WGS Options History — September 2024

In September 2024, WGS traded between $30.34 and $42.70. ATM implied volatility averaged 77.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 8.9% (HV 20d: 68.1%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2024-09-20: Highest Volume — 445 contracts
  • 2024-09-10: Largest IV spike — 31.2% change
  • 2024-09-10: Highest IV Rank — 11.0%
  • 2024-09-10: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.08$30.34$42.70$30.84$42.70
Max Pain$36.25$30.00$40.00$30.00$40.00
ATM IV77.1%63.0%82.7%80.3%68.7%
Expected Move22.4%19.5%24.0%23.0%19.7%
HV 20d68.1%59.1%76.2%66.2%69.5%
HV 60d76.5%74.8%78.1%75.7%76.7%
IV Rank9.8%6.8%11.0%10.5%8.0%
IV Percentile6.8%0.8%14.0%8.0%1.6%
Term Structure11.4%0.0%21.2%6.0%18.6%
VWIV75.9%58.8%85.0%58.8%72.7%
Skew 25d19.5%2.3%43.5%19.8%8.0%
Skew 10d10.9%-42.0%58.5%-30.9%-6.3%
Call IV 25d63.3%43.0%82.7%57.5%73.6%
Put IV 25d82.7%65.0%126.2%77.3%81.6%
Bid-Ask Spread %81.8367.6299.4199.4173.33
Gamma HHI0.240.150.560.160.19
Net GEX28.3K66482.4K3.3K8.2K
Net DEX-2.7M-5.7M-758.6K-867.2K-3.0M
Net VEX-10.9K-12.0K-10.1K-10.6K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.041.840.760.39
Total Volume197.618445333339
Total OI3,722.32,7244,3823,5423,016

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$30.84$30.0080.3%23.0%66.2%10.5%58.8%19.8%6.0%3.3K-867.2K-10.6K0.7699.41N/AN/A1891441,7101,832
2024-09-04$30.34$30.0082.5%23.7%66.4%11.0%82.8%43.5%0.0%664-758.6K-10.8K0.0493.69N/AN/A21691,7881,958
2024-09-05$32.16$35.0081.1%24.0%69.1%10.7%61.3%41.4%8.7%14.8K-1.4M-11.4K0.6280.05N/AN/A1801121,9081,958
2024-09-06$33.17$35.0080.0%23.4%59.5%10.4%82.1%38.5%8.1%20.6K-1.8M-12.0K0.2787.69N/AN/A67181,9922,070
2024-09-09$33.02$35.0063.0%23.3%59.4%6.8%85.0%14.8%10.7%16.9K-1.7M-11.4K0.2977.48N/AN/A1441,9522,087
2024-09-10$33.14$35.0082.7%24.0%59.1%11.0%84.4%12.7%6.9%18.2K-1.7M-11.3K1.0077.63N/AN/A24241,9662,089
2024-09-11$35.13$35.0082.2%23.6%62.0%10.9%81.7%3.7%8.1%32.4K-2.5M-11.6K0.9975.59N/AN/A77761,9722,111
2024-09-12$38.45$35.0078.8%22.6%69.4%10.2%78.9%12.7%11.4%51.1K-4.1M-11.2K0.7079.13N/AN/A2141502,0062,169
2024-09-13$37.02$35.0081.4%23.3%69.7%10.7%78.6%40.1%7.7%55.1K-3.1M-11.7K0.7483.10N/AN/A80592,0442,184
2024-09-16$37.53$35.0076.5%21.9%68.0%9.7%75.9%14.6%6.4%67.9K-3.5M-10.4K0.2394.39N/AN/A102232,0432,142
2024-09-17$37.14$35.0082.5%23.6%68.1%10.9%79.9%39.5%7.3%68.2K-3.2M-10.8K0.6984.08N/AN/A16112,0582,158
2024-09-18$39.30$35.0080.0%22.9%70.6%10.4%80.0%6.8%9.7%80.2K-4.3M-10.7K1.2878.44N/AN/A861102,0612,164
2024-09-19$40.73$35.0076.3%21.9%71.2%9.6%76.5%3.6%16.2%82.4K-4.9M-10.2K0.4970.37N/AN/A120592,0382,242
2024-09-20$41.77$40.0078.0%22.4%71.0%10.0%77.8%4.1%17.3%13.6K-5.7M-10.1K1.6873.35N/AN/A1662792,0952,287
2024-09-23$40.12$40.0076.7%22.0%71.9%9.7%75.7%2.3%15.4%6.7K-2.0M-10.4K0.1367.62N/AN/A200251,1441,580
2024-09-24$39.36$40.0074.8%21.4%72.4%9.3%74.7%4.0%17.3%9.2K-2.0M-11.0K0.2177.37N/AN/A160341,2171,601
2024-09-25$36.92$40.0078.1%22.4%76.2%10.0%76.9%25.9%14.0%2.9K-1.3M-10.8K0.4380.62N/AN/A125541,2201,637
2024-09-26$40.53$40.0067.9%19.5%71.4%7.8%68.0%33.0%16.5%7.3K-2.4M-11.0K1.8491.24N/AN/A1182171,2611,686
2024-09-27$42.32$40.0070.1%20.1%71.6%8.3%67.3%20.3%21.2%5.8K-2.8M-11.2K0.1392.11N/AN/A4561,2671,733
2024-09-30$42.70$40.0068.7%19.7%69.5%8.0%72.7%8.0%18.6%8.2K-3.0M-10.3K0.3973.33N/AN/A244951,2851,731