WULF Options History — May 2024 In May 2024, WULF traded between $1.96 and $2.42. ATM implied volatility averaged 113.6%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 33.4%. IV traded above realized volatility by 29.3% (HV 20d: 84.3%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.19.
Notable Days 2024-05-01 : Highest Volume — 22,160 contracts2024-05-16 : Largest IV spike — 23.5% change2024-05-03 : Highest IV Rank — 26.3%2024-05-02 : Largest Expected Move — 39.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.17 $1.96 $2.42 $2.16 $2.15 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 113.6% 90.3% 128.7% 128.6% 96.2% Expected Move 33.4% 27.4% 39.9% 39.3% 27.4% HV 20d 84.3% 77.6% 92.3% 82.2% 83.8% HV 60d 110.0% 101.2% 119.1% 119.1% 101.2% IV Rank 18.9% 7.6% 26.3% 26.3% 10.4% IV Percentile 10.3% 0.4% 21.8% 21.0% 2.0% Term Structure -5.7% -106.0% 43.9% 3.7% -20.4% VWIV 122.7% 96.4% 156.0% 152.7% 97.3% Skew 25d -7.4% -45.4% 148.3% -28.9% -18.8% Skew 10d 12.0% -144.1% 195.3% -144.1% -20.7% Call IV 25d 129.4% 103.5% 147.0% 142.0% 117.7% Put IV 25d 122.0% 89.0% 277.9% 113.1% 98.9% Bid-Ask Spread % 30.55 15.36 53.42 22.04 31.85 Gamma HHI 0.15 0.13 0.17 0.16 0.15 Net GEX 199.5K 140.0K 263.8K 214.5K 185.4K Net DEX -22.4M -28.6M -16.9M -22.5M -20.7M Net VEX -139.1K -153.8K -126.1K -138.7K -138.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.04 0.50 0.05 0.33 Total Volume 10,565.773 4,625 22,160 22,160 5,038 Total OI 281,499.545 244,651 303,533 285,044 274,135
Daily Data (22 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 2024-05-01 $2.16 $2.00 128.6% 39.3% 82.2% 26.3% 152.7% -28.9% 3.7% 214.5K -22.5M -138.7K 0.05 22.04 N/A N/A 21,025 1,135 259,371 25,673 2024-05-02 $2.16 $2.00 128.0% 39.9% 81.8% 25.9% 156.0% -38.1% 0.0% 210.2K -22.8M -140.8K 0.10 24.60 N/A N/A 8,099 781 263,731 26,527 2024-05-03 $2.20 $2.00 128.7% 37.0% 82.1% 26.3% 146.9% 80.3% -9.9% 227.9K -23.7M -146.1K 0.12 20.98 N/A N/A 7,212 885 267,893 26,413 2024-05-06 $2.42 $2.00 124.5% 35.4% 87.5% 24.3% 131.1% -8.1% -8.6% 263.8K -28.6M -153.8K 0.17 24.02 N/A N/A 16,011 2,680 262,185 24,971 2024-05-07 $2.33 $2.00 128.1% 36.0% 88.8% 26.0% 135.6% -21.1% -1.6% 258.0K -26.7M -148.9K 0.05 35.46 N/A N/A 8,293 439 265,119 26,016 2024-05-08 $2.33 $2.00 125.0% 34.2% 87.9% 24.5% 122.2% -30.0% -0.7% 248.7K -26.4M -149.5K 0.09 38.48 N/A N/A 4,236 389 269,597 26,408 2024-05-09 $2.35 $2.00 124.0% 37.9% 87.6% 24.0% 124.7% 6.0% 12.4% 257.1K -27.3M -152.0K 0.05 32.47 N/A N/A 5,991 296 270,957 26,667 2024-05-10 $2.25 $2.00 119.0% 34.8% 87.7% 21.6% 122.4% -24.7% -12.6% 228.1K -24.2M -140.4K 0.32 15.90 N/A N/A 4,290 1,364 271,760 26,791 2024-05-13 $2.25 $2.00 112.5% 36.3% 85.3% 18.4% 124.4% -31.0% 21.8% 161.1K -25.2M -141.3K 0.35 15.36 N/A N/A 9,948 3,531 264,588 25,753 2024-05-14 $2.04 $2.00 111.5% 34.6% 92.3% 17.9% 130.8% -45.4% 7.3% 192.1K -20.0M -130.8K 0.29 24.99 N/A N/A 10,679 3,120 271,231 27,079 2024-05-15 $2.12 $2.00 90.3% 34.0% 91.5% 7.6% 121.7% -29.7% 43.9% 210.0K -22.3M -133.9K 0.06 25.52 N/A N/A 8,069 470 275,033 27,601 2024-05-16 $2.04 $2.00 111.6% 32.7% 88.7% 17.9% 127.7% 148.3% 4.7% 197.9K -20.4M -129.5K 0.19 19.88 N/A N/A 7,823 1,472 275,813 27,720 2024-05-17 $1.96 $2.00 108.5% 30.9% 87.0% 16.5% 113.5% -10.8% -2.0% 140.0K -16.9M -126.1K 0.50 18.87 N/A N/A 6,224 3,118 275,907 27,295 2024-05-20 $2.15 $2.00 113.1% 31.3% 80.1% 18.7% 106.7% -20.8% 5.4% 159.9K -20.4M -135.3K 0.04 44.84 N/A N/A 19,058 682 220,688 23,963 2024-05-21 $2.04 $2.00 105.8% 30.7% 77.6% 15.1% 111.9% -1.4% -21.7% 161.1K -19.4M -131.7K 0.14 33.03 N/A N/A 6,793 968 227,647 24,586 2024-05-22 $2.13 $2.00 108.2% 31.0% 77.8% 16.3% 114.3% -26.2% -106.0% 179.5K -21.7M -136.4K 0.18 39.28 N/A N/A 12,133 2,221 230,814 25,408 2024-05-23 $2.00 $2.00 103.3% 28.8% 80.0% 13.9% 113.6% -12.0% 25.0% 178.9K -19.0M -131.0K 0.11 40.43 N/A N/A 11,378 1,236 235,393 25,846 2024-05-24 $2.06 $2.00 109.2% 32.0% 81.2% 16.8% 123.6% -21.9% -2.6% 161.6K -20.1M -133.0K 0.19 32.65 N/A N/A 6,152 1,156 240,784 26,877 2024-05-28 $2.06 $2.00 111.0% 31.0% 80.0% 17.7% 116.5% -21.1% -10.4% 161.3K -19.1M -133.5K 0.39 38.03 N/A N/A 8,927 3,455 234,805 25,528 2024-05-29 $2.21 $2.00 102.7% 29.9% 81.5% 13.6% 109.8% -7.4% -29.0% 189.1K -22.2M -142.6K 0.35 53.42 N/A N/A 5,426 1,920 240,000 27,641 2024-05-30 $2.26 $2.00 108.8% 29.2% 81.7% 16.6% 96.4% 0.0% -17.8% 202.2K -23.3M -145.5K 0.04 39.99 N/A N/A 8,018 306 241,994 28,782 2024-05-31 $2.15 $2.00 96.2% 27.4% 83.8% 10.4% 97.3% -18.8% -20.4% 185.4K -20.7M -138.9K 0.33 31.85 N/A N/A 3,794 1,244 245,669 28,466
« Apr 2024 | All History | Jun 2024 » Home WULF History May 2024