WGS Options History — January 2023

Name: WGS Options Analytics - January 2023
Creator: Options Analysis Suite

In January 2023, WGS traded between $12.21 and $14.52. ATM implied volatility averaged 251.8%. The 30-day expected move averaged 81.2%. Net GEX was positive for 9 of 9 trading days. Term structure was in contango for 0 of 9 days. Put/call ratio averaged 0.16.

Notable Days

2023-01-27: Highest Volume — 61 contracts
2023-01-27: Largest IV spike — 33.9% change
2023-01-31: Largest Expected Move — 102.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.02	$12.21	$14.52	$12.21	$14.19
ATM IV	251.8%	190.8%	357.7%	255.6%	357.7%
Expected Move	81.2%	71.4%	102.6%	73.3%	102.6%
Term Structure	-50.6%	-74.0%	-27.2%	-27.2%	-74.0%
Skew 25d	-25.1%	-177.3%	73.4%	-25.4%	-28.7%
Skew 10d	-9.6%	-127.6%	98.5%	2.6%	33.2%
Call IV 25d	129.0%	81.6%	190.0%	124.6%	190.0%
Put IV 25d	103.8%	0.8%	179.1%	99.2%	161.3%
Bid-Ask Spread %	67.23	12.17	106.00	106.00	54.88
Gamma HHI	0.11	0.09	0.15	0.15	0.10
Net GEX	403	304	513	304	482
Net DEX	-68.1K	-135.0K	-37.0K	-50.9K	-84.7K
Net VEX	-675	-1.0K	-542	-542	-837
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	0.95	0.33	0.00
Total Volume	12.889	0	61	0	44
Total OI	393.333	295	701	701	325

Daily Data (9 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-01-19	$12.21	$0.00	255.6%	73.3%	0.0%	0.0%	0.0%	-25.4%	-27.2%	304	-50.9K	-542	0.33	106.00	N/A	N/A	0	0	690	11
2023-01-20	$12.87	$0.00	249.0%	71.4%	0.0%	0.0%	0.0%	46.5%	-74.0%	413	-37.0K	-570	0.95	12.17	N/A	N/A	1	1	690	11
2023-01-23	$13.20	$0.00	270.7%	77.6%	0.0%	0.0%	0.0%	38.0%	0.0%	442	-51.4K	-617	0.02	84.09	N/A	N/A	3	0	290	5
2023-01-24	$12.21	$0.00	190.8%	0.0%	0.0%	0.0%	0.0%	-177.3%	0.0%	322	-62.7K	-597	0.00	101.15	N/A	N/A	5	0	291	5
2023-01-25	$12.21	$0.00	192.7%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	325	-66.4K	-567	0.00	19.79	N/A	N/A	0	0	294	5
2023-01-26	$12.21	$0.00	194.6%	0.0%	0.0%	0.0%	0.0%	-101.8%	0.0%	326	-50.6K	-551	0.00	99.05	N/A	N/A	1	0	294	5
2023-01-27	$14.52	$0.00	260.5%	0.0%	0.0%	0.0%	0.0%	73.4%	0.0%	513	-135.0K	-1.0K	0.00	103.86	N/A	N/A	61	0	294	5
2023-01-30	$13.53	$0.00	294.4%	0.0%	0.0%	0.0%	0.0%	-25.8%	0.0%	498	-74.2K	-797	0.00	24.09	N/A	N/A	0	0	320	5
2023-01-31	$14.19	$0.00	357.7%	102.6%	0.0%	0.0%	0.0%	-28.7%	0.0%	482	-84.7K	-837	0.00	54.88	N/A	N/A	44	0	320	5