GWW Options History — September 2024 In September 2024, GWW traded between $935.65 and $1043.34. ATM implied volatility averaged 20.4%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.9% (HV 20d: 18.5%). Max pain ranged from $880.00 to $930.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.91.
Notable Days 2024-09-23 : Highest Volume — 2,155 contracts2024-09-23 : Largest IV spike — 14.1% change2024-09-06 : Highest IV Rank — 36.1%2024-09-06 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $1002.35 $935.65 $1043.34 $955.83 $1038.60 Max Pain $892.50 $880.00 $930.00 $930.00 $890.00 ATM IV 20.4% 17.7% 23.0% 19.9% 20.9% Expected Move 5.8% 5.1% 6.3% 5.7% 6.0% HV 20d 18.5% 16.9% 19.8% 17.8% 18.7% HV 60d 22.2% 21.5% 22.4% 21.8% 22.2% IV Rank 25.4% 13.8% 36.1% 23.3% 27.3% IV Percentile 53.5% 16.7% 74.6% 51.6% 62.3% Term Structure 3.6% -0.9% 5.2% -0.5% 4.4% VWIV 20.4% 17.2% 22.0% 20.4% 20.9% Skew 25d 1.8% 0.4% 4.1% 1.8% 2.4% Skew 10d 4.1% 2.9% 6.2% 4.5% 3.3% Call IV 25d 19.4% 17.8% 20.4% 19.4% 17.8% Put IV 25d 21.2% 18.9% 23.5% 21.3% 20.2% Bid-Ask Spread % 76.52 70.15 88.68 70.77 88.68 Gamma HHI 0.08 0.06 0.10 0.10 0.06 Net GEX 23.9M 18.6M 28.6M 28.5M 22.2M Net DEX -987.0M -1.23B -557.0M -702.5M -1.17B Net VEX -1.8M -2.2M -1.4M -2.0M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.03 7.18 0.13 0.51 Total Volume 773.7 229 2,155 332 1,331 Total OI 20,834.8 19,138 22,438 19,138 22,142
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 2024-09-03 $955.83 $930.00 19.9% 5.7% 17.8% 23.3% 20.4% 1.8% -0.5% 28.5M -702.5M -2.0M 0.13 70.77 N/A N/A 294 38 12,731 6,407 2024-09-04 $954.17 $930.00 22.0% 6.3% 16.9% 31.9% 21.7% 4.1% -0.9% 28.0M -675.5M -2.1M 0.09 73.74 N/A N/A 299 28 12,840 6,424 2024-09-05 $935.65 $880.00 22.0% 6.1% 18.2% 31.8% 21.8% 2.4% 3.2% 27.3M -557.0M -2.2M 0.50 73.78 N/A N/A 339 168 12,894 6,438 2024-09-06 $949.83 $880.00 23.0% 6.3% 18.1% 36.1% 22.0% 2.0% 3.1% 28.6M -658.8M -2.2M 0.31 73.92 N/A N/A 457 141 13,041 6,543 2024-09-09 $971.81 $880.00 22.4% 6.2% 19.8% 33.8% 21.9% 2.4% 3.4% 28.3M -815.8M -2.0M 0.20 72.46 N/A N/A 470 93 13,147 6,621 2024-09-10 $973.46 $890.00 22.8% 6.2% 18.9% 35.4% 21.1% 2.3% 3.2% 28.2M -826.6M -2.0M 0.47 70.58 N/A N/A 449 211 13,287 6,691 2024-09-11 $985.03 $890.00 20.7% 5.9% 19.2% 26.4% 21.5% 1.9% 3.8% 26.2M -904.9M -1.8M 0.05 76.51 N/A N/A 1,501 71 13,323 6,767 2024-09-12 $995.10 $890.00 19.3% 5.5% 19.2% 20.3% 20.3% 1.5% 4.3% 25.6M -967.1M -1.9M 0.10 70.15 N/A N/A 795 79 13,672 6,812 2024-09-13 $994.11 $890.00 19.8% 5.7% 19.2% 22.7% 19.8% 2.0% 3.7% 26.6M -987.8M -1.9M 0.05 71.64 N/A N/A 640 32 14,005 6,892 2024-09-16 $1008.23 $890.00 20.2% 5.8% 19.5% 24.5% 20.4% 1.4% 4.5% 24.3M -1.07B -1.7M 0.57 73.51 N/A N/A 534 307 14,193 6,907 2024-09-17 $1015.58 $890.00 19.9% 5.7% 18.3% 22.8% 20.1% 0.4% 4.5% 23.0M -1.11B -1.8M 2.42 77.30 N/A N/A 200 483 14,318 7,184 2024-09-18 $1011.74 $890.00 19.6% 5.6% 18.1% 21.9% 21.5% 2.1% 2.7% 21.9M -1.09B -1.8M 7.18 79.38 N/A N/A 44 316 14,448 7,513 2024-09-19 $1030.22 $890.00 18.3% 5.3% 18.3% 16.4% 18.3% 1.6% 5.2% 18.9M -1.20B -1.6M 0.35 73.56 N/A N/A 169 60 14,465 7,771 2024-09-20 $1030.07 $890.00 17.7% 5.1% 18.3% 13.8% 17.2% 0.5% 5.1% 19.8M -1.23B -1.5M 0.15 85.10 N/A N/A 890 131 14,622 7,816 2024-09-23 $1043.34 $890.00 20.2% 5.8% 18.6% 24.4% 20.5% 1.7% 3.7% 18.6M -1.15B -1.4M 0.05 75.89 N/A N/A 2,049 106 13,615 6,943 2024-09-24 $1041.58 $890.00 19.9% 5.7% 18.2% 22.9% 20.6% 0.9% 4.2% 20.1M -1.17B -1.6M 4.69 82.23 N/A N/A 88 413 14,124 7,033 2024-09-25 $1033.99 $890.00 20.4% 5.9% 18.5% 25.3% 19.2% 1.1% 4.4% 20.7M -1.14B -1.6M 0.24 82.02 N/A N/A 336 82 14,146 7,426 2024-09-26 $1041.65 $890.00 20.0% 5.7% 18.5% 23.6% 20.0% 1.2% 5.1% 19.9M -1.16B -1.7M 0.03 80.60 N/A N/A 264 8 14,181 7,481 2024-09-27 $1037.01 $890.00 19.9% 5.7% 18.7% 23.2% 18.8% 1.6% 4.8% 21.4M -1.15B -1.7M 0.08 78.53 N/A N/A 1,446 112 14,348 7,485 2024-09-30 $1038.60 $890.00 20.9% 6.0% 18.7% 27.3% 20.9% 2.4% 4.4% 22.2M -1.17B -1.7M 0.51 88.68 N/A N/A 879 452 14,566 7,576
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