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W.W. Grainger, Inc. GWW

i

Market datapartial · fetched 2026-10-22T22:28:39.537Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:02:13.626289177Z

FundamentalsAlpha Vantage · unavailable

Share price$1,359.24
1D+2.5%
AH$1,313$1,325$1,338$1,351$1,3645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGWW
Sold putSold callAH

W.W. Grainger, Inc. options

Live interpolated GWW call and put midpoint premiums by absolute delta.W.W. Grainger, Inc.$7.68$37.71$67.74$97.76$127.79$1214.22$1283.92$1353.62$1423.31$1493.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWW spot · $1359.24GWW PRICE$10.93$14.58$18.51$23.12$28.29$34.67$40.14$47.49$55.17$64.95$75.77$87.79$104.56$14.67$19.57$24.08$29.33$35.14$42.00$48.46$56.06$65.16$74.98$87.04$101.40$119.13
PutsExpensive1.12×
CallsExpensive1.07×
SkewBearish+2.69 pp
Implied moveBearish±$88.61
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1455.8026.4%7.9%1266.7732.8%7.9%
25Δ1437.8326.4%6.9%1286.7132.7%6.8%
30Δ1421.6226.3%6.0%1306.5131.5%5.7%
35Δ1407.5526.7%5.3%1323.4230.9%4.8%
40Δ1394.0727.0%4.6%1338.9630.6%4.1%
45Δ1381.2727.9%4.2%1353.7930.6%3.5%
50Δ1367.5927.5%3.6%1368.3630.0%2.9%
55Δ1354.1728.0%3.1%1382.8029.7%2.4%
60Δ1340.5228.2%2.7%1397.7229.8%2.0%
65Δ1325.7128.9%2.3%1413.0529.6%1.6%
70Δ1309.9729.4%1.9%1429.9129.7%1.2%
75Δ1293.1829.7%1.6%1448.7329.9%0.9%
80Δ1272.3530.7%1.3%1470.5030.2%0.6%

20Δ

Calls
Pseudo strike
1455.80
IV
26.4%
B/E move
7.9%
Puts
Pseudo strike
1266.77
IV
32.8%
B/E move
7.9%

25Δ

Calls
Pseudo strike
1437.83
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
1286.71
IV
32.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
1421.62
IV
26.3%
B/E move
6.0%
Puts
Pseudo strike
1306.51
IV
31.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
1407.55
IV
26.7%
B/E move
5.3%
Puts
Pseudo strike
1323.42
IV
30.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
1394.07
IV
27.0%
B/E move
4.6%
Puts
Pseudo strike
1338.96
IV
30.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
1381.27
IV
27.9%
B/E move
4.2%
Puts
Pseudo strike
1353.79
IV
30.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
1367.59
IV
27.5%
B/E move
3.6%
Puts
Pseudo strike
1368.36
IV
30.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
1354.17
IV
28.0%
B/E move
3.1%
Puts
Pseudo strike
1382.80
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
1340.52
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
1397.72
IV
29.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
1325.71
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
1413.05
IV
29.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
1309.97
IV
29.4%
B/E move
1.9%
Puts
Pseudo strike
1429.91
IV
29.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
1293.18
IV
29.7%
B/E move
1.6%
Puts
Pseudo strike
1448.73
IV
29.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
1272.35
IV
30.7%
B/E move
1.3%
Puts
Pseudo strike
1470.50
IV
30.2%
B/E move
0.6%

Options history

No recorded observations