GWW Options History — August 2024 In August 2024, GWW traded between $936.42 and $980.10. ATM implied volatility averaged 20.4%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 5.9% (HV 20d: 26.3%). Max pain ranged from $880.00 to $930.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.83.
Notable Days 2024-08-09 : Highest Volume — 2,765 contracts2024-08-05 : Largest IV spike — 25.0% change2024-08-05 : Highest IV Rank — 69.0%2024-08-05 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $963.26 $936.42 $980.10 $936.42 $978.17 Max Pain $915.00 $880.00 $930.00 $880.00 $930.00 ATM IV 20.4% 15.4% 30.7% 22.0% 16.3% Expected Move 5.6% 4.4% 7.7% 6.3% 4.7% HV 20d 26.3% 15.5% 31.0% 30.6% 15.5% HV 60d 22.6% 21.3% 23.6% 22.4% 21.4% IV Rank 25.2% 4.0% 69.0% 32.1% 7.8% IV Percentile 42.4% 2.4% 95.2% 70.2% 6.3% Term Structure 0.4% -2.3% 2.7% -1.4% 1.3% VWIV 19.9% 15.7% 26.8% 22.1% 18.0% Skew 25d 1.3% -1.0% 3.3% 2.0% 1.8% Skew 10d 3.1% -0.3% 6.2% 3.2% 4.1% Call IV 25d 19.0% 15.7% 25.6% 21.0% 16.1% Put IV 25d 20.3% 16.9% 27.7% 23.0% 18.0% Bid-Ask Spread % 70.63 60.54 89.81 89.78 68.78 Gamma HHI 0.11 0.08 0.14 0.14 0.10 Net GEX 28.0M 22.2M 39.8M 28.4M 26.3M Net DEX -788.8M -920.4M -659.2M -659.2M -843.8M Net VEX -1.9M -2.0M -1.7M -1.9M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.04 3.73 1.11 0.14 Total Volume 714.045 81 2,765 997 557 Total OI 19,805.773 17,112 22,436 19,549 18,992
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 2024-08-01 $936.42 $880.00 22.0% 6.3% 30.6% 32.1% 22.1% 2.0% -1.4% 28.4M -659.2M -1.9M 1.11 89.78 N/A N/A 472 525 13,005 6,544 2024-08-02 $946.64 $880.00 24.6% 7.0% 30.7% 42.9% 24.1% 3.3% -2.3% 26.2M -705.3M -2.0M 0.90 89.81 N/A N/A 341 308 13,128 6,834 2024-08-05 $945.22 $900.00 30.7% 7.7% 30.7% 69.0% 26.8% 1.1% -1.8% 24.1M -696.6M -2.0M 1.70 60.54 N/A N/A 30 51 13,215 6,935 2024-08-06 $959.93 $900.00 24.1% 6.1% 30.7% 41.1% 21.8% -0.6% 0.2% 28.5M -815.3M -1.8M 0.23 65.38 N/A N/A 727 165 13,232 6,973 2024-08-07 $954.62 $900.00 26.1% 6.7% 30.6% 49.5% 23.4% -1.0% -0.1% 28.2M -772.9M -1.9M 0.13 66.84 N/A N/A 803 105 13,357 7,121 2024-08-08 $969.87 $900.00 24.2% 6.5% 31.0% 41.2% 22.4% 0.4% 0.4% 28.0M -874.6M -1.8M 0.50 70.28 N/A N/A 1,348 678 13,621 7,123 2024-08-09 $976.04 $900.00 22.0% 5.9% 30.2% 32.1% 20.3% 1.2% 0.7% 27.4M -920.4M -1.8M 0.17 68.05 N/A N/A 2,355 410 13,795 7,765 2024-08-12 $959.91 $920.00 24.7% 5.8% 29.9% 43.6% 21.3% 0.8% 0.6% 30.5M -777.8M -2.0M 2.86 64.06 N/A N/A 107 306 13,532 8,107 2024-08-13 $956.15 $920.00 22.1% 5.6% 26.2% 32.4% 19.2% 1.4% 1.2% 33.2M -764.0M -2.0M 1.11 64.41 N/A N/A 61 68 13,625 8,359 2024-08-14 $951.41 $920.00 18.3% 5.3% 26.2% 16.3% 18.3% 0.7% 1.1% 38.1M -731.4M -1.9M 0.25 75.28 N/A N/A 305 77 13,670 8,388 2024-08-15 $958.18 $920.00 15.4% 4.4% 25.3% 4.0% 15.7% 1.4% 2.7% 39.8M -818.3M -1.8M 0.97 74.54 N/A N/A 361 350 13,806 8,508 2024-08-16 $967.42 $920.00 17.1% 4.9% 25.0% 11.2% 17.4% 0.6% 1.2% 35.6M -882.7M -1.8M 1.67 74.17 N/A N/A 242 403 13,883 8,553 2024-08-19 $951.71 $920.00 16.2% 4.6% 25.6% 7.2% 16.0% 1.3% 1.2% 28.1M -698.9M -1.8M 3.73 80.94 N/A N/A 93 347 11,916 5,196 2024-08-20 $963.36 $920.00 17.9% 5.1% 25.9% 14.5% 17.2% 1.1% 0.5% 24.9M -757.3M -1.8M 1.31 69.03 N/A N/A 280 367 11,954 5,514 2024-08-21 $979.44 $920.00 16.7% 4.8% 25.9% 9.3% 17.3% 1.6% 1.1% 22.7M -835.4M -1.7M 0.35 73.59 N/A N/A 673 237 11,942 5,795 2024-08-22 $980.10 $930.00 18.6% 5.3% 24.9% 17.7% 20.2% 1.7% 0.6% 22.2M -834.8M -1.8M 0.18 65.68 N/A N/A 685 126 12,251 6,071 2024-08-23 $979.05 $930.00 17.6% 5.0% 24.4% 13.3% 18.7% 1.8% 0.7% 22.9M -826.7M -1.9M 0.40 68.37 N/A N/A 136 54 12,310 6,137 2024-08-26 $971.22 $930.00 18.1% 5.2% 24.6% 15.6% 19.2% 1.5% 0.5% 24.7M -793.5M -1.9M 0.07 67.45 N/A N/A 259 19 12,364 6,203 2024-08-27 $968.48 $930.00 18.3% 5.2% 24.6% 16.1% 21.1% 1.7% 0.2% 25.3M -787.7M -1.9M 0.04 66.86 N/A N/A 414 18 12,387 6,213 2024-08-28 $967.55 $930.00 19.3% 5.5% 23.8% 20.6% 18.7% 2.4% -0.0% 25.1M -760.7M -2.0M 0.12 61.98 N/A N/A 302 35 12,417 6,221 2024-08-29 $970.82 $930.00 18.2% 5.2% 15.7% 15.7% 18.7% 2.2% 0.4% 26.1M -795.5M -1.9M 0.28 68.07 N/A N/A 399 110 12,516 6,249 2024-08-30 $978.17 $930.00 16.3% 4.7% 15.5% 7.8% 18.0% 1.8% 1.3% 26.3M -843.8M -1.8M 0.14 68.78 N/A N/A 490 67 12,638 6,354
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