W.W. Grainger, Inc. · Brief

Next report

2 days

Nov 3 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±3.4%implied · report alone

1,312.831,405.51

straddle ±5.2%

spot 1,359.17exp Nov 20ATM strike 1360ATM straddle 82.40IV 32%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 7≥ implied

avg implied: ±4.3%
avg realized: ±3.9%

Oct 31 '24±5.0%▲+0.90%×0.18

Jan 31 '25±4.3%▼−5.63%×1.30

May 1 '25±4.4%▲+2.84%×0.64

Aug 1 '25±4.2%▼−10.30%×2.48

Oct 31 '25±5.0%▲+2.38%×0.48

Feb 3 '26±4.4%▲+5.37%×1.21

Q1 FY26±2.5%▼−0.03%×0.01

Q2 FY26—▼−5.16%—

quarterimplied−15%0+15%realized×

Q2 FY26—▼−5.16%—

Q1 FY26±2.5%▼−0.03%×0.01

Feb '26±4.4%▲+5.37%×1.21

Oct '25±5.0%▲+2.38%×0.48

Aug '25±4.2%▼−10.30%×2.48

May '25±4.4%▲+2.84%×0.64

2 older reports

Jan '25±4.3%▼−5.63%×1.30

Oct '24±5.0%▲+0.90%×0.18

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 3 report · est.

—

Linked exposure

GWW report session

Suppliers 1

GFFGriffon×0.61

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 30impliedImplied move: ±5.2% into Nov 3 earnings (Oct 30 close).Source

Oct 16impliedImplied move: ±5.6% into Oct 30 earnings (Oct 16 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.