WGS Options History — January 2024 In January 2024, WGS traded between $2.64 and $4.40. ATM implied volatility averaged 156.0%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 42.5%. IV traded below realized volatility by 11.7% (HV 20d: 167.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.27.
Notable Days 2024-01-08 : Highest Volume — 468 contracts2024-01-12 : Largest IV spike — 118.4% change2024-01-09 : Highest IV Rank — 63.3%2024-01-16 : Largest Expected Move — 89.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.44 $2.64 $4.40 $2.64 $3.86 Max Pain $4.05 $2.50 $5.00 $2.50 $5.00 ATM IV 156.0% 87.8% 325.6% 140.2% 200.4% Expected Move 42.5% 25.2% 89.0% 40.2% 57.5% HV 20d 167.7% 133.5% 188.7% 140.0% 187.7% HV 60d 159.1% 142.8% 170.3% 142.8% 157.0% IV Rank 26.8% 12.1% 63.3% 23.4% 36.4% IV Percentile 29.2% 2.8% 88.8% 22.4% 57.2% Term Structure -24.6% -355.1% 75.7% -8.9% -40.7% VWIV 126.2% 90.9% 146.2% 140.0% 146.2% Skew 25d -32.0% -182.2% 68.2% -41.3% -108.7% Skew 10d -7.9% -181.2% 96.8% 34.3% -50.1% Call IV 25d 183.7% 87.1% 325.1% 186.4% 281.5% Put IV 25d 151.7% 94.5% 198.2% 145.0% 172.8% Bid-Ask Spread % 104.96 55.08 153.12 95.42 128.66 Gamma HHI 0.47 0.33 0.90 0.90 0.35 Net GEX 73 -20 250 221 131 Net DEX -31.2K -56.5K -14.3K -19.3K -35.3K Net VEX -134 -172 -84 -105 -171 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.00 1.00 0.00 0.25 Total Volume 38.095 0 468 10 25 Total OI 503 279 753 458 330
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 2024-01-02 $2.64 $2.50 140.2% 40.2% 140.0% 23.4% 140.0% -41.3% -8.9% 221 -19.3K -105 0.00 95.42 N/A N/A 0 10 338 120 2024-01-03 $2.69 $2.50 140.0% 40.1% 140.0% 23.4% 0.0% 26.9% 5.8% 245 -21.9K -99 0.00 109.84 N/A N/A 0 0 338 115 2024-01-04 $2.79 $2.50 127.7% 39.5% 133.7% 20.7% 0.0% -3.6% -1.8% 250 -24.7K -102 0.00 78.15 N/A N/A 0 0 338 115 2024-01-05 $2.77 $2.50 105.2% 40.0% 133.5% 15.9% 0.0% 48.9% -2.4% 27 -32.2K -84 0.00 93.69 N/A N/A 2 0 338 115 2024-01-08 $3.85 $2.50 155.4% 39.5% 167.4% 26.7% 120.6% -181.2% 50.9% 23 -56.5K -97 0.18 125.34 N/A N/A 397 71 340 115 2024-01-09 $4.40 $2.50 325.6% 39.3% 170.2% 63.3% 137.8% 0.7% 0.8% 33 -53.5K -155 0.04 104.83 N/A N/A 125 5 552 172 2024-01-10 $4.04 $2.50 141.9% 40.7% 176.7% 23.8% 0.0% -15.6% 0.9% 65 -45.8K -162 0.12 131.17 N/A N/A 25 3 554 175 2024-01-11 $3.79 $2.50 133.8% 38.4% 180.8% 22.0% 145.7% -3.7% 3.2% 53 -42.2K -162 0.00 69.29 N/A N/A 18 0 560 176 2024-01-12 $3.54 $5.00 292.2% 83.8% 184.6% 56.2% 0.0% -22.8% -325.1% 31 -33.6K -149 0.17 113.76 N/A N/A 6 1 558 176 2024-01-16 $3.31 $5.00 310.3% 89.0% 186.7% 60.1% 0.0% 0.4% -355.1% 22 -29.6K -115 0.29 108.05 N/A N/A 7 2 558 176 2024-01-17 $3.70 $5.00 90.8% 26.0% 182.1% 12.8% 0.0% -3.7% 45.6% 38 -36.7K -152 0.67 153.12 N/A N/A 3 2 558 176 2024-01-18 $3.21 $5.00 117.9% 33.8% 173.1% 18.6% 133.0% -91.1% 38.2% -20 -27.8K -108 0.84 150.26 N/A N/A 19 16 561 176 2024-01-19 $3.27 $5.00 140.3% 40.2% 170.9% 23.4% 0.0% -96.2% 4.2% 7 -31.0K -119 0.00 99.51 N/A N/A 1 0 573 180 2024-01-22 $3.34 $5.00 116.2% 33.3% 159.1% 18.2% 0.0% -90.7% 75.7% 17 -14.3K -117 0.00 85.19 N/A N/A 2 0 157 122 2024-01-23 $3.54 $5.00 156.0% 44.7% 158.7% 26.8% 132.4% 38.6% -61.4% 56 -18.6K -152 0.00 101.22 N/A N/A 2 0 159 122 2024-01-24 $3.37 $5.00 87.8% 25.2% 158.8% 12.1% 90.9% 22.1% 50.5% 42 -16.7K -145 0.00 92.33 N/A N/A 2 0 160 122 2024-01-25 $2.91 $5.00 122.6% 35.1% 167.9% 19.6% 123.1% -182.2% 21.9% 13 -16.4K -112 0.24 55.08 N/A N/A 17 4 162 122 2024-01-26 $3.40 $5.00 118.1% 33.9% 176.5% 18.6% 106.3% -48.0% -0.2% 58 -24.2K -163 0.03 92.35 N/A N/A 30 1 174 126 2024-01-29 $4.07 $5.00 110.9% 31.8% 185.7% 17.1% 111.9% 68.2% -15.4% 100 -41.2K -167 1.00 104.61 N/A N/A 1 1 198 127 2024-01-30 $3.76 $5.00 143.2% 41.1% 188.7% 24.0% 146.2% 11.2% -4.2% 130 -33.3K -172 1.00 112.20 N/A N/A 1 1 201 128 2024-01-31 $3.86 $5.00 200.4% 57.5% 187.7% 36.4% 0.0% -108.7% -40.7% 131 -35.3K -171 0.25 128.66 N/A N/A 20 5 201 129
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