WULF Options History — April 2024

In April 2024, WULF traded between $1.88 and $2.71. ATM implied volatility averaged 140.4%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 41.0%. IV traded above realized volatility by 30.5% (HV 20d: 109.9%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.21.

Notable Days

  • 2024-04-22: Highest Volume — 27,718 contracts
  • 2024-04-29: Largest IV spike — 27.7% change
  • 2024-04-29: Highest IV Rank — 37.1%
  • 2024-04-12: Largest Expected Move — 46.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.27$1.88$2.71$2.42$2.19
Max Pain$1.73$1.50$2.00$2.00$2.00
ATM IV140.4%113.0%156.8%156.8%123.5%
Expected Move41.0%33.4%46.5%41.2%42.0%
HV 20d109.9%69.9%142.2%142.2%82.1%
HV 60d125.9%121.5%133.8%133.5%122.0%
IV Rank30.4%18.6%37.1%34.4%23.7%
IV Percentile36.6%8.3%56.7%56.7%17.9%
Term Structure0.1%-67.4%26.7%-16.0%15.0%
VWIV149.9%118.6%165.2%145.2%149.6%
Skew 25d-10.5%-42.1%45.1%-24.5%-6.1%
Skew 10d14.2%-93.0%243.4%-25.8%-0.4%
Call IV 25d152.9%126.9%181.5%174.3%135.5%
Put IV 25d142.4%110.8%202.4%149.8%129.4%
Bid-Ask Spread %25.0712.9143.5533.7715.16
Gamma HHI0.150.130.190.140.16
Net GEX190.9K127.2K268.2K166.3K216.9K
Net DEX-23.5M-34.3M-17.3M-23.1M-22.7M
Net VEX-122.2K-162.2K-91.7K-93.5K-139.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.020.500.430.11
Total Volume14,294.9555,65727,71811,74911,523
Total OI280,821.591243,640321,904243,640281,285

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$2.42$2.00156.8%41.2%142.2%34.4%145.2%-24.5%-16.0%166.3K-23.1M-93.5K0.4333.77N/AN/A8,2203,529212,15831,482
2024-04-02$2.33$2.00151.1%42.3%140.9%32.0%160.4%-21.0%-0.5%152.1K-21.2M-91.7K0.2243.55N/AN/A9,7322,188215,19633,514
2024-04-03$2.33$2.00149.9%42.0%134.4%31.5%156.1%-23.5%3.4%158.3K-21.0M-93.1K0.0337.30N/AN/A14,032441217,85533,576
2024-04-04$2.37$1.50151.1%43.4%133.0%32.0%159.9%-23.0%-5.5%176.8K-23.0M-104.6K0.1733.99N/AN/A14,6102,460232,10533,798
2024-04-05$2.33$1.50146.6%41.8%133.4%30.1%154.2%22.4%24.1%173.9K-22.9M-108.0K0.2635.43N/AN/A11,9183,063244,43834,429
2024-04-08$2.23$1.50148.4%43.8%132.3%30.9%159.5%45.1%9.9%164.6K-21.7M-107.8K0.0734.27N/AN/A11,294775244,35532,136
2024-04-09$2.23$1.50148.6%42.7%126.4%30.9%156.4%29.9%7.2%168.6K-22.0M-108.3K0.4123.04N/AN/A6,9612,847249,74332,789
2024-04-10$2.16$1.50139.6%44.7%126.3%31.6%162.9%-42.1%20.1%162.9K-20.0M-106.0K0.5018.86N/AN/A9,0084,541251,39833,668
2024-04-11$2.13$1.50141.4%44.5%126.4%32.5%150.7%-3.5%24.4%127.2K-19.4M-106.7K0.0420.51N/AN/A15,008610257,84034,313
2024-04-12$2.04$1.50148.4%46.5%125.3%35.9%165.2%41.5%26.7%156.7K-19.7M-112.2K0.1124.37N/AN/A12,4801,330269,60234,302
2024-04-15$1.94$1.50147.5%43.4%123.2%35.5%153.1%-18.8%-4.9%161.0K-17.3M-106.0K0.1512.91N/AN/A20,2823,117266,70831,349
2024-04-16$1.88$1.50149.2%43.0%123.1%36.3%163.8%-36.9%23.4%153.3K-17.4M-109.5K0.4126.42N/AN/A8,7173,610277,07932,370
2024-04-17$1.98$1.50149.7%42.9%124.0%36.5%158.5%-24.1%3.6%188.5K-19.2M-116.0K0.3422.63N/AN/A6,3102,140278,44934,574
2024-04-18$2.13$1.50146.6%43.0%69.9%35.0%154.1%-9.3%-37.7%195.5K-22.6M-124.2K0.0921.12N/AN/A10,301911280,75835,547
2024-04-19$2.25$1.50138.1%41.1%72.2%30.9%142.0%-6.2%-67.4%175.8K-25.3M-133.7K0.3621.22N/AN/A9,6953,468285,76036,144
2024-04-22$2.56$2.00128.4%38.2%84.6%26.1%140.5%-21.0%-5.4%226.7K-29.6M-149.7K0.0819.64N/AN/A25,6682,050224,87624,486
2024-04-23$2.71$2.00122.0%33.9%85.3%23.0%124.6%-16.0%-6.3%268.2K-34.3M-162.2K0.0927.00N/AN/A20,7691,941235,56425,329
2024-04-24$2.54$2.00113.0%34.1%87.6%18.6%146.4%-23.7%9.1%267.1K-31.3M-159.4K0.2124.56N/AN/A8,9901,862243,90626,993
2024-04-25$2.49$2.00120.3%33.9%83.1%22.2%123.9%-12.4%-0.7%266.6K-28.9M-156.0K0.0221.74N/AN/A11,112262247,10428,370
2024-04-26$2.44$2.00118.3%33.4%82.6%21.2%118.6%-19.6%-14.5%245.3K-27.7M-153.9K0.4316.76N/AN/A3,9531,704251,92328,460
2024-04-29$2.33$2.00151.0%41.0%80.2%37.1%151.6%-38.2%-5.9%226.9K-25.7M-147.1K0.1217.27N/AN/A18,7402,317247,34125,003
2024-04-30$2.19$2.00123.5%42.0%82.1%23.7%149.6%-6.1%15.0%216.9K-22.7M-139.9K0.1115.16N/AN/A10,3671,156255,23226,053