WULF Options History — March 2024

In March 2024, WULF traded between $1.63 and $2.69. ATM implied volatility averaged 167.2%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 48.4%. IV traded above realized volatility by 32.0% (HV 20d: 135.3%). Max pain ranged from $2.00 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-03-22: Highest Volume — 40,156 contracts
  • 2024-03-12: Largest IV drop — 12.1% change
  • 2024-03-20: Highest IV Rank — 37.8%
  • 2024-03-04: Largest Expected Move — 58.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.05$1.63$2.69$2.04$2.60
Max Pain$2.02$2.00$2.50$2.50$2.00
ATM IV167.2%143.8%197.1%187.8%152.6%
Expected Move48.4%38.6%58.3%48.0%38.6%
HV 20d135.3%111.4%157.8%138.0%141.1%
HV 60d145.0%133.0%154.5%151.9%133.1%
IV Rank30.7%21.8%37.8%27.5%31.5%
IV Percentile65.8%37.3%85.3%81.7%50.4%
Term Structure-2.2%-62.0%24.3%13.4%0.2%
VWIV183.5%151.6%226.2%176.6%156.8%
Skew 25d-30.6%-57.2%-0.9%-20.7%-0.9%
Skew 10d-37.4%-116.8%186.2%186.2%72.9%
Call IV 25d189.6%152.8%221.3%206.2%152.8%
Put IV 25d159.0%140.2%185.6%185.6%151.9%
Bid-Ask Spread %31.6720.4946.0046.0038.20
Gamma HHI0.130.110.190.120.13
Net GEX121.2K73.6K202.5K93.1K193.2K
Net DEX-17.8M-30.5M-10.0M-15.6M-28.5M
Net VEX-77.0K-103.6K-62.4K-73.9K-99.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.060.520.480.27
Total Volume16,752.056,26740,15612,38419,655
Total OI229,748.15199,909254,417218,814254,417

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$2.04$2.50187.8%48.0%138.0%27.5%176.6%-20.7%13.4%93.1K-15.6M-73.9K0.4846.00N/AN/A8,3624,022186,16232,652
2024-03-04$1.92$2.00197.1%58.3%139.4%29.8%226.2%-37.6%-62.0%83.2K-14.8M-68.6K0.1828.54N/AN/A18,9883,412170,21129,698
2024-03-05$1.73$2.00175.8%57.4%136.9%24.6%198.3%-37.6%21.1%73.6K-11.7M-62.4K0.1931.67N/AN/A9,1031,728179,66232,404
2024-03-06$1.85$2.00194.6%56.0%136.0%29.2%225.1%-42.2%-41.2%83.7K-13.5M-68.6K0.1634.87N/AN/A6,5901,081182,39632,644
2024-03-07$1.85$2.00180.3%53.7%135.8%25.7%200.7%-42.0%6.9%83.8K-13.3M-67.4K0.1532.74N/AN/A6,9731,035184,79533,367
2024-03-08$2.00$2.00171.3%50.0%126.9%23.5%203.8%-32.1%-1.5%125.3K-15.3M-73.3K0.1132.40N/AN/A29,2813,172185,76833,742
2024-03-11$1.81$2.00179.8%50.7%126.8%26.6%198.6%-20.4%-0.2%88.6K-13.1M-68.3K0.1328.98N/AN/A11,3761,460188,89731,582
2024-03-12$1.75$2.00158.1%48.3%123.0%21.8%181.0%-24.7%24.3%83.0K-12.0M-65.7K0.4628.19N/AN/A8,7833,998194,94732,411
2024-03-13$1.73$2.00162.3%47.7%120.4%35.4%173.7%-40.9%-4.1%78.0K-11.6M-64.4K0.2029.46N/AN/A5,2351,032198,04733,398
2024-03-14$1.63$2.00154.0%43.6%111.4%32.0%173.0%-46.5%-4.7%73.9K-10.0M-64.1K0.4028.48N/AN/A4,6211,837201,22234,073
2024-03-15$1.79$2.00162.8%48.7%118.5%35.6%169.2%-21.9%20.2%86.6K-12.8M-67.6K0.0631.00N/AN/A10,584626202,61233,184
2024-03-18$1.73$2.00163.1%47.0%117.8%35.7%180.4%-37.3%-3.3%82.9K-12.8M-64.9K0.1126.90N/AN/A9,9921,051191,12728,062
2024-03-19$1.71$2.00154.5%44.2%117.0%32.3%189.5%-57.2%-0.2%86.4K-13.0M-65.5K0.3126.70N/AN/A10,7353,356197,97428,622
2024-03-20$2.29$2.00168.2%48.2%157.7%37.8%178.3%-17.0%-3.5%145.6K-23.4M-85.1K0.1020.85N/AN/A35,7313,724203,38331,093
2024-03-21$2.35$2.00166.2%48.8%157.8%37.0%170.6%-27.2%-30.5%202.5K-25.0M-89.8K0.1330.77N/AN/A18,8642,441209,64332,152
2024-03-22$2.46$2.00161.3%46.3%156.1%35.0%186.5%-39.1%4.4%175.0K-26.1M-93.0K0.1439.98N/AN/A35,2124,944212,38533,957
2024-03-25$2.58$2.00143.8%46.1%148.8%27.9%161.6%-26.8%18.5%193.2K-27.5M-97.9K0.2120.49N/AN/A15,2553,150208,52531,023
2024-03-26$2.49$2.00160.8%45.3%149.4%34.8%167.9%-18.5%-6.2%193.4K-26.2M-97.1K0.5239.52N/AN/A8,6064,437214,67832,608
2024-03-27$2.69$2.00150.5%40.6%146.7%30.6%151.6%-21.5%4.9%199.4K-30.5M-103.6K0.1537.70N/AN/A12,6351,954218,32133,119
2024-03-28$2.60$2.00152.6%38.6%141.1%31.5%156.8%-0.9%0.2%193.2K-28.5M-99.0K0.2738.20N/AN/A15,4764,179220,42633,991