GWW Options History — June 2023

In June 2023, GWW traded between $653.28 and $793.12. ATM implied volatility averaged 20.7%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.9% (HV 20d: 21.6%). Max pain ranged from $660.00 to $710.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2023-06-29: Highest Volume — 538 contracts
  • 2023-06-14: Largest IV drop — 17.7% change
  • 2023-06-12: Highest IV Rank — 27.7%
  • 2023-06-01: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$727.43$653.28$793.12$653.28$793.12
Max Pain$682.38$660.00$710.00$680.00$710.00
ATM IV20.7%18.6%25.5%22.8%19.5%
Expected Move5.7%5.3%6.5%6.5%5.6%
HV 20d21.6%17.4%24.2%17.4%21.9%
HV 60d23.3%22.0%24.2%23.0%22.0%
IV Rank6.0%0.0%27.7%12.9%4.2%
IV Percentile5.2%0.0%40.1%11.9%1.2%
Term Structure5.3%-0.8%7.5%-0.8%7.5%
VWIV20.5%19.0%22.5%22.5%19.2%
Skew 25d3.4%2.0%4.2%3.8%2.7%
Skew 10d7.2%3.2%9.6%9.6%3.2%
Call IV 25d18.3%17.2%21.3%21.3%18.2%
Put IV 25d21.7%20.5%25.1%25.1%20.9%
Bid-Ask Spread %81.6976.1787.1681.2183.56
Gamma HHI0.070.050.100.060.06
Net GEX1.7M-761.8K2.5M-761.8K2.2M
Net DEX-52.7M-93.0M543.0K543.0K-93.0M
Net VEX-273.4K-328.0K-242.3K-284.1K-328.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.232.782.000.83
Total Volume211.7144753857506
Total OI5,978.9525,4516,6995,4516,699

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$653.28$680.0022.8%6.5%17.4%12.9%22.5%3.8%-0.8%-761.8K543.0K-284.1K2.0081.21N/AN/A19381,4274,024
2023-06-02$677.25$680.0019.9%5.7%19.7%0.0%22.2%3.7%0.0%372.1K-15.5M-267.0K1.8585.09N/AN/A34631,4394,046
2023-06-05$676.30$660.0020.7%5.8%19.1%3.8%20.5%3.9%4.4%361.3K-15.1M-264.6K0.8278.56N/AN/A33271,4564,061
2023-06-06$682.66$660.0020.7%5.6%19.3%3.9%19.7%3.6%5.0%775.8K-20.3M-256.3K1.1579.67N/AN/A26301,4764,077
2023-06-07$695.55$660.0020.9%5.7%20.3%4.8%21.5%4.2%4.2%1.3M-29.2M-252.4K1.0078.82N/AN/A76761,4964,106
2023-06-08$704.03$670.0021.8%5.8%20.5%9.3%20.7%3.6%4.9%1.6M-37.0M-242.3K0.6377.49N/AN/A2561621,5274,162
2023-06-09$707.04$680.0021.8%5.8%20.5%9.2%21.0%3.2%5.6%2.0M-45.4M-274.9K1.0976.17N/AN/A1081181,7654,242
2023-06-12$722.84$680.0025.5%5.9%21.7%27.7%21.7%3.1%5.1%2.3M-58.0M-282.8K0.5577.65N/AN/A2211211,8394,316
2023-06-13$737.24$680.0024.1%5.6%21.0%21.1%20.9%3.3%5.7%2.1M-66.9M-268.4K0.5278.00N/AN/A165861,8274,375
2023-06-14$725.24$680.0019.9%5.7%22.0%0.0%20.8%3.5%6.0%2.5M-58.8M-272.0K2.0481.46N/AN/A46941,8714,416
2023-06-15$743.78$680.0020.4%5.8%23.2%2.5%20.7%3.0%5.2%2.2M-71.9M-268.2K0.5281.65N/AN/A130671,8864,409
2023-06-16$733.51$680.0020.3%5.8%24.1%2.2%20.0%2.0%5.2%2.2M-68.4M-271.0K0.4981.76N/AN/A69341,9374,456
2023-06-20$733.23$680.0019.7%5.6%24.2%0.0%19.0%3.4%6.3%1.7M-52.2M-268.4K0.6980.80N/AN/A106731,7224,067
2023-06-21$743.00$680.0019.7%5.6%23.6%0.1%21.0%3.9%5.9%1.9M-58.1M-266.5K2.6382.64N/AN/A27711,7704,117
2023-06-22$737.26$690.0018.6%5.3%22.7%0.0%20.0%3.3%6.8%1.8M-54.7M-274.0K1.3584.89N/AN/A20271,7904,141
2023-06-23$739.39$690.0019.1%5.5%22.2%2.3%20.0%3.9%6.5%1.8M-55.9M-278.0K2.7884.75N/AN/A18501,8084,152
2023-06-26$748.92$690.0019.6%5.6%22.3%4.5%20.1%4.1%6.5%2.0M-63.0M-270.0K0.2386.27N/AN/A127291,8204,171
2023-06-27$770.48$690.0018.9%5.4%23.6%1.1%19.6%3.0%7.5%2.3M-78.3M-263.6K0.3585.61N/AN/A278961,8654,184
2023-06-28$770.93$700.0020.1%5.8%22.5%7.0%20.1%3.0%6.9%2.3M-78.8M-276.7K0.9687.16N/AN/A1941871,9274,250
2023-06-29$780.97$710.0020.5%5.9%21.9%8.8%19.7%2.4%6.9%2.4M-86.8M-312.1K0.6982.28N/AN/A3182202,0554,384
2023-06-30$793.12$710.0019.5%5.6%21.9%4.2%19.2%2.7%7.5%2.2M-93.0M-328.0K0.8383.56N/AN/A2762302,1314,568