GWW Options History — March 2024 In March 2024, GWW traded between $963.61 and $1030.31. ATM implied volatility averaged 20.4%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 4.6% (HV 20d: 15.9%). Max pain ranged from $800.00 to $940.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.69.
Notable Days 2024-03-07 : Highest Volume — 1,240 contracts2024-03-11 : Largest IV spike — 17.4% change2024-03-11 : Highest IV Rank — 33.7%2024-03-06 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $995.83 $963.61 $1030.31 $981.00 $1018.00 Max Pain $830.00 $800.00 $940.00 $940.00 $840.00 ATM IV 20.4% 18.4% 23.6% 18.4% 19.1% Expected Move 5.8% 5.3% 6.2% 5.3% 5.5% HV 20d 15.9% 14.2% 26.6% 26.6% 15.5% HV 60d 21.6% 21.1% 22.0% 21.1% 21.4% IV Rank 21.7% 12.6% 33.7% 12.6% 16.8% IV Percentile 39.6% 12.7% 69.0% 12.7% 26.6% Term Structure 3.8% 1.5% 5.4% 1.5% 5.4% VWIV 19.9% 16.3% 22.2% 17.4% 16.3% Skew 25d 0.9% 0.1% 1.7% 0.3% 0.7% Skew 10d 1.6% 0.3% 3.5% 1.1% 2.5% Call IV 25d 19.9% 18.4% 21.5% 18.4% 19.0% Put IV 25d 20.8% 18.7% 23.0% 18.7% 19.7% Bid-Ask Spread % 76.36 67.80 83.74 76.77 83.74 Gamma HHI 0.13 0.12 0.15 0.13 0.12 Net GEX 22.0M 19.4M 30.0M 20.5M 25.0M Net DEX -1.04B -1.19B -885.4M -956.8M -1.15B Net VEX -1.9M -2.1M -1.6M -2.0M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.05 2.73 1.39 0.05 Total Volume 499.2 104 1,240 306 587 Total OI 22,394.6 21,551 23,416 21,551 23,322
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 2024-03-01 $981.00 $940.00 18.4% 5.3% 26.6% 12.6% 17.4% 0.3% 1.5% 20.5M -956.8M -2.0M 1.39 76.77 N/A N/A 128 178 13,505 8,046 2024-03-04 $989.24 $800.00 20.7% 5.9% 18.4% 21.8% 20.7% 1.0% 3.4% 19.8M -1.00B -1.9M 0.18 73.41 N/A N/A 415 75 13,520 8,081 2024-03-05 $984.62 $800.00 22.4% 6.2% 14.4% 28.9% 21.6% 1.0% 3.1% 20.1M -974.5M -2.0M 0.11 67.80 N/A N/A 744 85 13,548 8,145 2024-03-06 $979.77 $810.00 21.9% 6.2% 14.2% 26.7% 22.2% 1.4% 3.5% 21.2M -943.3M -2.1M 2.73 73.50 N/A N/A 33 90 13,869 8,207 2024-03-07 $990.63 $810.00 21.3% 5.9% 14.4% 24.2% 21.0% 1.0% 3.0% 21.4M -1.02B -1.9M 0.09 70.31 N/A N/A 1,139 101 13,880 8,260 2024-03-08 $972.76 $810.00 20.1% 5.9% 16.0% 19.6% 20.4% 0.7% 3.3% 21.6M -941.7M -2.0M 0.58 74.71 N/A N/A 216 125 14,133 8,331 2024-03-11 $963.61 $820.00 23.6% 5.9% 16.3% 33.7% 20.5% 1.2% 3.3% 21.7M -885.4M -2.1M 0.92 74.34 N/A N/A 210 194 14,212 8,404 2024-03-12 $973.36 $820.00 22.6% 5.8% 16.3% 29.6% 20.2% 0.7% 3.5% 22.6M -959.3M -2.0M 1.37 74.16 N/A N/A 123 168 14,300 8,448 2024-03-13 $973.19 $820.00 19.3% 5.5% 14.7% 16.3% 19.6% 0.1% 3.9% 22.6M -956.8M -2.0M 1.70 75.61 N/A N/A 117 199 14,370 8,551 2024-03-14 $991.61 $820.00 20.1% 5.7% 15.4% 20.8% 20.6% 1.5% 3.9% 23.0M -1.05B -1.8M 0.53 77.97 N/A N/A 628 332 14,412 8,721 2024-03-15 $990.58 $830.00 20.0% 5.7% 15.4% 20.3% 20.0% 1.3% 4.1% 30.0M -1.04B -2.0M 0.25 74.15 N/A N/A 414 105 14,484 8,932 2024-03-18 $997.80 $830.00 20.3% 5.8% 14.9% 21.8% 20.7% 0.7% 3.7% 21.3M -1.04B -1.9M 1.26 75.57 N/A N/A 155 195 13,675 7,906 2024-03-19 $1001.43 $830.00 20.0% 5.7% 14.8% 20.6% 19.8% 0.9% 4.1% 21.3M -1.05B -1.8M 0.28 75.94 N/A N/A 351 98 13,782 8,077 2024-03-20 $1012.10 $830.00 19.6% 5.6% 15.0% 18.8% 18.3% 0.9% 3.8% 21.6M -1.11B -1.7M 0.13 79.30 N/A N/A 305 41 13,905 8,154 2024-03-21 $1030.31 $830.00 19.7% 5.7% 14.3% 19.3% 20.2% 0.6% 4.2% 19.4M -1.19B -1.6M 0.63 78.71 N/A N/A 330 207 14,009 8,149 2024-03-22 $1026.32 $840.00 19.3% 5.5% 14.3% 17.5% 19.4% 0.8% 4.7% 19.9M -1.18B -1.7M 0.70 77.99 N/A N/A 210 148 14,155 8,308 2024-03-25 $1011.88 $840.00 20.4% 5.9% 15.4% 22.4% 19.5% 0.5% 4.5% 21.4M -1.10B -1.8M 0.18 79.11 N/A N/A 484 87 14,118 8,375 2024-03-26 $1010.65 $840.00 20.2% 5.8% 15.4% 21.6% 20.3% 0.6% 4.6% 23.1M -1.10B -1.9M 0.63 81.04 N/A N/A 64 40 14,373 8,399 2024-03-27 $1017.69 $840.00 19.9% 5.7% 15.5% 20.0% 19.7% 1.7% 5.1% 22.5M -1.13B -1.8M 0.16 83.15 N/A N/A 744 119 14,408 8,418 2024-03-28 $1018.00 $840.00 19.1% 5.5% 15.5% 16.8% 16.3% 0.7% 5.4% 25.0M -1.15B -1.8M 0.05 83.74 N/A N/A 558 29 14,861 8,461
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