GWW Options History — October 2017 In October 2017, GWW traded between $172.36 and $209.32. ATM implied volatility averaged 40.2%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 6.5% (HV 20d: 33.7%). Max pain ranged from $180.00 to $195.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.15.
Notable Days 2017-10-17 : Highest Volume — 37,597 contracts2017-10-11 : Largest IV drop — 36.1% change2017-10-02 : Highest IV Rank — 100.0%2017-10-04 : Largest Expected Move — 14.3%Monthly Statistics Metric Avg Min Max Open Close Price $190.92 $172.36 $209.32 $182.00 $197.72 Max Pain $186.59 $180.00 $195.00 $180.00 $195.00 ATM IV 40.2% 29.1% 61.1% 47.4% 34.5% Expected Move 10.8% 8.4% 14.3% 13.6% 11.3% HV 20d 33.7% 13.2% 53.5% 15.6% 53.5% HV 60d 29.5% 21.5% 35.2% 26.9% 35.1% IV Rank 58.5% 27.4% 100.0% 100.0% 39.5% IV Percentile 94.4% 85.7% 100.0% 100.0% 91.3% Term Structure -5.5% -14.2% -1.2% -12.1% -1.3% VWIV 38.5% 31.8% 49.0% 46.2% 39.1% Skew 25d 4.8% 3.5% 6.3% 3.5% 6.3% Skew 10d 9.9% 7.3% 13.6% 7.8% 11.1% Call IV 25d 34.9% 28.9% 47.5% 46.1% 32.5% Put IV 25d 39.6% 32.9% 52.4% 49.7% 38.8% Bid-Ask Spread % 25.33 11.87 53.34 41.09 21.27 Gamma HHI 0.13 0.10 0.19 0.12 0.11 Net GEX 800.3K -7.8M 12.4M 2.2M -7.8M Net DEX -136.4M -649.0M 50.9M -67.7M -90.7K Net VEX -937.3K -1.2M -730.5K -881.2K -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.15 0.13 2.79 0.16 0.57 Total Volume 10,278.636 2,445 37,597 11,826 6,128 Total OI 58,944.682 44,116 87,441 46,197 64,590
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 2017-10-02 $182.00 $180.00 47.4% 13.6% 15.6% 100.0% 46.2% 3.5% -12.1% 2.2M -67.7M -881.2K 0.16 41.09 N/A N/A 10,156 1,670 21,987 24,210 2017-10-03 $182.21 $180.00 48.4% 13.9% 13.7% 100.0% 48.2% 4.5% -12.5% 648.0K -51.0M -832.4K 1.32 45.67 N/A N/A 1,407 1,852 19,779 24,337 2017-10-04 $180.67 $180.00 50.0% 14.3% 14.1% 100.0% 49.0% 4.9% -14.2% 82.5K -33.4M -831.2K 1.44 53.34 N/A N/A 1,063 1,529 20,034 24,869 2017-10-05 $182.07 $185.00 51.4% 10.4% 13.2% 100.0% 37.9% 4.5% -5.7% 359.0K -47.1M -835.0K 1.24 15.74 N/A N/A 1,091 1,354 20,157 25,094 2017-10-06 $179.76 $185.00 53.2% 10.5% 14.2% 100.0% 37.7% 4.7% -5.3% -314.7K -20.7M -825.8K 1.09 17.37 N/A N/A 1,250 1,367 20,137 25,212 2017-10-09 $177.67 $185.00 57.5% 10.7% 15.2% 100.0% 38.8% 4.9% -5.7% -950.2K 7.6M -775.9K 1.46 16.53 N/A N/A 1,188 1,730 20,257 25,399 2017-10-10 $173.68 $185.00 61.1% 11.0% 17.7% 100.0% 36.8% 4.7% -6.2% -2.0M 50.9M -761.4K 0.13 16.90 N/A N/A 14,631 1,853 20,432 25,699 2017-10-11 $172.36 $185.00 39.0% 11.2% 17.4% 49.8% 39.5% 4.6% -6.7% 1.7M 40.5M -851.6K 0.40 11.87 N/A N/A 6,956 2,756 29,975 26,064 2017-10-12 $177.39 $185.00 38.4% 11.0% 20.0% 48.4% 39.7% 5.4% -6.5% 3.2M -31.2M -866.7K 0.87 20.84 N/A N/A 4,954 4,313 29,782 26,713 2017-10-13 $180.85 $185.00 37.5% 10.7% 20.8% 46.3% 38.7% 5.1% -6.0% 4.9M -83.3M -897.7K 0.82 25.05 N/A N/A 8,336 6,828 29,862 28,592 2017-10-16 $181.89 $180.00 37.6% 10.8% 20.6% 46.6% 38.0% 4.8% -5.6% 5.9M -113.3M -941.2K 1.27 38.11 N/A N/A 13,063 16,547 33,017 33,328 2017-10-17 $205.89 $180.00 29.1% 8.4% 47.5% 27.4% 34.5% 4.0% -2.1% 12.4M -600.3M -730.5K 0.70 24.96 N/A N/A 22,129 15,468 37,183 36,730 2017-10-18 $208.83 $185.00 31.0% 8.9% 47.2% 31.6% 31.8% 4.0% -3.1% 9.6M -649.0M -903.8K 0.55 26.77 N/A N/A 12,872 7,083 41,349 43,070 2017-10-19 $204.30 $185.00 31.7% 9.1% 48.4% 33.1% 32.2% 3.9% -3.4% 6.2M -500.7M -949.9K 1.47 20.51 N/A N/A 2,274 3,336 38,636 46,823 2017-10-20 $207.34 $185.00 30.7% 8.8% 48.4% 31.0% 33.8% 4.0% -3.7% 1.4M -542.3M -941.0K 2.54 18.07 N/A N/A 2,047 5,195 39,296 48,145 2017-10-23 $209.32 $190.00 31.2% 8.9% 48.4% 32.0% 32.2% 4.2% -3.8% 755.4K -181.4M -918.0K 1.36 13.51 N/A N/A 1,779 2,425 19,329 34,007 2017-10-24 $198.64 $190.00 35.8% 10.3% 52.9% 42.5% 37.9% 6.3% -5.6% -2.0M -48.8M -1.1M 2.79 17.08 N/A N/A 1,690 4,714 20,016 34,777 2017-10-25 $197.32 $195.00 37.7% 10.8% 53.0% 46.8% 39.0% 6.3% -7.0% -3.3M -14.1M -1.1M 0.87 43.83 N/A N/A 4,038 3,532 20,386 36,172 2017-10-26 $201.26 $195.00 32.0% 10.4% 53.2% 33.9% 38.0% 3.8% -1.2% -1.9M -69.8M -1.1M 2.37 29.55 N/A N/A 2,282 5,413 20,696 36,463 2017-10-27 $199.60 $195.00 33.4% 10.7% 53.3% 37.1% 39.2% 5.3% -1.2% -6.5M -23.0M -1.2M 1.51 21.34 N/A N/A 2,435 3,670 21,839 39,985 2017-10-30 $199.41 $195.00 35.1% 11.4% 53.3% 40.9% 38.4% 5.5% -1.4% -6.8M -22.8M -1.2M 0.33 17.75 N/A N/A 8,833 2,893 22,297 40,058 2017-10-31 $197.72 $195.00 34.5% 11.3% 53.5% 39.5% 39.1% 6.3% -1.3% -7.8M -90.7K -1.2M 0.57 21.27 N/A N/A 3,891 2,237 24,326 40,264
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