.00101.9%39.5%124.9%6.6%138.8%-19.6%85.1%68.4K-8.0M-49.7K0.2344.09N/AN/A2,905676164,92930,589
2024-02-07$1.73$2.00134.8%42.6%125.4%14.6%151.5%-6.9%14.5%51.4K-7.9M-48.7K0.2050.04N/AN/A3,423671166,41430,194
2024-02-08$2.02$2.00139.5%40.2%137.4%15.8%134.9%24.4%-5.8%102.9K-14.2M-59.4K0.2249.10N/AN/A19,5134,388168,96230,455
2024-02-09$2.21$2.00146.5%41.1%135.0%17.4%148.5%22.2%-0.8%128.4K-17.4M-67.0K0.1139.74N/AN/A20,1392,186176,88732,803
2024-02-12$2.38$2.00157.2%47.7%130.0%20.1%164.5%-11.2%1.0%158.2K-19.9M-71.3K0.1143.39N/AN/A32,3973,448172,65631,959
2024-02-13$2.19$2.00160.2%45.6%125.8%20.8%162.4%4.8%6.8%73.7K-16.3M-64.1K0.2043.45N/AN/A11,1462,252174,50233,680
2024-02-14$2.46$2.00164.9%47.3%126.1%21.9%163.4%-14.5%-5.8%182.6K-21.4M-71.5K0.0428.09N/AN/A23,1541,026179,63234,831
2024-02-15$2.46$2.00170.1%48.1%121.7%23.2%172.0%-5.2%19.4%198.9K-22.1M-75.0K0.0622.54N/AN/A29,4001,734191,23535,462
2024-02-16$2.51$2.00164.1%45.8%121.8%21.7%167.0%-16.7%10.2%356.4K-23.7M-80.3K0.2341.67N/AN/A15,7353,547200,09536,437
2024-02-20$2.37$2.00186.8%47.6%125.1%27.3%172.0%-28.2%-5.1%120.7K-18.6M-74.2K0.1639.23N/AN/A15,4712,496157,95227,579
2024-02-21$2.19$2.00129.6%41.9%129.8%13.3%163.4%-19.0%56.3%104.1K-15.7M-70.8K0.6133.25N/AN/A6,6094,035164,36429,514
2024-02-22$2.16$2.00159.7%43.2%130.2%20.7%167.4%-10.1%-4.8%83.5K-15.4M-68.8K0.0969.35N/AN/A13,1301,162166,81129,120
2024-02-23$2.02$2.00163.4%43.1%133.5%21.6%162.1%-14.8%-8.8%93.6K-14.0M-68.2K0.3836.54N/AN/A5,6962,177172,95330,149
2024-02-26$2.33$2.00171.2%48.2%136.2%23.4%187.2%-6.6%11.2%114.9K-19.1M-76.9K0.1118.49N/AN/A17,1201,913163,79828,602
2024-02-27$2.30$2.00164.0%45.9%132.7%21.7%162.3%-26.5%16.4%132.7K-19.0M-78.4K0.0640.56N/AN/A16,302947174,09829,466
2024-02-28$2.09$2.00157.8%41.6%138.0%20.2%167.3%-23.1%5.6%112.1K-15.8M-72.7K0.1637.69N/AN/A14,7132,354179,23530,205
2024-02-29$1.88$2.50150.8%50.2%137.9%18.5%184.3%-49.5%14.8%83.8K-13.2M-66.6K0.1749.60N/AN/A8,7441,474182,26931,961