GWW Options History — March 2022 In March 2022, GWW traded between $466.30 and $519.65. ATM implied volatility averaged 26.7%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 2.2% (HV 20d: 24.5%). Max pain ranged from $470.00 to $500.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 1.20.
Notable Days 2022-03-28 : Highest Volume — 1,691 contracts2022-03-07 : Largest IV spike — 18.2% change2022-03-07 : Highest IV Rank — 76.7%2022-03-07 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $495.68 $466.30 $519.65 $466.30 $518.38 Max Pain $486.36 $470.00 $500.00 $480.00 $500.00 ATM IV 26.7% 19.0% 37.8% 33.0% 19.8% Expected Move 8.8% 7.8% 10.8% 9.5% 8.0% HV 20d 24.5% 20.9% 28.1% 25.8% 21.5% HV 60d 23.6% 22.8% 24.4% 22.8% 22.9% IV Rank 34.2% 4.8% 76.7% 58.4% 7.6% IV Percentile 61.4% 2.4% 96.8% 95.2% 9.1% Term Structure 4.0% -2.5% 8.3% -2.5% 8.1% VWIV 32.7% 29.5% 37.9% 31.0% 32.5% Skew 25d 4.9% 3.5% 8.1% 8.1% 4.3% Skew 10d 9.8% 8.2% 13.4% 13.4% 9.0% Call IV 25d 24.4% 17.8% 31.6% 30.0% 18.3% Put IV 25d 29.3% 21.3% 38.1% 38.1% 22.5% Bid-Ask Spread % 49.48 10.86 85.95 80.06 46.62 Gamma HHI 0.08 0.06 0.29 0.07 0.06 Net GEX 239.4K -813.8K 2.9M -813.8K 608.8K Net DEX -5.9M -21.2M 15.5M 15.5M -19.3M Net VEX -360.0K -401.7K -289.4K -298.2K -401.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.20 0.74 1.83 1.01 1.46 Total Volume 1,446.652 1,088 1,691 1,589 1,655 Total OI 7,026.435 6,015 7,851 6,026 7,851
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 2022-03-01 $466.30 $480.00 33.0% 9.5% 25.8% 58.4% 31.0% 8.1% -2.5% -813.8K 15.5M -298.2K 1.01 80.06 N/A N/A 791 798 2,133 3,893 2022-03-02 $480.41 $480.00 29.5% 8.5% 28.1% 44.9% 29.5% 5.6% 1.8% -536.9K 5.5M -289.4K 1.04 68.10 N/A N/A 708 738 2,134 3,881 2022-03-03 $481.38 $480.00 30.3% 8.7% 27.6% 47.8% 30.2% 4.7% 2.2% 144.2K 289.1K -300.7K 1.07 67.82 N/A N/A 704 753 2,345 3,890 2022-03-04 $485.09 $480.00 32.0% 9.2% 27.5% 54.4% 33.1% 4.9% 1.5% 236.5K -2.2M -312.2K 0.89 62.17 N/A N/A 712 631 2,359 3,906 2022-03-07 $493.17 $480.00 37.8% 10.8% 25.0% 76.7% 37.9% 5.6% 1.1% 438.8K -9.9M -324.1K 0.99 59.53 N/A N/A 824 815 2,381 3,917 2022-03-08 $492.06 $480.00 32.1% 10.1% 23.7% 55.0% 36.4% 5.6% 1.7% -76.2K -2.4M -371.8K 1.25 67.55 N/A N/A 650 813 2,375 4,354 2022-03-09 $490.95 $480.00 29.5% 9.2% 23.7% 44.8% 34.1% 4.6% 2.4% -48.2K -2.0M -361.7K 1.35 70.78 N/A N/A 593 802 2,418 4,385 2022-03-10 $483.33 $480.00 30.7% 9.6% 23.9% 49.6% 35.6% 4.7% 1.6% -296.7K 4.6M -360.4K 0.78 73.50 N/A N/A 611 477 2,473 4,385 2022-03-11 $473.61 $480.00 31.6% 10.0% 20.9% 52.9% 34.5% 6.6% 1.0% -699.3K 12.7M -360.2K 0.83 85.95 N/A N/A 791 653 2,502 4,425 2022-03-14 $484.14 $480.00 31.7% 9.2% 22.0% 53.2% 34.5% 5.3% 0.5% -277.0K 3.3M -384.7K 0.74 31.76 N/A N/A 823 612 2,696 4,637 2022-03-15 $497.73 $480.00 29.9% 9.1% 23.7% 46.3% 37.5% 5.7% 1.9% 408.0K -10.1M -392.8K 1.22 30.85 N/A N/A 661 808 2,707 4,650 2022-03-16 $486.78 $480.00 27.4% 8.6% 25.4% 36.7% 35.4% 5.4% 2.6% -51.1K 1.4M -383.3K 1.24 32.97 N/A N/A 628 776 2,727 4,690 2022-03-17 $497.10 $0.00 25.4% 8.8% 25.9% 29.0% 30.1% 4.7% 5.3% 990.2K -10.7M -375.5K 0.86 10.86 N/A N/A 642 549 2,725 4,710 2022-03-18 $500.83 $500.00 23.0% 8.2% 25.9% 20.0% 31.7% 4.0% 5.8% 2.9M -16.0M -358.4K 0.87 13.19 N/A N/A 695 605 2,730 4,721 2022-03-21 $503.69 $470.00 23.6% 8.3% 25.9% 22.4% 31.8% 4.4% 5.5% 250.6K -10.6M -358.7K 1.04 40.81 N/A N/A 622 648 2,465 4,475 2022-03-22 $503.11 $470.00 21.6% 8.2% 25.9% 14.6% 30.7% 4.0% 6.9% 234.2K -9.5M -361.0K 1.50 41.88 N/A N/A 551 826 2,489 4,506 2022-03-23 $504.47 $500.00 22.8% 8.3% 24.3% 19.0% 30.9% 4.1% 6.3% 172.9K -10.7M -362.9K 1.52 39.94 N/A N/A 567 861 2,516 4,545 2022-03-24 $501.60 $500.00 21.6% 8.3% 24.6% 14.7% 30.9% 4.6% 7.2% 57.1K -7.7M -373.6K 1.37 41.64 N/A N/A 599 823 2,537 4,683 2022-03-25 $504.76 $500.00 21.2% 8.2% 23.8% 13.0% 31.0% 4.2% 7.6% 100.6K -9.5M -373.0K 1.61 42.15 N/A N/A 612 987 2,560 4,761 2022-03-28 $512.63 $500.00 21.1% 8.2% 23.9% 12.8% 31.2% 4.6% 7.6% 397.7K -16.1M -382.4K 1.83 41.82 N/A N/A 597 1,094 2,578 4,950 2022-03-29 $519.40 $500.00 19.0% 7.8% 23.3% 4.8% 30.5% 3.5% 8.3% 688.4K -21.2M -394.8K 1.58 42.18 N/A N/A 616 976 2,604 5,132 2022-03-30 $519.65 $500.00 19.7% 8.0% 21.4% 7.1% 31.6% 4.2% 8.1% 635.9K -20.8M -398.2K 1.55 45.81 N/A N/A 619 957 2,618 5,189 2022-03-31 $518.38 $500.00 19.8% 8.0% 21.5% 7.6% 32.5% 4.3% 8.1% 608.8K -19.3M -401.7K 1.46 46.62 N/A N/A 674 981 2,646 5,205
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