GWW Options History — June 2022

In June 2022, GWW traded between $441.61 and $506.35. ATM implied volatility averaged 27.6%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 1.1% (HV 20d: 26.4%). Max pain ranged from $480.00 to $490.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2022-06-17: Highest Volume — 2,529 contracts
  • 2022-06-13: Largest IV spike — 15.8% change
  • 2022-06-16: Highest IV Rank — 52.7%
  • 2022-06-16: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$472.81$441.61$506.35$495.93$453.74
Max Pain$488.57$480.00$490.00$480.00$480.00
ATM IV27.6%25.3%31.6%25.8%27.7%
Expected Move7.8%7.1%9.0%7.4%7.9%
HV 20d26.4%22.7%33.7%33.7%28.9%
HV 60d31.2%29.7%32.9%31.0%32.9%
IV Rank37.5%28.6%52.7%30.6%38.1%
IV Percentile64.8%54.0%85.7%58.7%63.9%
Term Structure3.6%-0.6%5.9%-0.6%5.9%
VWIV29.1%26.1%36.5%27.1%29.0%
Skew 25d6.3%5.3%7.8%6.6%6.3%
Skew 10d14.1%12.6%16.8%14.6%14.5%
Call IV 25d25.0%22.3%29.0%23.9%25.0%
Put IV 25d31.3%28.4%36.8%30.5%31.3%
Bid-Ask Spread %65.7553.9685.3176.3477.27
Gamma HHI0.060.050.070.050.07
Net GEX-1.2M-2.4M429.8K-216.8K-1.9M
Net DEX27.8M-16.7M76.5M809.1K39.3M
Net VEX-437.9K-463.7K-411.0K-440.8K-440.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.581.251.040.60
Total Volume1,961.4291,6172,5291,7241,861
Total OI9,246.7147,49210,6739,7407,957

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$495.93$480.0025.8%7.4%33.7%30.6%27.1%6.6%-0.6%-216.8K809.1K-440.8K1.0476.34N/AN/A8468783,4136,327
2022-06-02$497.46$490.0026.0%7.2%29.4%31.4%26.8%6.1%3.2%-55.5K-2.9M-433.3K1.1061.23N/AN/A9401,0323,4436,332
2022-06-03$496.01$490.0025.9%7.2%24.0%31.0%27.7%6.0%3.1%-213.4K-326.3K-427.6K0.7853.96N/AN/A9197173,3716,302
2022-06-06$498.66$490.0027.0%7.3%23.8%35.1%27.4%6.1%3.3%-33.4K-3.9M-416.6K0.7456.78N/AN/A9286893,3916,299
2022-06-07$506.35$490.0026.1%7.1%24.2%31.9%26.1%6.0%3.6%429.8K-16.7M-412.0K0.7261.52N/AN/A9686993,4116,291
2022-06-08$499.07$490.0026.2%7.5%23.8%32.3%33.2%6.5%2.8%72.0K-4.6M-414.8K1.2561.02N/AN/A9491,1913,4286,291
2022-06-09$497.13$490.0025.3%7.2%22.7%28.6%32.2%6.4%3.5%-307.6K3.8M-453.2K1.2259.94N/AN/A9421,1483,4406,752
2022-06-10$490.89$490.0026.1%7.5%23.1%31.7%26.9%6.1%3.3%-655.5K13.1M-457.7K0.8457.07N/AN/A1,2141,0173,4396,826
2022-06-13$478.86$490.0030.2%8.7%23.6%47.6%30.9%7.1%0.7%-968.3K28.7M-463.7K0.8058.00N/AN/A1,2109623,6906,828
2022-06-14$470.51$490.0029.9%8.6%24.1%46.4%34.1%7.0%1.1%-1.5M42.5M-453.9K0.9857.17N/AN/A9929753,7166,886
2022-06-15$473.75$490.0028.6%8.2%23.3%41.5%32.6%6.6%1.7%-1.3M38.2M-444.8K1.0661.76N/AN/A9109673,7106,884
2022-06-16$455.48$490.0031.6%9.0%24.6%52.7%36.5%7.8%3.1%-2.2M62.9M-432.1K1.1859.99N/AN/A9191,0823,7016,880
2022-06-17$441.61$490.0030.6%8.8%26.6%48.9%27.4%6.7%3.7%-2.4M76.5M-411.0K0.6461.61N/AN/A1,5399903,7276,946
2022-06-21$450.17$490.0027.9%8.0%27.6%38.7%28.0%5.9%5.0%-2.1M53.1M-426.5K0.9566.87N/AN/A9669213,2274,265
2022-06-22$450.16$490.0028.6%8.2%27.4%41.4%28.3%6.2%4.8%-2.1M52.8M-425.9K0.7768.97N/AN/A1,2079273,2404,282
2022-06-23$445.72$490.0027.6%7.9%26.8%37.4%27.7%6.7%5.3%-2.0M51.0M-449.5K0.7272.37N/AN/A1,2048643,5154,290
2022-06-24$460.01$490.0027.0%7.7%29.5%35.4%27.6%5.9%5.3%-1.6M33.9M-458.8K0.7072.84N/AN/A1,1778203,5294,304
2022-06-27$464.76$490.0026.6%7.6%29.2%33.6%26.6%5.3%5.7%-1.5M29.2M-453.4K0.6075.21N/AN/A1,1606973,5374,408
2022-06-28$450.63$490.0026.9%7.7%29.6%34.9%27.1%6.1%5.9%-2.1M47.4M-440.5K0.6175.61N/AN/A1,1757193,5494,424
2022-06-29$452.07$480.0027.7%7.9%29.7%38.1%27.7%6.2%5.0%-2.0M39.6M-439.5K0.5885.31N/AN/A1,1816883,5674,363
2022-06-30$453.74$480.0027.7%7.9%28.9%38.1%29.0%6.3%5.9%-1.9M39.3M-440.2K0.6077.27N/AN/A1,1636983,5874,370