GWW · Expected Move
W.W. Grainger, Inc.
The expected move for GWW is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
GWW straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current GWW Expected Move
30-Day Straddle
$88.50
7-Day Straddle
$48.00
30-Day ATM IV
23.6%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to GWW's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
GWW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $88.50 | $48.00 | 23.6% | 24% |
| 20261106 | $96.85 | $55.60 | 24.8% | 34% |
| 20261105 | $100.15 | $63.65 | 25.6% | 41% |
| 20261104 | $58.75 | $58.75 | 22.4% | 14% |
| 20261103 | $86.90 | $86.90 | 30.4% | 81% |
| 20261102 | $79.95 | $79.95 | 29.3% | 72% |
| 20261030 | $82.40 | $82.40 | 29.5% | 74% |
| 20261029 | $82.20 | $82.20 | 28.5% | 65% |
| 20261028 | $81.05 | $81.05 | 28.7% | 67% |
| 20261027 | $83.35 | $83.35 | 28.8% | 67% |
| 20261026 | $82.55 | $82.55 | 28.5% | 65% |
| 20261023 | $87.00 | $87.00 | 28.9% | 68% |
| 20261022 | $88.60 | $88.60 | 28.9% | 68% |
| 20261021 | $86.95 | $86.95 | 28.0% | 61% |
| 20261020 | $85.80 | $85.80 | 27.8% | 59% |
| 20261019 | $85.40 | $85.40 | 27.5% | 56% |
| 20261016 | $89.05 | $14.40 | 27.1% | 53% |
| 20261015 | $90.70 | $17.12 | 27.2% | 54% |
| 20261014 | $94.65 | $26.10 | 28.0% | 61% |
| 20261013 | $96.05 | $36.40 | 28.1% | 62% |
| 20261012 | $93.35 | $35.70 | 27.3% | 55% |
| 20261009 | $96.75 | $39.35 | 27.6% | 58% |
| 20261008 | $96.60 | $38.95 | 27.7% | 58% |
| 20261007 | $96.05 | $40.55 | 27.1% | 54% |
| 20261006 | $96.60 | $43.15 | 26.7% | 50% |
| 20261005 | $95.25 | $43.60 | 25.8% | 43% |
| 20261002 | $45.90 | $45.90 | 25.3% | 38% |
| 20261001 | $48.75 | $48.75 | 25.6% | 41% |
| 20260930 | $49.65 | $49.65 | 25.7% | 42% |
| 20260929 | $53.10 | $53.10 | 26.3% | 47% |
| 20260928 | $55.75 | $55.75 | 26.3% | 47% |
| 20260925 | $55.55 | $55.55 | 25.0% | 35% |
| 20260924 | $59.15 | $59.15 | 25.5% | 40% |
| 20260923 | $59.85 | $59.85 | 24.7% | 33% |
| 20260922 | $61.20 | $61.20 | 24.6% | 32% |
| 20260921 | $65.35 | $65.35 | 25.0% | 35% |
| 20260918 | $63.90 | $7.10 | 22.8% | 17% |
| 20260917 | $65.65 | $15.95 | 23.0% | 19% |
| 20260916 | $68.60 | $25.00 | 23.5% | 23% |
| 20260915 | $73.15 | $26.10 | 24.8% | 34% |
| 20260914 | $71.30 | $27.85 | 23.6% | 24% |
| 20260911 | $73.65 | $30.75 | 23.3% | 21% |
| 20260910 | $75.90 | $36.40 | 23.8% | 25% |
| 20260909 | $77.50 | $38.25 | 23.9% | 26% |
| 20260908 | $82.30 | $41.60 | 24.3% | 29% |
| 20260904 | $80.95 | $42.10 | 22.0% | 10% |
| 20260903 | $80.80 | $43.35 | 21.8% | 9% |
| 20260902 | $46.75 | $46.75 | 22.0% | 11% |
| 20260901 | $49.90 | $49.90 | 22.5% | 14% |
| 20260831 | $48.35 | $48.35 | 21.8% | 9% |
| 20260828 | $54.45 | $54.45 | 22.0% | 10% |
| 20260827 | $53.85 | $53.85 | 21.2% | 4% |
| 20260826 | $55.90 | $55.90 | 21.1% | 3% |
| 20260825 | $57.25 | $57.25 | 21.8% | 9% |
| 20260824 | $60.25 | $60.25 | 21.9% | 10% |
| 20260821 | $60.05 | $7.65 | 20.8% | 0% |
| 20260820 | $62.00 | $12.70 | 21.3% | 4% |
| 20260819 | $62.20 | $16.90 | 20.8% | 0% |
| 20260818 | $64.70 | $22.20 | 21.0% | 2% |
| 20260817 | $67.80 | $25.40 | 21.8% | 8% |
More on GWW
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.