WULF Options History — December 2024

In December 2024, WULF traded between $5.41 and $8.21. ATM implied volatility averaged 120.6%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 35.5%. IV traded above realized volatility by 2.2% (HV 20d: 118.4%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.16.

Notable Days

2024-12-06: Highest Volume — 156,209 contracts
2024-12-23: Largest IV drop — 20.5% change
2024-12-20: Highest IV Rank — 33.8%
2024-12-19: Largest Expected Move — 45.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.95	$5.41	$8.21	$7.41	$5.78
Max Pain	$4.29	$4.00	$6.00	$6.00	$4.00
ATM IV	120.6%	108.1%	154.3%	115.4%	114.9%
Expected Move	35.5%	32.2%	45.6%	34.2%	33.7%
HV 20d	118.4%	99.9%	132.3%	121.3%	128.3%
HV 60d	109.8%	102.0%	118.0%	102.0%	117.8%
IV Rank	16.3%	9.4%	33.8%	13.2%	19.6%
IV Percentile	36.8%	8.3%	78.2%	28.2%	29.8%
Term Structure	0.4%	-13.7%	7.2%	0.8%	1.8%
VWIV	128.1%	108.4%	163.4%	126.5%	117.9%
Skew 25d	-8.2%	-42.6%	44.0%	-22.8%	-0.8%
Skew 10d	-16.9%	-61.3%	30.0%	-7.0%	1.2%
Call IV 25d	124.0%	71.0%	168.4%	110.6%	113.8%
Put IV 25d	115.7%	80.1%	156.2%	87.8%	112.9%
Bid-Ask Spread %	31.33	16.08	49.74	45.92	42.21
Gamma HHI	0.12	0.10	0.14	0.12	0.13
Net GEX	2.3M	1.2M	3.9M	2.4M	1.6M
Net DEX	-212.9M	-328.5M	-101.1M	-239.3M	-126.6M
Net VEX	-712.0K	-832.9K	-544.2K	-778.3K	-587.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.04	0.33	0.33	0.23
Total Volume	72,032.143	28,199	156,209	56,738	41,445
Total OI	909,189.19	833,578	1,015,362	833,578	866,042

Daily Data (21 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
2024-12-02	$7.41	$6.00	115.4%	34.2%	121.3%	13.2%	126.5%	-22.8%	0.8%	2.4M	-239.3M	-778.3K	0.33	45.92	N/A	N/A	42,559	14,179	676,900	156,678
2024-12-03	$7.30	$6.00	118.3%	35.4%	120.3%	14.8%	129.3%	39.6%	1.3%	2.3M	-227.5M	-766.3K	0.17	49.74	N/A	N/A	35,162	5,802	689,399	169,072
2024-12-04	$8.04	$6.00	116.4%	34.9%	123.9%	13.7%	125.1%	44.0%	-2.6%	3.0M	-290.2M	-814.7K	0.17	45.71	N/A	N/A	43,543	7,384	694,385	170,003
2024-12-05	$7.79	$4.00	115.8%	33.3%	101.5%	13.4%	121.6%	-11.0%	-0.0%	3.1M	-273.1M	-808.0K	0.09	33.76	N/A	N/A	76,529	7,112	714,116	175,400
2024-12-06	$8.18	$4.00	114.1%	32.5%	99.9%	12.5%	122.0%	-12.5%	-1.3%	3.2M	-314.8M	-832.9K	0.06	30.77	N/A	N/A	147,475	8,734	732,504	180,528
2024-12-09	$7.25	$4.00	114.1%	34.0%	108.4%	12.5%	127.1%	-11.2%	5.3%	2.4M	-223.7M	-756.4K	0.06	26.51	N/A	N/A	92,287	5,714	732,352	164,001
2024-12-10	$6.75	$4.00	116.6%	34.6%	108.1%	13.9%	131.6%	-42.6%	4.7%	2.0M	-192.7M	-718.6K	0.07	21.69	N/A	N/A	55,863	4,147	749,301	166,692
2024-12-11	$7.23	$4.00	115.1%	34.2%	111.8%	13.1%	123.8%	-13.2%	2.8%	2.4M	-229.1M	-759.4K	0.06	25.89	N/A	N/A	26,698	1,501	759,492	168,627
2024-12-12	$7.54	$4.00	122.0%	35.2%	101.6%	16.7%	128.6%	-10.6%	3.1%	2.8M	-265.7M	-795.5K	0.04	31.80	N/A	N/A	63,379	2,534	768,766	168,657
2024-12-13	$7.08	$4.00	108.1%	36.1%	101.7%	9.4%	133.8%	-16.1%	-1.4%	2.3M	-228.1M	-756.0K	0.20	28.93	N/A	N/A	35,848	7,162	787,958	169,364
2024-12-16	$8.07	$4.00	128.3%	36.5%	111.7%	20.0%	129.0%	-13.3%	0.4%	3.6M	-316.4M	-809.4K	0.08	25.53	N/A	N/A	104,749	8,873	777,042	160,676
2024-12-17	$8.21	$4.00	129.3%	37.0%	111.6%	20.6%	136.9%	-16.1%	-2.5%	3.9M	-328.5M	-795.8K	0.20	32.82	N/A	N/A	26,980	5,510	779,394	164,967
2024-12-18	$6.89	$4.00	132.9%	38.1%	128.2%	22.5%	135.8%	-13.6%	-0.9%	2.3M	-203.2M	-688.4K	0.24	23.73	N/A	N/A	51,450	12,148	782,675	167,640
2024-12-19	$6.61	$4.00	152.4%	45.6%	128.8%	32.7%	163.4%	-12.2%	-13.7%	2.1M	-201.2M	-687.2K	0.23	39.14	N/A	N/A	95,776	21,609	799,048	175,150
2024-12-20	$6.58	$4.00	154.3%	44.9%	128.7%	33.8%	158.8%	-6.7%	-10.4%	1.9M	-183.5M	-672.3K	0.16	22.59	N/A	N/A	76,042	11,889	831,939	183,423
2024-12-23	$5.88	$4.00	122.6%	35.9%	132.2%	17.1%	126.3%	-3.0%	2.5%	1.5M	-124.8M	-562.5K	0.24	23.81	N/A	N/A	88,786	21,134	722,398	119,032
2024-12-24	$6.21	$4.00	109.1%	32.4%	132.3%	9.9%	119.2%	-35.1%	3.7%	1.8M	-150.4M	-626.1K	0.14	30.97	N/A	N/A	110,447	15,284	745,861	133,351
2024-12-26	$6.17	$4.00	109.9%	32.4%	130.5%	10.3%	109.1%	-5.6%	2.3%	1.8M	-148.7M	-629.9K	0.12	27.36	N/A	N/A	41,196	4,851	775,404	141,540
2024-12-27	$5.48	$4.00	110.9%	32.2%	128.9%	10.8%	108.4%	-9.6%	5.0%	1.2M	-101.1M	-561.6K	0.24	32.97	N/A	N/A	34,792	8,425	777,484	142,852
2024-12-30	$5.41	$4.00	111.3%	33.4%	125.5%	11.1%	115.2%	-0.6%	7.2%	1.3M	-103.2M	-544.2K	0.20	16.08	N/A	N/A	39,798	7,879	725,168	127,692
2024-12-31	$5.78	$4.00	114.9%	33.7%	128.3%	19.6%	117.9%	-0.8%	1.8%	1.6M	-126.6M	-587.7K	0.23	42.21	N/A	N/A	33,825	7,620	731,798	134,244