LOW Options History — May 2019 In May 2019, LOW traded between $91.81 and $112.31. ATM implied volatility averaged 29.0%, placing in the 51.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 3.4% (HV 20d: 32.4%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2019-05-22 : Highest Volume — 108,141 contracts2019-05-07 : Largest IV spike — 19.9% change2019-05-07 : Highest IV Rank — 75.8%2019-05-13 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $103.99 $91.81 $112.31 $110.88 $93.30 Max Pain $104.77 $100.00 $110.00 $110.00 $100.00 ATM IV 29.0% 23.9% 34.8% 28.1% 25.5% Expected Move 7.8% 5.5% 9.4% 5.8% 7.4% HV 20d 32.4% 17.6% 57.3% 19.4% 57.0% HV 60d 25.6% 19.4% 36.7% 19.5% 36.7% IV Rank 51.2% 30.0% 75.8% 47.6% 36.7% IV Percentile 68.8% 46.4% 93.3% 65.9% 50.4% Term Structure -1.0% -2.3% 0.6% -1.7% -0.1% VWIV 26.9% 19.1% 32.3% 20.6% 25.6% Skew 25d 4.1% 2.7% 5.4% 4.1% 2.9% Skew 10d 8.5% 5.3% 11.7% 7.1% 8.3% Call IV 25d 27.3% 22.7% 32.9% 26.0% 24.6% Put IV 25d 31.4% 25.4% 38.0% 30.1% 27.5% Bid-Ask Spread % 3.47 2.71 4.26 4.02 2.72 Gamma HHI 0.11 0.08 0.16 0.11 0.13 Net GEX 4.4M -8.4M 11.5M 8.0M -3.3M Net DEX -123.4M -381.9M 253.5M -321.3M 138.1M Net VEX -2.4M -2.5M -2.1M -2.4M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.59 1.14 1.00 0.66 Total Volume 20,116.955 5,905 108,141 5,905 26,048 Total OI 177,750.773 152,853 234,880 152,853 211,018
Daily Data (22 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 2019-05-01 $110.88 $110.00 28.1% 5.8% 19.4% 47.6% 20.6% 4.1% -1.7% 8.0M -321.3M -2.4M 1.00 4.02 N/A N/A 2,951 2,954 81,473 71,380 2019-05-02 $111.94 $110.00 27.4% 5.7% 18.8% 44.5% 20.6% 5.0% -1.2% 9.9M -359.0M -2.4M 0.67 3.77 N/A N/A 5,582 3,756 82,362 72,629 2019-05-03 $112.31 $110.00 27.4% 5.5% 18.4% 44.7% 19.1% 4.0% -1.2% 11.5M -381.9M -2.4M 1.14 3.08 N/A N/A 3,433 3,918 84,563 72,834 2019-05-06 $111.42 $105.00 29.1% 7.8% 17.6% 51.6% 27.3% 4.2% -0.9% 10.5M -353.2M -2.4M 0.76 3.37 N/A N/A 4,029 3,069 82,832 71,420 2019-05-07 $106.56 $105.00 34.8% 9.3% 23.0% 75.8% 30.7% 5.4% -2.3% 4.4M -177.4M -2.5M 1.04 3.64 N/A N/A 7,031 7,322 84,079 72,909 2019-05-08 $107.19 $105.00 34.1% 9.0% 22.3% 72.7% 30.4% 5.2% -1.9% 5.5M -200.1M -2.5M 0.83 3.60 N/A N/A 5,650 4,671 86,492 75,343 2019-05-09 $106.39 $105.00 34.8% 9.2% 22.2% 75.6% 32.3% 5.1% -1.7% 4.4M -171.3M -2.5M 1.10 4.26 N/A N/A 4,815 5,275 88,542 76,561 2019-05-10 $106.42 $105.00 32.3% 8.7% 21.5% 65.0% 29.3% 4.9% -1.9% 4.7M -178.1M -2.5M 0.71 3.46 N/A N/A 6,367 4,539 89,880 78,315 2019-05-13 $104.68 $105.00 34.3% 9.4% 21.4% 73.6% 32.1% 4.9% -0.8% 2.2M -123.1M -2.5M 1.06 3.85 N/A N/A 4,299 4,569 86,614 76,383 2019-05-14 $105.94 $105.00 31.5% 8.7% 21.8% 61.7% 29.9% 5.1% -0.8% 3.9M -170.9M -2.4M 0.68 4.07 N/A N/A 7,095 4,856 90,212 78,495 2019-05-15 $107.77 $105.00 29.8% 8.1% 23.1% 54.7% 28.9% 4.8% -1.8% 7.3M -238.5M -2.5M 0.97 3.35 N/A N/A 3,476 3,368 91,551 80,362 2019-05-16 $108.51 $105.00 29.4% 8.0% 23.2% 52.9% 28.7% 4.2% -1.7% 9.2M -267.9M -2.5M 0.62 3.26 N/A N/A 7,047 4,398 93,136 82,236 2019-05-17 $109.11 $105.00 29.1% 8.0% 21.4% 51.7% 28.1% 4.3% -1.8% 7.3M -286.8M -2.5M 0.59 4.06 N/A N/A 5,261 3,119 96,013 84,744 2019-05-20 $109.15 $105.00 30.3% 8.6% 21.4% 56.9% 30.3% 4.5% -0.8% 9.0M -303.9M -2.5M 1.03 3.62 N/A N/A 4,715 4,855 86,190 69,073 2019-05-21 $110.99 $105.00 28.5% 8.1% 22.4% 49.0% 28.6% 3.7% -0.7% 11.3M -374.5M -2.4M 0.68 3.98 N/A N/A 23,590 16,055 89,012 72,010 2019-05-22 $96.08 $105.00 24.5% 7.0% 55.3% 32.3% 24.9% 2.9% -0.4% -2.7M 200.6M -2.1M 0.91 3.12 N/A N/A 56,619 51,522 106,124 82,757 2019-05-23 $94.63 $105.00 26.2% 7.5% 55.3% 39.4% 26.2% 2.9% 0.2% -8.4M 253.5M -2.3M 0.84 3.48 N/A N/A 22,018 18,412 129,240 98,302 2019-05-24 $95.31 $104.00 23.9% 6.8% 55.6% 30.0% 24.1% 2.7% 0.6% -4.0M 191.4M -2.3M 0.99 2.75 N/A N/A 13,929 13,856 136,114 98,766 2019-05-28 $91.81 $101.00 26.2% 7.4% 56.5% 39.4% 25.4% 3.2% -0.8% -1.9M 201.7M -2.1M 0.59 3.16 N/A N/A 15,928 9,404 110,683 83,372 2019-05-29 $93.55 $100.00 25.3% 7.5% 57.2% 35.7% 24.1% 3.2% 0.5% 2.6M 115.9M -2.3M 1.05 3.13 N/A N/A 12,293 12,962 116,109 84,954 2019-05-30 $93.89 $100.00 25.2% 7.1% 57.3% 35.2% 24.9% 2.7% -0.2% 4.6M 92.1M -2.3M 1.05 2.71 N/A N/A 8,565 8,952 119,002 86,431 2019-05-31 $93.30 $100.00 25.5% 7.4% 57.0% 36.7% 25.6% 2.9% -0.1% -3.3M 138.1M -2.3M 0.66 2.72 N/A N/A 15,727 10,321 120,440 90,578
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