GWW Options History — November 2018 In November 2018, GWW traded between $286.69 and $315.37. ATM implied volatility averaged 29.3%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 6.3% (HV 20d: 35.5%). Max pain ranged from $280.00 to $295.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.80.
Notable Days 2018-11-01 : Highest Volume — 8,494 contracts2018-11-20 : Largest IV spike — 12.3% change2018-11-20 : Highest IV Rank — 35.6%2018-11-20 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $299.77 $286.69 $315.37 $286.98 $315.37 Max Pain $288.57 $280.00 $295.00 $280.00 $295.00 ATM IV 29.3% 26.3% 33.5% 29.8% 27.3% Expected Move 8.5% 7.5% 9.6% 9.2% 8.4% HV 20d 35.5% 19.4% 56.2% 55.9% 26.2% HV 60d 36.2% 35.3% 37.6% 35.4% 37.6% IV Rank 22.4% 13.3% 35.6% 24.1% 16.3% IV Percentile 48.3% 34.5% 63.9% 50.8% 37.3% Term Structure -0.6% -1.8% 0.2% -0.3% -0.8% VWIV 30.1% 26.6% 35.3% 33.9% 29.9% Skew 25d 3.7% 2.4% 5.9% 4.2% 3.0% Skew 10d 7.0% 2.9% 10.6% 9.5% 5.6% Call IV 25d 28.0% 25.1% 31.4% 28.4% 26.6% Put IV 25d 31.7% 28.8% 36.2% 32.6% 29.6% Bid-Ask Spread % 34.08 17.13 50.61 47.70 33.71 Gamma HHI 0.11 0.04 0.54 0.07 0.05 Net GEX 2.4M -392.9K 11.0M 2.9M 2.1M Net DEX -19.7M -97.3M 28.5M 24.4M -60.5M Net VEX -1.0M -1.0M -969.2K -1.0M -992.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.80 1.37 2.25 2.25 1.47 Total Volume 6,792.286 5,733 8,494 8,494 6,125 Total OI 28,200.381 25,824 30,744 30,257 26,521
Daily Data (21 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 2018-11-01 $286.98 $280.00 29.8% 9.2% 55.9% 24.1% 33.9% 4.2% -0.3% 2.9M 24.4M -1.0M 2.25 47.70 N/A N/A 2,612 5,882 16,519 13,738 2018-11-02 $289.51 $280.00 31.2% 9.5% 56.2% 28.5% 35.3% 3.9% -0.7% 1.8M 10.3M -1.0M 2.10 50.61 N/A N/A 2,726 5,734 16,559 13,753 2018-11-05 $286.69 $280.00 31.3% 8.5% 56.2% 28.7% 29.2% 5.9% -0.4% 1.9M 28.5M -1.0M 2.00 41.21 N/A N/A 2,374 4,751 15,863 13,268 2018-11-06 $287.88 $290.00 29.9% 8.3% 55.9% 24.4% 27.9% 4.1% -0.3% 2.3M 23.5M -992.8K 1.91 41.35 N/A N/A 2,482 4,739 16,026 13,456 2018-11-07 $295.94 $290.00 26.6% 7.5% 54.3% 14.4% 28.3% 3.6% -0.0% 4.0M -10.9M -983.4K 1.95 17.13 N/A N/A 2,695 5,255 16,180 13,482 2018-11-08 $292.54 $280.00 27.3% 7.7% 54.1% 16.3% 27.2% 4.3% -0.1% 2.8M 5.2M -998.8K 2.14 35.87 N/A N/A 2,597 5,551 16,266 14,044 2018-11-09 $294.49 $290.00 26.3% 7.8% 54.2% 13.3% 26.6% 3.5% 0.2% 3.1M 15.1M -993.5K 1.99 42.38 N/A N/A 2,679 5,320 16,304 14,440 2018-11-12 $292.39 $290.00 28.4% 8.1% 53.3% 19.9% 28.3% 2.4% 0.0% 1.6M -5.0M -982.3K 1.53 41.61 N/A N/A 2,423 3,702 15,711 13,172 2018-11-13 $295.51 $290.00 28.3% 8.0% 19.7% 19.6% 28.0% 3.4% -0.4% 2.2M -22.0M -969.2K 1.40 35.67 N/A N/A 2,629 3,682 15,809 13,163 2018-11-14 $301.63 $290.00 29.0% 8.4% 20.6% 21.8% 29.4% 3.8% -0.2% 4.3M -50.7M -992.6K 1.37 47.96 N/A N/A 2,891 3,967 15,964 13,155 2018-11-15 $305.24 $290.00 29.3% 8.3% 19.4% 22.6% 28.8% 3.4% -0.8% 5.4M -64.5M -998.7K 1.45 43.33 N/A N/A 2,772 4,023 16,206 13,401 2018-11-16 $311.00 $290.00 28.7% 8.1% 20.0% 20.6% 28.4% 2.4% -0.7% 11.0M -97.3M -1.0M 1.50 32.93 N/A N/A 2,666 3,995 16,407 13,636 2018-11-19 $306.09 $290.00 29.9% 8.5% 21.2% 24.3% 31.1% 4.2% -1.8% 1.2M -35.3M -1.0M 1.84 19.54 N/A N/A 2,135 3,922 13,766 12,058 2018-11-20 $298.04 $290.00 33.5% 9.6% 23.7% 35.6% 33.5% 4.7% -1.5% -172.3K -3.2M -1.0M 1.73 27.83 N/A N/A 2,166 3,738 13,801 12,251 2018-11-21 $302.78 $290.00 30.3% 8.7% 24.1% 25.8% 30.8% 4.0% -1.7% 105.0K -21.2M -1.0M 1.87 33.96 N/A N/A 2,178 4,066 13,873 12,255 2018-11-23 $297.95 $290.00 32.7% 9.4% 24.8% 33.1% 32.0% 4.7% -0.9% -392.9K -2.3M -1.0M 1.87 35.32 N/A N/A 2,222 4,160 14,004 12,614 2018-11-26 $308.14 $290.00 29.5% 8.8% 26.8% 23.1% 31.2% 3.3% -0.8% 730.8K -35.0M -1.0M 1.95 18.71 N/A N/A 2,077 4,051 13,576 12,303 2018-11-27 $304.21 $290.00 29.3% 9.0% 27.3% 22.7% 31.4% 3.7% -0.5% 277.9K -21.1M -1.0M 1.93 17.79 N/A N/A 2,102 4,059 13,640 12,432 2018-11-28 $311.15 $290.00 28.2% 8.5% 26.1% 19.3% 30.4% 3.1% -0.3% 1.3M -43.0M -994.3K 1.75 19.38 N/A N/A 2,081 3,652 13,725 12,432 2018-11-29 $311.60 $295.00 27.4% 8.4% 26.1% 16.7% 30.4% 2.6% -0.6% 1.6M -49.2M -982.4K 1.72 31.77 N/A N/A 2,117 3,640 13,866 12,569 2018-11-30 $315.37 $295.00 27.3% 8.4% 26.2% 16.3% 29.9% 3.0% -0.8% 2.1M -60.5M -992.1K 1.47 33.71 N/A N/A 2,477 3,648 13,912 12,609
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