Westwater Resources, Inc. (WWR) Options History
Historical options analytics archive for WWR with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
WWR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WWR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 157.9% | 33.0% | $1.00 | $2.9K | -$70.8K | 0.47 |
| 2026-08 | 21 | 46.2% | 7.0% | $1.00 | $3.4K | -$219.3K | 0.27 |
| 2026-07 | 22 | 47.5% | 3.8% | $0.50 | $1.3K | -$19.9K | 0.38 |
| 2026-06 | 21 | 69.5% | 11.5% | $1.00 | $2.5K | -$119.0K | 0.14 |
| 2026-05 | 20 | 152.4% | 34.4% | $1.00 | $2.1K | -$101.3K | 0.31 |
| 2026-04 | 21 | 143.0% | 30.2% | $1.00 | $3.4K | -$13.1K | 0.31 |
This archive aggregates WWR's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how WWR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 157.9%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked WWR history questions
- How much options history is available for WWR?
- This archive holds 70 months of WWR options analytics, spanning 2020-12 through 2026-09. Each entry is a monthly rollup of WWR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the WWR archive.
- What data does each monthly WWR aggregate contain?
- Every monthly row summarizes that month of WWR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 157.9%, an average IV rank of 33.0%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.47.
- How is the WWR options-history archive built and how often does it update?
- The archive is derived from WWR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how WWR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.