LOW Options History — January 2019 In January 2019, LOW traded between $91.16 and $97.51. ATM implied volatility averaged 26.7%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 3.7% (HV 20d: 30.4%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.18.
Notable Days 2019-01-18 : Highest Volume — 28,410 contracts2019-01-28 : Largest IV spike — 19.8% change2019-01-30 : Highest IV Rank — 57.3%2019-01-02 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $94.30 $91.16 $97.51 $92.08 $96.03 Max Pain $92.38 $90.00 $95.00 $95.00 $92.50 ATM IV 26.7% 20.9% 31.6% 30.8% 31.4% Expected Move 7.3% 6.0% 9.1% 9.1% 8.2% HV 20d 30.4% 27.6% 32.8% 32.4% 30.4% HV 60d 31.4% 30.7% 33.0% 30.8% 31.1% IV Rank 38.2% 15.9% 57.3% 53.9% 56.4% IV Percentile 53.6% 23.8% 81.3% 79.0% 79.0% Term Structure 1.2% -2.1% 8.3% 1.7% -1.9% VWIV 25.9% 20.4% 31.8% 31.8% 30.1% Skew 25d 4.9% 3.7% 7.2% 5.6% 5.5% Skew 10d 10.6% 7.8% 15.6% 15.6% 10.1% Call IV 25d 24.8% 19.8% 30.3% 30.3% 29.1% Put IV 25d 29.7% 23.6% 36.0% 35.9% 34.5% Bid-Ask Spread % 3.57 2.75 4.53 4.04 2.83 Gamma HHI 0.13 0.09 0.50 0.09 0.11 Net GEX 5.5M -31.5M 15.6M 2.0M 11.1M Net DEX -173.9M -414.7M 96.8M 14.1M -244.5M Net VEX -2.3M -2.6M -2.1M -2.6M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.51 2.81 0.59 1.28 Total Volume 12,900.286 4,106 28,410 8,843 14,815 Total OI 241,585.476 141,577 299,765 283,752 173,464
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 2019-01-02 $92.08 $95.00 30.8% 9.1% 32.4% 53.9% 31.8% 5.6% 1.7% 2.0M 14.1M -2.6M 0.59 4.04 N/A N/A 5,559 3,284 144,604 139,148 2019-01-03 $91.30 $90.00 31.6% 8.8% 28.8% 57.0% 31.0% 6.2% 0.1% 1.9M 29.0M -2.6M 0.93 3.15 N/A N/A 4,368 4,075 146,212 137,444 2019-01-04 $93.77 $90.00 28.7% 7.9% 30.2% 45.8% 30.8% 7.2% -0.0% 6.3M -135.0M -2.6M 1.14 3.39 N/A N/A 5,471 6,246 148,474 138,873 2019-01-07 $96.08 $92.50 28.4% 8.1% 31.2% 44.7% 27.2% 5.1% -0.4% 9.1M -291.9M -2.6M 0.59 3.83 N/A N/A 3,191 1,884 147,426 139,854 2019-01-08 $97.51 $92.50 26.5% 7.5% 31.3% 37.5% 26.0% 4.4% -0.1% 14.0M -414.7M -2.5M 0.66 4.23 N/A N/A 7,719 5,058 149,638 139,385 2019-01-09 $96.98 $92.50 26.3% 7.4% 31.2% 36.7% 26.3% 4.6% -0.5% 15.6M -388.4M -2.5M 1.75 4.06 N/A N/A 4,215 7,358 152,711 139,740 2019-01-10 $95.92 $92.50 26.7% 7.6% 31.7% 38.3% 26.5% 5.3% 0.5% 11.0M -283.5M -2.5M 1.86 3.31 N/A N/A 4,000 7,436 152,831 142,043 2019-01-11 $97.24 $92.50 24.1% 6.9% 30.4% 28.3% 24.5% 4.2% -0.2% 13.9M -405.0M -2.4M 1.09 2.86 N/A N/A 6,443 7,000 153,813 143,912 2019-01-14 $96.87 $92.50 23.8% 6.8% 29.8% 27.1% 24.2% 4.5% -0.2% 14.4M -365.6M -2.3M 1.03 3.17 N/A N/A 2,204 2,271 152,924 141,905 2019-01-15 $94.83 $92.50 22.6% 6.5% 30.5% 22.5% 21.6% 4.5% -0.2% 7.1M -195.3M -2.2M 1.90 2.94 N/A N/A 8,222 15,619 153,198 143,252 2019-01-16 $94.09 $92.50 22.4% 6.4% 27.6% 21.6% 23.0% 4.3% 0.4% 4.2M -121.8M -2.2M 2.81 2.75 N/A N/A 3,260 9,165 152,397 146,167 2019-01-17 $91.73 $92.50 23.2% 6.6% 28.2% 24.6% 23.4% 4.2% 0.7% 2.1M 96.8M -2.1M 1.09 4.09 N/A N/A 7,618 8,340 152,416 145,884 2019-01-18 $94.87 $92.50 20.9% 6.0% 29.7% 15.9% 20.4% 3.8% -0.5% -31.5M -205.1M -2.1M 0.51 2.93 N/A N/A 18,765 9,645 153,345 146,420 2019-01-22 $91.16 $92.50 25.0% 7.4% 32.8% 31.8% 25.9% 5.3% 6.6% 2.2M -36.4M -2.1M 1.48 3.46 N/A N/A 7,311 10,846 78,400 63,177 2019-01-23 $91.97 $92.50 24.5% 7.2% 32.6% 29.8% 26.3% 4.2% 7.4% 1.2M -52.9M -2.2M 1.19 4.03 N/A N/A 7,162 8,511 80,957 70,256 2019-01-24 $91.83 $92.50 25.2% 7.1% 32.0% 32.6% 24.8% 4.5% 8.1% 48.3K -42.2M -2.2M 0.86 3.65 N/A N/A 4,759 4,086 82,914 74,963 2019-01-25 $93.78 $92.50 25.3% 6.4% 29.1% 32.8% 22.4% 3.7% 8.3% 9.0M -141.4M -2.2M 0.85 3.72 N/A N/A 7,163 6,096 84,260 75,362 2019-01-28 $93.08 $92.50 30.3% 7.1% 29.2% 52.1% 25.5% 5.3% -1.6% 5.5M -109.4M -2.2M 0.76 3.76 N/A N/A 2,331 1,775 83,297 73,999 2019-01-29 $93.42 $92.50 31.3% 6.9% 29.2% 56.0% 26.0% 5.2% -1.7% 5.9M -125.0M -2.3M 1.40 4.27 N/A N/A 5,116 7,144 85,196 75,509 2019-01-30 $95.77 $92.50 31.6% 6.7% 30.4% 57.3% 25.6% 5.1% -2.1% 10.8M -233.7M -2.3M 1.02 4.53 N/A N/A 7,619 7,756 87,154 80,371 2019-01-31 $96.03 $92.50 31.4% 8.2% 30.4% 56.4% 30.1% 5.5% -1.9% 11.1M -244.5M -2.3M 1.28 2.83 N/A N/A 6,508 8,307 89,709 83,755
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