WGS Options History — November 2023 In November 2023, WGS traded between $1.23 and $1.89. ATM implied volatility averaged 190.7%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 51.3%. IV traded above realized volatility by 38.6% (HV 20d: 152.1%). Max pain ranged from $2.50 to $7.50. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.21.
Notable Days 2023-11-24 : Highest Volume — 115 contracts2023-11-03 : Largest IV spike — 267.0% change2023-11-01 : Highest IV Rank — 100.0%2023-11-01 : Largest Expected Move — 142.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.54 $1.23 $1.89 $1.89 $1.71 Max Pain $6.31 $2.50 $7.50 $2.50 $2.50 ATM IV 190.7% 89.6% 495.7% 495.7% 197.8% Expected Move 51.3% 27.4% 142.1% 142.1% 56.7% HV 20d 152.1% 138.5% 191.5% 139.6% 144.3% HV 60d 104.8% 94.2% 122.5% 98.5% 122.5% IV Rank 34.3% 12.5% 100.0% 100.0% 35.8% IV Percentile 35.8% 3.0% 100.0% 100.0% 50.5% Term Structure -44.3% -326.1% 60.4% -326.1% -67.4% VWIV 219.4% 147.5% 330.0% 330.0% 229.8% Bid-Ask Spread % 121.57 78.30 145.03 145.03 92.28 Gamma HHI 0.73 0.24 1.00 0.69 0.45 Net GEX -9 -82 26 -82 4 Net DEX 21.0K 11.6K 30.7K 26.6K 19.9K Net VEX -23 -75 -1 -32 -34 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 1.33 0.01 0.14 Total Volume 16.333 0 115 0 8 Total OI 517.095 397 591 397 591
Daily Data (21 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 2023-11-01 $1.89 $2.50 495.7% 142.1% 139.6% 100.0% 0.0% 0.0% -326.1% -82 26.6K -32 0.00 145.03 N/A N/A 0 0 226 171 2023-11-02 $1.83 $7.50 89.6% 0.0% 139.5% 12.5% 0.0% 0.0% 60.4% -19 30.7K -5 0.01 141.02 N/A N/A 83 1 226 171 2023-11-03 $1.83 $7.50 328.9% 0.0% 139.5% 64.1% 0.0% 0.0% -45.6% -1 30.1K -10 0.03 136.71 N/A N/A 65 2 309 172 2023-11-06 $1.63 $7.50 110.3% 31.6% 142.8% 16.9% 0.0% 0.0% -265.0% 26 11.6K -75 0.00 126.16 N/A N/A 0 25 374 174 2023-11-07 $1.58 $7.50 153.9% 29.8% 141.7% 26.3% 0.0% 0.0% -68.2% 20 18.8K -61 0.00 125.47 N/A N/A 0 1 374 197 2023-11-08 $1.49 $7.50 177.0% 0.0% 140.3% 31.3% 0.0% 0.0% -18.5% 22 14.2K -67 1.33 126.36 N/A N/A 3 4 374 198 2023-11-09 $1.44 $7.50 356.4% 102.2% 140.3% 70.0% 0.0% 0.0% 21.6% -1 21.9K -1 0.00 122.80 N/A N/A 0 0 374 152 2023-11-10 $1.29 $7.50 462.2% 0.0% 141.4% 92.8% 0.0% 0.0% 29.7% 0 19.6K -1 0.00 133.85 N/A N/A 0 4 374 152 2023-11-13 $1.23 $7.50 96.0% 27.5% 139.9% 13.9% 0.0% 0.0% 48.7% -9 18.2K -7 0.00 134.55 N/A N/A 0 2 374 156 2023-11-14 $1.25 $7.50 95.7% 27.4% 138.7% 13.8% 0.0% 0.0% 47.6% -12 18.9K -8 0.00 134.64 N/A N/A 0 3 374 158 2023-11-15 $1.26 $7.50 96.3% 27.6% 138.5% 13.9% 0.0% 0.0% 11.1% -12 19.0K -9 0.00 134.49 N/A N/A 0 1 374 161 2023-11-16 $1.36 $7.50 180.1% 0.0% 144.9% 32.0% 0.0% 0.0% 0.0% -12 20.0K -10 0.00 140.27 N/A N/A 0 0 374 162 2023-11-17 $1.59 $7.50 106.7% 30.6% 161.6% 16.2% 0.0% 0.0% 0.0% -31 22.4K -23 0.00 125.89 N/A N/A 0 0 374 162 2023-11-20 $1.36 $7.50 125.7% 0.0% 165.7% 20.3% 0.0% 0.0% -32.1% -15 20.5K -10 0.00 123.55 N/A N/A 0 1 304 161 2023-11-21 $1.37 $7.50 125.7% 0.0% 162.9% 20.3% 0.0% 0.0% -34.6% -16 20.5K -10 0.00 123.47 N/A N/A 0 0 304 159 2023-11-22 $1.38 $7.50 137.0% 0.0% 163.7% 22.7% 0.0% 0.0% -25.9% -16 20.7K -10 0.00 127.00 N/A N/A 0 4 304 159 2023-11-24 $1.71 $7.50 160.1% 45.9% 186.6% 27.7% 330.0% 0.0% -54.5% -7 23.6K -12 0.06 94.14 N/A N/A 108 7 304 157 2023-11-27 $1.63 $2.50 154.0% 44.2% 186.5% 26.4% 147.5% 0.0% -41.3% -29 22.3K -23 0.07 99.15 N/A N/A 15 1 393 158 2023-11-28 $1.83 $2.50 148.1% 42.4% 191.5% 25.1% 166.3% 0.0% -27.0% -5 21.9K -37 0.00 87.86 N/A N/A 4 0 431 157 2023-11-29 $1.69 $2.50 207.6% 59.5% 144.5% 37.9% 223.5% 0.0% -55.2% -4 20.4K -34 0.00 78.30 N/A N/A 1 0 433 157 2023-11-30 $1.71 $2.50 197.8% 56.7% 144.3% 35.8% 229.8% 0.0% -67.4% 4 19.9K -34 0.14 92.28 N/A N/A 7 1 434 157
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