GWW Options History — October 2022

In October 2022, GWW traded between $499.05 and $582.83. ATM implied volatility averaged 35.8%, placing in the 68.8% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 3.7% (HV 20d: 32.2%). Max pain ranged from $510.00 to $560.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.78.

Notable Days

  • 2022-10-21: Highest Volume — 2,767 contracts
  • 2022-10-28: Largest IV drop — 25.8% change
  • 2022-10-27: Highest IV Rank — 84.1%
  • 2022-10-27: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$523.24$499.05$582.83$507.01$582.83
Max Pain$524.29$510.00$560.00$550.00$520.00
ATM IV35.8%29.5%39.8%30.7%31.3%
Expected Move10.4%8.5%11.4%8.8%9.0%
HV 20d32.2%29.7%37.1%30.0%36.1%
HV 60d29.8%26.9%32.0%29.9%29.6%
IV Rank68.8%44.2%84.1%48.6%51.0%
IV Percentile90.3%59.9%97.2%75.8%73.4%
Term Structure-3.0%-6.9%3.5%3.5%-2.3%
VWIV36.0%31.4%41.3%32.6%34.8%
Skew 25d5.9%3.6%8.1%6.3%4.6%
Skew 10d14.3%6.1%21.4%13.6%11.0%
Call IV 25d34.3%27.1%37.9%30.4%29.6%
Put IV 25d40.2%33.4%45.4%36.7%34.3%
Bid-Ask Spread %70.8964.6782.6079.5171.66
Gamma HHI0.130.070.390.110.08
Net GEX-3.4M-5.1M207.0K-4.8M207.0K
Net DEX40.5M-33.7M90.5M74.4M-33.7M
Net VEX-381.7K-441.3K-340.2K-433.7K-344.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.781.943.892.732.87
Total Volume2,091.191,8092,7671,8592,339
Total OI8,859.194,96710,64110,0275,813

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$507.01$550.0030.7%8.8%30.0%48.6%32.6%6.3%3.5%-4.8M74.4M-433.7K2.7379.51N/AN/A4991,3603,1686,859
2022-10-04$520.97$550.0030.6%8.8%31.5%48.6%33.6%5.6%2.8%-4.5M49.2M-441.3K2.7882.60N/AN/A4871,3543,1736,871
2022-10-05$521.95$550.0031.8%9.1%29.7%52.9%36.0%5.8%3.5%-4.7M50.5M-435.9K2.7678.31N/AN/A4901,3523,1856,885
2022-10-06$510.16$560.0032.3%10.2%30.4%54.8%33.0%6.0%-2.5%-5.0M70.2M-426.0K2.7768.06N/AN/A4901,3593,1876,885
2022-10-07$499.05$560.0033.0%10.4%30.5%57.6%31.7%6.2%-3.4%-5.0M90.5M-404.5K3.0970.96N/AN/A4681,4453,1876,909
2022-10-10$504.82$560.0036.6%10.9%31.2%71.6%34.8%4.5%-3.5%-5.0M79.0M-406.0K1.9869.21N/AN/A6831,3513,2076,912
2022-10-11$512.12$510.0037.1%10.4%31.4%73.7%34.8%5.1%-2.7%-4.8M63.2M-424.3K1.9668.19N/AN/A6951,3633,4426,928
2022-10-12$507.97$510.0037.9%10.9%31.3%76.8%34.6%6.1%-3.7%-4.7M68.1M-415.2K2.6870.14N/AN/A5101,3693,4576,918
2022-10-13$517.70$510.0036.1%10.3%30.6%69.6%35.0%6.1%-2.8%-4.7M52.6M-393.5K2.8767.39N/AN/A4821,3853,4726,963
2022-10-14$502.59$510.0038.1%10.9%31.8%77.7%35.9%8.0%-4.3%-5.1M79.0M-377.7K2.3671.98N/AN/A6661,5703,4866,977
2022-10-17$517.82$510.0037.3%10.7%32.8%74.4%37.1%4.8%-4.4%-5.1M50.4M-349.5K1.9469.68N/AN/A7821,5153,3926,937
2022-10-18$530.01$510.0038.1%10.9%34.0%77.4%36.4%6.6%-5.0%-4.1M26.8M-340.3K2.3273.57N/AN/A6651,5443,5016,914
2022-10-19$519.70$510.0039.0%11.2%33.2%81.0%37.2%7.7%-5.2%-4.1M43.8M-342.3K2.5067.28N/AN/A6891,7233,5797,061
2022-10-20$507.66$510.0038.5%11.0%33.4%78.9%38.2%5.0%-4.5%-4.2M68.7M-347.3K2.5864.67N/AN/A6161,5903,5887,053
2022-10-21$521.05$510.0037.9%10.9%32.6%76.6%37.5%3.6%-3.3%-3.8M35.9M-340.2K3.1165.87N/AN/A6742,0933,6007,035
2022-10-24$526.52$510.0039.5%11.3%32.6%83.0%40.1%8.1%-4.9%-479.2K4.8M-361.0K3.3567.68N/AN/A4861,6261,7293,238
2022-10-25$531.62$510.0038.7%11.1%32.4%79.8%39.9%5.6%-5.3%-472.0K2.1M-367.3K3.6969.11N/AN/A4181,5441,7443,321
2022-10-26$533.35$510.0039.3%11.3%32.2%82.0%41.3%7.4%-6.9%-470.0K1.4M-358.7K3.8969.58N/AN/A3991,5511,7483,338
2022-10-27$539.55$520.0039.8%11.4%31.3%84.1%39.9%4.7%-6.2%-474.8K-1.5M-365.8K3.5269.71N/AN/A4001,4091,7593,370
2022-10-28$573.57$520.0029.5%8.5%37.1%44.2%31.4%6.3%-1.2%-143.7K-24.0M-341.4K2.6273.52N/AN/A6831,7911,8253,427
2022-10-31$582.83$520.0031.3%9.0%36.1%51.0%34.8%4.6%-2.3%207.0K-33.7M-344.5K2.8771.66N/AN/A6051,7341,9873,826