WGS Options History — June 2023

In June 2023, WGS traded between $5.46 and $7.28. ATM implied volatility averaged 204.4%. The 30-day expected move averaged 54.4%. IV traded above realized volatility by 106.5% (HV 20d: 97.8%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 7.15.

Notable Days

  • 2023-06-06: Highest Volume — 140 contracts
  • 2023-06-21: Largest IV spike — 186.5% change
  • 2023-06-22: Largest Expected Move — 127.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.48$5.46$7.28$7.04$5.94
Max Pain$5.24$5.00$7.50$5.00$5.00
ATM IV204.4%127.5%444.0%147.2%154.6%
Expected Move54.4%27.3%127.3%42.2%44.3%
HV 20d97.8%84.2%110.6%108.4%102.9%
HV 60d100.7%92.3%111.5%110.4%94.2%
Term Structure-23.9%-240.6%96.2%-58.8%92.0%
VWIV135.4%69.8%255.6%87.1%157.9%
Skew 25d66.1%-60.8%231.5%98.7%-60.8%
Skew 10d54.3%-58.1%268.5%45.2%-58.1%
Call IV 25d152.6%68.2%314.6%126.9%314.6%
Put IV 25d218.8%98.3%400.8%225.6%253.8%
Bid-Ask Spread %126.6995.89158.22158.22117.85
Gamma HHI0.260.190.420.330.28
Net GEX-242-1.5K560-1.2K560
Net DEX-28.4K-66.2K10.1K9.7K-51.1K
Net VEX-877-1.1K-632-793-785
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.150.00102.001.980.00
Total Volume25.952114082
Total OI1,217.4761,0981,4471,0981,164

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$7.04$5.00147.2%42.2%108.4%0.0%0.0%98.7%-58.8%-1.2K9.7K-7930.00158.22N/AN/A08241857
2023-06-02$6.42$5.00143.2%41.0%110.6%0.0%0.0%195.1%84.4%-1.5K10.1K-7500.00145.24N/AN/A01241864
2023-06-05$6.66$7.50367.5%53.1%105.0%0.0%0.0%116.9%-37.6%-146-18.1K-6320.00139.56N/AN/A03241868
2023-06-06$7.12$7.50212.0%36.8%106.5%0.0%87.1%-48.1%93.2%-1.2K6.3K-8031.9895.89N/AN/A4793241872
2023-06-07$7.06$5.00150.5%27.3%103.9%0.0%95.3%9.5%21.4%-724-31.4K-8583.67134.94N/AN/A622289932
2023-06-08$6.67$5.00142.2%38.9%105.3%0.0%154.3%-17.7%24.4%-1.2K-14.5K-850102.0099.51N/AN/A1102294931
2023-06-09$6.21$5.00136.1%51.8%101.1%0.0%134.1%24.5%-9.9%-4216.0K-8810.13100.97N/AN/A1622941,031
2023-06-12$6.71$5.00142.3%48.9%103.3%0.0%165.7%101.4%-51.1%-382-24.8K-8810.14110.21N/AN/A113163011,033
2023-06-13$6.76$5.00211.0%46.1%101.5%0.0%214.2%-19.5%-25.1%252-40.0K-9360.00117.21N/AN/A304051,039
2023-06-14$6.67$5.00167.5%48.0%87.4%0.0%84.1%-16.7%-123.2%-128-52.8K-9890.00138.09N/AN/A2404081,039
2023-06-15$7.28$5.00142.6%40.9%91.9%0.0%0.0%14.6%5.8%245-50.5K-1.1K5.50121.05N/AN/A2113931,039
2023-06-16$6.74$5.00265.1%76.0%96.4%0.0%69.8%8.8%-130.0%-130-49.8K-1.0K0.17121.52N/AN/A613951,050
2023-06-20$6.33$5.00127.5%36.5%95.8%0.0%94.0%68.1%96.2%-152-46.2K-9570.29118.99N/AN/A72336770
2023-06-21$6.21$5.00365.1%104.7%85.0%0.0%97.1%76.5%3.0%-41-66.2K-9250.06137.17N/AN/A181343772
2023-06-22$6.04$5.00444.0%127.3%84.2%0.0%0.0%231.5%-240.6%320-49.8K-8880.00142.51N/AN/A30361773
2023-06-23$6.20$5.00163.3%46.8%85.1%0.0%185.2%189.4%-25.8%247-37.8K-9280.20145.52N/AN/A102364773
2023-06-26$5.89$5.00255.1%73.1%86.1%0.0%255.6%67.8%-76.7%91-30.8K-8660.00152.33N/AN/A30374775
2023-06-27$5.46$5.00230.5%66.1%89.1%0.0%109.6%92.4%-99.5%169683-8730.33136.29N/AN/A62376775
2023-06-28$6.28$5.00130.1%37.3%102.1%0.0%127.6%164.4%58.7%489-21.9K-9160.00119.09N/AN/A02381775
2023-06-29$6.37$5.00194.1%55.7%102.4%0.0%157.9%91.6%-103.1%-242-43.2K-8430.00108.42N/AN/A100381776
2023-06-30$5.94$5.00154.6%44.3%102.9%0.0%0.0%-60.8%92.0%560-51.1K-7850.00117.85N/AN/A02388776