WULF Options History — August 2024 In August 2024, WULF traded between $3.33 and $4.91. ATM implied volatility averaged 117.7%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 34.5%. IV traded above realized volatility by 5.1% (HV 20d: 112.6%). Max pain ranged from $3.50 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2024-08-13 : Highest Volume — 83,929 contracts2024-08-06 : Largest IV drop — 21.8% change2024-08-05 : Highest IV Rank — 31.5%2024-08-02 : Largest Expected Move — 41.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.07 $3.33 $4.91 $4.16 $4.33 Max Pain $3.95 $3.50 $4.00 $3.50 $4.00 ATM IV 117.7% 103.4% 139.3% 119.2% 106.7% Expected Move 34.5% 29.2% 41.5% 36.6% 31.1% HV 20d 112.6% 98.6% 125.3% 115.0% 98.6% HV 60d 119.0% 113.9% 121.6% 114.6% 113.9% IV Rank 20.9% 13.9% 31.5% 21.6% 15.6% IV Percentile 23.2% 4.4% 44.8% 23.4% 6.7% Term Structure 0.2% -21.0% 48.6% -12.5% -5.4% VWIV 124.2% 108.3% 152.0% 131.3% 109.5% Skew 25d -2.4% -24.1% 9.6% -4.7% 6.1% Skew 10d -0.0% -39.4% 53.2% -39.4% -5.4% Call IV 25d 124.0% 107.9% 151.1% 123.4% 110.0% Put IV 25d 121.6% 110.7% 142.6% 118.8% 116.1% Bid-Ask Spread % 40.61 19.60 54.30 19.60 48.69 Gamma HHI 0.17 0.12 0.56 0.13 0.14 Net GEX 718.7K 300.7K 1.8M 396.7K 927.2K Net DEX -68.4M -113.4M -32.8M -62.5M -76.1M Net VEX -345.9K -416.1K -277.5K -346.7K -368.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.07 1.19 1.19 0.10 Total Volume 33,961.091 9,108 83,929 35,159 9,108 Total OI 532,594.773 489,009 634,035 546,958 532,629
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 2024-08-01 $4.16 $3.50 119.2% 36.6% 115.0% 21.6% 131.3% -4.7% -12.5% 396.7K -62.5M -346.7K 1.19 19.60 N/A N/A 16,030 19,129 424,216 122,742 2024-08-02 $3.69 $3.50 128.2% 41.5% 115.9% 26.0% 152.0% -24.1% -2.1% 341.7K -43.2M -317.9K 0.98 28.37 N/A N/A 18,429 18,057 427,966 121,654 2024-08-05 $3.59 $4.00 139.3% 38.9% 115.9% 31.5% 139.2% 4.6% 3.9% 300.7K -40.0M -305.4K 0.16 36.05 N/A N/A 33,410 5,337 385,302 120,104 2024-08-06 $3.63 $4.00 108.9% 38.0% 113.5% 16.6% 133.1% -7.9% 48.6% 318.7K -41.5M -306.3K 0.25 35.53 N/A N/A 11,974 3,043 388,352 118,661 2024-08-07 $3.40 $4.00 114.5% 37.9% 114.6% 19.3% 132.4% -4.7% -1.4% 304.0K -32.8M -284.6K 0.20 39.67 N/A N/A 10,038 2,007 392,666 120,777 2024-08-08 $3.84 $4.00 129.5% 37.0% 124.8% 26.7% 137.6% 0.9% -8.7% 319.5K -50.2M -323.1K 0.20 38.06 N/A N/A 32,249 6,373 399,583 120,730 2024-08-09 $3.77 $4.00 127.5% 38.3% 116.2% 25.7% 139.2% -7.5% -2.3% 513.6K -49.6M -321.4K 0.60 28.98 N/A N/A 5,691 3,430 413,024 120,951 2024-08-12 $3.58 $4.00 122.2% 36.9% 105.5% 23.1% 124.7% -12.1% 14.8% 412.5K -44.2M -298.7K 1.05 53.92 N/A N/A 24,733 25,880 404,073 107,745 2024-08-13 $3.33 $4.00 119.5% 31.3% 103.1% 21.8% 112.2% -10.7% -17.2% 395.4K -35.7M -277.5K 0.50 48.07 N/A N/A 55,953 27,976 419,288 108,495 2024-08-14 $3.34 $4.00 121.1% 31.3% 103.4% 22.6% 135.0% -8.9% -18.4% 591.0K -40.8M -292.5K 0.26 43.41 N/A N/A 44,903 11,840 462,133 110,217 2024-08-15 $3.59 $4.00 116.4% 33.8% 105.9% 20.3% 117.8% 2.1% 7.5% 994.7K -57.9M -315.4K 1.03 49.05 N/A N/A 38,620 39,807 482,680 115,717 2024-08-16 $4.04 $4.00 113.2% 32.6% 114.7% 18.7% 114.6% 9.6% -0.4% 1.8M -87.3M -347.7K 0.18 54.30 N/A N/A 49,578 9,109 502,189 131,846 2024-08-19 $4.30 $4.00 103.4% 29.2% 117.4% 13.9% 108.3% -9.0% 12.9% 770.5K -81.0M -368.0K 0.17 31.36 N/A N/A 46,222 7,819 384,901 104,108 2024-08-20 $4.81 $4.00 116.2% 33.3% 125.3% 20.2% 118.8% -4.2% 2.6% 924.6K -104.5M -388.0K 0.15 32.43 N/A N/A 47,777 7,369 387,565 107,830 2024-08-21 $4.78 $4.00 116.0% 33.2% 123.6% 20.1% 115.9% -2.6% -3.2% 1.0M -103.6M -402.4K 0.18 30.88 N/A N/A 21,005 3,708 408,402 114,465 2024-08-22 $4.91 $4.00 112.7% 32.3% 113.5% 18.5% 114.2% -2.1% -2.6% 1.1M -113.4M -416.1K 0.07 42.08 N/A N/A 9,354 676 417,663 116,755 2024-08-23 $4.88 $4.00 114.3% 32.9% 112.6% 19.3% 115.8% 2.9% -1.9% 927.9K -111.1M -409.1K 0.10 45.81 N/A N/A 15,691 1,643 420,003 117,021 2024-08-26 $4.72 $4.00 115.5% 33.9% 111.5% 19.9% 117.8% 1.5% -21.0% 923.4K -99.2M -398.6K 0.23 46.09 N/A N/A 10,071 2,340 405,787 104,198 2024-08-27 $4.54 $4.00 110.7% 33.4% 109.0% 17.5% 115.4% 4.2% 6.4% 864.0K -88.8M -385.8K 0.39 50.73 N/A N/A 15,364 6,005 409,479 106,053 2024-08-28 $4.19 $4.00 115.9% 32.9% 108.4% 20.1% 119.3% 7.0% 6.5% 790.5K -71.4M -371.5K 0.46 54.05 N/A N/A 8,143 3,759 417,915 111,331 2024-08-29 $4.20 $4.00 118.7% 32.8% 108.1% 21.4% 128.6% 7.4% -2.3% 813.9K -69.6M -363.7K 0.30 36.42 N/A N/A 13,478 4,016 417,998 111,871 2024-08-30 $4.33 $4.00 106.7% 31.1% 98.6% 15.6% 109.5% 6.1% -5.4% 927.2K -76.1M -368.8K 0.10 48.69 N/A N/A 8,298 810 422,084 110,545
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