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Terawulf Inc WULF

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-16T01:01:36.563Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:15.070891849Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:36.228872+00:00

Share price$12.61
1D+15.6%
AH$10.18$10.89$11.60$12.31$13.015:30 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$0.01$0.80$1.60$2.39$3.19$9.95$11.06$12.18$13.30$14.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WULF spot · $12.61WULF PRICE$0.09$0.13$0.16$0.19$0.24$0.28$0.33$0.38$0.44$0.52$0.60$0.68$0.82$0.11$0.13$0.17$0.21$0.25$0.30$0.36$0.42$0.48$0.54$0.69$0.90$2.96
PutsCheap0.89×
CallsCheap0.55×
SkewBearish+22.00 pp
Implied moveBearish±$0.69
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.41130.0%7.1%11.76158.3%7.6%
25Δ13.26128.9%6.1%12.07127.7%5.3%
30Δ13.11127.8%5.2%12.19127.0%4.7%
35Δ12.97127.0%4.4%12.31126.2%4.1%
40Δ12.86126.8%3.9%12.42125.5%3.5%
45Δ12.75126.7%3.4%12.54124.9%2.9%
50Δ12.64126.6%2.9%12.64124.6%2.6%
55Δ12.54126.5%2.4%12.75124.2%2.2%
60Δ12.42127.0%2.0%12.85123.9%1.8%
65Δ12.30127.9%1.7%12.96123.5%1.5%
70Δ12.18128.7%1.4%13.14134.3%1.3%
75Δ12.07129.6%1.1%13.37152.0%1.1%
80Δ11.89138.8%0.8%15.35386.1%1.7%

20Δ

Calls
Pseudo strike
13.41
IV
130.0%
B/E move
7.1%
Puts
Pseudo strike
11.76
IV
158.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
13.26
IV
128.9%
B/E move
6.1%
Puts
Pseudo strike
12.07
IV
127.7%
B/E move
5.3%

30Δ

Calls
Pseudo strike
13.11
IV
127.8%
B/E move
5.2%
Puts
Pseudo strike
12.19
IV
127.0%
B/E move
4.7%

35Δ

Calls
Pseudo strike
12.97
IV
127.0%
B/E move
4.4%
Puts
Pseudo strike
12.31
IV
126.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
12.86
IV
126.8%
B/E move
3.9%
Puts
Pseudo strike
12.42
IV
125.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
12.75
IV
126.7%
B/E move
3.4%
Puts
Pseudo strike
12.54
IV
124.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
12.64
IV
126.6%
B/E move
2.9%
Puts
Pseudo strike
12.64
IV
124.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
12.54
IV
126.5%
B/E move
2.4%
Puts
Pseudo strike
12.75
IV
124.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
12.42
IV
127.0%
B/E move
2.0%
Puts
Pseudo strike
12.85
IV
123.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
12.30
IV
127.9%
B/E move
1.7%
Puts
Pseudo strike
12.96
IV
123.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
12.18
IV
128.7%
B/E move
1.4%
Puts
Pseudo strike
13.14
IV
134.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
12.07
IV
129.6%
B/E move
1.1%
Puts
Pseudo strike
13.37
IV
152.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
11.89
IV
138.8%
B/E move
0.8%
Puts
Pseudo strike
15.35
IV
386.1%
B/E move
1.7%