GWW Options History — July 2019 In July 2019, GWW traded between $259.09 and $303.68. ATM implied volatility averaged 32.2%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.3% (HV 20d: 24.9%). Max pain ranged from $270.00 to $290.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.19.
Notable Days 2019-07-24 : Highest Volume — 5,581 contracts2019-07-24 : Largest IV drop — 35.9% change2019-07-12 : Highest IV Rank — 47.2%2019-07-22 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $276.30 $259.09 $303.68 $267.67 $292.25 Max Pain $279.20 $270.00 $290.00 $280.00 $280.00 ATM IV 32.2% 22.8% 36.8% 35.8% 24.2% Expected Move 8.7% 6.4% 11.3% 6.5% 7.2% HV 20d 24.9% 16.7% 40.2% 19.3% 40.2% HV 60d 26.3% 23.4% 29.9% 25.5% 29.8% IV Rank 33.6% 5.5% 47.2% 44.3% 9.8% IV Percentile 56.1% 5.6% 77.8% 71.4% 21.4% Term Structure -1.4% -3.7% 0.4% -1.7% -0.5% VWIV 30.8% 22.6% 39.7% 22.7% 25.1% Skew 25d 4.2% 2.5% 6.4% 4.2% 2.6% Skew 10d 8.1% 3.8% 12.4% 8.7% 5.0% Call IV 25d 30.6% 21.6% 37.2% 33.3% 23.3% Put IV 25d 34.8% 24.8% 41.9% 37.4% 25.9% Bid-Ask Spread % 45.04 31.38 67.32 31.38 43.51 Gamma HHI 0.12 0.06 0.43 0.10 0.07 Net GEX 126.2K -4.3M 9.3M -566.5K -40.5K Net DEX 22.6M -88.7M 79.7M 47.2M -2.2M Net VEX -828.6K -886.5K -751.0K -806.0K -882.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.19 0.16 2.51 2.04 1.23 Total Volume 1,975.455 690 5,581 878 712 Total OI 21,753.182 18,483 24,164 20,933 19,819
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 2019-07-01 $267.67 $280.00 35.8% 6.5% 19.3% 44.3% 22.7% 4.2% -1.7% -566.5K 47.2M -806.0K 2.04 31.38 N/A N/A 289 589 9,370 11,563 2019-07-02 $264.92 $280.00 34.9% 6.5% 17.6% 41.8% 22.6% 4.3% -1.1% -2.5M 61.9M -800.0K 1.39 31.88 N/A N/A 398 553 9,501 12,002 2019-07-03 $268.60 $280.00 34.2% 6.4% 18.3% 39.4% 23.0% 5.6% -0.4% -500.6K 42.4M -808.9K 1.20 32.60 N/A N/A 493 593 9,733 11,981 2019-07-05 $269.56 $290.00 35.1% 9.2% 18.1% 42.2% 32.0% 4.6% -1.8% -741.5K 37.9M -800.2K 0.88 46.40 N/A N/A 759 670 9,634 12,072 2019-07-08 $266.43 $280.00 35.4% 9.4% 17.8% 43.2% 32.3% 4.1% -2.4% -2.6M 54.7M -783.6K 0.16 45.09 N/A N/A 1,029 165 9,131 12,000 2019-07-09 $267.57 $280.00 35.4% 9.4% 16.7% 43.0% 36.0% 4.2% -2.0% -1.6M 46.2M -790.6K 1.52 46.96 N/A N/A 712 1,082 9,939 12,057 2019-07-10 $259.09 $280.00 36.1% 9.8% 19.9% 45.3% 33.8% 5.3% -2.2% -4.3M 79.7M -751.0K 1.80 45.74 N/A N/A 939 1,687 9,920 13,007 2019-07-11 $262.85 $280.00 36.4% 9.9% 20.8% 46.0% 34.3% 4.3% -2.3% -3.0M 60.4M -768.8K 1.80 42.24 N/A N/A 1,203 2,160 10,294 13,177 2019-07-12 $268.82 $280.00 36.8% 10.0% 21.5% 47.2% 33.8% 4.8% -3.7% 444.1K 33.4M -818.8K 1.27 45.13 N/A N/A 1,293 1,636 10,423 13,741 2019-07-15 $271.19 $280.00 36.2% 10.1% 20.0% 45.4% 35.6% 4.2% -1.6% 377.5K 34.7M -838.3K 0.25 46.84 N/A N/A 926 229 9,794 12,319 2019-07-16 $273.65 $280.00 35.2% 10.0% 20.3% 42.6% 35.3% 4.0% -2.2% 2.0M 23.6M -850.6K 0.50 51.47 N/A N/A 761 377 10,088 12,470 2019-07-17 $269.36 $280.00 35.1% 10.1% 21.1% 42.2% 36.3% 4.3% -2.1% 165.7K 44.8M -839.7K 0.47 46.44 N/A N/A 773 364 10,090 12,598 2019-07-18 $268.57 $280.00 34.7% 10.0% 20.5% 41.0% 35.9% 3.9% -1.3% 438.4K 47.2M -828.3K 0.51 47.76 N/A N/A 780 399 10,291 12,594 2019-07-19 $268.89 $280.00 34.6% 10.1% 20.3% 40.9% 36.3% 4.0% -1.9% 478.3K 46.8M -827.6K 0.70 45.75 N/A N/A 1,101 772 10,647 12,588 2019-07-22 $269.91 $280.00 36.5% 11.3% 20.3% 46.4% 39.1% 5.9% -1.5% -1.7M 46.1M -817.4K 1.35 41.41 N/A N/A 539 728 7,330 11,153 2019-07-23 $278.26 $280.00 35.5% 11.1% 22.8% 43.4% 39.7% 6.4% -1.7% -1.2M 24.1M -858.2K 0.78 34.74 N/A N/A 2,607 2,023 7,765 11,758 2019-07-24 $303.68 $270.00 22.8% 7.1% 37.4% 5.5% 25.1% 4.1% 0.4% 4.8M -88.7M -841.3K 1.00 65.79 N/A N/A 2,789 2,792 9,327 13,339 2019-07-25 $299.20 $272.50 23.4% 6.9% 38.0% 7.3% 25.8% 2.5% 0.3% 3.4M -61.8M -886.5K 2.30 67.32 N/A N/A 1,161 2,671 9,233 13,785 2019-07-26 $300.35 $275.00 23.4% 6.8% 37.9% 7.3% 24.9% 2.9% -0.5% 9.3M -67.0M -882.4K 2.51 47.11 N/A N/A 929 2,331 9,345 13,897 2019-07-29 $291.58 $275.00 23.8% 7.0% 39.9% 8.4% 24.9% 2.5% -0.2% -93.3K -988.8K -872.5K 1.76 42.16 N/A N/A 250 440 7,679 11,569 2019-07-30 $296.30 $280.00 23.3% 7.0% 40.0% 7.2% 24.0% 2.7% -0.5% 222.7K -13.9M -875.3K 0.87 43.11 N/A N/A 404 352 7,773 11,774 2019-07-31 $292.25 $280.00 24.2% 7.2% 40.2% 9.8% 25.1% 2.6% -0.5% -40.5K -2.2M -882.4K 1.23 43.51 N/A N/A 319 393 7,916 11,903
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