GWW Options History — June 2024

In June 2024, GWW traded between $877.57 and $925.67. ATM implied volatility averaged 18.8%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 1.6% (HV 20d: 20.4%). Max pain ranged from $870.00 to $920.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-06-06: Highest Volume — 885 contracts
  • 2024-06-12: Largest IV spike — 7.4% change
  • 2024-06-28: Highest IV Rank — 24.1%
  • 2024-06-28: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$903.91$877.57$925.67$887.89$900.16
Max Pain$881.05$870.00$920.00$920.00$880.00
ATM IV18.8%16.9%20.2%18.9%20.2%
Expected Move5.5%5.2%5.8%5.4%5.8%
HV 20d20.4%17.3%22.7%19.3%17.3%
HV 60d18.1%17.9%18.4%18.4%18.0%
IV Rank18.3%10.1%24.1%19.0%24.1%
IV Percentile31.3%7.9%53.6%31.7%53.6%
Term Structure3.5%0.3%5.1%0.5%4.4%
VWIV19.1%18.0%20.6%18.8%19.9%
Skew 25d1.2%0.6%2.1%2.1%1.1%
Skew 10d2.6%0.7%4.7%3.4%2.7%
Call IV 25d18.6%17.1%20.0%18.5%19.5%
Put IV 25d19.8%18.2%20.7%20.5%20.6%
Bid-Ask Spread %83.9779.8487.9779.9387.97
Gamma HHI0.090.090.100.090.09
Net GEX20.5M13.8M26.8M15.3M21.4M
Net DEX-476.2M-609.6M-300.4M-347.0M-469.9M
Net VEX-2.2M-2.3M-2.1M-2.3M-2.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.012.340.270.35
Total Volume414.421179885554198
Total OI19,083.84218,48119,78918,65519,102

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$887.89$920.0018.9%5.4%19.3%19.0%18.8%2.1%0.5%15.3M-347.0M-2.3M0.2779.93N/AN/A43511912,3676,288
2024-06-04$886.26$910.0018.6%5.3%18.8%17.8%18.7%1.6%0.3%14.7M-335.2M-2.3M0.0882.84N/AN/A3632812,3826,349
2024-06-05$888.51$910.0018.3%5.2%18.5%16.3%18.8%1.3%0.4%16.3M-365.6M-2.3M0.0981.60N/AN/A5134812,3926,351
2024-06-06$877.57$870.0017.3%5.3%18.8%12.0%18.4%0.7%3.1%13.8M-300.4M-2.3M0.3382.89N/AN/A66522012,4586,364
2024-06-07$892.73$870.0016.9%5.3%19.8%10.1%18.4%1.4%3.2%18.4M-403.7M-2.3M0.1079.84N/AN/A6506612,6896,305
2024-06-10$896.27$870.0017.1%5.2%19.9%11.2%18.0%1.3%3.6%18.8M-425.6M-2.3M0.1979.96N/AN/A3336412,7126,377
2024-06-11$898.47$870.0017.0%5.2%20.0%10.5%18.2%1.2%4.2%18.8M-436.6M-2.3M0.1781.39N/AN/A1843212,7396,434
2024-06-12$910.71$870.0018.2%5.2%20.8%15.8%18.3%1.2%3.9%22.3M-518.7M-2.2M0.0786.89N/AN/A2691812,7956,444
2024-06-13$918.09$870.0018.2%5.2%21.0%15.7%18.5%1.1%4.5%25.0M-574.7M-2.2M0.0186.38N/AN/A203212,8876,454
2024-06-14$904.88$870.0018.9%5.4%21.4%18.7%18.6%1.1%5.1%20.7M-486.1M-2.2M2.3484.71N/AN/A6214512,9476,454
2024-06-17$922.36$870.0019.9%5.7%22.7%23.3%20.6%0.9%3.9%25.9M-600.8M-2.1M0.0986.28N/AN/A4994712,9626,424
2024-06-18$925.67$880.0019.8%5.7%22.5%22.8%20.1%0.6%4.3%26.8M-609.6M-2.1M0.6185.36N/AN/A1589613,0886,479
2024-06-20$916.50$880.0020.0%5.7%22.6%23.5%19.8%1.3%3.9%22.6M-555.3M-2.1M0.2583.58N/AN/A2686613,1816,504
2024-06-21$913.58$880.0019.2%5.5%22.4%20.0%19.2%1.4%3.9%22.8M-542.1M-2.1M0.0683.76N/AN/A3752313,2456,544
2024-06-24$913.61$880.0019.0%5.5%22.3%19.3%18.8%1.5%4.3%21.1M-547.5M-2.1M0.2684.84N/AN/A3007912,2316,250
2024-06-25$910.00$880.0019.4%5.6%21.8%21.0%19.0%0.8%4.5%21.1M-527.4M-2.1M0.1085.16N/AN/A5885812,3156,282
2024-06-26$906.13$880.0019.9%5.7%20.3%23.0%19.9%1.1%4.0%21.3M-500.3M-2.1M0.1585.61N/AN/A4556612,5056,309
2024-06-27$904.93$880.0019.9%5.7%17.5%22.9%20.1%1.1%4.2%21.8M-500.4M-2.1M0.3586.46N/AN/A1334612,6616,323
2024-06-28$900.16$880.0020.2%5.8%17.3%24.1%19.9%1.1%4.4%21.4M-469.9M-2.1M0.3587.97N/AN/A1475112,7676,335