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Terawulf Inc WULF

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-16T21:48:32.899Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:47:17.87839663Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:32.346226+00:00

Share price$11.72
1D-5.2%
AH$11.48$11.77$12.05$12.34$12.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWULF
Sold putSold callAH

Terawulf Inc options

Live interpolated WULF call and put midpoint premiums by absolute delta.Terawulf Inc$0.12$0.60$1.09$1.57$2.06$9.48$10.71$11.94$13.17$14.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WULF spot · $11.72WULF PRICE$0.17$0.22$0.28$0.35$0.43$0.51$0.61$0.71$0.81$0.91$1.00$1.59$1.91$0.22$0.29$0.37$0.46$0.55$0.66$0.77$0.89$1.05$1.23$1.48$1.71$1.92
PutsExpensive1.10×
CallsExpensive1.08×
SkewBearish+3.64 pp
Implied moveBearish±$1.38
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3299.9%15.1%10.40113.0%13.2%
25Δ12.9797.8%12.6%10.69110.9%11.3%
30Δ12.7297.9%11.0%10.96109.3%9.7%
35Δ12.4798.1%9.4%11.19108.7%8.4%
40Δ12.2699.1%8.3%11.42108.4%7.3%
45Δ12.05100.1%7.2%11.64107.7%6.3%
50Δ11.84101.2%6.2%11.86106.9%5.4%
55Δ11.64102.2%5.4%12.08106.6%4.5%
60Δ11.43101.8%4.5%12.32107.3%3.8%
65Δ11.2498.4%3.6%12.58108.7%3.2%
70Δ11.0495.0%2.8%12.89112.4%2.7%
75Δ10.51137.2%3.2%13.18111.6%2.1%
80Δ10.11144.3%2.5%13.46108.4%1.5%

20Δ

Calls
Pseudo strike
13.32
IV
99.9%
B/E move
15.1%
Puts
Pseudo strike
10.40
IV
113.0%
B/E move
13.2%

25Δ

Calls
Pseudo strike
12.97
IV
97.8%
B/E move
12.6%
Puts
Pseudo strike
10.69
IV
110.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
12.72
IV
97.9%
B/E move
11.0%
Puts
Pseudo strike
10.96
IV
109.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
12.47
IV
98.1%
B/E move
9.4%
Puts
Pseudo strike
11.19
IV
108.7%
B/E move
8.4%

40Δ

Calls
Pseudo strike
12.26
IV
99.1%
B/E move
8.3%
Puts
Pseudo strike
11.42
IV
108.4%
B/E move
7.3%

45Δ

Calls
Pseudo strike
12.05
IV
100.1%
B/E move
7.2%
Puts
Pseudo strike
11.64
IV
107.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
11.84
IV
101.2%
B/E move
6.2%
Puts
Pseudo strike
11.86
IV
106.9%
B/E move
5.4%

55Δ

Calls
Pseudo strike
11.64
IV
102.2%
B/E move
5.4%
Puts
Pseudo strike
12.08
IV
106.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
11.43
IV
101.8%
B/E move
4.5%
Puts
Pseudo strike
12.32
IV
107.3%
B/E move
3.8%

65Δ

Calls
Pseudo strike
11.24
IV
98.4%
B/E move
3.6%
Puts
Pseudo strike
12.58
IV
108.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
11.04
IV
95.0%
B/E move
2.8%
Puts
Pseudo strike
12.89
IV
112.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.51
IV
137.2%
B/E move
3.2%
Puts
Pseudo strike
13.18
IV
111.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
10.11
IV
144.3%
B/E move
2.5%
Puts
Pseudo strike
13.46
IV
108.4%
B/E move
1.5%