GWW Options History — February 2024 In February 2024, GWW traded between $922.63 and $977.17. ATM implied volatility averaged 20.0%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 10.1% (HV 20d: 30.1%). Max pain ranged from $880.00 to $950.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.49.
Notable Days 2024-02-08 : Highest Volume — 2,454 contracts2024-02-02 : Largest IV drop — 46.8% change2024-02-01 : Highest IV Rank — 91.9%2024-02-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $951.42 $922.63 $977.17 $922.63 $977.17 Max Pain $933.00 $880.00 $950.00 $880.00 $940.00 ATM IV 20.0% 17.8% 38.0% 38.0% 18.4% Expected Move 5.5% 5.1% 7.6% 7.6% 5.3% HV 20d 30.1% 21.2% 32.4% 21.2% 28.1% HV 60d 22.8% 19.5% 24.0% 19.5% 21.2% IV Rank 19.2% 10.2% 91.9% 91.9% 12.8% IV Percentile 24.9% 8.3% 98.8% 98.8% 13.5% Term Structure 1.2% -1.3% 1.8% -1.3% 1.2% VWIV 19.6% 16.8% 26.8% 26.8% 18.7% Skew 25d 1.2% -0.0% 2.3% 0.5% 0.5% Skew 10d 2.4% 0.2% 4.3% 1.2% 3.0% Call IV 25d 19.0% 17.6% 26.4% 26.4% 18.4% Put IV 25d 20.2% 18.6% 27.0% 27.0% 18.9% Bid-Ask Spread % 68.95 45.54 80.02 45.54 78.23 Gamma HHI 0.10 0.06 0.18 0.06 0.13 Net GEX 23.3M 19.5M 33.8M 21.0M 21.0M Net DEX -868.4M -1.02B -726.6M -792.6M -943.7M Net VEX -2.0M -2.2M -1.4M -1.7M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.49 0.13 6.81 0.49 2.13 Total Volume 791.1 61 2,454 2,398 260 Total OI 20,610.75 18,621 22,617 18,621 21,386
Daily Data (20 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 2024-02-01 $922.63 $880.00 38.0% 7.6% 21.2% 91.9% 26.8% 0.5% -1.3% 21.0M -792.6M -1.7M 0.49 45.54 N/A N/A 1,612 786 12,835 5,786 2024-02-02 $974.68 $880.00 20.2% 5.8% 27.3% 20.0% 21.1% -0.0% 1.4% 19.5M -1.02B -1.4M 0.45 67.07 N/A N/A 1,624 727 13,181 6,387 2024-02-05 $945.31 $930.00 21.0% 5.7% 30.6% 23.2% 19.9% 1.1% 1.7% 22.5M -886.2M -1.7M 0.82 62.52 N/A N/A 433 356 13,360 6,686 2024-02-06 $938.22 $930.00 21.0% 5.4% 31.0% 23.2% 19.3% 1.5% 1.8% 23.1M -859.9M -1.8M 0.33 65.32 N/A N/A 563 187 13,653 6,826 2024-02-07 $946.71 $930.00 18.4% 5.3% 31.0% 12.7% 18.6% 0.5% 1.5% 23.3M -919.4M -1.8M 0.50 61.76 N/A N/A 252 125 13,988 6,950 2024-02-08 $952.31 $940.00 18.6% 5.3% 31.0% 13.5% 16.8% 1.9% 0.5% 23.5M -957.6M -1.7M 0.13 80.02 N/A N/A 2,175 279 14,097 7,004 2024-02-09 $958.29 $940.00 17.8% 5.1% 31.0% 10.2% 17.9% 1.0% 1.8% 24.8M -930.2M -1.9M 2.01 66.05 N/A N/A 257 516 13,719 7,252 2024-02-12 $949.76 $940.00 18.6% 5.3% 31.5% 13.2% 18.8% 1.2% 1.4% 25.5M -876.4M -2.0M 2.85 65.32 N/A N/A 127 362 13,810 7,578 2024-02-13 $933.45 $950.00 20.1% 5.8% 32.4% 19.6% 19.6% 2.3% 1.0% 26.1M -780.2M -2.2M 1.87 64.94 N/A N/A 233 436 13,900 7,751 2024-02-14 $945.67 $940.00 18.7% 5.4% 32.4% 13.7% 20.8% 2.2% 1.5% 27.3M -854.8M -2.2M 4.96 68.52 N/A N/A 104 516 14,045 8,076 2024-02-15 $945.20 $940.00 18.6% 5.3% 30.2% 13.4% 18.9% 1.8% 1.8% 27.2M -844.2M -2.2M 0.33 64.32 N/A N/A 46 15 14,092 8,506 2024-02-16 $936.19 $940.00 18.6% 5.3% 30.4% 13.3% 18.2% 1.8% 1.6% 33.8M -792.1M -2.2M 0.56 70.67 N/A N/A 214 120 14,103 8,514 2024-02-20 $935.78 $940.00 19.6% 5.6% 30.2% 17.5% 19.7% 2.3% 0.6% 20.4M -726.6M -2.1M 1.01 66.53 N/A N/A 112 113 12,763 6,122 2024-02-21 $940.21 $940.00 19.4% 5.6% 30.2% 16.7% 20.9% 1.8% 0.7% 20.3M -744.9M -2.1M 0.43 71.86 N/A N/A 365 156 12,840 6,472 2024-02-22 $961.62 $940.00 18.9% 5.4% 30.9% 14.8% 19.1% 0.5% 1.3% 21.0M -857.7M -2.0M 0.31 75.61 N/A N/A 186 58 12,938 6,556 2024-02-23 $957.23 $940.00 17.9% 5.1% 31.0% 10.8% 18.2% 0.7% 1.6% 21.7M -834.3M -2.1M 0.58 75.85 N/A N/A 503 293 13,104 6,582 2024-02-26 $966.71 $940.00 18.7% 5.4% 31.1% 14.0% 19.9% 0.8% 1.3% 21.7M -900.3M -2.0M 1.91 75.94 N/A N/A 240 459 13,275 6,774 2024-02-27 $968.85 $940.00 18.8% 5.4% 30.9% 14.3% 18.8% 0.7% 1.2% 21.4M -911.6M -2.0M 1.27 74.30 N/A N/A 64 81 13,395 7,207 2024-02-28 $972.42 $940.00 18.9% 5.4% 29.8% 14.7% 19.0% 0.3% 1.0% 21.4M -930.7M -2.0M 6.81 78.60 N/A N/A 111 756 13,438 7,264 2024-02-29 $977.17 $940.00 18.4% 5.3% 28.1% 12.8% 18.7% 0.5% 1.2% 21.0M -943.7M -2.0M 2.13 78.23 N/A N/A 83 177 13,464 7,922
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