GWW Options History — July 2024 In July 2024, GWW traded between $899.19 and $984.28. ATM implied volatility averaged 26.0%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 6.5% (HV 20d: 19.5%). Max pain ranged from $840.00 to $890.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2024-07-12 : Highest Volume — 2,326 contracts2024-07-10 : Largest IV spike — 15.9% change2024-07-30 : Highest IV Rank — 75.8%2024-07-30 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $941.29 $899.19 $984.28 $899.19 $983.35 Max Pain $864.09 $840.00 $890.00 $880.00 $880.00 ATM IV 26.0% 20.3% 32.3% 20.5% 32.0% Expected Move 7.6% 5.8% 9.3% 5.9% 9.2% HV 20d 19.5% 14.1% 24.4% 17.1% 24.3% HV 60d 18.5% 16.2% 20.0% 17.7% 20.0% IV Rank 49.1% 24.7% 75.8% 25.8% 74.4% IV Percentile 81.4% 56.3% 98.0% 58.3% 97.2% Term Structure -3.1% -7.0% 4.7% 4.7% -6.4% VWIV 26.3% 19.7% 31.9% 20.3% 31.6% Skew 25d 1.7% 0.2% 3.6% 1.1% 3.6% Skew 10d 3.2% 0.8% 5.5% 1.4% 3.3% Call IV 25d 25.5% 19.5% 30.3% 19.6% 29.9% Put IV 25d 27.3% 20.6% 33.9% 20.7% 33.5% Bid-Ask Spread % 81.33 73.85 89.72 87.43 84.42 Gamma HHI 0.10 0.08 0.14 0.09 0.10 Net GEX 24.0M 19.9M 34.2M 21.9M 21.0M Net DEX -726.9M -1.09B -471.4M -471.4M -899.8M Net VEX -1.9M -2.1M -1.5M -2.1M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.04 4.57 4.57 0.31 Total Volume 814.136 21 2,326 117 1,574 Total OI 20,008.273 18,304 24,062 19,145 19,010
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 2024-07-01 $899.19 $880.00 20.5% 5.9% 17.1% 25.8% 20.3% 1.1% 4.7% 21.9M -471.4M -2.1M 4.57 87.43 N/A N/A 21 96 12,786 6,359 2024-07-02 $914.76 $880.00 20.8% 6.0% 15.2% 27.0% 21.8% 2.5% 4.4% 24.3M -563.9M -2.0M 3.45 88.33 N/A N/A 270 932 12,804 6,419 2024-07-03 $917.46 $890.00 20.3% 5.8% 15.1% 24.7% 19.7% 1.1% 4.4% 23.3M -579.8M -2.0M 0.23 89.72 N/A N/A 172 40 12,795 6,703 2024-07-05 $913.50 $840.00 20.5% 7.2% 15.3% 25.8% 24.8% 2.0% -2.9% 23.2M -556.0M -2.0M 0.25 74.44 N/A N/A 138 35 12,847 6,705 2024-07-08 $919.84 $840.00 21.4% 7.4% 14.5% 29.6% 25.4% 2.5% -3.1% 25.1M -593.4M -1.9M 0.40 80.54 N/A N/A 264 105 12,841 6,719 2024-07-09 $910.13 $840.00 22.9% 7.3% 14.1% 36.0% 25.7% 1.1% -3.3% 21.8M -532.9M -1.9M 0.04 74.33 N/A N/A 559 24 12,657 6,781 2024-07-10 $902.75 $840.00 26.6% 7.6% 14.4% 51.5% 26.5% 2.6% -4.4% 19.9M -471.6M -1.9M 0.09 73.85 N/A N/A 793 74 12,694 6,793 2024-07-11 $904.10 $840.00 26.4% 7.6% 14.4% 50.6% 26.1% 1.7% -4.4% 21.7M -499.6M -1.9M 0.48 74.93 N/A N/A 533 257 12,939 6,829 2024-07-12 $924.08 $840.00 23.8% 6.8% 15.6% 39.8% 23.7% 1.3% -3.5% 30.6M -673.7M -1.7M 0.11 78.48 N/A N/A 2,103 223 13,345 7,025 2024-07-15 $946.73 $840.00 24.9% 7.1% 17.6% 44.2% 25.3% 1.0% -3.7% 34.2M -857.2M -1.6M 0.45 78.32 N/A N/A 1,509 686 13,983 7,098 2024-07-16 $984.28 $840.00 25.9% 7.4% 21.0% 48.5% 26.7% 0.2% -3.0% 25.3M -1.09B -1.5M 0.45 76.12 N/A N/A 1,473 656 14,449 7,933 2024-07-17 $976.86 $860.00 25.9% 7.4% 20.6% 48.5% 25.6% 0.6% -3.3% 29.1M -1.05B -1.6M 0.19 77.43 N/A N/A 1,173 222 14,710 8,487 2024-07-18 $957.39 $860.00 27.3% 7.8% 22.2% 54.4% 24.6% 2.3% -4.7% 29.4M -922.7M -1.9M 0.10 80.91 N/A N/A 1,624 165 14,767 8,654 2024-07-19 $943.62 $880.00 27.0% 7.7% 22.5% 53.1% 26.9% 0.7% -2.7% 26.1M -861.0M -2.1M 0.50 81.62 N/A N/A 113 57 15,322 8,740 2024-07-22 $950.88 $880.00 27.0% 7.8% 22.6% 53.4% 24.4% 1.9% -4.6% 21.7M -725.7M -1.9M 0.14 82.49 N/A N/A 509 70 12,337 5,967 2024-07-23 $951.56 $880.00 27.1% 7.8% 22.6% 53.7% 27.3% 1.5% -4.0% 22.5M -736.9M -2.0M 0.70 86.52 N/A N/A 142 99 12,525 6,013 2024-07-24 $938.08 $880.00 28.4% 8.1% 23.2% 59.3% 28.8% 2.3% -4.0% 21.6M -654.2M -2.1M 1.63 83.42 N/A N/A 8 13 12,570 6,098 2024-07-25 $958.37 $880.00 30.3% 8.7% 24.1% 67.5% 29.6% 1.9% -5.4% 21.4M -765.5M -2.0M 0.45 84.60 N/A N/A 296 134 12,572 6,097 2024-07-26 $972.11 $880.00 29.9% 8.6% 24.4% 65.8% 29.7% 0.8% -4.6% 20.9M -829.6M -1.9M 0.19 85.61 N/A N/A 267 51 12,638 6,198 2024-07-29 $971.63 $880.00 31.3% 9.0% 24.2% 71.4% 31.4% 1.9% -6.6% 21.2M -837.8M -1.8M 0.36 83.88 N/A N/A 177 63 12,725 6,244 2024-07-30 $967.78 $880.00 32.3% 9.3% 24.3% 75.8% 31.9% 3.5% -7.0% 21.5M -821.0M -1.8M 0.07 81.90 N/A N/A 179 12 12,750 6,254 2024-07-31 $983.35 $880.00 32.0% 9.2% 24.3% 74.4% 31.6% 3.6% -6.4% 21.0M -899.8M -1.7M 0.31 84.42 N/A N/A 1,202 372 12,764 6,246
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