Detailed WULF options chain for 2026-12-18 – real-time call and put contracts with last price, bid/ask, volume, open interest, implied volatility, and in-the-money status.
Tip: Use this page together with the price chart, short-term prediction, and multi-expiry options overview to build a complete view of positioning and risk for WULF.
This page focuses on a single options expiration date for WULF – 2026-12-18 – and lists every available call and put contract in a clean chain view. Each row shows the contract symbol, last trade, bid/ask quotes, daily change, percentage change, trading volume, open interest, implied volatility (IV), and whether the option is currently in-the-money (ITM).
Traders often use a specific expiry’s options chain to identify key strike levels, unusual activity, and risk hedging behavior. High open interest around certain strikes or sudden spikes in volume can reveal where large traders and market makers are concentrating their positions for WULF into 2026-12-18.
This WULF 2026-12-18 options chain provides a complete strike-by-strike breakdown of pricing, liquidity and volatility. By comparing changes in volume, open interest distribution and IV across calls and puts, traders can understand where the market is positioning ahead of this specific expiration date.
The table below shows all call options on WULF expiring on 2026-12-18. You can quickly compare strikes, pricing, liquidity (volume and open interest), and implied volatility to spot popular strike zones and potential directional bets.
| Contract | Strike | Last | Bid | Ask | Volume | Open Int. | Implied Vol | ITM |
|---|---|---|---|---|---|---|---|---|
| WULF 261218C00007000 | 7.00 | 7.35 | 6.95 | 7.65 | 2 | 9126 | 107.62% | ITM |
| WULF 261218C00017000 | 17.00 | 3.7 | 3.45 | 3.7 | 1 | 7528 | 98.19% | |
| WULF 261218C00025000 | 25.00 | 2.4 | 2.1 | 2.75 | 3 | 7289 | 100.64% | |
| WULF 261218C00012000 | 12.00 | 5.15 | 4.8 | 5.4 | 3 | 6798 | 102.69% | ITM |
| WULF 261218C00020000 | 20.00 | 3.08 | 2.8 | 3.3 | 3 | 6787 | 99.02% | |
| WULF 261218C00032000 | 32.00 | 1.71 | 1.54 | 1.78 | 31 | 5641 | 98.39% | |
| WULF 261218C00030000 | 30.00 | 1.85 | 1.64 | 2.25 | 940 | 5005 | 101.12% | |
| WULF 261218C00027000 | 27.00 | 1.9 | 1.89 | 2.55 | 1 | 3085 | 100.98% | |
| WULF 261218C00015000 | 15.00 | 4.2 | 3.9 | 4.45 | 20 | 2828 | 101.03% | |
| WULF 261218C00004500 | 4.50 | 8.57 | 7.3 | 9.95 | 2 | 1556 | 99.71% | ITM |
| WULF 261218C00022000 | 22.00 | 2.75 | 2.54 | 3.2 | 70 | 1376 | 101.69% | |
| WULF 261218C00010000 | 10.00 | 5.9 | 5.55 | 6.2 | 1 | 1137 | 104.49% | ITM |
| WULF 261218C00005000 | 5.00 | 8.75 | 6.9 | 9.65 | 1 | 893 | 99.32% | ITM |
| WULF 261218C00003000 | 3.00 | 10.15 | 8.25 | 11.85 | 1 | 766 | 129.30% | ITM |
| WULF 261218C00004000 | 4.00 | 8.35 | 8.9 | 9.45 | 2 | 509 | 113.48% | ITM |
| WULF 261218C00002500 | 2.50 | 9.91 | 8.65 | 12.35 | 2 | 347 | 140.63% | ITM |
| WULF 261218C00005500 | 5.50 | 8.59 | 6.6 | 9.3 | 1 | 335 | 99.41% | ITM |
| WULF 261218C00002000 | 2.00 | 10.32 | 8.75 | 12.8 | 2 | 146 | 128.13% | ITM |
| WULF 261218C00001000 | 1.00 | 15.6 | 10.3 | 12.35 | 1 | 141 | 350.78% | ITM |
| WULF 261218C00003500 | 3.50 | 11.02 | 8.35 | 10.65 | 1 | 111 | 111.52% | ITM |
| WULF 261218C00001500 | 1.50 | 13.55 | 9.2 | 13.25 | 5 | 87 | 139.06% | ITM |
| WULF 261218C00000500 | 0.50 | 11.17 | 9.95 | 14.15 | 1 | 13 | 0.00% | ITM |
The table below lists all put options on WULF expiring on 2026-12-18. Use it to track downside protection demand, hedge activity, and deep out-of-the-money puts that may indicate tail-risk hedging or speculation.
| Contract | Strike | Last | Bid | Ask | Volume | Open Int. | Implied Vol | ITM |
|---|---|---|---|---|---|---|---|---|
| WULF 261218P00005000 | 5.00 | 0.65 | 0.45 | 0.75 | 30 | 14870 | 94.53% | |
| WULF 261218P00010000 | 10.00 | 3.1 | 2.74 | 3.25 | 7 | 10668 | 96.92% | |
| WULF 261218P00003000 | 3.00 | 0.15 | 0.19 | 0.71 | 1 | 1328 | 128.32% | |
| WULF 261218P00004500 | 4.50 | 0.6 | 0.2 | 0.75 | 40 | 914 | 95.70% | |
| WULF 261218P00004000 | 4.00 | 0.53 | 0.29 | 0.8 | 2 | 796 | 110.64% | |
| WULF 261218P00002500 | 2.50 | 0.11 | 0.05 | 0.31 | 150 | 785 | 111.52% | |
| WULF 261218P00007000 | 7.00 | 1.35 | 1.3 | 1.75 | 73 | 635 | 100.98% | |
| WULF 261218P00015000 | 15.00 | 6.54 | 5.85 | 6.5 | 1 | 309 | 92.48% | ITM |
| WULF 261218P00003500 | 3.50 | 0.36 | 0.3 | 2.7 | 2 | 303 | 193.07% | |
| WULF 261218P00001500 | 1.50 | 0.08 | 0.03 | 1.06 | 1 | 264 | 214.45% | |
| WULF 261218P00012000 | 12.00 | 4.4 | 3.85 | 4.5 | 1 | 174 | 94.97% | |
| WULF 261218P00005500 | 5.50 | 0.89 | 0.5 | 1.2 | 10 | 148 | 98.93% | |
| WULF 261218P00020000 | 20.00 | 8.74 | 9.65 | 10.3 | 4 | 137 | 89.36% | ITM |
| WULF 261218P00002000 | 2.00 | 0.11 | 0 | 0.61 | 3 | 123 | 147.27% | |
| WULF 261218P00022000 | 22.00 | 10.75 | 11.3 | 11.9 | 0 | 10 | 87.99% | ITM |
| WULF 261218P00017000 | 17.00 | 7.95 | 7.35 | 8 | 2 | 7 | 91.94% | ITM |
| WULF 261218P00032000 | 32.00 | 21.8 | 20.15 | 20.7 | 0 | 5 | 83.15% | ITM |
| WULF 261218P00025000 | 25.00 | 13.08 | 13.85 | 14.5 | 5 | 5 | 86.96% | ITM |
| WULF 261218P00001000 | 1.00 | 0.04 | 0 | 0 | 1 | 4 | 50.00% | |
| WULF 261218P00000500 | 0.50 | 0.01 | 0 | 0.16 | 1 | 2 | 201.56% | |
| WULF 261218P00030000 | 30.00 | 19.95 | 18 | 18.9 | 0 | 1 | 80.47% | ITM |
| WULF 261218P00027000 | 27.00 | 14.85 | 15.6 | 16.2 | 1 | 1 | 85.40% | ITM |
This page displays the full WULF options chain for contracts expiring on 2026-12-18. Both call and put tables include contract symbols, last trade price, bid/ask quotes, daily change and percentage change, trading volume, open interest, implied volatility, and an in-the-money (ITM) flag. It is designed to give you a complete snapshot of how the market is pricing risk and direction for this specific expiry.
Around earnings, macro data releases, or company-specific news, traders often focus on a single expiration such as 2026-12-18. By monitoring changes in implied volatility, volume, and open interest for each strike, you can see where traders are concentrating their bets and hedges. Large shifts in activity on out-of-the-money calls or puts can be early signs of expected volatility or directional moves in WULF.
The ITM column highlights whether a contract is currently in-the-money for WULF: call options are ITM when their strike is below the current stock price, while put options are ITM when their strike is above the current stock price. ITM contracts have intrinsic value, while out-of-the-money options are purely time and volatility value. This distinction helps you quickly identify which strikes are already “in the money” for this expiry.
Implied volatility reflects how much movement the market expects for WULF between now and 2026-12-18. Higher IV typically means options are more expensive and the market is pricing in larger potential moves. You can compare IV across strikes and between calls and puts to identify skew – for example, expensive downside puts may indicate demand for crash protection, while rich upside calls can signal speculative interest.
No. This 2026-12-18 options chain gives a granular view for one maturity only. For a complete picture of positioning in WULF, you should also review the multi-expiry options overview where you can compare put/call ratios, total open interest and volume across different expiration dates. Combining both perspectives helps you understand whether traders are focused on very short-term moves or longer-dated themes.
The WULF options data on this page is refreshed regularly during market hours to reflect the latest trades, mid-market quotes, and open interest updates. Intraday changes in volume, open interest, and implied volatility can provide important signals about how sentiment and risk pricing are evolving as 2026-12-18 approaches.
