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W.W. Grainger, Inc. GWW

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Market datapartial · fetched 2026-10-23T03:02:10.106Z

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 · 2026-10-22T23:00:00.002474359Z

FundamentalsAlpha Vantage · unavailable

Share price$1,360.08
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.$7.54$38.35$69.15$99.96$130.76$1214.31$1283.78$1353.25$1422.73$1492.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GWW spot · $1360.08GWW PRICE$10.87$14.49$18.40$22.96$28.06$34.34$39.77$46.93$54.60$64.05$74.68$86.45$102.54$14.73$19.66$24.17$29.54$35.42$42.34$48.89$56.74$65.94$76.13$88.47$103.62$121.88
PutsExpensive1.13×
CallsFair1.05×
SkewBearish+3.33 pp
Implied moveBearish±$88.65
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1456.0926.2%7.9%1267.2332.9%7.9%
25Δ1438.1926.2%6.8%1287.2732.8%6.8%
30Δ1422.0626.2%5.9%1307.1631.6%5.7%
35Δ1408.0126.4%5.2%1324.0231.1%4.8%
40Δ1394.6226.8%4.6%1339.6630.8%4.1%
45Δ1381.8827.6%4.1%1354.5830.8%3.5%
50Δ1368.3527.2%3.5%1369.3030.3%2.9%
55Δ1355.0827.6%3.1%1383.9230.1%2.4%
60Δ1341.5727.9%2.7%1399.0030.1%2.0%
65Δ1327.0328.4%2.3%1414.6830.0%1.6%
70Δ1311.5528.9%1.9%1431.8930.1%1.2%
75Δ1295.0729.2%1.6%1451.4830.5%0.9%
80Δ1274.9230.1%1.3%1473.8430.9%0.6%

20Δ

Calls
Pseudo strike
1456.09
IV
26.2%
B/E move
7.9%
Puts
Pseudo strike
1267.23
IV
32.9%
B/E move
7.9%

25Δ

Calls
Pseudo strike
1438.19
IV
26.2%
B/E move
6.8%
Puts
Pseudo strike
1287.27
IV
32.8%
B/E move
6.8%

30Δ

Calls
Pseudo strike
1422.06
IV
26.2%
B/E move
5.9%
Puts
Pseudo strike
1307.16
IV
31.6%
B/E move
5.7%

35Δ

Calls
Pseudo strike
1408.01
IV
26.4%
B/E move
5.2%
Puts
Pseudo strike
1324.02
IV
31.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
1394.62
IV
26.8%
B/E move
4.6%
Puts
Pseudo strike
1339.66
IV
30.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
1381.88
IV
27.6%
B/E move
4.1%
Puts
Pseudo strike
1354.58
IV
30.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
1368.35
IV
27.2%
B/E move
3.5%
Puts
Pseudo strike
1369.30
IV
30.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
1355.08
IV
27.6%
B/E move
3.1%
Puts
Pseudo strike
1383.92
IV
30.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
1341.57
IV
27.9%
B/E move
2.7%
Puts
Pseudo strike
1399.00
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
1327.03
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
1414.68
IV
30.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
1311.55
IV
28.9%
B/E move
1.9%
Puts
Pseudo strike
1431.89
IV
30.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
1295.07
IV
29.2%
B/E move
1.6%
Puts
Pseudo strike
1451.48
IV
30.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
1274.92
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
1473.84
IV
30.9%
B/E move
0.6%

Options history

No recorded observations