W.W. Grainger (GWW)'s 30-day implied volatility (IV30) was 28.2% at the close on October 22, 2026, up from 27.2% the day before, against a 52-week range of 17.3% to 32.7%. Its 20-day historical volatility was 24.5%.
Key numbers
30-day implied volatility (IV30): 28.2%
IV30 52-week range: 17.3% to 32.7% (median 23.8%)
Historical volatility: 20-day 24.5%, 1-year 23.1%
Implied move by the nearest expiration: ±1.7%
Data as of October 22, 2026.
GWW Implied Volatility (IV) vs Historical Volatility (HV)
The GWW IV term structure shows the implied volatility difference between different maturity dates.
