GWW Options History — June 2015

In June 2015, GWW traded between $236.99 and $245.40. ATM implied volatility averaged 19.5%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 5.4% (HV 20d: 14.2%). Max pain ranged from $240.00 to $250.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 2.33.

Notable Days

  • 2015-06-17: Highest Volume — 1,473 contracts
  • 2015-06-24: Largest IV spike — 16.2% change
  • 2015-06-29: Highest IV Rank — 29.6%
  • 2015-06-29: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$240.85$236.99$245.40$240.90$236.99
Max Pain$248.64$240.00$250.00$240.00$250.00
ATM IV19.5%16.9%23.2%17.7%23.0%
Expected Move5.7%5.1%6.6%5.1%6.6%
HV 20d14.2%11.3%16.5%12.8%16.1%
HV 60d14.4%14.0%14.8%14.7%14.1%
IV Rank18.8%10.9%29.6%13.3%29.2%
IV Percentile61.0%29.8%88.9%44.8%87.7%
Term Structure-1.0%-4.1%2.0%2.0%-3.5%
VWIV20.2%17.9%23.6%18.2%23.5%
Skew 25d3.9%2.2%5.1%3.5%3.7%
Skew 10d8.1%4.8%12.5%4.8%9.5%
Call IV 25d18.1%15.5%22.5%16.4%22.3%
Put IV 25d22.0%19.6%26.4%19.9%26.0%
Bid-Ask Spread %87.4183.0195.8092.7184.89
Gamma HHI0.310.220.410.330.35
Net GEX-2.2M-4.2M-838.6K-2.5M-1.6M
Net DEX20.7M6.8M35.6M23.0M28.5M
Net VEX-133.2K-160.7K-116.0K-160.7K-119.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.330.315.911.691.24
Total Volume777.5451341,473680874
Total OI6,471.5455,7247,2096,5706,254

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$240.90$240.0017.7%5.1%12.8%13.3%18.2%3.5%2.0%-2.5M23.0M-160.7K1.6992.71N/AN/A2534272,4694,101
2015-06-02$241.96$240.0018.0%5.2%13.0%14.3%17.9%3.2%1.5%-2.5M21.7M-158.3K0.3195.10N/AN/A102322,4604,133
2015-06-03$243.10$240.0017.8%5.1%12.5%13.6%18.8%4.1%1.8%-2.3M18.8M-156.6K1.5995.80N/AN/A2463902,5344,140
2015-06-04$238.90$250.0018.1%5.6%13.9%14.4%19.3%4.0%-0.7%-2.7M28.0M-152.7K1.7283.68N/AN/A2223812,5444,119
2015-06-05$241.39$250.0016.9%5.5%14.5%10.9%20.3%4.4%-0.4%-2.7M22.9M-149.1K5.9183.29N/AN/A1881,1112,5374,108
2015-06-08$239.67$250.0018.3%5.5%13.6%15.1%19.1%3.3%0.1%-2.8M25.2M-140.8K1.1385.18N/AN/A2612952,5484,064
2015-06-09$241.34$250.0018.4%5.5%14.0%15.4%21.1%3.8%-0.3%-2.7M21.9M-139.2K4.1583.01N/AN/A1968132,5294,062
2015-06-10$242.29$250.0020.0%5.7%13.4%20.1%20.2%3.8%-1.2%-2.3M16.6M-136.6K1.0485.00N/AN/A3023152,5383,951
2015-06-11$243.14$250.0019.6%5.6%11.3%19.1%22.2%4.4%-1.0%-2.1M14.3M-137.6K1.3983.92N/AN/A2393332,6463,998
2015-06-12$238.13$250.0019.3%5.5%13.3%18.0%19.1%3.6%-0.2%-3.0M31.1M-125.7K0.9786.21N/AN/A3703582,6584,059
2015-06-15$237.00$250.0020.3%5.8%13.3%21.0%20.5%3.9%-1.2%-3.3M35.6M-117.9K1.6986.03N/AN/A2113562,6754,114
2015-06-16$237.86$250.0019.9%5.7%13.4%19.7%20.8%4.2%-0.6%-3.5M31.7M-116.3K1.6486.17N/AN/A2193592,6794,108
2015-06-17$240.01$250.0020.1%5.8%13.9%20.6%19.6%5.1%-1.4%-4.2M22.0M-116.6K4.1084.87N/AN/A2891,1842,6763,996
2015-06-18$243.17$250.0019.7%5.6%14.8%19.3%20.1%3.4%-0.9%-3.0M8.8M-138.1K3.7886.78N/AN/A2288612,7044,505
2015-06-19$242.33$250.0019.5%5.6%14.8%18.8%19.2%3.9%-1.1%-1.1M6.8M-129.0K3.0587.81N/AN/A2848652,6604,425
2015-06-22$244.40$250.0019.7%5.6%15.2%19.3%19.9%2.2%-2.5%-1.1M11.2M-125.2K3.0088.96N/AN/A2367082,1133,611
2015-06-23$245.40$250.0018.4%5.3%15.1%15.3%20.1%4.1%-0.7%-838.6K7.3M-127.3K4.7491.01N/AN/A1517152,1593,631
2015-06-24$243.90$250.0021.3%6.1%15.3%24.1%19.3%3.8%-4.1%-958.8K10.3M-123.7K2.8583.17N/AN/A2456982,1593,661
2015-06-25$239.46$250.0020.2%5.8%16.5%20.7%20.4%3.7%-1.3%-1.3M20.8M-119.9K1.5489.22N/AN/A2393692,2653,669
2015-06-26$240.36$250.0020.6%5.9%15.4%22.0%20.7%4.9%-2.4%-1.3M20.0M-124.3K1.4289.74N/AN/A2263212,2753,759
2015-06-29$237.04$250.0023.2%6.6%16.2%29.6%23.6%3.9%-2.9%-1.6M28.0M-116.0K2.4390.49N/AN/A1854492,2883,790
2015-06-30$236.99$250.0023.0%6.6%16.1%29.2%23.5%3.7%-3.5%-1.6M28.5M-119.4K1.2484.89N/AN/A3914832,3233,931