GWW Options History — October 2021

In October 2021, GWW traded between $398.46 and $464.47. ATM implied volatility averaged 25.2%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 10.1% (HV 20d: 15.1%). Max pain ranged from $390.00 to $420.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.53.

Notable Days

  • 2021-10-29: Highest Volume — 1,007 contracts
  • 2021-10-11: Largest IV spike — 38.4% change
  • 2021-10-27: Highest IV Rank — 43.5%
  • 2021-10-27: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$424.83$398.46$464.47$398.46$464.47
Max Pain$401.43$390.00$420.00$420.00$420.00
ATM IV25.2%19.6%30.0%22.4%19.6%
Expected Move7.7%5.6%8.6%6.4%5.6%
HV 20d15.1%12.8%30.5%13.0%30.5%
HV 60d15.7%13.8%21.7%15.7%21.7%
IV Rank26.5%6.3%43.5%16.5%6.3%
IV Percentile47.7%3.2%82.9%29.0%3.2%
Term Structure-1.2%-5.0%4.6%4.6%2.2%
VWIV26.7%19.8%30.1%22.4%19.8%
Skew 25d4.2%-0.4%7.9%4.3%5.2%
Skew 10d8.0%3.9%15.1%8.9%6.6%
Call IV 25d25.4%17.9%28.5%21.2%17.9%
Put IV 25d29.5%23.1%33.3%25.4%23.1%
Bid-Ask Spread %84.0171.5397.6797.6791.21
Gamma HHI0.150.100.580.110.13
Net GEX-565.6K-1.8M3.1M-1.8M-47.4K
Net DEX4.6M-20.8M28.4M28.4M-20.8M
Net VEX-168.2K-203.9K-133.5K-199.8K-140.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.530.0419.250.412.20
Total Volume398.1971,0072111,007
Total OI5,915.9525,3946,1425,9726,072

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$398.46$420.0022.4%6.4%13.0%16.5%22.4%4.3%4.6%-1.8M28.4M-199.8K0.4197.67N/AN/A150611,0084,964
2021-10-04$399.02$400.0025.8%8.0%12.8%28.5%27.1%4.7%-0.8%-1.8M27.6M-193.2K19.2580.67N/AN/A81541,0084,965
2021-10-05$403.62$390.0023.2%8.2%12.8%19.4%29.6%3.9%-1.4%-1.6M23.0M-203.9K2.6071.53N/AN/A5131,1034,951
2021-10-06$408.58$390.0022.1%7.5%13.5%15.4%26.9%5.0%0.4%-1.3M16.7M-184.5K0.1780.18N/AN/A611,1114,841
2021-10-07$416.11$390.0020.5%7.9%15.1%9.6%28.5%4.9%-0.7%-771.3K9.6M-175.0K0.4481.64N/AN/A126561,1154,841
2021-10-08$418.22$390.0019.6%7.7%15.1%6.4%0.0%1.0%-2.0%-615.1K6.4M-160.2K0.0483.24N/AN/A2611,1184,840
2021-10-11$414.46$390.0027.1%8.5%15.4%33.2%27.7%3.7%-2.7%-856.8K12.0M-174.4K0.7277.52N/AN/A72521,1694,880
2021-10-12$420.13$390.0024.7%8.2%15.5%24.5%0.0%4.6%-1.6%-218.5K4.8M-160.9K0.2479.32N/AN/A2151,1794,881
2021-10-13$421.22$390.0028.3%8.1%15.2%37.4%26.7%5.0%-1.3%-93.9K3.9M-158.9K0.6386.00N/AN/A32201,2104,901
2021-10-14$426.42$390.0025.5%7.3%15.2%27.4%25.8%3.8%0.1%267.9K-1.6M-150.1K5.6087.02N/AN/A10561,1974,909
2021-10-15$429.41$390.0025.1%7.2%14.2%25.9%24.2%-0.4%-0.5%3.1M-6.3M-133.5K2.0792.77N/AN/A27561,2154,927
2021-10-18$430.93$390.0027.4%7.9%14.1%34.3%28.2%5.4%-2.0%-805.3K-409.5K-150.6K0.9882.73N/AN/A64638614,533
2021-10-19$435.91$390.0026.7%7.7%14.2%32.0%24.8%3.3%-2.1%-622.0K-4.5M-140.9K0.2781.55N/AN/A74208744,587
2021-10-20$437.14$410.0024.8%7.1%14.1%24.8%25.7%3.3%-0.2%-411.3K-6.0M-139.8K2.7385.67N/AN/A2446659484,667
2021-10-21$438.19$410.0024.2%6.9%14.1%22.8%24.8%4.8%0.6%-576.8K-4.3M-155.6K2.5583.51N/AN/A2546479484,737
2021-10-22$437.78$410.0027.2%7.8%14.2%33.6%27.5%7.9%-2.1%-584.3K-3.9M-165.5K3.0484.35N/AN/A2317029854,777
2021-10-25$436.56$410.0028.4%8.1%14.3%37.9%28.2%7.1%-3.9%-668.0K-2.1M-173.8K2.7981.35N/AN/A2095849864,906
2021-10-26$431.80$420.0028.9%8.3%14.3%39.9%29.5%4.2%-3.7%-752.0K2.1M-186.2K2.3082.07N/AN/A2616009934,979
2021-10-27$423.98$420.0030.0%8.6%16.0%43.5%30.1%1.5%-2.7%-954.8K8.3M-197.4K1.9684.00N/AN/A3015901,0174,989
2021-10-28$428.92$420.0028.5%8.2%14.5%38.1%29.7%4.4%-5.0%-741.9K3.7M-186.2K2.1990.20N/AN/A2786101,0425,001
2021-10-29$464.47$420.0019.6%5.6%30.5%6.3%19.8%5.2%2.2%-47.4K-20.8M-140.9K2.2091.21N/AN/A3156921,0635,009