The WHIMex X-ray observatory will provide an order of magnitude improvement in sensitivity and spectroscopic resolution, ushering in a new era in astrophysics. With resolution ≥ 4,000 and collecting area ≥250 cm 2 in the 0.2- 0.8 keV band, WHIMex will greatly extend the spectroscopic discoveries of Chandra and XMM with a low-cost, highly-productive Explorer mission. WHIMex's spectra will provide a wealth of new information on the physical conditions of baryonic matter from the local regions of our Galaxy out to the Cosmic Web and the large-scale structures of the Universe. This baryonic matter is thought to result from gravitational collapse of moderately over-dense, dark-matter filaments of the Cosmic Web. The chemical enrichment of the Cosmic Web appears to arise from galactic super winds and early generations of massive stars. WHIMex will test these theories, distinguish between competing models, and provide new insights into galaxy evolution and the structure of the universe High-resolution X-ray spectroscopy was identified by the ASTRO 2010 decadal survey as a high-priority capability in the coming decade for a wide variety of science goals. Unfortunately, no other planned mission can address this science until IXO flies, no earlier than the late 2020s. WHIMex achieves its high level of performance in a single-instrument, affordable package using X-ray optical technologies developed for IXO and NuSTAR by academic, industrial and government research centers. The technology readiness levels of all the components are high. We plan to build an optical test module and raise the optical system readiness to TRL 6 during Phase A.