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TeraWulf Inc. Common Stock WULF

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-11-07T02:05:22.028Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:59.724416157Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-02T05:30:05.655006+00:00

NewsAlpha Vantage · collected 2026-11-06T06:43:05.950334+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T06:42:28.216803+00:00

Share price$11.37
1D+0.8%
AH$10.06$10.43$10.80$11.16$11.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWULF
Sold putSold callAH

TeraWulf Inc. Common Stock options

Live interpolated WULF call and put midpoint premiums by absolute delta.TeraWulf Inc. Common Stock$0.13$0.90$1.68$2.46$3.23$7.80$9.50$11.20$12.90$14.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WULF spot · $11.37WULF PRICE$0.21$0.28$0.36$0.45$0.54$0.63$0.73$0.87$1.03$1.19$1.36$1.54$1.78$0.28$0.37$0.46$0.57$0.69$0.82$0.97$1.17$1.45$1.71$1.83$2.09$3.01
PutsCheap0.76×
CallsCheap0.80×
SkewBearish+9.06 pp
Implied moveBearish±$1.71
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.45129.1%20.1%9.81144.8%16.2%
25Δ13.06129.6%17.3%10.15142.4%14.0%
30Δ12.73130.8%15.1%10.48139.1%11.9%
35Δ12.42131.8%13.1%10.76138.0%10.4%
40Δ12.12131.8%11.3%11.04137.1%9.0%
45Δ11.84131.2%9.7%11.31136.1%7.8%
50Δ11.57130.1%8.2%11.59136.3%6.7%
55Δ11.30132.7%7.1%11.89139.5%5.8%
60Δ11.04136.7%6.1%12.25146.9%5.1%
65Δ10.76138.1%5.1%12.59149.6%4.3%
70Δ10.48138.8%4.1%12.82139.5%3.3%
75Δ10.20135.7%3.2%13.18136.8%2.5%
80Δ9.87137.7%2.4%14.13165.9%2.2%

20Δ

Calls
Pseudo strike
13.45
IV
129.1%
B/E move
20.1%
Puts
Pseudo strike
9.81
IV
144.8%
B/E move
16.2%

25Δ

Calls
Pseudo strike
13.06
IV
129.6%
B/E move
17.3%
Puts
Pseudo strike
10.15
IV
142.4%
B/E move
14.0%

30Δ

Calls
Pseudo strike
12.73
IV
130.8%
B/E move
15.1%
Puts
Pseudo strike
10.48
IV
139.1%
B/E move
11.9%

35Δ

Calls
Pseudo strike
12.42
IV
131.8%
B/E move
13.1%
Puts
Pseudo strike
10.76
IV
138.0%
B/E move
10.4%

40Δ

Calls
Pseudo strike
12.12
IV
131.8%
B/E move
11.3%
Puts
Pseudo strike
11.04
IV
137.1%
B/E move
9.0%

45Δ

Calls
Pseudo strike
11.84
IV
131.2%
B/E move
9.7%
Puts
Pseudo strike
11.31
IV
136.1%
B/E move
7.8%

50Δ

Calls
Pseudo strike
11.57
IV
130.1%
B/E move
8.2%
Puts
Pseudo strike
11.59
IV
136.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
11.30
IV
132.7%
B/E move
7.1%
Puts
Pseudo strike
11.89
IV
139.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
11.04
IV
136.7%
B/E move
6.1%
Puts
Pseudo strike
12.25
IV
146.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
10.76
IV
138.1%
B/E move
5.1%
Puts
Pseudo strike
12.59
IV
149.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
10.48
IV
138.8%
B/E move
4.1%
Puts
Pseudo strike
12.82
IV
139.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
10.20
IV
135.7%
B/E move
3.2%
Puts
Pseudo strike
13.18
IV
136.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
9.87
IV
137.7%
B/E move
2.4%
Puts
Pseudo strike
14.13
IV
165.9%
B/E move
2.2%

Options history

IV · four-Friday blend121.17%
Daily close
WULF65.6%109.2%152.8%2026-08-10: 92.27%2026-08-11: 90.87%2026-08-12: 89.39%2026-08-13: 88.54%2026-08-14: 84.47%2026-08-17: 88.72%2026-08-18: 92.97%2026-08-19: 91.83%2026-08-20: 91.58%2026-08-21: 86.33%2026-08-24: 90.71%2026-08-25: 92.04%2026-08-26: 90.70%2026-08-27: 84.44%2026-08-28: 77.35%2026-08-31: 80.00%2026-09-01: 80.61%2026-09-02: 87.60%2026-09-03: 85.12%2026-09-04: 77.63%2026-09-08: 86.33%2026-09-09: 82.79%2026-09-10: 82.80%2026-09-11: 77.18%2026-09-14: 83.55%2026-09-15: 86.30%2026-09-16: 86.88%2026-09-17: 79.84%2026-09-18: 78.81%2026-09-21: 82.50%2026-09-22: 80.98%2026-09-23: 82.09%2026-09-24: 80.49%2026-09-25: 74.10%2026-09-28: 80.15%2026-09-29: 78.49%2026-09-30: 78.97%2026-10-01: 76.09%2026-10-02: 74.01%2026-10-05: 77.69%2026-10-06: 74.90%2026-10-07: 75.56%2026-10-08: 77.93%2026-10-09: 71.59%2026-10-12: 75.16%2026-10-13: 88.85%2026-10-14: 104.35%2026-10-15: 106.02%2026-10-16: 107.61%2026-10-19: 106.65%2026-10-20: 110.00%2026-10-21: 106.04%2026-10-22: 123.25%2026-10-23: 111.29%2026-10-26: 114.98%2026-10-27: 115.99%2026-10-28: 121.75%2026-10-29: 116.91%2026-10-30: 127.32%2026-11-03: 146.80%2026-11-06: 121.17%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
92.27%
90.87%
89.39%
88.54%
84.47%
88.72%
92.97%
91.83%
91.58%
86.33%
90.71%
92.04%
90.70%
84.44%
77.35%
80.00%
80.61%
87.60%
85.12%
77.63%
86.33%
82.79%
82.80%
77.18%
83.55%
86.30%
86.88%
79.84%
78.81%
82.50%
80.98%
82.09%
80.49%
74.10%
80.15%
78.49%
78.97%
76.09%
74.01%
77.69%
74.90%
75.56%
77.93%
71.59%
75.16%
88.85%
104.35%
106.02%
107.61%
106.65%
110.00%
106.04%
123.25%
111.29%
114.98%
115.99%
121.75%
116.91%
127.32%
146.80%
121.17%

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