GWW Options History — May 2017 In May 2017, GWW traded between $172.02 and $191.74. ATM implied volatility averaged 20.0%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 10.6% (HV 20d: 30.5%). Max pain ranged from $180.00 to $230.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.24.
Notable Days 2017-05-18 : Highest Volume — 6,261 contracts2017-05-30 : Largest IV spike — 12.8% change2017-05-30 : Highest IV Rank — 34.6%2017-05-30 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $181.58 $172.02 $191.74 $189.34 $172.02 Max Pain $190.91 $180.00 $230.00 $230.00 $180.00 ATM IV 20.0% 18.2% 22.4% 20.0% 21.9% Expected Move 5.7% 5.2% 6.4% 5.7% 6.3% HV 20d 30.5% 15.0% 43.9% 42.8% 17.7% HV 60d 28.6% 28.1% 28.9% 28.4% 28.1% IV Rank 20.1% 9.4% 34.6% 20.6% 31.7% IV Percentile 36.5% 10.3% 67.1% 35.3% 62.3% Term Structure 2.2% -1.0% 3.3% -0.6% 3.1% VWIV 20.3% 18.1% 23.6% 20.4% 23.6% Skew 25d 2.5% 1.5% 3.5% 2.4% 2.3% Skew 10d 5.3% 2.3% 7.0% 2.3% 5.0% Call IV 25d 19.0% 17.4% 21.2% 19.9% 21.2% Put IV 25d 21.6% 19.9% 23.6% 22.3% 23.5% Bid-Ask Spread % 32.75 15.78 82.18 76.07 17.21 Gamma HHI 0.20 0.14 0.29 0.26 0.14 Net GEX -5.3M -7.9M -2.4M -7.5M -3.4M Net DEX 162.4M 120.2M 191.0M 191.0M 131.3M Net VEX -432.2K -491.5K -344.8K -461.3K -394.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.24 0.24 3.03 1.13 2.28 Total Volume 3,808.864 1,595 6,261 4,472 1,972 Total OI 23,693.682 17,412 27,229 25,005 20,112
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-05-01 $189.34 $230.00 20.0% 5.7% 42.8% 20.6% 20.4% 2.4% -0.6% -7.5M 191.0M -461.3K 1.13 76.07 N/A N/A 2,103 2,369 9,558 15,447 2017-05-02 $190.76 $230.00 19.7% 5.6% 43.2% 18.3% 20.1% 3.5% -1.0% -7.7M 187.9M -476.5K 1.23 82.18 N/A N/A 1,995 2,459 9,677 15,608 2017-05-03 $191.74 $230.00 19.7% 5.6% 43.5% 18.4% 20.0% 3.0% -0.6% -7.9M 184.3M -491.5K 1.56 27.02 N/A N/A 2,178 3,395 9,760 15,825 2017-05-04 $187.42 $190.00 20.5% 5.7% 43.4% 23.2% 20.4% 3.0% 1.9% -6.9M 180.4M -439.0K 1.23 41.75 N/A N/A 1,996 2,461 9,928 14,944 2017-05-05 $188.89 $190.00 18.5% 5.4% 43.9% 11.3% 19.5% 2.6% 2.0% -7.4M 169.5M -463.4K 0.33 29.82 N/A N/A 1,967 651 9,979 14,872 2017-05-08 $188.62 $190.00 19.4% 5.4% 43.9% 16.8% 19.8% 2.4% 2.4% -7.5M 169.8M -457.4K 0.31 18.51 N/A N/A 1,977 605 10,058 14,877 2017-05-09 $187.18 $190.00 19.1% 5.4% 43.7% 15.2% 18.7% 1.8% 2.8% -7.3M 175.1M -445.6K 1.74 23.93 N/A N/A 2,038 3,544 10,144 14,972 2017-05-10 $187.67 $190.00 18.2% 5.2% 43.8% 9.4% 18.3% 2.3% 2.9% -6.9M 171.4M -455.3K 1.16 19.06 N/A N/A 2,004 2,322 10,260 15,402 2017-05-11 $187.43 $190.00 19.0% 5.5% 43.6% 14.5% 18.1% 2.4% 2.7% -7.0M 174.1M -453.0K 0.62 17.84 N/A N/A 2,039 1,256 10,299 15,484 2017-05-12 $184.66 $190.00 18.5% 5.3% 43.6% 11.1% 18.6% 2.7% 2.8% -5.8M 179.4M -433.9K 0.46 15.78 N/A N/A 2,149 992 10,453 15,366 2017-05-15 $181.31 $185.00 19.1% 5.5% 43.5% 15.2% 18.8% 2.9% 3.0% -5.1M 189.4M -397.8K 0.24 21.55 N/A N/A 3,475 833 10,618 15,324 2017-05-16 $179.33 $185.00 19.3% 5.5% 15.0% 16.3% 19.3% 3.0% 2.9% -4.1M 187.0M -386.9K 0.65 16.52 N/A N/A 2,748 1,778 11,050 15,334 2017-05-17 $175.01 $185.00 20.8% 6.0% 16.5% 25.4% 21.6% 3.4% 2.3% -4.2M 167.8M -344.8K 0.73 42.05 N/A N/A 2,751 2,019 11,051 13,659 2017-05-18 $173.74 $185.00 21.0% 6.0% 16.3% 26.4% 22.4% 2.9% 2.2% -4.5M 173.4M -358.8K 1.48 38.36 N/A N/A 2,526 3,735 11,333 14,177 2017-05-19 $174.57 $180.00 20.3% 5.8% 16.7% 22.0% 20.3% 2.3% 2.8% -4.8M 172.6M -411.5K 0.91 54.75 N/A N/A 2,400 2,183 11,592 15,637 2017-05-22 $178.27 $180.00 19.5% 5.6% 18.5% 17.6% 20.1% 1.5% 2.8% -4.6M 129.3M -431.9K 0.77 29.28 N/A N/A 2,951 2,284 3,777 13,635 2017-05-23 $176.57 $180.00 21.1% 6.1% 18.4% 27.1% 21.1% 2.2% 2.5% -2.5M 126.8M -463.6K 2.78 23.81 N/A N/A 721 2,004 6,213 13,915 2017-05-24 $177.18 $180.00 20.6% 5.9% 18.3% 24.0% 20.5% 2.3% 2.7% -2.4M 120.2M -461.7K 3.03 35.96 N/A N/A 638 1,935 6,243 13,658 2017-05-25 $176.67 $180.00 20.4% 5.9% 18.3% 23.0% 20.2% 2.2% 2.9% -2.6M 122.3M -456.1K 2.07 43.70 N/A N/A 990 2,045 6,281 13,761 2017-05-26 $173.87 $180.00 19.8% 5.7% 18.8% 19.2% 21.7% 2.2% 3.3% -3.0M 132.8M -421.2K 1.38 26.18 N/A N/A 719 993 6,674 13,789 2017-05-30 $172.45 $180.00 22.4% 6.4% 18.3% 34.6% 23.0% 2.7% 2.0% -3.3M 137.3M -403.2K 1.09 19.20 N/A N/A 762 833 6,756 13,759 2017-05-31 $172.02 $180.00 21.9% 6.3% 17.7% 31.7% 23.6% 2.3% 3.1% -3.4M 131.3M -394.1K 2.28 17.21 N/A N/A 601 1,371 6,755 13,357
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