GWW Options History — December 2024

In December 2024, GWW traded between $1053.42 and $1193.55. ATM implied volatility averaged 19.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.9% (HV 20d: 15.9%). Max pain ranged from $1000.00 to $1030.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.83.

Notable Days

2024-12-23: Highest Volume — 1,017 contracts
2024-12-17: Largest IV spike — 15.1% change
2024-12-19: Highest IV Rank — 34.4%
2024-12-19: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1127.77	$1053.42	$1193.55	$1193.51	$1053.42
Max Pain	$1007.14	$1000.00	$1030.00	$1030.00	$1010.00
ATM IV	19.8%	17.5%	22.6%	19.4%	19.2%
Expected Move	5.6%	5.0%	6.5%	5.6%	5.5%
HV 20d	15.9%	12.3%	28.3%	28.3%	12.3%
HV 60d	23.0%	22.4%	23.7%	22.8%	23.6%
IV Rank	22.5%	12.7%	34.4%	21.1%	20.0%
IV Percentile	39.6%	8.3%	69.0%	36.9%	29.0%
Term Structure	2.1%	-1.5%	5.2%	-0.8%	3.7%
VWIV	19.0%	12.3%	21.7%	18.9%	17.2%
Skew 25d	2.0%	0.8%	3.1%	0.8%	2.0%
Skew 10d	3.0%	-3.2%	8.0%	1.5%	2.8%
Call IV 25d	18.6%	16.1%	21.5%	18.3%	17.6%
Put IV 25d	20.6%	18.4%	24.1%	19.1%	19.5%
Bid-Ask Spread %	86.31	80.90	90.86	88.58	87.01
Gamma HHI	0.08	0.05	0.27	0.06	0.07
Net GEX	4.0M	-26.0M	17.5M	7.4M	17.5M
Net DEX	-1.29B	-1.65B	-795.9M	-1.65B	-795.9M
Net VEX	-2.3M	-2.6M	-1.8M	-1.8M	-2.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.03	6.78	0.52	0.56
Total Volume	280.667	60	1,017	70	70
Total OI	24,411.571	19,504	26,416	25,848	20,438

Daily Data (21 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
2024-12-02	$1193.51	$1030.00	19.4%	5.6%	28.3%	21.1%	18.9%	0.8%	-0.8%	7.4M	-1.65B	-1.8M	0.52	88.58	N/A	N/A	46	24	15,970	9,878
2024-12-03	$1192.91	$1030.00	19.7%	5.6%	28.0%	22.2%	19.4%	1.7%	-1.5%	7.9M	-1.64B	-1.9M	0.09	89.05	N/A	N/A	134	12	15,967	9,893
2024-12-04	$1193.55	$1030.00	19.8%	5.7%	27.4%	22.5%	18.8%	1.6%	-1.1%	8.5M	-1.64B	-1.9M	0.06	89.12	N/A	N/A	295	19	16,004	9,900
2024-12-05	$1189.94	$1000.00	20.0%	5.6%	15.8%	23.5%	20.9%	2.0%	2.6%	7.8M	-1.63B	-1.9M	0.24	80.90	N/A	N/A	170	40	16,053	9,905
2024-12-06	$1184.28	$1000.00	18.3%	5.4%	15.7%	16.3%	18.8%	2.6%	2.4%	8.5M	-1.61B	-2.0M	0.48	85.13	N/A	N/A	46	22	16,090	9,942
2024-12-09	$1162.82	$1000.00	20.2%	5.8%	15.2%	24.5%	20.1%	2.5%	1.7%	5.6M	-1.52B	-2.1M	0.85	82.70	N/A	N/A	48	41	16,123	9,931
2024-12-10	$1156.93	$1000.00	22.4%	5.9%	14.3%	33.9%	20.7%	2.4%	1.8%	4.3M	-1.48B	-2.3M	0.18	82.22	N/A	N/A	282	51	16,145	9,933
2024-12-11	$1158.51	$1000.00	19.7%	5.7%	14.0%	22.4%	19.4%	1.9%	1.9%	5.7M	-1.49B	-2.3M	0.76	84.35	N/A	N/A	42	32	16,180	9,941
2024-12-12	$1148.74	$1000.00	19.9%	5.7%	14.1%	23.1%	18.7%	2.4%	1.5%	4.1M	-1.45B	-2.3M	0.64	85.76	N/A	N/A	182	116	16,199	9,963
2024-12-13	$1142.17	$1000.00	19.2%	5.5%	12.4%	20.2%	18.6%	1.7%	2.5%	3.1M	-1.44B	-2.3M	0.58	86.55	N/A	N/A	38	22	16,356	9,931
2024-12-16	$1138.47	$1000.00	18.4%	5.3%	12.4%	16.5%	19.5%	1.7%	3.7%	2.5M	-1.43B	-2.3M	0.45	86.35	N/A	N/A	55	25	16,372	9,945
2024-12-17	$1117.80	$1000.00	21.1%	6.1%	13.8%	28.3%	21.7%	1.5%	1.1%	-3.5M	-1.31B	-2.5M	0.98	85.49	N/A	N/A	95	93	16,443	9,947
2024-12-18	$1091.01	$1000.00	22.2%	6.4%	15.7%	32.8%	21.7%	1.4%	-0.3%	-16.9M	-1.15B	-2.5M	6.78	89.08	N/A	N/A	80	542	16,460	9,956
2024-12-19	$1086.35	$1000.00	22.6%	6.5%	15.5%	34.4%	21.4%	2.6%	1.6%	-22.2M	-1.11B	-2.6M	1.45	82.55	N/A	N/A	319	463	16,478	9,871
2024-12-20	$1092.58	$1000.00	20.9%	6.0%	14.7%	27.5%	18.4%	2.9%	2.5%	-26.0M	-1.19B	-2.5M	0.19	85.98	N/A	N/A	490	91	16,701	9,669
2024-12-23	$1083.23	$1010.00	19.8%	5.7%	14.0%	22.7%	18.1%	3.1%	3.3%	11.4M	-914.9M	-2.5M	0.03	84.52	N/A	N/A	984	33	13,503	6,001
2024-12-24	$1086.75	$1010.00	17.7%	5.1%	12.3%	13.8%	12.3%	2.0%	4.0%	12.5M	-950.2M	-2.5M	0.25	89.67	N/A	N/A	317	80	13,732	6,008
2024-12-26	$1083.82	$1010.00	18.3%	5.2%	12.3%	16.1%	17.5%	0.9%	3.6%	13.7M	-945.5M	-2.6M	0.29	90.86	N/A	N/A	100	29	14,095	6,064
2024-12-27	$1065.94	$1010.00	17.5%	5.0%	12.9%	12.7%	17.9%	2.5%	5.2%	15.3M	-850.0M	-2.6M	0.90	88.61	N/A	N/A	78	70	14,185	6,068
2024-12-30	$1060.38	$1010.00	19.0%	5.4%	12.6%	19.1%	19.4%	2.3%	4.3%	16.2M	-827.5M	-2.6M	1.22	87.99	N/A	N/A	98	120	14,338	6,065
2024-12-31	$1053.42	$1010.00	19.2%	5.5%	12.3%	20.0%	17.2%	2.0%	3.7%	17.5M	-795.9M	-2.6M	0.56	87.01	N/A	N/A	45	25	14,371	6,067