GWW Options History — November 2024

In November 2024, GWW traded between $1096.37 and $1222.72. ATM implied volatility averaged 20.8%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 7.3% (HV 20d: 28.0%). Max pain ranged from $920.00 to $1030.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.92.

Notable Days

2024-11-07: Highest Volume — 13,817 contracts
2024-11-06: Largest IV drop — 24.3% change
2024-11-04: Highest IV Rank — 53.8%
2024-11-01: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1182.96	$1096.37	$1222.72	$1105.38	$1209.88
Max Pain	$1008.50	$920.00	$1030.00	$960.00	$1030.00
ATM IV	20.8%	17.8%	27.1%	25.5%	18.3%
Expected Move	5.7%	5.2%	7.3%	7.3%	5.2%
HV 20d	28.0%	24.7%	33.0%	24.7%	27.8%
HV 60d	22.8%	19.5%	23.7%	19.5%	22.6%
IV Rank	26.7%	14.1%	53.8%	46.8%	16.2%
IV Percentile	47.8%	15.5%	83.7%	78.2%	17.5%
Term Structure	-0.2%	-4.8%	0.9%	-4.8%	0.5%
VWIV	20.2%	14.3%	25.9%	25.9%	14.3%
Skew 25d	1.4%	0.6%	2.1%	1.8%	0.7%
Skew 10d	3.4%	-2.9%	11.7%	3.6%	-2.9%
Call IV 25d	19.4%	18.0%	24.9%	24.9%	18.2%
Put IV 25d	20.7%	18.9%	26.7%	26.7%	18.9%
Bid-Ask Spread %	80.72	70.86	91.37	85.78	91.37
Gamma HHI	0.06	0.05	0.07	0.07	0.06
Net GEX	7.8M	3.9M	18.6M	16.6M	7.8M
Net DEX	-1.64B	-1.84B	-1.42B	-1.43B	-1.69B
Net VEX	-2.1M	-2.5M	-1.5M	-2.2M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.01	3.33	0.11	0.11
Total Volume	1,283.2	10	13,817	2,046	10
Total OI	27,319.05	25,419	30,311	25,419	25,843

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
2024-11-01	$1105.38	$960.00	25.5%	7.3%	24.7%	46.8%	25.9%	1.8%	-4.8%	16.6M	-1.43B	-2.2M	0.11	85.78	N/A	N/A	1,838	208	16,064	9,355
2024-11-04	$1096.37	$920.00	27.1%	6.2%	24.7%	53.8%	22.4%	1.8%	0.2%	18.6M	-1.42B	-2.4M	0.49	70.86	N/A	N/A	467	231	16,670	9,482
2024-11-05	$1118.38	$920.00	26.8%	6.1%	25.4%	52.3%	22.8%	0.6%	-0.5%	16.8M	-1.55B	-2.2M	1.05	74.68	N/A	N/A	793	836	16,797	9,626
2024-11-06	$1191.40	$950.00	20.3%	5.6%	32.8%	24.7%	21.8%	1.3%	-0.3%	10.1M	-1.84B	-1.5M	1.54	76.07	N/A	N/A	1,471	2,272	16,938	10,400
2024-11-07	$1184.77	$980.00	21.0%	5.7%	33.0%	27.6%	19.1%	1.6%	-0.5%	5.5M	-1.83B	-1.7M	0.01	77.57	N/A	N/A	13,628	189	17,365	12,578
2024-11-08	$1208.07	$1020.00	17.8%	5.3%	27.9%	14.1%	18.9%	1.1%	0.2%	8.3M	-1.79B	-1.8M	0.55	75.89	N/A	N/A	1,036	569	16,526	12,690
2024-11-11	$1222.72	$1030.00	21.3%	5.6%	27.9%	28.9%	20.7%	1.6%	0.3%	5.7M	-1.79B	-1.8M	3.33	76.79	N/A	N/A	156	520	16,287	13,374
2024-11-12	$1208.66	$1030.00	22.4%	5.6%	28.0%	33.7%	20.4%	2.0%	0.2%	4.8M	-1.73B	-2.0M	0.70	76.33	N/A	N/A	86	60	16,388	13,704
2024-11-13	$1201.51	$1030.00	19.6%	5.6%	27.5%	21.8%	20.6%	1.7%	-0.3%	5.0M	-1.69B	-2.2M	1.20	75.45	N/A	N/A	82	98	16,425	13,735
2024-11-14	$1176.51	$1030.00	19.4%	5.6%	28.9%	21.2%	19.5%	1.6%	0.4%	5.8M	-1.60B	-2.4M	1.03	78.02	N/A	N/A	107	110	16,475	13,744
2024-11-15	$1174.20	$1030.00	20.2%	5.8%	28.9%	24.5%	20.0%	1.0%	-0.6%	4.6M	-1.58B	-2.5M	0.23	76.74	N/A	N/A	91	21	16,528	13,783
2024-11-18	$1171.96	$1030.00	19.9%	5.7%	28.8%	22.9%	20.2%	2.1%	-0.7%	3.9M	-1.50B	-2.4M	1.38	78.97	N/A	N/A	68	94	15,775	9,771
2024-11-19	$1173.63	$1030.00	19.4%	5.6%	28.1%	21.0%	20.2%	1.3%	-0.6%	4.5M	-1.51B	-2.4M	1.76	80.63	N/A	N/A	17	30	15,807	9,802
2024-11-20	$1177.36	$1030.00	19.8%	5.7%	27.8%	22.7%	20.4%	1.5%	0.5%	4.7M	-1.52B	-2.4M	0.24	82.19	N/A	N/A	62	15	15,821	9,824
2024-11-21	$1192.07	$1030.00	19.6%	5.6%	27.5%	21.9%	19.6%	1.5%	-0.1%	5.8M	-1.60B	-2.2M	1.03	84.88	N/A	N/A	36	37	15,872	9,828
2024-11-22	$1202.22	$1030.00	19.0%	5.4%	27.6%	19.2%	19.3%	1.0%	0.9%	6.8M	-1.65B	-2.0M	0.51	87.26	N/A	N/A	101	51	15,876	9,829
2024-11-25	$1219.74	$1030.00	19.7%	5.6%	27.6%	22.2%	19.7%	1.3%	-0.5%	6.6M	-1.72B	-1.8M	0.09	86.82	N/A	N/A	126	11	15,924	9,830
2024-11-26	$1216.45	$1030.00	19.2%	5.5%	27.5%	20.2%	19.7%	0.9%	0.1%	7.4M	-1.72B	-1.9M	2.90	89.30	N/A	N/A	21	61	15,963	9,828
2024-11-27	$1207.92	$1030.00	18.9%	5.4%	27.9%	18.6%	19.0%	1.3%	0.6%	7.6M	-1.68B	-2.0M	0.20	88.77	N/A	N/A	46	9	15,976	9,878
2024-11-29	$1209.88	$1030.00	18.3%	5.2%	27.8%	16.2%	14.3%	0.7%	0.5%	7.8M	-1.69B	-1.9M	0.11	91.37	N/A	N/A	9	1	15,965	9,878