LOW Options History — October 2018 In October 2018, LOW traded between $91.94 and $114.27. ATM implied volatility averaged 27.8%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 10.1% (HV 20d: 17.7%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.31.
Notable Days 2018-10-04 : Highest Volume — 56,068 contracts2018-10-10 : Largest IV spike — 14.8% change2018-10-29 : Highest IV Rank — 87.7%2018-10-29 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $103.37 $91.94 $114.27 $114.27 $95.75 Max Pain $110.22 $100.00 $115.00 $100.00 $105.00 ATM IV 27.8% 18.9% 39.4% 18.9% 35.7% Expected Move 7.5% 5.2% 10.4% 5.2% 8.7% HV 20d 17.7% 13.5% 27.3% 16.4% 27.3% HV 60d 20.8% 18.7% 24.5% 18.7% 24.5% IV Rank 44.2% 10.7% 87.7% 10.7% 73.9% IV Percentile 68.0% 18.3% 99.2% 18.7% 96.0% Term Structure 0.7% -2.6% 5.5% 0.2% -1.2% VWIV 26.6% 18.6% 35.9% 19.0% 31.1% Skew 25d 3.3% 1.3% 7.6% 1.3% 4.6% Skew 10d 6.0% -0.4% 8.7% 2.6% 7.3% Call IV 25d 27.0% 18.6% 37.8% 18.6% 34.8% Put IV 25d 30.3% 19.9% 41.3% 19.9% 39.5% Bid-Ask Spread % 7.95 3.73 17.55 3.73 8.93 Gamma HHI 0.12 0.10 0.15 0.14 0.11 Net GEX 3.8M -3.9M 17.9M 17.9M 322.2K Net DEX -289.6M -1.04B 275.0M -1.04B 106.6M Net VEX -3.5M -3.9M -3.0M -3.0M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.31 0.47 2.33 1.12 0.89 Total Volume 24,064.435 13,208 56,068 13,776 14,956 Total OI 311,336.826 272,629 363,124 272,629 300,093
Daily Data (23 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 2018-10-01 $114.27 $100.00 18.9% 5.2% 16.4% 10.7% 19.0% 1.3% 0.2% 17.9M -1.04B -3.0M 1.12 3.73 N/A N/A 6,492 7,284 145,231 127,398 2018-10-02 $113.00 $100.00 18.9% 5.2% 16.7% 10.9% 18.6% 1.3% 0.2% 15.7M -949.3M -3.1M 1.27 4.91 N/A N/A 5,825 7,383 147,066 129,532 2018-10-03 $111.72 $100.00 18.9% 5.2% 16.8% 10.8% 18.9% 1.5% 1.0% 13.2M -860.6M -3.2M 1.98 6.89 N/A N/A 8,049 15,925 148,197 131,283 2018-10-04 $110.72 $115.00 21.2% 6.4% 17.0% 19.4% 22.4% 1.6% 0.2% 9.4M -767.3M -3.5M 0.47 10.19 N/A N/A 38,011 18,057 150,393 140,205 2018-10-05 $109.67 $115.00 22.3% 6.6% 17.3% 23.5% 23.4% 3.0% -0.6% 8.5M -698.1M -3.7M 1.29 10.02 N/A N/A 14,585 18,826 164,790 147,736 2018-10-08 $109.98 $115.00 22.3% 6.7% 15.0% 23.7% 23.9% 2.2% 1.2% 12.3M -723.8M -3.7M 0.83 12.03 N/A N/A 9,708 8,042 165,871 152,845 2018-10-09 $109.25 $115.00 22.6% 6.7% 13.6% 24.9% 24.2% 3.1% 0.6% 10.9M -670.7M -3.7M 1.04 4.95 N/A N/A 9,332 9,735 167,645 153,841 2018-10-10 $106.74 $115.00 26.0% 7.8% 15.3% 37.5% 27.2% 3.1% 1.3% 5.4M -461.7M -3.9M 0.97 12.02 N/A N/A 8,011 7,745 168,365 158,701 2018-10-11 $104.78 $115.00 28.9% 8.2% 15.5% 48.4% 29.4% 7.6% -0.1% 4.6M -325.0M -3.9M 1.59 17.55 N/A N/A 8,979 14,306 169,021 160,522 2018-10-12 $105.25 $115.00 26.6% 7.7% 14.6% 39.7% 26.4% 3.5% 0.4% 3.5M -343.3M -3.8M 0.75 10.01 N/A N/A 12,148 9,166 172,159 167,432 2018-10-15 $105.16 $115.00 25.2% 7.2% 14.7% 34.5% 26.1% 3.5% 4.4% 2.4M -352.6M -3.7M 1.05 6.20 N/A N/A 7,638 8,001 170,688 167,480 2018-10-16 $106.15 $115.00 23.4% 6.7% 13.5% 27.6% 23.3% 3.6% 4.8% 1.5M -425.8M -3.6M 0.66 6.44 N/A N/A 10,870 7,161 171,562 168,749 2018-10-17 $102.35 $115.00 25.7% 7.4% 17.1% 36.4% 25.7% 3.9% 3.0% -176.8K -161.2M -3.6M 1.62 4.50 N/A N/A 12,005 19,437 172,783 169,046 2018-10-18 $99.95 $115.00 27.7% 7.7% 17.8% 43.7% 27.1% 4.0% 4.8% -1.3M -27.6M -3.6M 2.14 5.42 N/A N/A 12,851 27,456 174,736 171,475 2018-10-19 $99.44 $110.00 27.3% 7.3% 17.7% 42.5% 25.3% 4.0% 5.5% -3.9M 108.2M -3.6M 2.33 8.88 N/A N/A 10,203 23,752 179,014 184,110 2018-10-22 $98.76 $110.00 29.8% 7.3% 17.7% 51.9% 25.8% 3.8% -0.6% -3.6M 88.9M -3.5M 1.07 5.28 N/A N/A 7,034 7,514 142,640 142,808 2018-10-23 $98.12 $110.00 32.1% 7.8% 17.4% 60.2% 29.0% 3.8% 0.2% -3.9M 94.5M -3.5M 1.91 7.35 N/A N/A 10,448 19,954 145,267 146,466 2018-10-24 $98.13 $110.00 34.3% 8.4% 17.4% 68.4% 29.0% 4.2% -1.4% -1.6M 38.7M -3.6M 1.27 4.97 N/A N/A 10,054 12,743 149,395 145,892 2018-10-25 $98.20 $110.00 36.1% 8.4% 17.7% 75.5% 28.5% 2.6% -2.6% -639.3K 24.7M -3.6M 0.85 7.82 N/A N/A 10,649 9,041 150,513 146,191 2018-10-26 $93.61 $105.00 38.6% 10.0% 22.1% 84.8% 35.2% 3.7% -1.4% -1.3M 250.4M -3.5M 1.90 9.95 N/A N/A 12,367 23,477 154,198 149,401 2018-10-29 $91.94 $105.00 39.4% 10.4% 22.2% 87.7% 35.9% 3.5% -1.3% -2.7M 275.0M -3.3M 1.54 8.98 N/A N/A 9,063 13,923 142,541 149,870 2018-10-30 $94.66 $105.00 37.4% 9.4% 26.4% 80.0% 35.5% 3.3% -1.6% -95.2K 156.0M -3.5M 1.63 5.75 N/A N/A 5,811 9,465 145,542 152,054 2018-10-31 $95.75 $105.00 35.7% 8.7% 27.3% 73.9% 31.1% 4.6% -1.2% 322.2K 106.6M -3.5M 0.89 8.93 N/A N/A 7,898 7,058 145,849 154,244
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