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TeraWulf Inc WULF 10.08 -1.62 -13.85%

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ATM IV
1.2
Put Call Ratio (OI)
0.351
Put Call Ratio (Vol)
0.699
IV Rank
87
IV Percentile
97.2
Max pain
12

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-31.0
31.0
View values by strike
WULF · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 14.6 0
1.00 104 -819
1.50 46.7 -204
2.00 327 -1.68 K
2.50 301 -1.15 K
3.00 1.63 K -4.26 K
3.50 654 -331
4.00 2.74 K -13 K
4.50 2.82 K -2.05 K
5.00 24.3 K -51.8 K
5.50 7.19 K -1.86 K
6.00 19.8 -1.36 K
6.50 576 -106
7.00 82.1 K -690 K
8.00 38 K -212 K
8.50 0 -3.94 K
9.00 4.68 K -707 K
9.50 2.7 K -53.8 K
10.00 193 K -1.01 M
10.50 14.1 K -189 K
11.00 318 K -867 K
11.50 100 K -148 K
12.00 834 K -836 K
12.50 226 K -58 K
13.00 942 K -457 K
13.50 130 K -11.7 K
14.00 930 K -185 K
14.50 87.2 K -3.3 K
15.00 1.78 M -276 K
15.50 22.9 K -605
16.00 1.03 M -141 K
16.50 29.7 K -84.5
17.00 512 K -266 K
17.50 2.81 K 0
18.00 711 K -32.4 K
18.50 7.36 K 0
19.00 190 K -6.11 K
19.50 805 0
20.00 800 K -127 K
20.50 186 0
21.00 60.1 K -1.32 K
21.50 15.1 0
22.00 379 K -109 K
23.00 352 K -128
24.00 104 K -203
25.00 733 K -33.6 K
26.00 32.6 K 0
27.00 80.7 K -25.6 K
28.00 21.6 K 0
29.00 15.3 K 0
30.00 443 K -1.84 K
31.00 7.47 K 0
32.00 66 K -3.07 K
33.00 9.38 K 0
34.00 5.76 K 0
35.00 151 K -421
36.00 4.11 K 0
37.00 89.3 K -19.8
38.00 23.2 K 0
39.00 6.57 K 0
40.00 219 K 0
41.00 4.6 K 0