GWW Options History — May 2018 In May 2018, GWW traded between $279.00 and $314.08. ATM implied volatility averaged 24.9%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 4.2% (HV 20d: 29.0%). Max pain ranged from $280.00 to $300.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.04.
Notable Days 2018-05-11 : Highest Volume — 6,496 contracts2018-05-29 : Largest IV spike — 12.8% change2018-05-01 : Highest IV Rank — 24.1%2018-05-01 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $298.85 $279.00 $314.08 $280.79 $309.26 Max Pain $290.00 $280.00 $300.00 $280.00 $300.00 ATM IV 24.9% 22.1% 28.5% 28.5% 23.6% Expected Move 7.2% 6.3% 8.6% 8.6% 7.0% HV 20d 29.0% 22.8% 35.6% 35.6% 25.0% HV 60d 29.5% 29.1% 30.0% 29.6% 29.4% IV Rank 13.7% 6.1% 24.1% 24.1% 7.2% IV Percentile 26.2% 6.7% 48.0% 48.0% 16.3% Term Structure -0.1% -0.8% 1.0% -0.2% -0.6% VWIV 25.9% 23.3% 30.3% 29.4% 24.8% Skew 25d 3.5% 2.3% 4.4% 4.4% 3.3% Skew 10d 7.3% 4.7% 8.7% 8.7% 8.5% Call IV 25d 23.5% 21.1% 27.0% 26.4% 22.8% Put IV 25d 27.0% 24.4% 30.8% 30.8% 26.0% Bid-Ask Spread % 18.31 12.11 29.29 16.61 16.60 Gamma HHI 0.06 0.05 0.08 0.07 0.05 Net GEX -440.7K -2.3M 1.6M -1.8M -4.5K Net DEX -59.6M -98.5M 13.7M 6.4M -85.7M Net VEX -753.8K -907.7K -651.5K -762.9K -892.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.64 1.23 1.09 1.08 Total Volume 5,196.727 4,213 6,496 4,839 4,986 Total OI 22,326.727 20,130 24,958 20,911 24,958
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 2018-05-01 $280.79 $280.00 28.5% 8.6% 35.6% 24.1% 29.4% 4.4% -0.2% -1.8M 6.4M -762.9K 1.09 16.61 N/A N/A 2,312 2,527 6,694 14,217 2018-05-02 $282.12 $280.00 27.8% 8.3% 35.0% 22.4% 27.5% 3.9% -0.3% -1.6M -1.4M -764.0K 1.06 27.62 N/A N/A 2,341 2,490 6,845 14,455 2018-05-03 $279.00 $280.00 27.9% 8.0% 34.5% 22.7% 30.3% 3.2% 0.1% -2.3M 13.7M -768.3K 1.22 29.29 N/A N/A 2,312 2,813 6,999 14,621 2018-05-04 $287.08 $280.00 27.1% 7.7% 35.4% 20.8% 28.2% 4.3% 0.1% -737.8K -24.1M -745.7K 1.23 21.47 N/A N/A 2,491 3,060 7,126 14,812 2018-05-07 $289.24 $280.00 26.9% 7.7% 35.5% 20.4% 29.7% 4.0% 0.3% -612.6K -39.3M -728.0K 1.11 19.41 N/A N/A 2,166 2,398 6,656 14,094 2018-05-08 $289.77 $280.00 27.1% 7.7% 34.8% 20.8% 29.1% 3.8% -0.3% -565.3K -41.7M -732.4K 0.90 16.55 N/A N/A 2,214 1,999 6,873 14,258 2018-05-09 $294.10 $280.00 25.7% 7.6% 30.8% 17.6% 26.6% 4.2% 1.0% -30.0K -60.1M -700.8K 0.97 24.86 N/A N/A 2,300 2,237 6,850 14,426 2018-05-10 $299.84 $280.00 24.8% 7.1% 31.0% 15.4% 25.1% 4.0% -0.3% 1.6M -80.7M -687.4K 0.64 14.27 N/A N/A 3,868 2,473 6,949 14,575 2018-05-11 $295.79 $280.00 23.7% 6.8% 31.0% 12.4% 24.7% 2.4% 0.2% 306.2K -70.2M -700.9K 0.84 19.57 N/A N/A 3,531 2,965 7,196 14,890 2018-05-14 $295.75 $290.00 23.7% 6.8% 30.7% 12.3% 24.2% 3.6% 0.4% -622.6K -54.6M -699.4K 0.91 12.11 N/A N/A 2,858 2,610 6,606 14,686 2018-05-15 $299.78 $290.00 23.7% 6.8% 30.9% 10.9% 24.8% 3.2% -0.3% -605.3K -72.4M -695.7K 1.14 23.09 N/A N/A 2,393 2,728 6,766 15,407 2018-05-16 $305.67 $290.00 24.0% 6.9% 31.4% 11.1% 24.5% 3.3% -0.8% -32.4K -92.0M -673.8K 1.15 20.28 N/A N/A 2,660 3,063 6,758 15,903 2018-05-17 $306.46 $290.00 22.7% 6.5% 27.2% 7.7% 23.9% 3.2% 0.1% -1.0M -95.6M -694.5K 1.03 14.91 N/A N/A 2,521 2,600 7,051 16,435 2018-05-18 $307.19 $300.00 22.1% 6.3% 22.8% 6.1% 23.7% 3.5% 0.1% 32.5K -98.5M -693.8K 0.96 20.32 N/A N/A 2,736 2,632 7,200 16,701 2018-05-21 $314.08 $300.00 22.7% 6.6% 23.5% 7.5% 24.5% 2.3% 0.1% 292.9K -93.3M -651.5K 1.22 15.37 N/A N/A 2,378 2,904 5,871 14,259 2018-05-22 $306.00 $300.00 24.1% 7.0% 23.0% 11.0% 24.4% 2.8% 0.2% -740.1K -64.6M -768.3K 1.22 16.54 N/A N/A 2,108 2,578 6,853 14,965 2018-05-23 $303.06 $300.00 24.1% 7.1% 23.4% 10.5% 24.3% 3.2% 0.0% -1.4M -49.7M -776.2K 1.07 12.61 N/A N/A 2,408 2,566 6,979 15,158 2018-05-24 $310.57 $300.00 23.2% 6.7% 24.3% 8.2% 23.9% 3.4% -0.1% 278.1K -83.5M -771.2K 0.74 13.16 N/A N/A 3,344 2,480 7,379 15,404 2018-05-25 $309.29 $300.00 22.9% 6.7% 23.0% 7.5% 23.3% 3.1% -0.1% 126.0K -89.1M -861.4K 1.10 14.87 N/A N/A 2,556 2,811 8,946 15,540 2018-05-29 $302.21 $300.00 25.9% 7.8% 24.7% 14.7% 27.0% 4.4% -0.7% -213.8K -57.2M -906.7K 1.07 17.76 N/A N/A 2,402 2,578 9,285 14,787 2018-05-30 $307.70 $300.00 24.4% 7.2% 25.0% 9.3% 25.4% 3.1% -0.7% 19.7K -78.2M -907.7K 1.08 15.67 N/A N/A 2,367 2,564 9,421 15,334 2018-05-31 $309.26 $300.00 23.6% 7.0% 25.0% 7.2% 24.8% 3.3% -0.6% -4.5K -85.7M -892.3K 1.08 16.60 N/A N/A 2,397 2,589 9,525 15,433
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