WULF Options History — October 2024 In October 2024, WULF traded between $3.77 and $7.06. ATM implied volatility averaged 124.4%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 37.7%. IV traded above realized volatility by 30.2% (HV 20d: 94.2%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.41.
Notable Days 2024-10-21 : Highest Volume — 195,368 contracts2024-10-21 : Largest IV spike — 7.0% change2024-10-21 : Highest IV Rank — 23.5%2024-10-31 : Largest Expected Move — 43.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.26 $3.77 $7.06 $4.29 $6.55 Max Pain $4.52 $4.00 $5.00 $5.00 $4.50 ATM IV 124.4% 112.9% 134.9% 112.9% 132.9% Expected Move 37.7% 32.8% 43.6% 33.8% 43.6% HV 20d 94.2% 82.3% 104.0% 91.0% 103.0% HV 60d 102.2% 99.2% 106.1% 106.1% 99.6% IV Rank 18.0% 11.9% 23.5% 11.9% 22.4% IV Percentile 42.6% 23.0% 54.8% 23.0% 54.8% Term Structure 1.0% -8.3% 17.5% 7.5% -4.9% VWIV 133.3% 117.4% 152.4% 123.3% 152.4% Skew 25d -4.2% -37.0% 58.4% -6.9% -5.2% Skew 10d -2.9% -69.7% 38.7% -7.3% 38.7% Call IV 25d 122.9% 69.0% 137.6% 121.3% 137.4% Put IV 25d 118.7% 83.2% 132.3% 114.4% 132.2% Bid-Ask Spread % 25.13 14.19 43.74 43.74 25.16 Gamma HHI 0.13 0.12 0.15 0.12 0.14 Net GEX 1.0M 38.2K 2.2M 425.7K 1.9M Net DEX -135.6M -273.0M -35.5M -61.7M -233.8M Net VEX -485.4K -688.8K -359.7K -388.9K -683.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.41 0.04 1.69 0.49 0.15 Total Volume 60,270.087 22,227 195,368 22,227 47,799 Total OI 736,870.478 583,505 911,627 583,505 911,627
Daily Data (23 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 2024-10-01 $4.29 $5.00 112.9% 33.8% 91.0% 11.9% 123.3% -6.9% 7.5% 425.7K -61.7M -388.9K 0.49 43.74 N/A N/A 14,869 7,358 414,370 169,135 2024-10-02 $4.38 $5.00 113.5% 32.8% 90.7% 12.2% 117.4% -37.0% 2.3% 454.3K -65.4M -394.3K 1.59 32.81 N/A N/A 10,490 16,649 416,184 169,206 2024-10-03 $4.64 $4.50 114.9% 36.9% 90.0% 13.0% 130.6% -5.2% 2.1% 520.7K -75.4M -417.3K 0.52 40.98 N/A N/A 21,466 11,180 418,642 185,651 2024-10-04 $4.44 $4.50 114.8% 35.8% 82.3% 12.9% 122.4% -27.3% 9.9% 418.6K -67.9M -409.3K 0.86 27.91 N/A N/A 17,880 15,345 433,704 189,523 2024-10-07 $4.01 $4.50 119.0% 37.4% 90.2% 15.1% 137.2% 45.7% 11.8% 137.6K -43.4M -374.6K 0.16 29.06 N/A N/A 41,118 6,719 430,982 200,766 2024-10-08 $3.92 $4.50 124.2% 36.8% 87.4% 17.9% 130.3% -5.2% 1.4% 66.0K -39.4M -371.0K 0.04 31.17 N/A N/A 29,109 1,130 444,867 203,461 2024-10-09 $3.77 $4.50 120.3% 35.6% 84.4% 15.8% 137.2% -0.5% 2.7% 38.2K -35.5M -359.7K 0.10 28.72 N/A N/A 23,635 2,279 460,522 203,813 2024-10-10 $3.94 $4.50 120.4% 37.7% 86.3% 15.9% 128.0% -19.4% 17.5% 57.0K -44.1M -372.8K 0.31 35.90 N/A N/A 32,350 10,186 476,130 204,843 2024-10-11 $4.16 $4.50 120.8% 37.1% 87.9% 16.1% 131.5% -11.2% 16.6% 354.2K -60.7M -407.2K 0.93 19.65 N/A N/A 18,391 17,157 494,646 214,786 2024-10-14 $4.50 $4.50 124.4% 36.7% 87.8% 18.0% 129.4% -2.1% -2.5% 554.1K -83.5M -424.8K 1.69 14.19 N/A N/A 18,656 31,565 484,965 217,027 2024-10-15 $4.58 $4.50 126.7% 36.8% 87.3% 19.2% 124.8% -10.9% 1.8% 554.5K -87.8M -436.0K 0.79 15.59 N/A N/A 16,526 13,134 491,284 237,959 2024-10-16 $5.12 $4.00 125.8% 36.1% 94.9% 18.7% 131.5% -9.0% -4.7% 1.0M -124.7M -463.0K 0.09 28.66 N/A N/A 64,880 5,592 496,344 247,549 2024-10-17 $5.08 $4.50 129.4% 37.5% 91.1% 20.6% 132.3% -8.1% -8.3% 995.9K -123.6M -466.3K 0.36 33.54 N/A N/A 23,371 8,387 509,010 252,320 2024-10-18 $5.24 $4.50 126.0% 36.6% 91.1% 18.8% 131.1% -4.1% -1.3% 890.2K -132.6M -466.6K 0.13 32.53 N/A N/A 34,076 4,537 507,653 256,673 2024-10-21 $6.12 $4.50 134.9% 39.9% 103.0% 23.5% 140.3% -7.7% -4.1% 1.4M -187.1M -482.1K 0.19 19.71 N/A N/A 164,489 30,879 475,359 235,972 2024-10-22 $6.50 $4.50 133.6% 39.1% 102.7% 22.8% 138.5% -3.4% -6.2% 1.8M -224.7M -538.1K 0.12 14.69 N/A N/A 68,346 7,933 541,105 255,460 2024-10-23 $6.39 $4.50 132.9% 39.0% 102.9% 22.4% 136.1% -4.5% -6.6% 1.8M -216.6M -545.2K 0.09 16.98 N/A N/A 36,722 3,418 552,571 257,251 2024-10-24 $6.13 $4.50 126.2% 37.5% 103.6% 18.9% 132.1% 58.4% -3.8% 1.8M -194.1M -528.3K 0.17 15.72 N/A N/A 128,494 21,588 555,335 257,414 2024-10-25 $6.51 $4.50 127.0% 38.2% 103.8% 19.4% 134.4% -9.8% -7.4% 2.1M -234.5M -622.0K 0.27 16.79 N/A N/A 75,816 20,151 598,601 277,519 2024-10-28 $7.06 $4.50 124.8% 38.7% 104.0% 18.2% 136.7% -6.4% -0.7% 2.1M -273.0M -647.0K 0.22 16.42 N/A N/A 86,248 19,104 594,879 243,868 2024-10-29 $6.70 $4.50 126.5% 40.3% 100.2% 19.1% 142.1% -8.8% 0.9% 2.0M -244.5M -677.2K 0.14 20.95 N/A N/A 36,699 4,960 615,222 260,412 2024-10-30 $6.92 $4.50 129.5% 42.6% 100.2% 20.6% 146.6% -8.0% -1.7% 2.2M -265.5M -688.8K 0.07 17.09 N/A N/A 108,256 7,275 621,459 261,952 2024-10-31 $6.55 $4.50 132.9% 43.6% 103.0% 22.4% 152.4% -5.2% -4.9% 1.9M -233.8M -683.7K 0.15 25.16 N/A N/A 41,406 6,393 643,866 267,761
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