WULF Options History — September 2024

In September 2024, WULF traded between $3.77 and $5.25. ATM implied volatility averaged 109.9%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 31.9%. IV traded above realized volatility by 7.4% (HV 20d: 102.5%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2024-09-24: Highest Volume — 94,064 contracts
  • 2024-09-10: Largest IV drop — 19.1% change
  • 2024-09-09: Highest IV Rank — 21.3%
  • 2024-09-04: Largest Expected Move — 35.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.39$3.77$5.25$3.80$4.67
Max Pain$4.90$4.00$5.00$4.00$5.00
ATM IV109.9%95.5%118.4%115.1%112.6%
Expected Move31.9%26.8%35.8%32.6%32.3%
HV 20d102.5%90.0%110.1%109.7%98.2%
HV 60d109.7%104.9%113.2%112.6%104.9%
IV Rank16.4%9.9%21.3%19.6%11.7%
IV Percentile15.0%1.6%29.0%23.4%21.4%
Term Structure3.3%-7.7%40.8%-0.2%7.5%
VWIV113.9%102.6%123.0%114.9%117.3%
Skew 25d-7.4%-32.9%13.9%-10.0%-12.0%
Skew 10d-6.2%-51.5%44.0%-42.6%-0.9%
Call IV 25d114.8%103.2%123.4%123.1%122.0%
Put IV 25d107.4%79.5%128.0%113.2%110.0%
Bid-Ask Spread %42.2518.5264.6753.7633.38
Gamma HHI0.140.130.150.140.13
Net GEX838.0K612.4K1.1M695.8K612.4K
Net DEX-79.0M-120.1M-52.4M-54.6M-80.5M
Net VEX-362.1K-422.4K-318.2K-325.4K-417.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.061.150.090.10
Total Volume29,686.65,78994,06414,94636,815
Total OI533,409.75477,096590,697506,848579,991

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$3.80$4.00115.1%32.6%109.7%19.6%114.9%-10.0%-0.2%695.8K-54.6M-325.4K0.0953.76N/AN/A13,6701,276408,69498,154
2024-09-04$3.92$4.00116.4%35.8%110.1%20.3%123.0%13.9%6.9%764.9K-58.6M-329.8K0.1164.67N/AN/A15,7331,722412,567100,121
2024-09-05$4.19$5.00118.3%32.7%109.1%21.2%122.6%-7.4%-7.7%835.9K-73.1M-355.0K0.0644.99N/AN/A34,3272,129418,767101,016
2024-09-06$3.77$5.00114.9%33.4%108.2%19.6%118.1%2.7%-2.4%633.9K-52.4M-323.8K0.4249.71N/AN/A15,1636,397429,053101,688
2024-09-09$3.91$5.00118.4%33.6%108.8%21.3%118.6%13.0%-0.5%713.2K-58.3M-327.8K0.1149.43N/AN/A9,6561,057417,58797,516
2024-09-10$4.17$5.0095.8%32.7%109.0%10.3%115.8%-1.1%40.8%928.0K-69.8M-343.0K0.3048.05N/AN/A4,4691,320422,84698,208
2024-09-11$4.45$5.00113.1%32.1%106.5%18.7%114.6%2.9%-2.9%1.1M-83.1M-359.6K0.1238.88N/AN/A11,6851,435424,30798,724
2024-09-12$4.38$5.00110.0%30.9%107.0%17.2%118.3%-11.9%-1.9%1.1M-84.0M-352.9K0.1040.18N/AN/A18,9471,890428,47699,226
2024-09-13$4.22$5.00108.9%31.4%106.1%16.6%112.0%0.4%2.3%824.6K-74.3M-341.9K0.1446.74N/AN/A15,1032,098428,40999,268
2024-09-16$3.92$5.00112.7%32.3%101.4%18.5%117.8%-9.5%-1.0%633.2K-56.9M-318.2K0.5940.13N/AN/A23,73413,997417,50399,172
2024-09-17$4.06$5.00106.8%30.6%99.6%15.6%114.3%-8.6%0.7%734.7K-62.4M-339.4K0.5655.37N/AN/A18,04810,127427,438112,842
2024-09-18$4.08$5.00108.3%31.0%90.0%16.3%109.1%-27.9%-0.1%651.1K-60.6M-340.3K1.1556.07N/AN/A7,4828,589425,605122,457
2024-09-19$4.44$5.0095.5%26.8%95.8%10.1%103.2%-22.2%21.7%888.7K-76.1M-356.6K0.1658.73N/AN/A18,1132,897427,619127,919
2024-09-20$4.58$5.00106.5%30.7%96.0%15.4%102.6%-1.3%-2.0%771.8K-84.2M-367.2K0.3530.20N/AN/A6,3112,195432,546128,835
2024-09-23$4.92$5.00108.1%31.9%99.6%16.2%108.7%-4.0%2.1%868.9K-99.3M-378.0K0.1132.35N/AN/A60,7926,419363,933113,163
2024-09-24$5.25$5.00106.3%31.0%101.3%15.4%110.2%-8.2%3.1%1.1M-120.1M-411.9K0.1625.37N/AN/A81,25912,805396,773119,877
2024-09-25$5.19$5.00109.2%31.3%100.2%16.8%106.7%-15.0%-0.6%1.1M-119.7M-419.8K0.2832.62N/AN/A19,7295,512418,207130,355
2024-09-26$5.04$5.00111.3%32.1%95.9%17.8%112.9%-8.1%3.4%1.0M-111.7M-410.4K0.9525.96N/AN/A32,17530,702414,079134,557
2024-09-27$4.88$5.00109.0%31.9%97.0%9.9%117.8%-32.9%-3.9%756.4K-100.3M-422.4K0.6318.52N/AN/A23,29014,664431,276159,421
2024-09-30$4.67$5.00112.6%32.3%98.2%11.7%117.3%-12.0%7.5%612.4K-80.5M-417.9K0.1033.38N/AN/A33,5203,295413,383166,608