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Terawulf Inc WULF

FINANCIAL SERVICES · CAPITAL MARKETS
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Market dataready · fetched 2026-10-16T00:18:41.731Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:40.864953+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$0.11$2.53$4.95$7.37$9.79$7.36$10.28$13.19$16.10$19.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WULF spot · $12.61WULF PRICE$0.37$0.50$0.63$0.78$0.94$1.11$1.31$1.52$1.74$2.01$2.32$2.75$3.30$0.53$0.71$0.90$1.11$1.35$1.60$1.89$2.22$2.59$3.00$4.42$4.82$9.09
PutsExpensive1.24×
CallsExpensive1.30×
SkewBearish+3.99 pp
Implied moveBearish±$3.20
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.1196.5%38.7%10.18101.3%23.5%
25Δ16.2896.6%33.1%10.74100.3%20.4%
30Δ15.5796.9%28.5%11.2899.4%17.7%
35Δ14.9397.3%24.5%11.7898.6%15.4%
40Δ14.3697.7%21.3%12.2897.9%13.3%
45Δ13.8098.1%18.3%12.7797.4%11.5%
50Δ13.2998.7%15.7%13.2797.0%9.8%
55Δ12.7899.0%13.4%13.7896.7%8.3%
60Δ12.2899.1%11.2%14.3396.5%6.9%
65Δ11.7799.9%9.3%14.9096.4%5.7%
70Δ11.26101.8%7.7%16.38113.9%5.2%
75Δ10.65107.2%6.3%16.95108.1%3.8%
80Δ9.97115.2%5.2%21.25152.2%3.6%

20Δ

Calls
Pseudo strike
17.11
IV
96.5%
B/E move
38.7%
Puts
Pseudo strike
10.18
IV
101.3%
B/E move
23.5%

25Δ

Calls
Pseudo strike
16.28
IV
96.6%
B/E move
33.1%
Puts
Pseudo strike
10.74
IV
100.3%
B/E move
20.4%

30Δ

Calls
Pseudo strike
15.57
IV
96.9%
B/E move
28.5%
Puts
Pseudo strike
11.28
IV
99.4%
B/E move
17.7%

35Δ

Calls
Pseudo strike
14.93
IV
97.3%
B/E move
24.5%
Puts
Pseudo strike
11.78
IV
98.6%
B/E move
15.4%

40Δ

Calls
Pseudo strike
14.36
IV
97.7%
B/E move
21.3%
Puts
Pseudo strike
12.28
IV
97.9%
B/E move
13.3%

45Δ

Calls
Pseudo strike
13.80
IV
98.1%
B/E move
18.3%
Puts
Pseudo strike
12.77
IV
97.4%
B/E move
11.5%

50Δ

Calls
Pseudo strike
13.29
IV
98.7%
B/E move
15.7%
Puts
Pseudo strike
13.27
IV
97.0%
B/E move
9.8%

55Δ

Calls
Pseudo strike
12.78
IV
99.0%
B/E move
13.4%
Puts
Pseudo strike
13.78
IV
96.7%
B/E move
8.3%

60Δ

Calls
Pseudo strike
12.28
IV
99.1%
B/E move
11.2%
Puts
Pseudo strike
14.33
IV
96.5%
B/E move
6.9%

65Δ

Calls
Pseudo strike
11.77
IV
99.9%
B/E move
9.3%
Puts
Pseudo strike
14.90
IV
96.4%
B/E move
5.7%

70Δ

Calls
Pseudo strike
11.26
IV
101.8%
B/E move
7.7%
Puts
Pseudo strike
16.38
IV
113.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
10.65
IV
107.2%
B/E move
6.3%
Puts
Pseudo strike
16.95
IV
108.1%
B/E move
3.8%

80Δ

Calls
Pseudo strike
9.97
IV
115.2%
B/E move
5.2%
Puts
Pseudo strike
21.25
IV
152.2%
B/E move
3.6%