WGS Options History — February 2024 In February 2024, WGS traded between $3.73 and $8.13. ATM implied volatility averaged 184.6%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 52.9%. IV traded above realized volatility by 43.6% (HV 20d: 141.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.45.
Notable Days 2024-02-20 : Highest Volume — 290 contracts2024-02-09 : Largest IV spike — 109.1% change2024-02-12 : Highest IV Rank — 62.8%2024-02-12 : Largest Expected Move — 92.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.44 $3.73 $8.13 $3.88 $8.12 Max Pain $3.38 $2.50 $5.00 $2.50 $5.00 ATM IV 184.6% 91.2% 323.0% 155.5% 91.2% Expected Move 52.9% 26.1% 92.6% 44.1% 26.1% HV 20d 141.0% 118.6% 188.2% 187.7% 118.8% HV 60d 151.6% 146.9% 157.0% 157.0% 149.6% IV Rank 33.0% 12.8% 62.8% 26.7% 12.8% IV Percentile 45.9% 4.0% 90.0% 38.0% 4.0% Term Structure -63.3% -306.6% 107.3% -24.0% 107.3% VWIV 173.5% 113.8% 413.8% 174.5% 284.1% Skew 25d 13.5% -147.9% 87.9% 32.1% 20.9% Skew 10d 18.0% -332.8% 101.9% 83.1% 56.4% Call IV 25d 158.2% 92.4% 342.6% 135.7% 104.0% Put IV 25d 171.7% 113.4% 247.1% 167.8% 125.0% Bid-Ask Spread % 105.74 72.79 131.05 103.45 95.36 Gamma HHI 0.45 0.32 0.71 0.41 0.32 Net GEX 1.4K 114 4.5K 121 2.3K Net DEX -121.3K -363.4K -25.7K -29.6K -210.9K Net VEX -267 -572 -142 -157 -387 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.45 0.00 5.00 5.00 0.00 Total Volume 67.5 0 290 6 8 Total OI 511.35 305 948 306 729
Daily Data (20 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 2024-02-01 $3.88 $2.50 155.5% 44.1% 187.7% 26.7% 174.5% 32.1% -24.0% 121 -29.6K -157 5.00 103.45 N/A N/A 1 5 181 125 2024-02-02 $3.83 $2.50 155.0% 43.9% 187.9% 26.6% 132.0% 14.0% -43.4% 121 -26.4K -151 0.33 107.26 N/A N/A 3 1 181 124 2024-02-05 $3.75 $2.50 151.8% 47.9% 188.2% 25.9% 156.1% 23.5% -56.0% 122 -27.3K -153 0.50 106.21 N/A N/A 2 1 183 124 2024-02-06 $3.79 $2.50 170.9% 45.5% 147.2% 30.0% 0.0% 28.4% -25.5% 114 -27.8K -150 0.00 106.50 N/A N/A 0 0 181 125 2024-02-07 $3.73 $2.50 138.4% 39.7% 138.4% 23.0% 0.0% 13.4% 20.0% 119 -25.7K -148 0.00 109.28 N/A N/A 0 0 181 125 2024-02-08 $3.84 $2.50 154.0% 44.2% 135.9% 26.4% 0.0% 23.4% -27.7% 116 -26.2K -149 0.00 109.64 N/A N/A 0 0 181 125 2024-02-09 $3.88 $2.50 322.0% 92.3% 134.0% 62.6% 413.8% -138.4% -303.6% 121 -28.6K -151 0.00 117.52 N/A N/A 2 0 181 125 2024-02-12 $4.12 $2.50 323.0% 92.6% 132.9% 62.8% 130.6% 79.4% -275.2% 141 -36.5K -150 0.00 131.05 N/A N/A 3 0 182 125 2024-02-13 $3.96 $2.50 310.4% 89.0% 131.2% 60.1% 0.0% -147.9% -306.6% 121 -31.3K -151 0.00 122.03 N/A N/A 0 0 184 125 2024-02-14 $4.43 $2.50 197.6% 56.6% 131.3% 35.8% 145.0% 87.9% -36.2% 159 -37.6K -148 0.14 122.95 N/A N/A 7 1 184 125 2024-02-15 $4.44 $2.50 206.0% 59.1% 118.6% 37.6% 203.7% 27.2% -114.5% 183 -40.2K -153 0.00 114.99 N/A N/A 4 0 187 125 2024-02-16 $5.04 $2.50 274.4% 78.7% 125.0% 52.3% 142.9% 82.0% -186.5% 406 -59.0K -142 0.06 127.35 N/A N/A 108 7 191 125 2024-02-20 $5.30 $2.50 131.7% 37.8% 125.4% 21.6% 120.0% 8.2% 57.1% 876 -81.8K -224 0.26 77.04 N/A N/A 230 60 362 94 2024-02-21 $6.89 $5.00 123.7% 35.5% 151.2% 19.8% 126.8% -1.3% -36.1% 3.1K -196.1K -343 0.45 72.79 N/A N/A 84 38 664 121 2024-02-22 $8.00 $5.00 200.0% 57.3% 153.3% 36.3% 208.3% 14.0% -7.5% 2.6K -363.4K -460 0.01 119.62 N/A N/A 272 3 702 145 2024-02-23 $7.84 $5.00 160.4% 46.0% 138.3% 27.7% 155.9% 54.6% -40.5% 3.6K -292.0K -528 0.06 88.99 N/A N/A 126 7 737 149 2024-02-26 $8.06 $5.00 130.8% 37.5% 132.7% 21.4% 126.1% -14.0% -55.7% 4.5K -309.7K -536 0.25 96.34 N/A N/A 55 14 781 154 2024-02-27 $8.13 $5.00 185.5% 53.2% 122.8% 33.1% 142.8% 68.6% 70.6% 4.2K -310.7K -572 0.07 92.88 N/A N/A 30 2 783 165 2024-02-28 $7.80 $5.00 109.8% 31.5% 118.8% 16.8% 113.8% -5.3% 18.7% 4.5K -266.1K -496 0.00 93.58 N/A N/A 275 1 780 166 2024-02-29 $8.12 $5.00 91.2% 26.1% 118.8% 12.8% 284.1% 20.9% 107.3% 2.3K -210.9K -387 0.00 95.36 N/A N/A 8 0 563 166
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