WGS Options History — March 2024 In March 2024, WGS traded between $8.06 and $11.96. ATM implied volatility averaged 131.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 40.1%. IV traded above realized volatility by 3.1% (HV 20d: 128.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 5.92.
Notable Days 2024-03-20 : Highest Volume — 299 contracts2024-03-26 : Largest IV spike — 46.4% change2024-03-01 : Highest IV Rank — 37.6%2024-03-05 : Largest Expected Move — 63.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.18 $8.06 $11.96 $8.45 $9.20 Max Pain $7.38 $5.00 $7.50 $5.00 $7.50 ATM IV 131.1% 103.0% 206.2% 206.2% 122.0% Expected Move 40.1% 29.5% 63.0% 59.1% 35.0% HV 20d 128.0% 115.9% 160.6% 118.2% 132.6% HV 60d 147.6% 139.3% 149.6% 149.6% 148.2% IV Rank 21.4% 15.4% 37.6% 37.6% 19.5% IV Percentile 24.0% 8.0% 66.4% 66.4% 16.4% Term Structure 20.2% -104.0% 140.8% 101.4% -21.8% VWIV 130.4% 66.9% 247.5% 129.9% 130.6% Skew 25d 14.8% -85.5% 181.9% 181.9% -2.7% Skew 10d 26.7% -107.0% 235.3% 98.0% 35.0% Call IV 25d 134.2% 83.9% 210.2% 113.5% 124.1% Put IV 25d 149.0% 101.4% 295.4% 295.4% 121.4% Bid-Ask Spread % 90.88 62.00 141.22 100.67 88.94 Gamma HHI 0.33 0.22 0.50 0.26 0.31 Net GEX 1.7K 429 4.4K 2.7K 814 Net DEX -211.8K -417.8K -102.4K -234.5K -138.6K Net VEX -475 -740 -236 -369 -693 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.92 0.00 73.75 0.02 0.00 Total Volume 47.1 3 299 50 6 Total OI 753.9 384 883 735 883
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 2024-03-01 $8.45 $5.00 206.2% 59.1% 118.2% 37.6% 129.9% 181.9% 101.4% 2.7K -234.5K -369 0.02 100.67 N/A N/A 49 1 569 166 2024-03-04 $8.86 $7.50 124.0% 41.6% 116.6% 19.9% 94.5% -85.5% 30.6% 2.9K -237.6K -385 0.17 137.05 N/A N/A 6 1 567 167 2024-03-05 $8.77 $7.50 130.7% 63.0% 115.9% 21.3% 247.5% -78.5% -104.0% 2.8K -240.5K -374 0.04 136.66 N/A N/A 25 1 564 167 2024-03-06 $8.06 $7.50 114.0% 37.8% 124.0% 17.7% 0.0% -5.3% 32.2% 2.2K -210.2K -236 0.08 141.22 N/A N/A 12 1 579 167 2024-03-07 $8.06 $7.50 118.5% 33.2% 123.2% 18.7% 127.8% -6.3% -20.5% 2.4K -198.8K -333 32.00 92.87 N/A N/A 1 32 585 168 2024-03-08 $8.36 $7.50 133.6% 32.9% 123.1% 22.0% 0.0% 31.6% -28.8% 2.3K -209.7K -376 0.91 72.85 N/A N/A 11 10 585 200 2024-03-11 $9.30 $7.50 141.2% 51.6% 124.9% 23.6% 128.5% -22.2% 31.0% 3.0K -258.2K -338 0.05 66.64 N/A N/A 44 2 575 200 2024-03-12 $10.07 $7.50 143.2% 50.5% 125.4% 24.0% 66.9% 101.0% 72.3% 3.9K -320.2K -329 0.07 80.41 N/A N/A 14 1 589 200 2024-03-13 $10.75 $7.50 136.6% 39.2% 121.5% 22.6% 113.8% 36.8% 5.2% 4.4K -368.2K -328 0.08 62.00 N/A N/A 64 5 586 201 2024-03-14 $10.76 $7.50 112.9% 32.4% 120.4% 17.5% 87.3% 39.8% 35.2% 972 -386.4K -369 0.08 90.41 N/A N/A 26 2 611 206 2024-03-15 $11.96 $7.50 122.0% 35.0% 121.2% 19.5% 132.5% 68.1% -5.8% 975 -417.8K -388 0.11 78.53 N/A N/A 87 10 609 206 2024-03-18 $9.73 $7.50 153.8% 44.1% 147.8% 26.3% 127.6% -20.7% 27.6% 1.1K -178.7K -416 0.66 103.17 N/A N/A 32 21 287 97 2024-03-19 $8.41 $7.50 132.1% 37.9% 160.6% 21.7% 121.6% -6.8% 17.5% 853 -114.6K -521 2.26 88.95 N/A N/A 35 79 304 167 2024-03-20 $8.30 $7.50 114.2% 32.7% 133.7% 17.8% 168.8% -0.6% -0.6% 613 -102.4K -653 73.75 102.34 N/A N/A 4 295 315 244 2024-03-21 $9.21 $7.50 141.4% 40.5% 128.2% 23.6% 118.1% -11.5% -4.3% 632 -133.6K -703 2.00 68.68 N/A N/A 5 10 317 539 2024-03-22 $8.73 $7.50 114.4% 32.8% 129.7% 17.8% 126.8% -12.3% 9.8% 429 -107.9K -740 0.20 66.11 N/A N/A 5 1 320 543 2024-03-25 $8.50 $7.50 104.5% 30.0% 129.9% 15.7% 186.0% 17.2% 92.8% 548 -110.0K -679 0.00 75.21 N/A N/A 3 0 321 543 2024-03-26 $8.63 $7.50 153.0% 43.9% 130.0% 26.2% 0.0% 67.7% -5.3% 784 -129.7K -633 0.00 85.90 N/A N/A 0 5 320 543 2024-03-27 $9.46 $7.50 103.0% 29.5% 132.5% 15.4% 107.8% 4.6% 140.8% 753 -137.9K -632 0.00 79.00 N/A N/A 36 0 320 548 2024-03-28 $9.20 $7.50 122.0% 35.0% 132.6% 19.5% 130.6% -2.7% -21.8% 814 -138.6K -693 0.00 88.94 N/A N/A 6 0 335 548
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