WULF Options History — November 2024 In November 2024, WULF traded between $6.00 and $8.79. ATM implied volatility averaged 121.3%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 7.3% (HV 20d: 114.0%). Max pain ranged from $4.50 to $6.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.14.
Notable Days 2024-11-11 : Highest Volume — 177,346 contracts2024-11-11 : Largest IV spike — 12.1% change2024-11-12 : Highest IV Rank — 22.9%2024-11-01 : Largest Expected Move — 42.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.30 $6.00 $8.79 $6.25 $7.79 Max Pain $5.58 $4.50 $6.00 $4.50 $6.00 ATM IV 121.3% 114.8% 133.7% 129.7% 115.6% Expected Move 34.8% 32.5% 42.2% 42.2% 35.0% HV 20d 114.0% 94.7% 127.4% 103.2% 121.1% HV 60d 102.9% 97.3% 105.0% 97.6% 104.0% IV Rank 16.3% 12.9% 22.9% 20.7% 13.3% IV Percentile 39.3% 27.8% 58.7% 53.6% 29.0% Term Structure -1.4% -14.9% 5.4% -3.4% 4.2% VWIV 125.9% 113.3% 149.0% 149.0% 126.1% Skew 25d -10.6% -67.4% 42.4% -6.6% -9.6% Skew 10d -1.1% -45.0% 42.8% -39.5% 40.0% Call IV 25d 123.2% 72.8% 144.2% 134.4% 125.4% Put IV 25d 112.6% 63.5% 131.5% 127.7% 115.8% Bid-Ask Spread % 32.28 19.59 44.32 29.98 41.70 Gamma HHI 0.13 0.11 0.20 0.12 0.12 Net GEX 2.2M 1.5M 3.0M 1.7M 2.6M Net DEX -257.3M -400.8M -165.9M -209.7M -277.5M Net VEX -757.4K -825.2K -635.9K -661.7K -816.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.04 0.27 0.19 0.12 Total Volume 69,870.65 23,635 177,346 31,906 41,672 Total OI 889,589.4 800,517 1,018,605 918,600 881,740
Daily Data (20 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 2024-11-01 $6.25 $4.50 129.7% 42.2% 103.2% 20.7% 149.0% -6.6% -3.4% 1.7M -209.7M -661.7K 0.19 29.98 N/A N/A 26,786 5,120 650,143 268,457 2024-11-04 $6.00 $5.00 128.6% 36.2% 95.9% 20.2% 129.1% -5.0% 1.0% 1.6M -179.7M -635.9K 0.15 20.23 N/A N/A 20,572 3,063 621,048 240,796 2024-11-05 $6.21 $5.00 133.0% 37.1% 94.7% 22.5% 133.0% -9.9% -3.4% 1.7M -200.8M -654.1K 0.17 22.86 N/A N/A 56,776 9,614 627,012 241,960 2024-11-06 $7.63 $5.00 118.8% 33.9% 111.8% 15.0% 118.4% -7.2% -1.6% 2.9M -318.4M -745.0K 0.27 21.67 N/A N/A 99,680 27,115 650,217 250,220 2024-11-07 $8.18 $5.00 115.3% 32.5% 112.4% 13.2% 113.3% -10.6% -0.8% 2.8M -362.7M -748.8K 0.10 26.02 N/A N/A 97,895 9,434 646,004 268,107 2024-11-08 $8.32 $5.00 118.8% 32.9% 112.4% 15.0% 120.7% -5.0% 0.6% 2.6M -367.3M -792.1K 0.05 25.86 N/A N/A 98,359 4,753 648,168 277,022 2024-11-11 $8.79 $5.00 133.1% 38.0% 111.5% 22.6% 135.1% -12.8% 5.4% 2.6M -400.8M -822.9K 0.04 19.59 N/A N/A 170,573 6,773 652,862 250,334 2024-11-12 $8.57 $5.00 133.7% 37.8% 113.3% 22.9% 128.8% -12.0% 0.4% 3.0M -379.0M -825.2K 0.24 23.93 N/A N/A 66,001 15,572 673,736 254,233 2024-11-13 $7.45 $6.00 120.6% 33.6% 124.4% 16.0% 127.8% -67.4% -0.3% 2.5M -275.4M -754.4K 0.12 29.08 N/A N/A 149,563 18,665 690,140 266,127 2024-11-14 $7.00 $6.00 117.6% 32.9% 127.4% 14.4% 120.6% -62.5% -3.7% 2.0M -237.3M -753.6K 0.10 44.32 N/A N/A 61,721 6,296 727,337 277,867 2024-11-15 $7.08 $6.00 121.3% 34.0% 127.3% 16.3% 130.4% -15.8% -5.0% 2.5M -248.9M -767.8K 0.13 42.36 N/A N/A 39,366 5,011 739,203 279,402 2024-11-18 $7.03 $6.00 118.3% 33.9% 116.1% 14.8% 125.0% -5.5% 2.0% 1.7M -201.2M -751.7K 0.09 32.03 N/A N/A 46,305 3,941 613,443 187,074 2024-11-19 $7.33 $6.00 114.8% 33.0% 115.1% 12.9% 119.5% -11.0% -1.4% 2.0M -224.4M -779.1K 0.22 38.78 N/A N/A 34,855 7,551 629,306 189,516 2024-11-20 $7.19 $6.00 118.7% 34.0% 115.2% 15.0% 126.7% -13.5% -2.9% 1.9M -218.8M -794.7K 0.11 30.19 N/A N/A 29,654 3,259 642,549 196,654 2024-11-21 $7.04 $6.00 117.6% 33.7% 114.3% 14.4% 123.3% -12.8% -0.5% 1.9M -207.6M -785.3K 0.24 39.51 N/A N/A 39,684 9,710 647,321 196,448 2024-11-22 $7.45 $6.00 116.6% 33.6% 114.1% 13.9% 121.3% -10.0% -0.9% 2.5M -239.4M -809.8K 0.19 39.78 N/A N/A 42,536 7,928 657,167 202,392 2024-11-25 $6.95 $6.00 115.5% 34.1% 113.6% 13.3% 127.2% 42.4% -3.5% 1.8M -199.2M -754.5K 0.11 38.82 N/A N/A 39,856 4,262 646,543 187,465 2024-11-26 $6.51 $6.00 121.1% 34.1% 114.5% 16.2% 120.3% 33.6% -14.9% 1.5M -165.9M -710.0K 0.19 40.88 N/A N/A 37,376 7,157 655,557 190,802 2024-11-27 $7.30 $6.00 117.2% 34.4% 121.2% 14.2% 122.4% -10.1% 0.2% 2.2M -231.2M -785.5K 0.08 38.05 N/A N/A 39,873 3,086 673,511 193,905 2024-11-29 $7.79 $6.00 115.6% 35.0% 121.1% 13.3% 126.1% -9.6% 4.2% 2.6M -277.5M -816.6K 0.12 41.70 N/A N/A 37,356 4,316 688,071 193,669
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