WGS Options History — April 2024 In April 2024, WGS traded between $8.80 and $16.48. ATM implied volatility averaged 141.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 37.4%. IV traded above realized volatility by 19.9% (HV 20d: 121.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.28.
Notable Days 2024-04-30 : Highest Volume — 2,753 contracts2024-04-05 : Largest IV spike — 48.9% change2024-04-08 : Highest IV Rank — 39.9%2024-04-29 : Largest Expected Move — 56.9%Monthly Statistics Metric Avg Min Max Open Close Price $10.50 $8.80 $16.48 $8.80 $16.48 Max Pain $9.32 $7.50 $10.00 $7.50 $10.00 ATM IV 141.4% 110.7% 216.8% 128.4% 134.9% Expected Move 37.4% 25.9% 56.9% 36.8% 38.7% HV 20d 121.5% 94.5% 173.6% 133.2% 173.6% HV 60d 131.3% 119.5% 148.8% 148.8% 143.2% IV Rank 23.7% 17.0% 39.9% 20.9% 22.2% IV Percentile 34.1% 11.6% 75.2% 23.2% 36.4% Term Structure -5.6% -111.5% 89.8% 1.4% -12.8% VWIV 121.4% 89.3% 140.7% 124.8% 134.2% Skew 25d 2.9% -42.1% 108.4% -8.8% -0.0% Skew 10d 62.5% -39.7% 248.8% -39.7% 13.0% Call IV 25d 127.3% 70.0% 148.9% 129.5% 133.4% Put IV 25d 130.2% 97.4% 178.4% 120.7% 133.4% Bid-Ask Spread % 81.67 31.78 105.35 75.57 31.78 Gamma HHI 0.35 0.21 0.57 0.29 0.47 Net GEX 1.2K -71 4.6K 767 4.6K Net DEX -208.5K -716.8K -108.9K -124.0K -716.8K Net VEX -706 -920 -613 -667 -908 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.00 5.80 1.00 0.55 Total Volume 163.636 1 2,753 4 2,753 Total OI 980.636 846 1,208 887 1,208
Daily Data (22 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 2024-04-01 $8.80 $7.50 128.4% 36.8% 133.2% 20.9% 124.8% -8.8% 1.4% 767 -124.0K -667 1.00 75.57 N/A N/A 2 2 339 548 2024-04-02 $9.10 $7.50 125.8% 36.1% 132.6% 20.3% 0.0% -8.7% 3.7% 887 -136.4K -661 0.00 90.96 N/A N/A 0 20 341 549 2024-04-03 $9.50 $7.50 110.7% 31.7% 133.4% 17.0% 104.7% -3.7% 23.3% 955 -145.3K -656 0.09 84.29 N/A N/A 11 1 341 569 2024-04-04 $9.04 $7.50 128.1% 37.7% 130.8% 20.8% 0.0% -17.8% -9.9% 824 -132.3K -645 0.00 89.25 N/A N/A 0 1 338 570 2024-04-05 $9.82 $7.50 190.7% 37.2% 133.6% 34.3% 126.4% 1.8% -12.5% 893 -155.6K -613 0.11 86.04 N/A N/A 18 2 338 571 2024-04-08 $10.47 $7.50 216.8% 38.5% 134.7% 39.9% 140.7% -42.1% -15.1% -71 -209.8K -620 1.15 80.45 N/A N/A 26 30 345 573 2024-04-09 $10.76 $10.00 192.5% 25.9% 130.1% 34.7% 101.5% -28.0% 36.1% 1.4K -215.2K -687 0.00 105.35 N/A N/A 27 0 356 583 2024-04-10 $11.46 $10.00 126.6% 36.3% 129.0% 20.5% 129.3% -12.1% -8.0% 1.9K -270.0K -662 2.69 70.50 N/A N/A 13 35 371 583 2024-04-11 $11.20 $10.00 134.9% 38.7% 127.5% 22.2% 0.0% 27.7% -17.9% 1.5K -252.4K -707 5.75 84.00 N/A N/A 4 23 374 608 2024-04-12 $9.49 $10.00 127.9% 36.7% 140.7% 20.7% 127.3% -2.8% -6.6% 711 -142.6K -682 2.00 72.71 N/A N/A 5 10 374 629 2024-04-15 $9.69 $10.00 129.7% 37.2% 134.9% 21.1% 134.3% -1.2% 12.1% 767 -158.3K -657 0.44 79.09 N/A N/A 9 4 379 639 2024-04-16 $9.56 $10.00 124.3% 35.6% 113.4% 20.0% 0.0% 12.8% -8.6% 672 -143.4K -637 1.00 79.68 N/A N/A 5 5 384 641 2024-04-17 $9.18 $10.00 125.2% 35.9% 101.0% 20.2% 126.3% -9.2% -6.9% 712 -138.1K -637 0.44 73.24 N/A N/A 9 4 389 646 2024-04-18 $9.48 $10.00 110.9% 31.8% 101.3% 17.1% 113.7% 2.5% 89.8% 246 -108.9K -615 5.80 67.36 N/A N/A 5 29 384 646 2024-04-19 $9.54 $10.00 120.0% 34.4% 94.5% 19.0% 121.4% 9.9% -7.7% 152 -112.7K -620 1.00 75.28 N/A N/A 15 15 382 673 2024-04-22 $10.38 $10.00 115.1% 33.0% 96.5% 18.0% 120.8% 19.5% -9.2% 339 -151.6K -627 0.16 98.26 N/A N/A 64 10 262 584 2024-04-23 $12.03 $10.00 131.3% 37.6% 107.2% 21.5% 123.8% 10.3% 4.9% 809 -236.0K -677 0.33 89.36 N/A N/A 162 54 309 593 2024-04-24 $11.73 $10.00 169.7% 48.7% 108.3% 29.8% 123.2% -13.5% -1.8% 1.6K -271.9K -920 1.80 88.73 N/A N/A 5 9 413 617 2024-04-25 $11.22 $10.00 132.3% 37.9% 106.3% 21.7% 112.7% 3.1% -33.2% 1.9K -243.2K -892 0.73 100.86 N/A N/A 11 8 416 622 2024-04-26 $11.07 $10.00 137.2% 39.3% 105.8% 22.8% 130.8% 15.7% -31.9% 2.1K -243.6K -881 0.05 93.23 N/A N/A 22 1 425 614 2024-04-29 $11.02 $10.00 198.3% 56.9% 104.0% 35.9% 89.3% 108.4% -111.5% 2.3K -279.2K -864 0.55 80.83 N/A N/A 110 61 434 614 2024-04-30 $16.48 $10.00 134.9% 38.7% 173.6% 22.2% 134.2% -0.0% -12.8% 4.6K -716.8K -908 0.55 31.78 N/A N/A 1,773 980 543 665
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