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 days25.16%20.12%26.11%68.77% - 23-Oct10.63% - 02-Oct
20 days27.45%28.01%28.19%53.31% - 02-Nov13.84% - 28-Sep
30 days26.15%26.53%26.13%46.55% - 19-Nov13.64% - 02-Oct
  IMPLIED VOLATILITY Open Help
IV Index call Open Help25.12%25.78%25.56%55.28% - 11-Oct20.82% - 25-Apr
IV Index put Open Help26.33%25.77%24.90%55.35% - 11-Oct20.26% - 25-Apr
IV Index mean Open Help25.73%25.78%25.23%55.32% - 11-Oct20.54% - 25-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days45.17%41.06%38.25%87.62% - 11-Jan-4.97% - 29-Oct
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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
27.73%64.65% 8.7500-4.70
(-34.94)
8.750Jun 28, 2019 267.5142.4500.68
(38.03)
3.6545-35.44%27.73%
25.71%58.57% 6.8500-5.30
(-43.62)
6.850Jun 28, 2019 270.0144.3002.10
(95.45)
4.3000-41.62%25.93%
26.06%51.34% 5.6000-4.65
(-45.37)
5.600Jun 28, 2019 272.5145.4002.55
(89.47)
5.4000-48.85%25.57%
25.31%44.00% 4.3000-4.30
(-50.00)
4.300Jun 28, 2019 275.0146.7003.15
(88.73)
6.7000-56.25%25.28%
25.19%63.73% 9.4500-5.30
(-35.93)
9.450Jul 05, 2019 267.5214.5002.20
(95.65)
4.5000-36.85%26.27%
24.64%57.94% 7.8500-5.10
(-39.38)
7.850Jul 05, 2019 270.0215.5002.55
(86.44)
5.5000-42.53%26.05%
25.07%51.78% 6.6500-4.40
(-39.82)
6.650Jul 05, 2019 272.5216.2002.50
(67.57)
6.2000-48.48%24.16%
25.10%45.74% 5.5000-4.15
(-43.01)
5.500Jul 05, 2019 275.0217.7003.30
(75.00)
7.7000-54.65%24.73%
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