WGS Options History — September 2025

In September 2025, WGS traded between $108.55 and $132.69. ATM implied volatility averaged 66.3%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 22.5% (HV 20d: 43.9%). Max pain ranged from $85.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2025-09-30: Highest Volume — 6,337 contracts
  • 2025-09-30: Largest IV spike — 26.0% change
  • 2025-09-30: Highest IV Rank — 56.5%
  • 2025-09-30: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$123.90$108.55$132.69$128.03$108.55
Max Pain$118.57$85.00$125.00$85.00$110.00
ATM IV66.3%59.8%113.5%61.6%113.5%
Expected Move17.7%17.0%19.2%17.7%19.2%
HV 20d43.9%36.0%48.0%46.4%47.9%
HV 60d65.0%55.3%72.5%72.5%58.1%
IV Rank8.9%2.3%56.5%4.1%56.5%
IV Percentile19.7%5.2%82.5%11.5%82.5%
Term Structure7.5%-8.5%36.8%-0.1%-8.5%
VWIV62.4%59.4%67.3%61.9%66.8%
Skew 25d1.1%-6.6%17.9%-0.3%17.9%
Skew 10d5.6%-5.6%37.2%0.8%36.7%
Call IV 25d65.3%57.7%102.8%62.1%102.8%
Put IV 25d66.4%56.2%120.7%61.8%120.7%
Bid-Ask Spread %45.4825.2964.3847.9258.20
Gamma HHI0.110.080.210.090.10
Net GEX1.4M120.1K3.3M2.5M539.0K
Net DEX-143.9M-215.2M-42.8M-198.5M-42.8M
Net VEX-299.2K-346.2K-244.0K-340.7K-287.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.107.760.401.55
Total Volume1,347.0953816,3377396,337
Total OI39,882.1921,28449,02847,96125,307

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$128.03$85.0061.6%17.7%46.4%4.1%61.9%-0.3%-0.1%2.5M-198.5M-340.7K0.4047.92N/AN/A52821121,92826,033
2025-09-03$127.41$85.0060.8%17.3%46.6%3.3%60.6%-0.4%-0.6%2.5M-192.7M-346.2K0.8743.83N/AN/A24721421,93326,198
2025-09-04$130.13$125.0060.2%17.4%46.1%2.6%61.0%-1.7%-0.2%2.8M-205.8M-325.6K1.0125.29N/AN/A68569122,02826,375
2025-09-05$132.69$125.0060.4%18.1%46.1%2.9%66.1%5.3%1.0%3.3M-215.2M-336.2K0.1947.96N/AN/A87517022,23626,792
2025-09-08$130.04$125.0061.0%17.0%47.4%3.5%60.2%-1.2%-1.9%1.9M-199.0M-315.5K2.2239.19N/AN/A19342820,98626,151
2025-09-09$126.81$125.0059.8%17.2%48.0%2.3%61.1%-4.4%0.3%1.8M-185.1M-331.5K0.9938.33N/AN/A22222021,07526,512
2025-09-10$123.70$125.0062.5%17.7%45.1%5.0%61.9%-2.4%-1.2%1.7M-172.2M-319.5K0.5743.91N/AN/A59133421,18126,684
2025-09-11$126.07$120.0060.5%17.8%44.0%3.0%61.7%0.7%1.2%1.8M-183.9M-319.4K0.1143.54N/AN/A9029721,44626,843
2025-09-12$124.94$120.0060.7%17.6%43.7%3.2%60.5%-2.0%-0.0%1.4M-177.6M-313.4K0.4441.04N/AN/A46920821,13826,865
2025-09-15$123.18$120.0060.1%17.4%42.1%2.5%64.1%0.7%1.7%1.8M-170.7M-306.0K0.6252.37N/AN/A25816120,79726,369
2025-09-16$122.58$120.0062.4%17.9%42.0%4.9%64.7%2.2%2.6%1.8M-168.5M-297.7K7.7650.45N/AN/A2351,82420,87626,503
2025-09-17$128.26$125.0064.9%18.6%41.4%7.5%64.4%2.2%0.3%858.1K-183.8M-289.1K0.9242.55N/AN/A1,2811,17620,52428,250
2025-09-18$130.59$120.0063.1%18.0%41.7%5.6%62.6%-1.3%0.6%1.0M-192.6M-262.4K1.0453.83N/AN/A18719420,07327,648
2025-09-19$128.44$125.0060.1%17.1%42.3%2.6%59.4%1.2%1.5%2.0M-183.8M-256.8K0.2452.46N/AN/A73117820,04227,708
2025-09-22$129.72$125.0062.1%17.5%36.0%4.6%61.0%-2.2%29.1%818.2K-84.2M-244.0K0.2535.76N/AN/A44211010,22511,059
2025-09-23$121.93$125.0061.4%17.5%39.1%3.8%62.0%-6.6%33.4%654.1K-70.3M-257.5K1.9441.38N/AN/A8321,61810,55211,136
2025-09-24$114.45$125.0064.6%17.7%44.2%7.2%61.7%2.3%30.7%120.1K-45.7M-287.1K0.1444.52N/AN/A1,80925211,17512,770
2025-09-25$112.87$120.0070.5%18.0%41.8%13.1%62.5%3.3%35.0%362.1K-45.3M-289.2K0.1044.04N/AN/A1,19811612,36312,939
2025-09-26$117.19$120.0073.0%17.2%44.6%15.6%59.7%3.5%36.8%273.4K-54.7M-282.3K0.2944.23N/AN/A36810711,80612,859
2025-09-29$114.27$120.0090.0%18.5%45.1%32.8%67.3%6.5%-4.5%377.9K-50.7M-276.6K0.2364.38N/AN/A1,29030011,56312,578
2025-09-30$108.55$110.00113.5%19.2%47.9%56.5%66.8%17.9%-8.5%539.0K-42.8M-287.1K1.5558.20N/AN/A2,4853,85212,64612,661