WGS Options History — October 2024 In October 2024, WGS traded between $42.91 and $83.41. ATM implied volatility averaged 106.1%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 31.2%. IV traded above realized volatility by 27.2% (HV 20d: 78.9%). Max pain ranged from $35.00 to $57.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.03.
Notable Days 2024-10-28 : Highest Volume — 5,334 contracts2024-10-09 : Largest IV spike — 15.7% change2024-10-23 : Highest IV Rank — 19.9%2024-10-28 : Largest Expected Move — 36.8%Monthly Statistics Metric Avg Min Max Open Close Price $58.75 $42.91 $83.41 $42.91 $81.01 Max Pain $47.28 $35.00 $57.50 $40.00 $57.50 ATM IV 106.1% 76.1% 128.4% 76.1% 99.0% Expected Move 31.2% 21.8% 36.8% 21.8% 28.4% HV 20d 78.9% 61.2% 152.8% 67.5% 152.8% HV 60d 77.5% 69.7% 103.5% 76.4% 103.5% IV Rank 14.8% 8.3% 19.9% 9.6% 8.3% IV Percentile 37.7% 5.6% 64.7% 5.6% 27.0% Term Structure -9.5% -21.4% 16.0% 16.0% -7.2% VWIV 109.2% 76.3% 130.2% 77.4% 106.3% Skew 25d 11.4% -0.1% 61.5% -0.1% 5.7% Skew 10d 30.9% -6.1% 87.7% -6.1% 42.8% Call IV 25d 100.2% 51.0% 120.3% 74.4% 98.8% Put IV 25d 111.6% 74.3% 135.1% 74.3% 104.5% Bid-Ask Spread % 48.86 28.87 80.60 80.60 57.91 Gamma HHI 0.17 0.09 0.27 0.21 0.15 Net GEX 67.8K 7.6K 239.6K 11.2K 126.6K Net DEX -10.6M -34.1M -3.4M -3.4M -24.3M Net VEX -20.6K -53.7K -10.6K -11.1K -49.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.03 0.06 10.41 0.48 0.23 Total Volume 852.826 93 5,334 225 972 Total OI 4,744.13 3,149 9,762 3,149 9,762
Daily Data (23 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 2024-10-01 $42.91 $40.00 76.1% 21.8% 67.5% 9.6% 77.4% -0.1% 16.0% 11.2K -3.4M -11.1K 0.48 80.60 N/A N/A 152 73 1,411 1,738 2024-10-02 $45.45 $40.00 78.1% 22.4% 67.8% 10.0% 76.3% 26.8% 14.5% 14.8K -4.1M -11.2K 1.97 80.17 N/A N/A 92 181 1,443 1,750 2024-10-03 $47.02 $35.00 78.4% 27.2% 66.6% 10.1% 95.6% 1.7% -2.1% 7.6K -4.5M -10.8K 0.46 52.04 N/A N/A 111 51 1,465 1,874 2024-10-04 $49.88 $35.00 76.4% 27.0% 68.0% 9.6% 94.3% 1.4% -1.2% 18.5K -5.4M -10.9K 0.29 54.55 N/A N/A 188 54 1,542 1,907 2024-10-07 $52.11 $45.00 86.5% 27.9% 67.8% 11.8% 96.7% 3.0% -4.3% 27.7K -6.4M -10.6K 0.42 51.37 N/A N/A 257 108 1,642 1,953 2024-10-08 $53.70 $45.00 92.8% 31.4% 67.4% 13.2% 107.6% 10.5% -12.0% 34.2K -7.0M -12.7K 0.52 48.09 N/A N/A 619 320 1,806 2,018 2024-10-09 $54.91 $45.00 107.4% 30.8% 66.2% 16.3% 107.7% 8.9% -8.4% 46.9K -7.7M -15.4K 0.53 39.62 N/A N/A 142 75 2,177 2,234 2024-10-10 $54.91 $45.00 106.2% 30.5% 61.5% 16.1% 106.2% 5.3% -8.2% 52.6K -8.0M -15.4K 0.29 32.48 N/A N/A 72 21 2,213 2,266 2024-10-11 $59.89 $45.00 108.6% 31.1% 62.4% 16.6% 109.0% 4.2% -9.7% 45.3K -10.3M -14.4K 0.35 35.68 N/A N/A 531 187 2,247 2,285 2024-10-14 $59.77 $50.00 113.1% 32.4% 63.0% 17.6% 112.7% 5.3% -10.8% 76.8K -10.6M -15.3K 0.06 37.28 N/A N/A 287 17 2,467 2,284 2024-10-15 $59.97 $50.00 113.4% 32.5% 62.2% 17.6% 114.0% 3.2% -8.3% 105.4K -11.4M -16.5K 0.50 36.49 N/A N/A 169 84 2,684 2,291 2024-10-16 $60.64 $50.00 114.1% 32.7% 61.2% 17.8% 114.1% 4.3% -13.3% 99.0K -11.5M -16.1K 0.09 39.51 N/A N/A 463 40 2,652 2,311 2024-10-17 $55.32 $50.00 121.9% 34.9% 72.9% 19.4% 118.0% 20.8% -16.8% 92.3K -8.8M -18.3K 0.41 73.39 N/A N/A 238 97 2,732 2,310 2024-10-18 $59.98 $45.00 114.8% 32.9% 76.5% 17.9% 114.6% 3.9% -12.8% 64.8K -11.3M -18.8K 0.17 45.95 N/A N/A 302 50 2,782 2,304 2024-10-21 $57.88 $50.00 119.0% 34.1% 76.0% 18.8% 119.8% 5.4% -15.7% 55.6K -7.4M -18.5K 0.87 43.02 N/A N/A 125 109 2,013 1,244 2024-10-22 $58.14 $50.00 121.6% 34.9% 75.0% 19.4% 120.0% 5.3% -18.1% 58.0K -7.7M -20.0K 0.10 43.26 N/A N/A 112 11 2,100 1,281 2024-10-23 $56.05 $50.00 124.1% 35.6% 71.5% 19.9% 121.7% 3.7% -21.3% 59.3K -7.3M -21.2K 10.41 39.11 N/A N/A 29 302 2,205 1,285 2024-10-24 $59.08 $50.00 123.7% 35.5% 67.3% 19.8% 125.3% 49.8% -19.4% 57.2K -8.0M -22.0K 3.83 53.28 N/A N/A 35 134 2,202 1,409 2024-10-25 $59.58 $50.00 124.6% 35.7% 66.8% 14.2% 121.5% 61.5% -20.2% 49.9K -8.0M -22.8K 0.07 53.35 N/A N/A 209 15 2,212 1,533 2024-10-28 $56.35 $50.00 128.4% 36.8% 71.6% 15.1% 130.2% 19.7% -21.4% 54.5K -7.2M -22.6K 0.88 41.78 N/A N/A 2,844 2,490 2,319 1,538 2024-10-29 $83.22 $52.50 113.1% 32.4% 151.3% 11.6% 114.5% 3.7% -13.9% 239.6K -34.1M -53.7K 0.46 28.87 N/A N/A 3,102 1,429 5,602 3,972 2024-10-30 $83.41 $57.50 99.3% 28.5% 151.4% 8.4% 107.4% 8.5% -2.9% 161.8K -30.1M -45.3K 0.31 56.02 N/A N/A 2,079 637 4,944 4,706 2024-10-31 $81.01 $57.50 99.0% 28.4% 152.8% 8.3% 106.3% 5.7% -7.2% 126.6K -24.3M -49.4K 0.23 57.91 N/A N/A 793 179 4,798 4,964
« Sep 2024 | All History | Nov 2024 » Home WGS History October 2024