GWW Options History — April 2024 In April 2024, GWW traded between $919.20 and $1015.37. ATM implied volatility averaged 25.2%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 6.9% (HV 20d: 18.3%). Max pain ranged from $840.00 to $920.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 2.02.
Notable Days 2024-04-17 : Highest Volume — 2,977 contracts2024-04-25 : Largest IV drop — 24.8% change2024-04-15 : Highest IV Rank — 62.6%2024-04-15 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $968.81 $919.20 $1015.37 $1011.09 $919.20 Max Pain $877.27 $840.00 $920.00 $840.00 $920.00 ATM IV 25.2% 19.4% 29.6% 20.7% 20.3% Expected Move 7.4% 5.6% 8.5% 5.9% 5.8% HV 20d 18.3% 15.8% 21.0% 15.8% 19.6% HV 60d 22.3% 18.1% 23.8% 21.5% 18.1% IV Rank 43.2% 18.2% 62.6% 23.5% 22.3% IV Percentile 71.4% 29.8% 90.9% 47.6% 45.2% Term Structure -2.4% -5.5% 4.8% 4.8% -0.6% VWIV 26.2% 19.7% 30.7% 20.3% 21.1% Skew 25d 1.6% 0.9% 2.5% 1.9% 1.2% Skew 10d 3.0% 0.9% 4.5% 3.6% 1.7% Call IV 25d 25.4% 18.9% 28.9% 19.7% 20.4% Put IV 25d 27.0% 20.4% 30.8% 21.7% 21.5% Bid-Ask Spread % 73.07 60.93 85.45 80.69 85.45 Gamma HHI 0.08 0.06 0.12 0.12 0.09 Net GEX 20.3M 14.8M 28.6M 25.8M 16.2M Net DEX -842.5M -1.17B -515.0M -1.14B -515.0M Net VEX -2.1M -2.3M -1.8M -1.8M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.02 0.06 15.91 0.09 0.19 Total Volume 741.318 191 2,977 461 546 Total OI 23,841.091 19,644 26,821 23,486 21,190
Daily Data (22 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 2024-04-01 $1011.09 $840.00 20.7% 5.9% 15.8% 23.5% 20.3% 1.9% 4.8% 25.8M -1.14B -1.8M 0.09 80.69 N/A N/A 423 38 15,015 8,471 2024-04-02 $1001.33 $840.00 20.8% 6.0% 16.0% 24.3% 19.9% 2.5% 4.8% 27.6M -1.08B -1.9M 0.16 82.70 N/A N/A 718 115 15,325 8,496 2024-04-03 $1008.36 $840.00 21.2% 6.1% 16.1% 25.8% 21.2% 1.8% 4.8% 28.1M -1.13B -1.9M 0.12 81.27 N/A N/A 529 63 15,425 8,589 2024-04-04 $992.60 $840.00 22.1% 7.6% 17.0% 29.8% 26.8% 1.8% -3.0% 28.6M -1.05B -2.0M 13.10 69.67 N/A N/A 30 393 15,575 8,619 2024-04-05 $1013.80 $840.00 22.1% 7.7% 18.2% 29.9% 27.6% 1.5% -3.1% 26.8M -1.16B -1.9M 0.52 60.93 N/A N/A 475 248 15,586 8,965 2024-04-08 $1015.37 $840.00 22.8% 7.7% 16.7% 32.6% 28.6% 2.3% -3.3% 26.0M -1.17B -1.9M 0.31 65.31 N/A N/A 275 86 15,724 9,180 2024-04-09 $1004.81 $840.00 24.9% 8.0% 16.8% 42.2% 27.9% 1.8% -3.6% 25.7M -1.10B -2.0M 0.18 67.76 N/A N/A 839 149 15,786 9,237 2024-04-10 $1002.04 $840.00 28.2% 8.1% 16.6% 56.3% 28.3% 1.1% -3.8% 26.6M -1.10B -2.0M 2.92 63.55 N/A N/A 238 695 15,952 9,292 2024-04-11 $967.74 $840.00 27.8% 8.0% 21.0% 54.7% 28.5% 1.1% -3.5% 20.7M -829.7M -2.3M 3.70 68.52 N/A N/A 239 885 16,058 9,839 2024-04-12 $964.55 $880.00 29.4% 8.4% 19.8% 61.6% 29.9% 2.2% -4.2% 18.2M -793.3M -2.3M 0.47 63.23 N/A N/A 491 232 16,175 10,441 2024-04-15 $954.30 $900.00 29.6% 8.5% 20.1% 62.6% 30.7% 1.9% -5.2% 16.2M -725.3M -2.3M 0.24 72.55 N/A N/A 621 150 16,302 10,509 2024-04-16 $958.50 $900.00 28.9% 8.3% 19.9% 59.6% 29.6% 1.6% -4.4% 16.4M -745.4M -2.3M 0.09 73.08 N/A N/A 322 30 16,337 10,484 2024-04-17 $950.08 $900.00 29.2% 8.4% 19.9% 60.8% 30.1% 1.9% -4.9% 16.2M -717.5M -2.3M 15.91 71.35 N/A N/A 176 2,801 16,374 10,240 2024-04-18 $940.67 $900.00 28.7% 8.2% 19.5% 58.7% 28.3% 1.2% -3.9% 15.3M -693.3M -2.3M 2.87 73.46 N/A N/A 236 677 16,418 9,963 2024-04-19 $939.90 $900.00 29.2% 8.4% 17.8% 60.7% 29.1% 1.2% -4.4% 15.7M -703.2M -2.3M 0.23 70.59 N/A N/A 571 129 16,470 10,051 2024-04-22 $945.60 $900.00 29.2% 8.4% 18.2% 60.6% 29.4% 0.9% -5.4% 14.8M -652.3M -2.2M 0.84 71.98 N/A N/A 104 87 12,440 7,204 2024-04-23 $957.44 $900.00 29.3% 8.4% 18.7% 60.9% 29.9% 1.3% -5.4% 15.1M -706.9M -2.1M 0.75 72.74 N/A N/A 265 198 12,512 7,267 2024-04-24 $956.49 $900.00 28.7% 8.2% 18.7% 58.6% 29.0% 1.6% -5.5% 16.1M -710.7M -2.2M 1.07 71.78 N/A N/A 306 328 12,760 7,422 2024-04-25 $950.08 $900.00 21.6% 6.2% 18.4% 27.5% 21.6% 1.1% -0.7% 17.5M -681.9M -2.1M 0.27 78.36 N/A N/A 671 181 12,984 7,719 2024-04-26 $929.53 $920.00 19.4% 5.6% 19.4% 18.2% 19.7% 1.5% -0.8% 16.5M -569.6M -2.2M 0.37 78.96 N/A N/A 360 133 13,111 7,828 2024-04-29 $930.33 $920.00 19.9% 5.7% 19.5% 20.2% 19.7% 1.3% -0.8% 17.3M -574.6M -2.2M 0.06 83.57 N/A N/A 241 15 13,259 7,910 2024-04-30 $919.20 $920.00 20.3% 5.8% 19.6% 22.3% 21.1% 1.2% -0.6% 16.2M -515.0M -2.2M 0.19 85.45 N/A N/A 458 88 13,268 7,922
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