Symbol:    
WW Grainger Inc 
Options Root:  Open Help    GWW  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days30.60%30.95%29.58%97.28% - 05-Feb10.63% - 02-Oct
20 days35.79%29.69%31.68%70.47% - 06-Feb13.84% - 28-Sep
30 days32.13%31.70%29.54%58.94% - 21-Feb13.64% - 02-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help41.15%42.68%33.93%55.28% - 11-Oct22.18% - 12-Jun
IV Index put Open Help41.82%43.71%31.93%55.35% - 11-Oct21.72% - 11-Jun
IV Index mean Open Help41.48%43.19%32.93%55.32% - 11-Oct22.07% - 08-Jun
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days79.25%87.62%79.39%87.62% - 11-Jan-7.82% - 26-Jan
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
54.35%56.03% 14.55002.65
(22.27)
14.550Feb 01, 2019 302.51411.850-2.90
(-19.66)
11.8500-44.09%56.31%
53.96%52.95% 13.20003.00
(29.41)
13.200Feb 01, 2019 305.01413.000-2.95
(-18.50)
13.0000-47.07%55.91%
53.87%49.87% 12.00002.55
(26.98)
12.000Feb 01, 2019 307.51414.300-3.20
(-18.29)
14.3000-50.06%55.78%
53.25%46.72% 10.75002.20
(25.73)
10.750Feb 01, 2019 310.01415.500-3.25
(-17.33)
15.5000-53.14%54.95%
46.52%56.10% 15.05003.00
(24.90)
15.050Feb 08, 2019 302.52112.900-3.60
(-21.82)
12.9000-45.48%47.75%
45.33%53.11% 13.45001.90
(16.45)
13.450Feb 08, 2019 305.02114.150-3.25
(-18.68)
14.1500-48.35%47.64%
44.95%50.03% 12.15002.30
(23.35)
12.150Feb 08, 2019 307.52115.350-3.35
(-17.91)
15.3500-51.27%47.15%
45.64%47.10% 11.25002.55
(29.31)
11.250Feb 08, 2019 310.02116.600-3.90
(-19.02)
16.6000-54.23%46.49%
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