WGS Options History — December 2024

In December 2024, WGS traded between $71.73 and $79.33. ATM implied volatility averaged 84.9%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 27.5% (HV 20d: 57.4%). Max pain ranged from $60.00 to $72.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.98.

Notable Days

  • 2024-12-02: Highest Volume — 1,080 contracts
  • 2024-12-27: Largest IV spike — 23.7% change
  • 2024-12-18: Highest IV Rank — 12.7%
  • 2024-12-18: Largest Expected Move — 27.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.50$71.73$79.33$78.34$76.33
Max Pain$70.60$60.00$72.50$60.00$72.50
ATM IV84.9%73.0%96.4%83.6%78.7%
Expected Move24.4%20.9%27.6%24.0%22.6%
HV 20d57.4%44.3%69.1%64.6%47.0%
HV 60d102.6%100.1%104.6%103.7%100.1%
IV Rank8.3%3.8%12.7%7.8%6.0%
IV Percentile23.4%2.8%36.1%24.2%12.3%
Term Structure6.6%-3.2%15.1%-0.7%7.0%
VWIV85.9%76.0%94.5%84.2%83.5%
Skew 25d4.1%-9.3%11.4%0.4%-1.5%
Skew 10d14.8%-21.2%51.2%37.6%-21.0%
Call IV 25d82.8%69.3%98.0%83.8%80.3%
Put IV 25d86.8%78.9%100.0%84.2%78.9%
Bid-Ask Spread %59.3938.9390.0690.0655.17
Gamma HHI0.190.140.220.220.14
Net GEX143.8K-2.5K250.3K240.2K189.5K
Net DEX-13.2M-18.1M-9.4M-16.6M-9.4M
Net VEX-41.4K-48.6K-36.4K-42.6K-39.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.098.158.150.36
Total Volume299.143641,0801,080206
Total OI7,019.2863,6758,8486,8304,488

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$78.34$60.0083.6%24.0%64.6%7.8%84.2%0.4%-0.7%240.2K-16.6M-42.6K8.1590.06N/AN/A1189624,4702,360
2024-12-03$75.03$70.0084.2%24.1%65.3%8.1%86.4%5.7%5.1%79.8K-12.3M-46.7K0.6775.76N/AN/A132894,4633,278
2024-12-04$78.97$70.0084.6%24.3%67.7%8.2%85.5%2.5%-0.1%151.7K-17.0M-48.6K0.1870.75N/AN/A191344,5183,276
2024-12-05$78.88$70.0079.6%24.2%67.7%6.3%86.8%10.1%12.0%167.1K-16.3M-48.1K0.4538.93N/AN/A86394,6363,280
2024-12-06$77.05$70.0083.4%23.9%68.2%7.8%85.5%1.5%13.4%130.0K-14.9M-46.8K0.8547.39N/AN/A1691434,6493,314
2024-12-09$73.34$70.0092.1%26.1%69.1%11.1%91.9%1.5%6.6%60.6K-11.2M-43.8K0.5453.10N/AN/A1931044,6933,318
2024-12-10$72.22$70.0092.4%25.9%66.1%11.2%89.0%2.0%6.6%43.9K-10.5M-42.7K0.3556.51N/AN/A116414,7313,353
2024-12-11$73.56$70.0082.4%23.6%63.7%7.4%82.1%8.2%15.1%57.5K-11.5M-42.0K0.3648.49N/AN/A132474,7553,370
2024-12-12$71.73$70.0084.6%24.3%63.5%8.2%84.0%2.9%12.3%-2.5K-9.6M-39.6K0.5657.65N/AN/A2341314,7793,392
2024-12-13$75.33$70.0080.9%23.2%59.2%6.8%80.8%10.3%12.4%95.2K-13.5M-41.4K0.3459.10N/AN/A229784,9513,479
2024-12-16$79.17$72.5095.2%27.3%56.0%12.2%91.9%11.4%2.4%246.3K-18.1M-41.4K0.4658.20N/AN/A2481135,0973,524
2024-12-17$79.06$72.5090.3%25.9%54.8%10.4%88.1%5.4%3.6%250.3K-17.9M-39.4K0.2768.19N/AN/A206555,0613,523
2024-12-18$77.33$72.5096.4%27.6%55.7%12.7%94.5%4.0%3.4%155.6K-16.4M-38.5K0.4362.37N/AN/A2981275,1723,538
2024-12-19$76.21$72.5089.4%25.6%55.6%10.1%91.4%-2.7%4.1%93.7K-14.9M-37.5K0.6762.41N/AN/A112755,1903,614
2024-12-20$77.09$72.5085.1%24.4%53.6%8.4%86.3%6.0%4.4%140.3K-16.1M-36.4K0.0959.47N/AN/A412395,1923,656
2024-12-23$76.55$72.5085.9%24.6%44.3%8.7%87.1%4.2%3.1%167.5K-9.8M-36.9K1.4552.67N/AN/A1301882,724951
2024-12-24$76.77$70.0076.5%21.9%44.3%5.1%79.9%4.7%13.0%175.6K-10.1M-38.3K1.0057.14N/AN/A32322,8421,111
2024-12-26$79.33$70.0073.7%21.1%45.8%4.1%76.0%10.5%4.7%197.4K-11.1M-38.5K1.0963.73N/AN/A1581722,8631,153
2024-12-27$76.86$72.5091.1%26.1%47.1%10.7%90.6%-9.3%-3.2%176.7K-9.8M-40.1K0.5553.62N/AN/A161892,9611,277
2024-12-30$77.31$72.5073.0%20.9%46.8%3.8%78.3%7.4%12.9%203.0K-9.9M-39.1K1.8856.40N/AN/A561053,0531,350
2024-12-31$76.33$72.5078.7%22.6%47.0%6.0%83.5%-1.5%7.0%189.5K-9.4M-39.9K0.3655.17N/AN/A152543,0711,417