WGS Options History — June 2024

In June 2024, WGS traded between $21.34 and $28.95. ATM implied volatility averaged 102.8%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 13.0% (HV 20d: 89.8%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 1.24.

Notable Days

  • 2024-06-04: Highest Volume — 444 contracts
  • 2024-06-20: Largest IV spike — 30.5% change
  • 2024-06-11: Highest IV Rank — 18.3%
  • 2024-06-12: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.47$21.34$28.95$21.34$25.37
Max Pain$21.18$12.50$25.00$12.50$25.00
ATM IV102.8%81.5%116.5%113.8%94.2%
Expected Move29.7%23.4%32.9%32.6%27.0%
HV 20d89.8%79.0%104.8%87.0%79.8%
HV 60d136.5%130.1%145.4%143.6%130.5%
IV Rank15.3%10.7%18.3%17.7%13.5%
IV Percentile12.5%2.4%24.8%20.4%6.4%
Term Structure14.0%-5.9%57.9%-5.1%25.2%
VWIV100.5%74.7%110.4%102.1%90.8%
Skew 25d6.4%-43.3%48.1%4.5%-1.4%
Skew 10d19.6%-42.8%99.7%-24.9%5.1%
Call IV 25d81.7%54.0%114.7%78.4%54.0%
Put IV 25d88.1%52.6%108.5%82.9%52.6%
Bid-Ask Spread %67.8446.3897.1359.5190.25
Gamma HHI0.390.200.560.200.48
Net GEX28.5K14.0K60.9K15.1K19.1K
Net DEX-3.1M-4.6M-1.4M-2.0M-1.4M
Net VEX-6.0K-6.6K-4.7K-4.7K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.029.070.680.18
Total Volume191.2632744447111
Total OI3,074.3162,0173,9552,6862,401

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.34$12.50113.8%32.6%87.0%17.7%102.1%4.5%-5.1%15.1K-2.0M-4.7K0.6859.51N/AN/A28191,5821,104
2024-06-04$23.89$12.50110.0%31.5%94.9%16.9%110.4%-43.3%-1.4%18.2K-2.6M-4.8K0.4460.36N/AN/A3081361,5911,111
2024-06-05$27.02$15.0085.3%24.5%102.8%11.6%84.8%-14.8%-3.5%17.1K-3.4M-4.9K0.3661.51N/AN/A2981061,6211,237
2024-06-06$26.23$20.00109.0%31.0%103.5%16.7%105.1%-2.3%8.8%19.9K-3.4M-6.0K1.1679.69N/AN/A68791,8251,306
2024-06-07$24.87$22.5084.9%30.7%104.7%11.5%106.7%22.2%14.5%20.4K-3.0M-5.8K3.1967.53N/AN/A431371,8231,265
2024-06-10$25.77$22.50107.3%31.1%104.8%16.3%107.3%48.1%9.7%22.4K-3.3M-6.0K0.0661.41N/AN/A15891,8341,372
2024-06-11$27.06$22.50116.5%31.1%99.6%18.3%106.9%-1.7%8.7%29.1K-3.8M-6.3K0.0256.64N/AN/A18541,9581,379
2024-06-12$27.25$22.50114.9%32.9%92.7%17.9%106.1%6.5%-5.9%39.5K-4.0M-6.5K0.1282.49N/AN/A6982,1261,382
2024-06-13$28.30$22.50105.3%30.2%92.9%15.9%100.6%2.6%12.3%45.6K-4.3M-6.6K1.9662.02N/AN/A811592,1451,391
2024-06-14$28.95$22.50104.6%30.0%86.7%15.7%104.9%0.7%12.3%56.4K-4.6M-6.5K0.3554.38N/AN/A43152,2131,447
2024-06-17$27.67$22.50106.3%30.5%86.2%16.1%106.4%1.5%9.0%53.6K-4.0M-6.2K0.4965.47N/AN/A178872,2121,463
2024-06-18$27.68$22.5081.5%23.4%85.1%10.7%106.0%41.9%57.9%60.9K-4.2M-6.3K9.0778.18N/AN/A141272,3101,546
2024-06-20$26.89$22.50106.3%30.5%84.9%16.1%103.1%32.9%16.7%14.0K-3.7M-6.0K0.1362.39N/AN/A387522,3041,651
2024-06-21$27.25$25.00103.3%29.6%80.7%15.4%97.5%-27.7%27.8%16.5K-3.3M-5.5K0.0867.82N/AN/A261212,1651,683
2024-06-24$27.73$17.50103.5%29.7%79.1%15.5%103.6%24.5%15.3%22.6K-1.9M-6.1K0.2246.38N/AN/A161351,202815
2024-06-25$27.11$22.50101.6%29.1%79.0%15.1%100.3%2.2%24.6%28.0K-2.0M-6.2K3.3258.59N/AN/A441461,354848
2024-06-26$26.20$25.00101.6%29.1%80.8%15.1%74.7%22.9%21.4%21.3K-1.6M-6.6K1.0077.13N/AN/A15151,367994
2024-06-27$26.37$25.00103.4%29.6%80.5%15.5%92.3%2.2%16.8%21.6K-1.7M-6.4K0.6997.13N/AN/A16111,3761,009
2024-06-28$25.37$25.0094.2%27.0%79.8%13.5%90.8%-1.4%25.2%19.1K-1.4M-6.1K0.1890.25N/AN/A94171,3831,018