WGS Options History — February 2023 In February 2023, WGS traded between $12.87 and $17.16. ATM implied volatility averaged 280.5%. The 30-day expected move averaged 70.4%. IV traded above realized volatility by 168.9% (HV 20d: 111.6%). Max pain ranged from $82.50 to $82.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.23.
Notable Days 2023-02-08 : Highest Volume — 49 contracts2023-02-21 : Largest IV spike — 57.7% change2023-02-21 : Largest Expected Move — 102.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.88 $12.87 $17.16 $13.86 $16.50 Max Pain $82.50 $82.50 $82.50 $82.50 $82.50 ATM IV 280.5% 210.9% 407.5% 274.1% 279.2% Expected Move 70.4% 56.6% 102.1% 60.9% 80.0% HV 20d 111.6% 103.0% 124.2% 109.4% 116.5% Term Structure -41.9% -163.0% 54.1% -56.4% -81.6% VWIV 356.0% 356.0% 356.0% 356.0% 356.0% Skew 25d -14.3% -127.4% 108.6% 29.2% -19.8% Skew 10d 13.6% -94.5% 103.4% 49.3% 66.5% Call IV 25d 201.5% 87.8% 261.8% 140.0% 208.0% Put IV 25d 187.2% 126.6% 215.7% 169.2% 188.2% Bid-Ask Spread % 42.12 2.83 139.23 62.83 41.04 Gamma HHI 0.10 0.09 0.13 0.09 0.11 Net GEX 609 0 873 540 873 Net DEX -151.2K -232.5K 7.7K -113.7K -219.1K Net VEX -1.2K -1.7K -11 -989 -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.00 3.00 0.01 0.00 Total Volume 11.579 1 49 6 7 Total OI 402.211 338 462 338 462
Daily Data (19 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 2023-02-01 $13.86 $0.00 274.1% 0.0% 0.0% 0.0% 0.0% 29.2% 0.0% 540 -113.7K -989 0.01 62.83 N/A N/A 6 0 333 5 2023-02-02 $14.52 $82.50 308.6% 60.9% 0.0% 0.0% 0.0% -10.3% -56.4% 0 7.7K -11 0.43 4.08 N/A N/A 5 2 336 5 2023-02-03 $15.51 $82.50 357.2% 56.6% 0.0% 0.0% 0.0% -127.4% 54.1% 452 -50.6K -643 0.01 2.83 N/A N/A 16 0 338 8 2023-02-06 $14.85 $82.50 374.8% 57.5% 0.0% 0.0% 0.0% 108.6% 44.0% 513 -101.8K -844 0.00 10.40 N/A N/A 28 0 346 8 2023-02-07 $15.18 $82.50 407.5% 58.9% 0.0% 0.0% 0.0% -43.2% 42.7% 595 -163.5K -1.2K 0.04 8.91 N/A N/A 13 1 363 8 2023-02-08 $13.86 $82.50 225.1% 64.5% 0.0% 0.0% 0.0% -14.7% 50.9% 541 -154.3K -1.2K 0.08 3.98 N/A N/A 45 4 365 9 2023-02-09 $13.20 $82.50 223.6% 64.1% 109.4% 0.0% 0.0% -4.8% -73.9% 604 -163.0K -1.3K 0.04 3.98 N/A N/A 3 0 400 12 2023-02-10 $13.20 $82.50 222.5% 63.8% 105.7% 0.0% 0.0% -10.2% -76.5% 579 -150.7K -1.2K 0.02 7.63 N/A N/A 11 0 402 12 2023-02-13 $12.87 $82.50 233.6% 67.0% 103.0% 0.0% 0.0% 60.6% -86.0% 572 -170.2K -1.3K 3.00 3.98 N/A N/A 0 1 401 12 2023-02-14 $14.52 $82.50 249.2% 71.4% 109.2% 0.0% 0.0% -8.4% -83.7% 611 -152.7K -1.2K 0.00 54.23 N/A N/A 1 0 401 12 2023-02-15 $15.84 $82.50 234.8% 67.3% 109.8% 0.0% 0.0% -53.3% 22.2% 608 -187.6K -1.3K 0.68 40.91 N/A N/A 5 3 401 12 2023-02-16 $16.83 $82.50 210.9% 60.5% 108.1% 0.0% 0.0% 17.5% -35.2% 835 -209.2K -1.6K 0.00 139.23 N/A N/A 3 0 403 16 2023-02-17 $17.16 $82.50 225.8% 64.7% 107.3% 0.0% 0.0% -23.7% -37.1% 751 -204.6K -1.6K 0.00 4.10 N/A N/A 3 0 403 16 2023-02-21 $15.51 $82.50 356.0% 102.1% 114.7% 0.0% 356.0% -4.9% -163.0% 678 -232.5K -1.6K 0.00 80.14 N/A N/A 1 0 403 16 2023-02-22 $14.85 $82.50 256.1% 73.4% 111.9% 0.0% 0.0% -5.3% -55.8% 730 -150.0K -1.4K 0.00 117.42 N/A N/A 11 0 404 16 2023-02-23 $15.51 $82.50 255.0% 73.1% 112.4% 0.0% 0.0% -48.8% -58.5% 587 -115.1K -1.1K 0.00 99.59 N/A N/A 31 0 407 16 2023-02-24 $13.53 $82.50 304.9% 87.4% 124.2% 0.0% 0.0% -67.3% 0.0% 707 -152.8K -1.3K 0.03 62.29 N/A N/A 4 0 429 16 2023-02-27 $15.51 $82.50 331.0% 94.9% 118.2% 0.0% 0.0% -45.8% -118.0% 803 -190.0K -1.5K 0.00 52.71 N/A N/A 16 0 430 16 2023-02-28 $16.50 $82.50 279.2% 80.0% 116.5% 0.0% 0.0% -19.8% -81.6% 873 -219.1K -1.7K 0.00 41.04 N/A N/A 7 0 446 16
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