LOW Options History — August 2019 In August 2019, LOW traded between $93.48 and $112.69. ATM implied volatility averaged 31.9%, placing in the 63.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 3.6% (HV 20d: 28.3%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.18.
Notable Days 2019-08-21 : Highest Volume — 69,496 contracts2019-08-21 : Largest IV drop — 33.0% change2019-08-14 : Highest IV Rank — 96.0%2019-08-15 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $101.32 $93.48 $112.69 $100.03 $112.20 Max Pain $102.36 $100.00 $105.00 $105.00 $105.00 ATM IV 31.9% 23.0% 39.7% 34.0% 23.3% Expected Move 8.6% 6.3% 10.9% 7.4% 6.9% HV 20d 28.3% 17.8% 43.5% 19.1% 43.5% HV 60d 31.7% 21.9% 37.0% 36.1% 29.2% IV Rank 63.4% 25.9% 96.0% 72.3% 27.2% IV Percentile 75.3% 37.7% 99.6% 88.9% 38.9% Term Structure -1.1% -2.9% 0.3% -2.0% 0.3% VWIV 30.2% 23.3% 36.9% 25.7% 23.3% Skew 25d 4.5% 3.3% 5.9% 4.2% 3.3% Skew 10d 7.7% 5.7% 10.8% 6.3% 6.5% Call IV 25d 29.9% 21.5% 37.3% 32.5% 21.7% Put IV 25d 34.4% 25.1% 42.9% 36.7% 25.1% Bid-Ask Spread % 3.63 2.20 5.57 5.56 3.97 Gamma HHI 0.14 0.12 0.16 0.14 0.12 Net GEX 18.5M 5.4M 36.8M 15.8M 35.3M Net DEX -348.5M -1.03B 56.2M -230.2M -1.01B Net VEX -2.9M -3.2M -2.7M -3.0M -2.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.47 3.08 2.34 0.67 Total Volume 17,388.682 6,325 69,496 18,176 17,937 Total OI 218,876.591 196,541 258,548 196,541 247,148
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 2019-08-01 $100.03 $105.00 34.0% 7.4% 19.1% 72.3% 25.7% 4.2% -2.0% 15.8M -230.2M -3.0M 2.34 5.56 N/A N/A 5,448 12,728 128,937 67,604 2019-08-02 $99.45 $105.00 34.2% 7.4% 18.3% 72.9% 26.5% 4.9% -1.9% 11.2M -174.1M -3.1M 1.28 4.84 N/A N/A 4,263 5,438 131,040 75,045 2019-08-05 $97.27 $105.00 37.9% 10.0% 19.5% 88.6% 33.9% 4.4% -1.7% 12.1M -114.2M -3.0M 1.47 3.89 N/A N/A 5,354 7,852 125,720 72,416 2019-08-06 $97.86 $105.00 35.9% 9.5% 19.7% 80.2% 33.0% 5.1% -1.4% 12.0M -123.0M -3.0M 1.31 3.83 N/A N/A 3,216 4,227 127,305 75,698 2019-08-07 $98.69 $100.00 36.1% 9.7% 19.6% 81.0% 33.4% 4.9% -1.8% 13.2M -161.5M -3.1M 1.04 3.14 N/A N/A 3,361 3,509 128,481 77,709 2019-08-08 $100.38 $100.00 33.9% 9.0% 19.5% 72.0% 31.6% 4.5% -1.8% 16.2M -249.3M -3.1M 0.93 3.00 N/A N/A 3,659 3,395 129,322 78,503 2019-08-09 $99.06 $100.00 34.2% 9.1% 17.8% 73.2% 32.4% 4.9% -1.4% 12.9M -165.4M -3.0M 1.48 3.51 N/A N/A 2,550 3,775 130,336 81,225 2019-08-12 $96.35 $100.00 36.9% 9.9% 19.2% 84.4% 35.1% 5.0% -1.7% 8.6M -45.3M -2.8M 1.42 2.42 N/A N/A 2,887 4,112 126,427 78,829 2019-08-13 $96.64 $100.00 35.4% 9.6% 19.3% 78.1% 33.7% 4.8% -1.7% 9.3M -57.4M -2.8M 1.04 2.51 N/A N/A 3,110 3,220 127,235 79,175 2019-08-14 $93.97 $100.00 39.7% 10.8% 20.6% 96.0% 36.6% 5.9% -2.1% 6.0M 47.6M -2.7M 0.75 3.22 N/A N/A 8,704 6,565 128,445 79,957 2019-08-15 $93.48 $100.00 39.5% 10.9% 20.5% 95.3% 36.9% 5.2% -2.0% 5.4M 56.2M -2.7M 1.00 2.20 N/A N/A 4,154 4,161 130,663 80,332 2019-08-16 $94.05 $100.00 36.8% 10.0% 20.8% 84.0% 36.2% 5.3% -2.9% 7.8M 38.9M -2.7M 3.08 2.38 N/A N/A 3,373 10,396 132,306 81,342 2019-08-19 $95.33 $100.00 35.3% 9.9% 21.8% 77.9% 34.1% 4.7% -1.2% 9.9M -48.2M -2.7M 0.88 2.39 N/A N/A 8,684 7,625 121,870 79,130 2019-08-20 $98.20 $100.00 36.3% 10.3% 24.8% 81.7% 36.1% 4.8% -1.8% 14.1M -186.8M -2.9M 0.74 4.55 N/A N/A 28,885 21,473 126,543 85,021 2019-08-21 $107.88 $100.00 24.3% 7.0% 42.2% 31.4% 24.9% 3.5% 0.0% 36.8M -834.4M -2.9M 0.66 4.16 N/A N/A 41,991 27,505 142,595 96,808 2019-08-22 $108.44 $102.00 23.7% 6.8% 42.1% 29.1% 24.1% 3.4% 0.1% 35.6M -826.7M -3.0M 0.98 3.40 N/A N/A 13,348 13,100 149,291 104,852 2019-08-23 $106.53 $105.00 25.8% 7.4% 42.5% 37.6% 26.7% 3.8% -0.2% 27.4M -666.1M -3.2M 1.69 5.57 N/A N/A 7,905 13,370 150,263 108,285 2019-08-26 $105.96 $105.00 25.5% 7.2% 42.6% 36.7% 25.1% 4.3% -0.0% 27.5M -577.6M -3.1M 0.98 4.12 N/A N/A 3,422 3,362 136,516 88,497 2019-08-27 $106.28 $105.00 25.5% 7.2% 42.5% 36.6% 25.1% 4.2% 0.3% 27.0M -589.3M -3.1M 1.03 3.48 N/A N/A 4,971 5,128 138,469 91,396 2019-08-28 $108.20 $105.00 24.7% 7.1% 42.3% 33.4% 25.2% 3.6% 0.2% 31.4M -723.0M -3.0M 0.63 3.76 N/A N/A 9,563 6,029 140,891 93,315 2019-08-29 $112.69 $105.00 23.0% 6.3% 43.5% 25.9% 24.2% 3.6% 0.3% 32.3M -1.03B -2.8M 0.47 3.99 N/A N/A 19,586 9,210 144,905 95,438 2019-08-30 $112.20 $105.00 23.3% 6.9% 43.5% 27.2% 23.3% 3.3% 0.3% 35.3M -1.01B -2.8M 0.67 3.97 N/A N/A 10,765 7,172 148,604 98,544
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