WGS Options History — April 2023 In April 2023, WGS traded between $8.91 and $11.55. ATM implied volatility averaged 282.0%. The 30-day expected move averaged 88.2%. IV traded above realized volatility by 164.0% (HV 20d: 118.0%). Max pain ranged from $82.50 to $82.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.07.
Notable Days 2023-04-28 : Highest Volume — 7 contracts2023-04-25 : Largest IV spike — 126.7% change2023-04-25 : Largest Expected Move — 140.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.00 $8.91 $11.55 $11.55 $8.91 Max Pain $82.50 $82.50 $82.50 $82.50 $82.50 ATM IV 282.0% 210.4% 490.4% 342.1% 233.9% Expected Move 88.2% 64.2% 140.6% 98.1% 114.3% HV 20d 118.0% 84.1% 145.2% 144.9% 84.1% HV 60d 122.2% 115.7% 127.8% 127.8% 115.7% Term Structure -67.2% -82.6% -49.8% -49.8% -82.6% Skew 25d 55.6% -7.0% 101.9% -7.0% 101.9% Skew 10d 50.3% 21.4% 67.6% 59.9% 46.2% Call IV 25d 120.3% 93.0% 170.7% 168.6% 125.3% Put IV 25d 175.9% 139.0% 227.2% 161.7% 227.2% Bid-Ask Spread % 62.03 3.86 123.10 86.42 108.15 Gamma HHI 0.15 0.12 0.21 0.16 0.13 Net GEX 468 333 600 532 460 Net DEX -56.3K -104.0K -20.4K -50.0K -63.7K Net VEX -778 -1.1K -544 -841 -788 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.68 0.18 0.00 Total Volume 1.263 0 7 1 7 Total OI 404.842 398 409 404 398
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 2023-04-03 $11.55 $82.50 342.1% 98.1% 144.9% 0.0% 0.0% -7.0% 0.0% 532 -50.0K -841 0.18 86.42 N/A N/A 1 0 375 29 2023-04-04 $10.89 $82.50 218.7% 0.0% 144.3% 0.0% 0.0% 43.9% 0.0% 525 -57.1K -843 0.00 10.40 N/A N/A 0 0 376 29 2023-04-05 $10.23 $82.50 229.0% 0.0% 145.2% 0.0% 0.0% 66.8% 0.0% 515 -58.0K -823 0.00 98.55 N/A N/A 4 0 376 29 2023-04-06 $10.89 $82.50 223.8% 64.2% 140.0% 0.0% 0.0% 54.6% -49.8% 600 -104.0K -1.1K 0.00 35.14 N/A N/A 0 0 377 29 2023-04-10 $10.56 $82.50 239.1% 68.5% 131.9% 0.0% 0.0% 65.4% -56.9% 480 -49.3K -748 0.00 123.10 N/A N/A 0 0 377 29 2023-04-11 $10.23 $82.50 363.0% 104.1% 128.1% 0.0% 0.0% 86.0% -59.6% 481 -55.1K -797 0.00 85.54 N/A N/A 3 0 377 29 2023-04-12 $9.57 $82.50 292.5% 83.9% 129.6% 0.0% 0.0% 70.6% -63.8% 410 -35.9K -653 0.68 106.70 N/A N/A 1 1 378 29 2023-04-13 $9.90 $82.50 257.8% 73.9% 129.3% 0.0% 0.0% 83.7% -64.6% 471 -72.0K -867 0.00 87.01 N/A N/A 0 0 379 30 2023-04-14 $9.57 $82.50 266.4% 76.4% 128.9% 0.0% 0.0% 54.9% -68.0% 439 -57.7K -771 0.00 62.28 N/A N/A 0 0 379 30 2023-04-17 $10.56 $82.50 283.0% 81.1% 134.5% 0.0% 0.0% 58.5% -71.4% 541 -69.9K -879 0.00 3.86 N/A N/A 0 0 379 30 2023-04-18 $10.23 $82.50 272.9% 78.2% 132.9% 0.0% 0.0% 0.7% -75.3% 333 -20.4K -544 0.00 54.01 N/A N/A 0 0 379 30 2023-04-19 $9.90 $82.50 282.5% 81.0% 114.3% 0.0% 0.0% 23.0% -79.5% 377 -26.3K -573 0.00 12.80 N/A N/A 0 0 379 30 2023-04-20 $9.90 $82.50 287.3% 82.4% 110.8% 0.0% 0.0% 66.8% -82.6% 407 -36.0K -644 0.00 50.77 N/A N/A 0 0 379 30 2023-04-21 $9.57 $82.50 210.4% 0.0% 89.2% 0.0% 0.0% 78.6% 0.0% 495 -68.9K -842 0.00 121.21 N/A N/A 6 0 379 30 2023-04-24 $9.57 $82.50 216.3% 0.0% 89.2% 0.0% 0.0% 92.4% 0.0% 480 -71.4K -829 0.00 17.36 N/A N/A 1 0 368 30 2023-04-25 $9.90 $82.50 490.4% 140.6% 90.3% 0.0% 0.0% 20.2% 0.0% 490 -64.6K -803 0.00 16.64 N/A N/A 0 0 368 30 2023-04-26 $9.24 $82.50 398.5% 114.3% 87.3% 0.0% 0.0% 43.0% 0.0% 416 -45.1K -684 0.00 82.75 N/A N/A 0 0 368 30 2023-04-27 $8.91 $82.50 251.0% 0.0% 88.0% 0.0% 0.0% 52.4% 0.0% 436 -64.1K -770 0.00 15.80 N/A N/A 0 0 368 30 2023-04-28 $8.91 $82.50 233.9% 0.0% 84.1% 0.0% 0.0% 101.9% 0.0% 460 -63.7K -788 0.00 108.15 N/A N/A 7 0 368 30
« Mar 2023 | All History | May 2023 » Home WGS History April 2023