How often does W.W. Grainger move more than the options market prices?

3 of the last 7 reports moved at least as far as the implied move.

GWWNYSEWholesale-Durable Goods

W.W. Grainger, Inc. (GWW) earnings date, market-implied expected move, and options open interest by expiry

1,506.42

+108.44 · +7.76%

Regular session13:39 ET

Open1,427.28Volume387,149Mkt cap$65.8BP/E38.34EPS39.29Div yield0.68%

Day1,422.00 – 1,515.4990%52-wk901.22 – 1,417.14100%

GWW

W.W. Grainger, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

before open · in 90 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

before open

confirmedNov 3 close

Implied vs realized

Linked news

4dNWL · supplierNewell Brands posts third-quarter net loss of $81 million, sales $1,873 million
84dGFF · supplierGriffon (GFF) Q3 2026 Earnings Call Transcript

News

Largest filed tie

13F top-10 QoQ

−2.68%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,376 managers

Top fund weight

1.03%

GWW weight · XLI

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

W.W. Grainger (GWW) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

8 reports

3 of 7≥ implied

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

Oct 31 '24Oct 31 '24confirmed±5.0%▲+0.90%×0.18

Jan 31 '25Jan 31 '25confirmed±4.3%▼−5.63%×1.30

May 1 '25May 1 '25confirmed±4.4%▲+2.84%×0.64

Aug 1 '25Aug 1 '25confirmed±4.2%▼−10.30%×2.48

Oct 31 '25Oct 31 '25confirmed±5.0%▲+2.38%×0.48

Feb 3 '26Feb 3 '26confirmed±4.4%▲+5.37%×1.21

Q1 FY26May 7 '26confirmed±2.5%▼−0.03%×0.01

Q2 FY26Aug 4 '26confirmed—▼−5.16%—

quarterimplied−15%0+15%realized×

Q2 FY26—▼−5.16%—

Q1 FY26±2.5%▼−0.03%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 2 close

0.29OI · 5 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

650+9%Nov 2016d1.18549+1%1.18

1,5190%Dec 1844d0.354,2890%0.35

2,0000%Jan 1572d1.051,899+1%1.05

report · Feb 2 · before open · est.

3420%Mar 19135d1,1990%

270%Apr 16163d0.064550%0.06

ExpiryPutsCallsP/C

Nov 2016d650+9%549+1%1.18

Dec 1844d1,5190%4,2890%0.35

Jan 1572d2,0000%1,899+1%1.05

report · Feb 2 · before open · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

11.95%as filednet margin · revenue +5.88% QoQ · +10.25% YoY

Revenue

$5.0B+5.88% QoQ

Gross profit

$2.0B+4.64% QoQ

39.51% margin

Operating income

$807M+1.77% QoQ

16.07% margin

Pre-tax income

$798M+2.97% QoQ

Net income

$600M+3.27% QoQ

11.95% margin

Cost of revenue

$3.0B+6.71% QoQ

Operating expenses

$1.2B+6.71% QoQ

Other expense

$9M

Tax

$198M+2.06% QoQ

Revenue$5.0B+5.88%

Gross profit

$2.0B+4.64%

39.51% margin

Operating income

$807M+1.77%

16.07% margin

Pre-tax income

$798M+2.97%

Net income

$600M+3.27%

11.95% margin

Cost of revenue

$3.0B+6.71%

Operating expenses

$1.2B+6.71%

Other expense

$9M

Tax$198M+2.06%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 13:30 ET

Intraday

Event sensitivity

FOMC ×1.18· ±1.2% vs ±1.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.2%9 of 24×1.18

PCEpersonal income & outlays±1.1%11 of 19×1.08

PPIproducer prices±1.1%5 of 10×1.03

CPROFcorporate profits±0.9%6 of 12×0.90

GDPgross domestic product±0.8%9 of 19×0.77

NFPjobs report±0.8%4 of 10×0.75

CPIconsumer prices±0.7%6 of 10×0.68

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 12.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	12.01	—
Q1 FY26	May 7 '26 · confirmed	11.65	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod