Since some important variables are axial in weather study such as turbulent wind direction, the study of variance gamma distribution in case of circular data can be an amiable perspective; as such the ”Wrapped variance gamma” distribution along with its probability density function has been derived. Some of the other wrapped distributions have also been unfolded through proper specification of the concern parameters. Explicit forms of trigonometric moments, related parameters and some other properties of the same distribution are also obtained. As an example the methods are applied to a data set which consists of the wind directions of a Black Mountain ACT.