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W.W. Grainger, Inc. GWW

i

Market dataready · fetched 2026-11-12T03:00:05.722Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002663828Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:58:07.144587+00:00

Share price$1,486.53
1D+0.2%
AH$1,472$1,477$1,481$1,486$1,4905:30 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.$3.86$17.04$30.21$43.39$56.56$1203.12$1352.63$1502.14$1651.65$1801.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWW spot · $1486.53GWW PRICE$5.28$6.99$8.93$11.06$13.40$16.17$19.07$22.15$25.95$30.45$36.86$44.57$52.76$6.42$8.34$10.44$12.79$15.59$18.42$21.08$25.18$29.39$33.28$37.81$43.79$51.36
PutsCheap0.23×
CallsCheap0.19×
SkewBearish+1.34 pp
Implied moveBearish±$40.15
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1529.8320.6%3.3%1442.1224.2%3.4%
25Δ1521.3020.4%2.8%1452.3023.5%2.9%
30Δ1514.0120.3%2.4%1460.9423.0%2.4%
35Δ1507.2720.4%2.1%1468.5022.8%2.1%
40Δ1500.9520.5%1.9%1475.4422.8%1.8%
45Δ1494.8520.7%1.6%1482.1822.7%1.5%
50Δ1488.7820.9%1.4%1488.8322.1%1.3%
55Δ1482.6820.8%1.2%1495.6722.5%1.1%
60Δ1476.2821.0%1.1%1502.4822.8%0.9%
65Δ1469.5621.5%0.9%1509.1922.4%0.7%
70Δ1461.3322.6%0.8%1516.1522.0%0.6%
75Δ1451.8223.8%0.7%1524.2522.1%0.4%
80Δ1441.6624.4%0.5%1533.6322.3%0.3%

20Δ

Calls
Pseudo strike
1529.83
IV
20.6%
B/E move
3.3%
Puts
Pseudo strike
1442.12
IV
24.2%
B/E move
3.4%

25Δ

Calls
Pseudo strike
1521.30
IV
20.4%
B/E move
2.8%
Puts
Pseudo strike
1452.30
IV
23.5%
B/E move
2.9%

30Δ

Calls
Pseudo strike
1514.01
IV
20.3%
B/E move
2.4%
Puts
Pseudo strike
1460.94
IV
23.0%
B/E move
2.4%

35Δ

Calls
Pseudo strike
1507.27
IV
20.4%
B/E move
2.1%
Puts
Pseudo strike
1468.50
IV
22.8%
B/E move
2.1%

40Δ

Calls
Pseudo strike
1500.95
IV
20.5%
B/E move
1.9%
Puts
Pseudo strike
1475.44
IV
22.8%
B/E move
1.8%

45Δ

Calls
Pseudo strike
1494.85
IV
20.7%
B/E move
1.6%
Puts
Pseudo strike
1482.18
IV
22.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
1488.78
IV
20.9%
B/E move
1.4%
Puts
Pseudo strike
1488.83
IV
22.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
1482.68
IV
20.8%
B/E move
1.2%
Puts
Pseudo strike
1495.67
IV
22.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
1476.28
IV
21.0%
B/E move
1.1%
Puts
Pseudo strike
1502.48
IV
22.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
1469.56
IV
21.5%
B/E move
0.9%
Puts
Pseudo strike
1509.19
IV
22.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
1461.33
IV
22.6%
B/E move
0.8%
Puts
Pseudo strike
1516.15
IV
22.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
1451.82
IV
23.8%
B/E move
0.7%
Puts
Pseudo strike
1524.25
IV
22.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1441.66
IV
24.4%
B/E move
0.5%
Puts
Pseudo strike
1533.63
IV
22.3%
B/E move
0.3%

Options history

IV · four-Friday blend27.62%
Daily close
GWW21.2%25.3%29.4%2026-08-13: 22.62%2026-08-14: 21.75%2026-08-17: 22.99%2026-08-18: 22.42%2026-08-19: 22.36%2026-08-20: 22.35%2026-08-21: 22.96%2026-08-24: 23.28%2026-08-25: 23.32%2026-08-26: 22.72%2026-08-27: 22.75%2026-08-28: 23.26%2026-08-31: 23.09%2026-09-01: 23.48%2026-09-02: 23.44%2026-09-03: 22.93%2026-09-04: 23.11%2026-09-08: 24.91%2026-09-09: 24.59%2026-09-10: 24.85%2026-09-11: 23.82%2026-09-14: 25.24%2026-09-15: 25.79%2026-09-16: 26.45%2026-09-17: 26.22%2026-09-18: 24.67%2026-09-21: 24.91%2026-09-22: 25.06%2026-09-23: 25.04%2026-09-24: 25.38%2026-09-25: 24.98%2026-09-28: 25.56%2026-09-29: 25.39%2026-09-30: 24.46%2026-10-01: 24.47%2026-10-02: 24.10%2026-10-05: 24.48%2026-10-06: 25.23%2026-10-07: 25.60%2026-10-08: 25.77%2026-10-09: 25.82%2026-10-12: 26.52%2026-10-13: 28.85%2026-10-14: 27.53%2026-10-15: 26.74%2026-10-16: 24.84%2026-10-19: 25.22%2026-10-20: 25.43%2026-10-21: 25.54%2026-10-22: 26.15%2026-10-23: 26.67%2026-10-26: 26.44%2026-10-27: 26.58%2026-10-28: 26.61%2026-10-29: 26.58%2026-10-30: 27.62%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.62%
21.75%
22.99%
22.42%
22.36%
22.35%
22.96%
23.28%
23.32%
22.72%
22.75%
23.26%
23.09%
23.48%
23.44%
22.93%
23.11%
24.91%
24.59%
24.85%
23.82%
25.24%
25.79%
26.45%
26.22%
24.67%
24.91%
25.06%
25.04%
25.38%
24.98%
25.56%
25.39%
24.46%
24.47%
24.10%
24.48%
25.23%
25.60%
25.77%
25.82%
26.52%
28.85%
27.53%
26.74%
24.84%
25.22%
25.43%
25.54%
26.15%
26.67%
26.44%
26.58%
26.61%
26.58%
27.62%