LOW Options History — June 2018 In June 2018, LOW traded between $95.81 and $100.80. ATM implied volatility averaged 20.0%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded below realized volatility by 9.2% (HV 20d: 29.2%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.96.
Notable Days 2018-06-07 : Highest Volume — 23,418 contracts2018-06-25 : Largest IV spike — 12.0% change2018-06-27 : Highest IV Rank — 23.6%2018-06-27 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $98.26 $95.81 $100.80 $95.81 $96.00 Max Pain $85.24 $85.00 $90.00 $90.00 $85.00 ATM IV 20.0% 18.7% 22.3% 19.7% 21.3% Expected Move 5.8% 5.4% 6.3% 5.5% 6.0% HV 20d 29.2% 12.2% 37.8% 37.8% 12.3% HV 60d 31.4% 26.9% 34.0% 33.9% 26.9% IV Rank 15.5% 10.6% 23.6% 14.7% 20.1% IV Percentile 30.9% 20.2% 49.2% 29.4% 40.5% Term Structure 0.2% -0.9% 0.8% -0.9% 0.4% VWIV 20.9% 19.4% 23.2% 20.0% 21.8% Skew 25d 2.4% 2.0% 3.3% 2.2% 3.1% Skew 10d 5.2% 3.6% 7.1% 6.2% 6.8% Call IV 25d 19.2% 18.1% 21.3% 19.2% 20.1% Put IV 25d 21.7% 20.4% 24.4% 21.3% 23.2% Bid-Ask Spread % 4.99 2.63 9.06 3.49 8.69 Gamma HHI 0.14 0.09 0.30 0.09 0.11 Net GEX 23.6M 16.3M 41.6M 16.3M 17.1M Net DEX -883.0M -1.13B -622.1M -812.4M -622.1M Net VEX -4.0M -4.1M -3.9M -4.1M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.56 1.45 0.89 0.89 Total Volume 15,757.476 10,513 23,418 23,402 11,938 Total OI 300,006.857 277,964 324,787 311,631 288,873
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-06-01 $95.81 $90.00 19.7% 5.5% 37.8% 14.7% 20.0% 2.2% -0.9% 16.3M -812.4M -4.1M 0.89 3.49 N/A N/A 12,372 11,030 183,861 127,770 2018-06-04 $97.42 $85.00 19.6% 5.6% 37.6% 14.3% 21.0% 2.2% 0.3% 21.3M -913.2M -4.0M 1.07 9.06 N/A N/A 10,137 10,863 179,303 120,904 2018-06-05 $97.61 $85.00 19.3% 5.7% 37.3% 13.1% 20.4% 2.5% 0.2% 20.5M -919.4M -4.0M 1.28 4.44 N/A N/A 7,609 9,735 181,010 125,089 2018-06-06 $98.37 $85.00 19.5% 5.8% 37.3% 13.8% 20.0% 2.2% 0.3% 23.4M -963.8M -4.1M 0.56 4.64 N/A N/A 14,779 8,296 181,965 126,479 2018-06-07 $99.19 $85.00 19.4% 5.7% 37.2% 13.6% 20.4% 2.2% 0.2% 29.2M -1.06B -4.0M 0.59 5.28 N/A N/A 14,752 8,666 186,854 129,415 2018-06-08 $100.13 $85.00 19.7% 5.7% 37.2% 14.5% 20.9% 2.0% 0.4% 41.6M -1.13B -4.0M 0.63 4.00 N/A N/A 12,301 7,696 188,632 132,215 2018-06-11 $100.80 $85.00 19.0% 5.7% 36.7% 12.2% 21.0% 2.2% 0.8% 27.8M -1.13B -4.0M 1.08 3.47 N/A N/A 8,790 9,526 185,102 127,577 2018-06-12 $100.37 $85.00 19.3% 5.6% 36.5% 13.0% 21.5% 2.2% 0.3% 29.5M -1.10B -4.0M 1.45 3.52 N/A N/A 7,724 11,190 187,247 130,260 2018-06-13 $99.71 $85.00 19.3% 5.5% 36.2% 13.3% 21.4% 2.3% 0.0% 28.9M -1.06B -4.0M 1.28 5.05 N/A N/A 6,835 8,777 188,977 134,206 2018-06-14 $99.23 $85.00 18.7% 5.4% 36.4% 11.1% 20.7% 2.4% -0.1% 26.6M -1.01B -4.0M 1.04 3.52 N/A N/A 5,941 6,153 188,668 135,940 2018-06-15 $98.99 $85.00 18.8% 5.4% 36.4% 10.6% 19.4% 2.3% 0.1% 17.3M -986.2M -4.1M 0.83 7.39 N/A N/A 7,883 6,529 188,754 136,033 2018-06-18 $98.59 $85.00 19.6% 5.6% 36.6% 13.4% 20.3% 2.2% 0.4% 23.7M -826.9M -3.9M 0.94 3.31 N/A N/A 5,990 5,658 169,535 108,429 2018-06-19 $97.95 $85.00 20.0% 5.7% 36.8% 14.8% 20.3% 2.3% 0.4% 23.2M -783.1M -3.9M 0.97 4.83 N/A N/A 5,648 5,480 170,981 109,283 2018-06-20 $98.53 $85.00 19.5% 5.6% 36.0% 13.0% 19.8% 2.1% 0.4% 24.2M -827.6M -3.9M 1.02 4.33 N/A N/A 6,067 6,188 171,873 109,868 2018-06-21 $99.04 $85.00 20.3% 5.8% 15.1% 16.1% 20.6% 2.3% 0.1% 23.3M -858.6M -3.9M 0.79 6.75 N/A N/A 8,327 6,619 172,414 111,681 2018-06-22 $98.37 $85.00 19.8% 5.6% 13.8% 14.3% 20.1% 2.3% 0.6% 24.7M -809.4M -3.9M 1.02 3.67 N/A N/A 6,623 6,758 173,983 112,767 2018-06-25 $96.83 $85.00 22.2% 6.3% 15.1% 23.2% 22.1% 2.7% -0.1% 20.1M -687.0M -4.0M 0.95 5.29 N/A N/A 6,001 5,678 171,554 109,812 2018-06-26 $97.33 $85.00 21.1% 5.9% 14.8% 19.1% 21.6% 2.8% -0.0% 20.8M -724.8M -3.9M 0.88 2.63 N/A N/A 5,600 4,913 171,942 110,270 2018-06-27 $96.82 $85.00 22.3% 6.3% 13.7% 23.6% 23.2% 3.0% -0.0% 19.3M -681.9M -3.9M 1.02 5.72 N/A N/A 6,269 6,391 172,527 111,351 2018-06-28 $96.36 $85.00 22.3% 6.3% 12.2% 23.5% 22.1% 3.3% 0.0% 17.6M -648.2M -3.9M 0.88 5.61 N/A N/A 6,992 6,183 173,682 113,058 2018-06-29 $96.00 $85.00 21.3% 6.0% 12.3% 20.1% 21.8% 3.1% 0.4% 17.1M -622.1M -3.9M 0.89 8.69 N/A N/A 6,302 5,636 174,790 114,083
« May 2018 | All History | Jul 2018 » Home LOW History June 2018