GWW Options History — October 2024 In October 2024, GWW traded between $1024.26 and $1124.97. ATM implied volatility averaged 27.6%, placing in the 55.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 7.0% (HV 20d: 20.5%). Max pain ranged from $860.00 to $940.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2024-10-11 : Highest Volume — 5,659 contracts2024-10-31 : Largest IV drop — 19.2% change2024-10-30 : Highest IV Rank — 84.7%2024-10-30 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $1077.73 $1024.26 $1124.97 $1041.20 $1113.23 Max Pain $915.22 $860.00 $940.00 $910.00 $940.00 ATM IV 27.6% 20.3% 34.4% 20.9% 27.8% Expected Move 8.1% 5.8% 9.9% 6.0% 8.0% HV 20d 20.5% 12.1% 25.0% 15.9% 24.4% HV 60d 21.5% 19.6% 22.7% 22.2% 19.6% IV Rank 55.6% 25.0% 84.7% 27.4% 56.6% IV Percentile 85.4% 57.5% 99.6% 62.7% 86.5% Term Structure -4.7% -10.0% 4.9% 4.9% -4.9% VWIV 28.8% 19.5% 35.4% 19.5% 29.4% Skew 25d 2.2% 1.2% 3.7% 1.4% 2.1% Skew 10d 5.2% 0.8% 8.7% 4.6% 3.8% Call IV 25d 26.9% 19.7% 33.9% 19.7% 26.0% Put IV 25d 29.2% 21.1% 35.4% 21.1% 28.1% Bid-Ask Spread % 75.99 67.36 84.65 83.81 82.98 Gamma HHI 0.07 0.06 0.08 0.06 0.07 Net GEX 18.2M 12.2M 25.2M 21.6M 14.8M Net DEX -1.31B -1.63B -1.11B -1.19B -1.41B Net VEX -2.0M -2.3M -1.5M -1.8M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.04 2.60 0.20 0.53 Total Volume 1,055.609 51 5,659 725 3,002 Total OI 24,490.435 22,638 27,877 22,638 24,807
Daily Data (23 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 2024-10-01 $1041.20 $910.00 20.9% 6.0% 15.9% 27.4% 19.5% 1.4% 4.9% 21.6M -1.19B -1.8M 0.20 83.81 N/A N/A 603 122 14,765 7,873 2024-10-02 $1036.85 $920.00 20.3% 5.8% 16.1% 25.0% 19.7% 1.5% 4.8% 23.2M -1.18B -1.8M 0.08 84.65 N/A N/A 977 74 14,890 7,970 2024-10-03 $1025.60 $860.00 22.1% 7.5% 14.6% 32.4% 26.1% 1.8% -3.3% 24.3M -1.13B -1.9M 0.47 80.04 N/A N/A 667 312 15,051 7,995 2024-10-04 $1031.94 $860.00 21.6% 7.5% 14.1% 30.2% 26.0% 1.8% -3.4% 23.9M -1.16B -1.9M 0.57 73.40 N/A N/A 682 386 15,114 8,130 2024-10-07 $1024.26 $860.00 24.2% 8.0% 12.8% 41.4% 27.8% 3.0% -4.3% 23.7M -1.11B -2.1M 0.29 71.53 N/A N/A 655 193 15,332 8,306 2024-10-08 $1029.05 $860.00 24.2% 7.9% 12.8% 41.3% 27.8% 1.8% -4.4% 24.9M -1.15B -2.0M 0.24 67.36 N/A N/A 441 105 15,548 8,381 2024-10-09 $1028.21 $860.00 27.3% 7.8% 12.4% 54.4% 27.1% 1.8% -4.4% 25.2M -1.14B -2.0M 0.37 70.04 N/A N/A 289 106 15,581 8,399 2024-10-10 $1025.47 $880.00 27.6% 7.9% 12.1% 55.8% 27.5% 2.0% -5.1% 25.2M -1.14B -2.0M 0.75 69.90 N/A N/A 287 214 15,564 8,457 2024-10-11 $1084.93 $880.00 27.1% 7.8% 22.9% 53.8% 29.7% 1.2% -4.5% 19.8M -1.46B -1.5M 0.33 81.19 N/A N/A 4,266 1,393 15,777 8,577 2024-10-14 $1099.53 $940.00 27.2% 7.8% 22.9% 54.3% 32.2% 2.8% -4.4% 17.4M -1.53B -1.9M 0.58 70.52 N/A N/A 1,214 700 16,382 9,786 2024-10-15 $1089.20 $940.00 27.7% 7.9% 23.3% 56.2% 27.6% 3.7% -4.7% 18.2M -1.49B -2.1M 0.72 72.42 N/A N/A 622 447 16,600 10,337 2024-10-16 $1113.86 $940.00 28.0% 8.0% 24.1% 57.3% 28.6% 2.3% -4.9% 16.2M -1.60B -2.0M 1.17 68.59 N/A N/A 299 350 16,808 10,656 2024-10-17 $1116.31 $940.00 28.2% 8.1% 23.6% 58.5% 28.6% 2.3% -5.7% 14.9M -1.62B -1.9M 1.37 72.20 N/A N/A 104 142 16,944 10,910 2024-10-18 $1124.97 $940.00 28.5% 8.2% 23.6% 59.6% 28.4% 2.8% -6.0% 15.4M -1.63B -2.0M 0.29 74.58 N/A N/A 302 88 16,993 10,884 2024-10-21 $1119.00 $940.00 28.3% 8.1% 23.6% 58.7% 28.5% 1.8% -5.2% 12.2M -1.34B -1.9M 1.32 70.82 N/A N/A 79 104 14,516 8,842 2024-10-22 $1102.89 $940.00 28.8% 8.2% 24.4% 60.7% 28.7% 1.9% -5.2% 13.4M -1.28B -2.1M 1.10 79.54 N/A N/A 69 76 14,576 8,911 2024-10-23 $1093.59 $940.00 31.0% 8.9% 24.4% 70.2% 30.5% 3.1% -6.5% 13.7M -1.22B -2.3M 2.00 80.37 N/A N/A 17 34 14,625 8,946 2024-10-24 $1084.52 $940.00 29.8% 8.5% 24.7% 65.1% 29.1% 2.7% -6.0% 14.0M -1.20B -2.3M 1.98 83.59 N/A N/A 49 97 14,636 8,951 2024-10-25 $1091.25 $940.00 31.6% 9.1% 24.6% 72.8% 35.4% 3.3% -7.3% 13.5M -1.23B -2.2M 0.29 80.77 N/A N/A 143 41 14,656 9,006 2024-10-28 $1106.13 $940.00 33.9% 9.7% 24.9% 82.6% 34.6% 2.4% -8.8% 13.1M -1.29B -2.1M 0.04 76.76 N/A N/A 3,073 111 14,672 9,024 2024-10-29 $1101.61 $940.00 33.5% 9.6% 25.0% 80.7% 34.4% 2.6% -8.4% 14.9M -1.33B -2.3M 0.26 80.43 N/A N/A 494 129 15,417 9,087 2024-10-30 $1104.18 $940.00 34.4% 9.9% 24.9% 84.7% 34.9% 1.4% -10.0% 15.2M -1.35B -2.3M 2.60 72.33 N/A N/A 200 521 15,489 9,109 2024-10-31 $1113.23 $940.00 27.8% 8.0% 24.4% 56.6% 29.4% 2.1% -4.9% 14.8M -1.41B -2.1M 0.53 82.98 N/A N/A 1,958 1,044 15,530 9,277
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