LOW Options History — April 2019 In April 2019, LOW traded between $109.03 and $117.40. ATM implied volatility averaged 21.6%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 4.4% (HV 20d: 17.2%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.86.
Notable Days 2019-04-08 : Highest Volume — 48,561 contracts2019-04-22 : Largest IV spike — 25.8% change2019-04-24 : Highest IV Rank — 44.5%2019-04-29 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $113.81 $109.03 $117.40 $109.03 $112.69 Max Pain $107.62 $105.00 $110.00 $105.00 $110.00 ATM IV 21.6% 18.1% 27.4% 19.5% 26.9% Expected Move 5.5% 5.3% 5.7% 5.5% 5.6% HV 20d 17.2% 13.9% 19.0% 17.9% 18.6% HV 60d 21.1% 18.6% 23.4% 23.4% 19.1% IV Rank 20.1% 5.6% 44.5% 11.3% 42.5% IV Percentile 27.6% 4.4% 60.3% 17.5% 56.7% Term Structure 1.0% -1.3% 7.0% 0.0% -1.1% VWIV 19.7% 18.3% 21.0% 19.3% 19.6% Skew 25d 3.7% 2.8% 5.2% 3.5% 4.8% Skew 10d 7.9% 6.8% 10.4% 8.1% 8.5% Call IV 25d 20.1% 16.7% 25.5% 17.9% 24.9% Put IV 25d 23.8% 19.7% 30.2% 21.4% 29.7% Bid-Ask Spread % 3.87 2.98 4.90 4.66 3.49 Gamma HHI 0.13 0.10 0.18 0.17 0.11 Net GEX 11.7M 3.9M 21.5M 11.5M 10.5M Net DEX -623.3M -824.7M -374.3M -571.4M -390.0M Net VEX -2.2M -2.4M -1.8M -1.9M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.09 1.83 1.83 0.53 Total Volume 14,449.095 4,631 48,561 41,414 4,631 Total OI 184,089.143 149,040 208,711 184,020 151,497
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 2019-04-01 $109.03 $105.00 19.5% 5.5% 17.9% 11.3% 19.3% 3.5% 0.0% 11.5M -571.4M -1.9M 1.83 4.66 N/A N/A 14,615 26,799 94,557 89,463 2019-04-02 $109.94 $105.00 18.7% 5.5% 18.0% 7.9% 19.4% 4.2% 0.5% 5.6M -592.6M -1.9M 1.28 4.90 N/A N/A 6,003 7,701 99,179 102,445 2019-04-03 $111.75 $105.00 18.6% 5.6% 18.0% 7.4% 19.5% 2.9% 0.5% 11.2M -689.5M -1.9M 1.45 3.77 N/A N/A 5,464 7,907 101,306 103,012 2019-04-04 $113.03 $105.00 18.8% 5.3% 15.8% 8.2% 20.0% 3.0% 0.4% 15.1M -743.9M -1.9M 0.98 3.74 N/A N/A 6,085 5,985 101,492 105,036 2019-04-05 $114.81 $105.00 18.4% 5.4% 14.2% 6.7% 19.5% 3.3% 0.5% 14.1M -824.7M -1.8M 1.12 4.16 N/A N/A 6,851 7,704 102,788 105,923 2019-04-08 $115.59 $105.00 19.2% 5.7% 13.9% 10.1% 20.3% 3.0% 0.5% 10.6M -792.7M -1.8M 0.09 4.05 N/A N/A 44,361 4,200 97,467 94,437 2019-04-09 $113.19 $105.00 20.1% 5.6% 17.1% 13.9% 21.0% 3.4% -0.4% 12.0M -661.1M -2.4M 1.08 4.31 N/A N/A 5,358 5,802 99,378 96,234 2019-04-10 $113.65 $105.00 19.2% 5.5% 17.0% 10.1% 20.6% 2.8% 0.3% 12.0M -677.1M -2.4M 1.11 4.43 N/A N/A 4,988 5,527 99,924 97,374 2019-04-11 $115.03 $105.00 19.0% 5.5% 16.8% 9.1% 19.9% 3.1% 0.4% 12.6M -744.9M -2.3M 1.08 3.66 N/A N/A 4,766 5,125 101,506 99,437 2019-04-12 $116.09 $105.00 18.1% 5.4% 16.1% 5.6% 19.0% 2.9% 1.0% 21.5M -801.1M -2.2M 0.73 3.07 N/A N/A 5,627 4,105 102,739 100,453 2019-04-15 $117.01 $110.00 19.1% 5.6% 15.8% 9.9% 19.0% 3.7% 5.7% 13.2M -787.0M -2.2M 0.38 3.70 N/A N/A 7,354 2,798 98,686 95,984 2019-04-16 $116.74 $110.00 18.5% 5.3% 15.9% 7.2% 18.3% 3.6% 5.8% 14.1M -785.7M -2.2M 0.73 3.98 N/A N/A 5,357 3,891 100,846 96,820 2019-04-17 $117.40 $110.00 19.0% 5.5% 15.9% 9.4% 18.5% 3.4% 5.6% 15.2M -812.9M -2.2M 1.16 3.10 N/A N/A 4,675 5,416 102,413 98,450 2019-04-18 $114.03 $110.00 19.9% 5.3% 19.0% 13.0% 19.3% 3.2% 7.0% 3.9M -661.3M -2.4M 0.84 2.98 N/A N/A 9,581 8,030 103,475 99,746 2019-04-22 $113.59 $110.00 25.0% 5.6% 18.6% 34.5% 20.6% 4.2% -1.3% 9.5M -443.4M -2.3M 0.27 3.97 N/A N/A 10,929 2,942 81,777 67,855 2019-04-23 $113.34 $110.00 26.0% 5.6% 18.6% 38.6% 19.4% 5.2% -1.1% 10.5M -428.9M -2.4M 0.44 3.75 N/A N/A 8,213 3,647 83,463 69,887 2019-04-24 $114.22 $110.00 27.4% 5.7% 18.4% 44.5% 20.3% 4.4% -1.2% 11.9M -462.6M -2.4M 0.42 4.11 N/A N/A 9,048 3,760 84,316 71,203 2019-04-25 $114.03 $110.00 27.3% 5.7% 18.0% 44.2% 20.6% 4.7% -1.3% 11.4M -449.5M -2.4M 0.76 3.94 N/A N/A 6,146 4,662 86,176 71,617 2019-04-26 $112.59 $110.00 27.2% 5.6% 18.7% 43.5% 19.8% 4.3% -0.8% 10.0M -394.9M -2.4M 0.60 3.70 N/A N/A 6,760 4,051 86,361 72,110 2019-04-29 $112.31 $110.00 27.4% 5.7% 18.6% 44.3% 20.1% 4.0% -0.5% 9.9M -374.3M -2.4M 1.12 3.70 N/A N/A 3,101 3,466 79,854 69,186 2019-04-30 $112.69 $110.00 26.9% 5.6% 18.6% 42.5% 19.6% 4.8% -1.1% 10.5M -390.0M -2.4M 0.53 3.49 N/A N/A 3,030 1,601 80,674 70,823
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