WULF Options History — June 2024

In June 2024, WULF traded between $2.05 and $4.75. ATM implied volatility averaged 116.8%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 33.7%. IV traded below realized volatility by 3.2% (HV 20d: 120.0%). Max pain ranged from $2.00 to $3.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-06-25: Highest Volume — 92,189 contracts
  • 2024-06-12: Largest IV spike — 12.6% change
  • 2024-06-12: Highest IV Rank — 27.8%
  • 2024-06-13: Largest Expected Move — 36.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.80$2.05$4.75$2.05$4.50
Max Pain$2.89$2.00$3.50$2.00$3.50
ATM IV116.8%104.6%131.7%104.6%112.0%
Expected Move33.7%29.6%36.5%29.6%34.3%
HV 20d120.0%85.1%127.5%85.1%127.5%
HV 60d105.4%98.2%113.5%101.8%101.4%
IV Rank20.5%14.5%27.8%14.5%18.2%
IV Percentile16.0%4.8%31.0%4.8%10.7%
Term Structure-2.0%-39.2%22.3%22.3%12.7%
VWIV120.5%103.9%137.1%103.9%118.4%
Skew 25d-7.8%-34.1%107.2%107.2%-15.7%
Skew 10d-8.9%-76.4%194.1%194.1%-31.6%
Call IV 25d128.5%117.2%143.8%129.4%130.5%
Put IV 25d120.6%98.0%236.6%236.6%114.8%
Bid-Ask Spread %35.8521.4450.5241.0821.44
Gamma HHI0.170.130.190.150.13
Net GEX557.6K169.0K933.1K169.0K733.9K
Net DEX-71.1M-104.7M-19.3M-19.3M-88.2M
Net VEX-253.7K-310.1K-131.1K-131.1K-310.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.030.390.390.12
Total Volume40,895.15811,40092,18911,40021,359
Total OI346,046.632262,534413,732262,534413,732

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$2.05$2.00104.6%29.6%85.1%14.5%103.9%107.2%22.3%169.0K-19.3M-131.1K0.3941.08N/AN/A8,1993,201235,33727,197
2024-06-04$2.50$2.00105.3%31.8%106.2%14.8%110.4%-28.0%-22.5%257.6K-28.0M-154.2K0.0826.10N/AN/A36,0942,937237,95528,689
2024-06-05$2.75$2.00110.1%29.9%110.1%17.2%108.0%-29.5%2.9%343.7K-36.2M-175.0K0.2731.41N/AN/A27,8907,617253,27830,542
2024-06-06$3.24$3.00112.1%33.1%123.1%18.2%116.9%-13.6%1.2%384.7K-53.6M-212.4K0.1141.42N/AN/A65,6887,079268,55737,426
2024-06-07$3.09$3.00107.3%32.3%125.2%15.9%114.8%-19.3%-39.2%393.1K-48.7M-210.7K0.0849.78N/AN/A37,4043,158281,69441,774
2024-06-10$3.09$3.00110.8%32.5%123.5%17.6%116.1%-14.5%5.7%418.2K-47.4M-215.8K0.1247.64N/AN/A16,9682,018278,38039,616
2024-06-11$3.44$3.00117.0%33.1%127.5%20.6%114.8%-0.1%0.0%464.3K-59.1M-227.9K0.1338.00N/AN/A31,1454,087284,68840,587
2024-06-12$3.76$3.00131.7%35.7%121.4%27.8%122.9%-34.1%-4.8%502.0K-72.3M-249.9K0.1150.52N/AN/A77,9768,596291,99141,664
2024-06-13$4.05$3.00120.7%36.5%122.4%22.4%131.5%-22.1%5.6%530.7K-82.0M-267.7K0.2347.62N/AN/A37,7858,691299,57745,570
2024-06-14$3.90$3.00126.6%36.2%122.3%25.3%131.2%0.8%18.6%478.8K-75.5M-270.8K0.0937.35N/AN/A29,0892,498313,11652,490
2024-06-17$4.42$3.00124.1%35.6%123.4%24.0%130.6%-13.3%-1.3%659.1K-92.4M-290.3K0.1022.80N/AN/A44,0994,455308,42945,566
2024-06-18$4.49$3.00122.8%35.3%122.1%23.4%122.9%-9.3%-4.2%762.2K-96.8M-297.8K0.0337.34N/AN/A45,7461,420323,47948,465
2024-06-20$4.63$3.00121.5%35.0%117.5%22.8%122.1%-9.9%-3.7%933.1K-104.7M-305.1K0.1733.53N/AN/A28,4504,813334,57748,920
2024-06-21$4.24$3.00119.8%34.3%126.1%21.9%137.1%-8.4%-2.7%580.4K-85.2M-291.1K0.0533.12N/AN/A32,8401,762333,45351,128
2024-06-24$4.30$3.00120.8%35.0%121.1%22.4%121.3%3.5%-2.6%676.7K-83.1M-289.0K0.2430.64N/AN/A15,2903,661322,48143,714
2024-06-25$4.75$3.00113.6%32.8%122.9%18.9%124.8%-26.5%-2.2%829.5K-101.1M-304.5K0.1032.52N/AN/A83,5798,610324,74345,868
2024-06-26$4.58$3.00115.8%33.1%125.3%20.0%118.9%-7.8%-5.6%784.7K-92.1M-308.9K0.2033.40N/AN/A37,6087,427340,06551,789
2024-06-27$4.42$3.50123.2%34.5%127.5%23.6%123.2%-7.6%-18.6%693.5K-84.6M-307.6K0.1525.41N/AN/A15,5022,267351,03457,315
2024-06-28$4.50$3.50112.0%34.3%127.5%18.2%118.4%-15.7%12.7%733.9K-88.2M-310.1K0.1221.44N/AN/A18,9922,367356,33257,400