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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
GWW Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is GWW's one-year implied volatility range?
Over the past year, W.W. Grainger 30-day implied volatility ranged from 17.0% on Dec 19, 2025 to 140.8% on Oct 16, 2026.
How has GWW implied volatility changed recently?
W.W. Grainger 30-day implied volatility went from 26.8% on Oct 7, 2026 to 23.1% on Nov 4, 2026. See the GWW implied volatility history for a longer view.
What is W.W. Grainger Inc?
Founded in 1927, W.W.