GWW Options History — October 2019 In October 2019, GWW traded between $282.69 and $318.64. ATM implied volatility averaged 34.0%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 6.6% (HV 20d: 27.3%). Max pain ranged from $270.00 to $300.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.30.
Notable Days 2019-10-22 : Highest Volume — 4,046 contracts2019-10-23 : Largest IV drop — 32.9% change2019-10-09 : Highest IV Rank — 63.3%2019-10-08 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $303.29 $282.69 $318.64 $285.68 $308.51 Max Pain $287.39 $270.00 $300.00 $280.00 $300.00 ATM IV 34.0% 22.2% 42.2% 39.6% 22.8% Expected Move 9.4% 6.5% 11.5% 8.5% 6.6% HV 20d 27.3% 20.3% 31.1% 24.6% 27.9% HV 60d 30.4% 25.6% 34.6% 33.0% 25.6% IV Rank 40.6% 4.1% 63.3% 55.6% 6.1% IV Percentile 60.9% 4.4% 89.7% 87.7% 7.5% Term Structure -1.3% -4.1% 0.5% 0.0% 0.0% VWIV 33.2% 22.7% 43.1% 29.2% 22.7% Skew 25d 4.8% 2.5% 8.5% 8.5% 3.1% Skew 10d 9.1% 5.3% 19.3% 14.8% 6.5% Call IV 25d 31.9% 21.1% 41.4% 35.5% 21.3% Put IV 25d 36.7% 23.7% 47.0% 44.1% 24.4% Bid-Ask Spread % 41.75 26.83 58.84 27.86 35.04 Gamma HHI 0.10 0.05 0.61 0.07 0.07 Net GEX 104.9K -2.5M 12.7M -1.3M -2.4M Net DEX -1.3M -49.3M 49.6M 41.9M 17.7M Net VEX -840.5K -868.2K -806.7K -839.0K -822.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.30 0.27 3.33 0.62 1.34 Total Volume 858.652 145 4,046 993 511 Total OI 18,594.217 15,812 21,436 17,795 17,979
Daily Data (23 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 2019-10-01 $285.68 $280.00 39.6% 8.5% 24.6% 55.6% 29.2% 8.5% 0.0% -1.3M 41.9M -839.0K 0.62 27.86 N/A N/A 612 381 6,951 10,844 2019-10-02 $287.91 $280.00 40.2% 8.7% 24.5% 57.5% 30.2% 6.2% -0.8% -1.1M 37.0M -861.4K 1.93 26.83 N/A N/A 250 483 7,152 11,029 2019-10-03 $287.84 $270.00 40.1% 10.5% 21.9% 57.0% 36.5% 7.5% -1.0% -751.0K 38.2M -863.7K 0.86 44.68 N/A N/A 78 67 7,331 11,197 2019-10-04 $291.25 $270.00 38.6% 10.3% 22.2% 52.6% 37.2% 5.4% -1.3% -166.4K 21.8M -857.5K 1.30 41.75 N/A N/A 339 441 7,334 11,068 2019-10-07 $289.50 $270.00 39.5% 10.5% 20.3% 55.3% 36.9% 6.4% -2.4% -1.2M 30.9M -868.2K 0.27 42.38 N/A N/A 191 51 7,140 11,022 2019-10-08 $282.69 $270.00 42.2% 11.5% 21.3% 63.3% 39.3% 7.2% -1.5% -1.4M 49.6M -862.1K 1.64 43.63 N/A N/A 110 180 7,315 11,060 2019-10-09 $284.51 $280.00 42.2% 11.4% 20.8% 63.3% 36.6% 6.1% -2.5% -1.0M 44.6M -854.8K 1.98 49.84 N/A N/A 156 309 7,369 11,036 2019-10-10 $288.08 $280.00 41.6% 11.1% 21.4% 61.7% 41.5% 6.1% -4.1% -758.4K 30.4M -864.6K 2.41 46.04 N/A N/A 247 595 7,476 11,099 2019-10-11 $306.47 $280.00 42.0% 11.4% 30.9% 62.9% 43.1% 5.6% -4.1% -125.4K -37.7M -849.1K 1.29 58.84 N/A N/A 680 875 7,624 11,470 2019-10-14 $305.97 $290.00 37.9% 10.6% 30.9% 56.1% 38.8% 4.6% -1.0% 263.5K -26.7M -844.4K 1.18 53.46 N/A N/A 221 261 7,525 10,967 2019-10-15 $308.00 $290.00 36.3% 10.2% 30.5% 50.6% 37.1% 4.5% -1.2% 792.0K -36.3M -838.1K 0.69 54.97 N/A N/A 461 317 7,639 11,084 2019-10-16 $308.16 $290.00 36.3% 10.4% 30.5% 50.9% 38.3% 4.4% -1.8% 1.4M -39.5M -840.5K 3.33 56.09 N/A N/A 83 276 7,982 11,271 2019-10-17 $311.06 $290.00 35.8% 10.4% 30.6% 49.0% 36.7% 4.5% -2.1% 2.5M -49.3M -835.8K 1.19 53.54 N/A N/A 98 117 8,018 11,187 2019-10-18 $309.93 $290.00 35.6% 10.4% 30.5% 48.6% 36.0% 4.5% -2.1% 12.7M -46.3M -826.6K 1.62 48.23 N/A N/A 287 464 8,039 11,252 2019-10-21 $316.19 $290.00 36.1% 11.0% 31.1% 50.1% 37.0% 5.2% -1.5% -237.9K -22.9M -806.7K 0.43 28.22 N/A N/A 1,181 505 6,161 9,651 2019-10-22 $318.64 $290.00 36.6% 11.3% 30.0% 51.8% 39.1% 4.0% -1.6% 688.4K -32.9M -838.1K 1.11 33.65 N/A N/A 1,917 2,129 7,321 10,050 2019-10-23 $312.85 $300.00 24.6% 7.1% 30.8% 12.0% 26.5% 3.2% -0.7% 430.5K -13.5M -837.9K 1.39 35.89 N/A N/A 1,161 1,615 8,579 11,742 2019-10-24 $315.64 $300.00 23.8% 6.8% 30.8% 9.5% 25.2% 2.5% -0.8% 1.3M -19.4M -824.0K 1.51 36.34 N/A N/A 262 395 8,850 12,477 2019-10-25 $317.67 $300.00 22.7% 6.5% 30.9% 5.8% 23.8% 2.8% -0.9% -78.0K -29.5M -828.9K 0.65 33.93 N/A N/A 372 241 8,920 12,516 2019-10-28 $316.62 $300.00 22.2% 6.7% 30.9% 4.2% 24.2% 2.7% 0.3% -2.2M -6.3M -824.0K 1.36 34.87 N/A N/A 134 182 6,730 10,717 2019-10-29 $312.94 $300.00 22.2% 6.9% 27.3% 4.1% 24.9% 2.9% 0.5% -2.5M 4.5M -822.4K 1.03 36.65 N/A N/A 102 105 6,803 10,894 2019-10-30 $309.65 $300.00 22.4% 6.7% 27.8% 5.0% 23.7% 2.9% -0.1% -2.4M 13.6M -822.0K 0.74 37.58 N/A N/A 176 131 6,846 10,950 2019-10-31 $308.51 $300.00 22.8% 6.6% 27.9% 6.1% 22.7% 3.1% 0.0% -2.4M 17.7M -822.3K 1.34 35.04 N/A N/A 218 293 6,969 11,010
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