LOW Options History — July 2020 In July 2020, LOW traded between $134.97 and $149.07. ATM implied volatility averaged 32.6%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 12.0% (HV 20d: 20.6%). Max pain ranged from $120.00 to $135.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2020-07-16 : Highest Volume — 35,260 contracts2020-07-02 : Largest IV drop — 8.3% change2020-07-30 : Highest IV Rank — 15.9%2020-07-13 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $142.27 $134.97 $149.07 $135.86 $148.23 Max Pain $133.64 $120.00 $135.00 $120.00 $135.00 ATM IV 32.6% 29.2% 35.2% 31.9% 33.4% Expected Move 10.0% 7.4% 10.9% 8.1% 10.0% HV 20d 20.6% 15.3% 31.2% 31.2% 15.7% HV 60d 28.1% 24.7% 33.0% 33.0% 24.8% IV Rank 13.6% 10.7% 15.9% 13.0% 14.3% IV Percentile 59.9% 42.9% 68.7% 59.5% 60.3% Term Structure 0.7% -1.7% 5.0% -1.2% -1.0% VWIV 34.7% 25.9% 37.5% 28.6% 34.6% Skew 25d 6.2% 0.9% 8.7% 7.4% 7.3% Skew 10d 14.3% 5.7% 22.4% 20.4% 5.7% Call IV 25d 30.3% 26.1% 35.7% 28.0% 29.6% Put IV 25d 36.6% 33.0% 38.9% 35.5% 36.9% Bid-Ask Spread % 40.80 12.06 61.06 13.36 39.41 Gamma HHI 0.13 0.09 0.46 0.10 0.46 Net GEX 14.0M -26.2M 30.7M 14.0M -26.2M Net DEX -554.5M -777.0M -362.6M -419.8M -634.1M Net VEX -2.7M -2.8M -2.6M -2.8M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.32 2.21 0.78 0.82 Total Volume 13,452.636 4,560 35,260 6,131 14,232 Total OI 177,241.455 155,063 203,649 175,012 189,491
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 2020-07-01 $135.86 $120.00 31.9% 8.1% 31.2% 13.0% 28.6% 7.4% -1.2% 14.0M -419.8M -2.8M 0.78 13.36 N/A N/A 3,453 2,678 91,715 83,297 2020-07-02 $135.71 $120.00 29.2% 7.4% 28.5% 10.7% 25.9% 6.9% -0.5% 14.9M -411.6M -2.8M 0.48 12.06 N/A N/A 8,993 4,305 91,537 83,975 2020-07-06 $135.54 $135.00 29.8% 10.2% 27.8% 11.2% 34.7% 7.2% 1.0% 10.5M -385.3M -2.7M 0.80 49.96 N/A N/A 7,092 5,678 90,806 82,292 2020-07-07 $134.97 $135.00 31.1% 10.5% 27.9% 12.4% 36.6% 6.5% 2.0% 9.3M -362.6M -2.7M 0.67 54.80 N/A N/A 3,329 2,243 92,590 83,864 2020-07-08 $135.68 $135.00 31.6% 10.5% 27.8% 12.8% 34.2% 6.1% 0.3% 10.9M -396.1M -2.7M 0.34 54.64 N/A N/A 3,401 1,159 94,758 84,692 2020-07-09 $135.64 $135.00 32.4% 10.8% 27.8% 13.5% 37.0% 8.6% 0.2% 10.9M -395.3M -2.7M 0.74 49.25 N/A N/A 3,555 2,638 95,373 85,057 2020-07-10 $137.04 $135.00 31.9% 10.9% 21.3% 13.0% 36.5% 0.9% -0.5% 12.9M -455.2M -2.7M 0.69 54.98 N/A N/A 5,420 3,764 95,724 85,471 2020-07-13 $136.90 $135.00 33.2% 10.9% 21.1% 14.2% 37.5% 7.7% 4.4% 12.7M -436.2M -2.6M 0.60 61.06 N/A N/A 12,197 7,343 93,481 82,378 2020-07-14 $139.87 $135.00 31.8% 10.4% 21.9% 12.9% 36.0% 8.2% 4.8% 17.1M -537.6M -2.7M 0.71 52.41 N/A N/A 5,671 4,051 96,419 86,232 2020-07-15 $141.26 $135.00 31.8% 10.6% 19.4% 12.9% 37.2% 8.7% 4.7% 20.7M -606.2M -2.6M 0.66 51.16 N/A N/A 10,329 6,842 98,364 88,171 2020-07-16 $142.68 $135.00 32.4% 10.5% 16.7% 13.5% 36.3% 4.4% 5.0% 24.9M -673.8M -2.7M 0.40 54.22 N/A N/A 25,142 10,118 100,809 89,121 2020-07-17 $144.31 $135.00 31.0% 9.7% 16.2% 12.2% 33.9% 3.2% 3.7% 30.7M -777.0M -2.7M 0.32 54.12 N/A N/A 12,856 4,140 109,243 94,406 2020-07-20 $144.46 $135.00 32.9% 9.8% 16.2% 13.9% 34.4% 7.1% -0.5% 15.0M -547.6M -2.6M 0.46 34.80 N/A N/A 8,574 3,956 83,846 71,217 2020-07-21 $144.80 $135.00 33.4% 9.7% 16.2% 14.3% 34.5% 7.0% -1.7% 16.8M -546.6M -2.7M 0.62 29.38 N/A N/A 7,477 4,656 84,874 73,223 2020-07-22 $148.85 $135.00 34.1% 9.8% 18.3% 14.9% 34.8% 6.5% -0.5% 23.8M -712.9M -2.6M 0.51 38.68 N/A N/A 11,627 5,939 87,742 74,929 2020-07-23 $146.35 $135.00 34.1% 9.8% 18.5% 15.0% 34.4% 5.4% -0.6% 21.4M -619.0M -2.7M 1.29 38.16 N/A N/A 10,854 14,007 90,985 76,666 2020-07-24 $146.77 $135.00 33.7% 9.7% 17.5% 14.6% 33.4% 5.1% -0.6% 13.6M -606.5M -2.8M 0.77 33.74 N/A N/A 8,503 6,513 94,469 83,402 2020-07-27 $148.82 $135.00 33.9% 10.0% 16.7% 14.8% 35.1% 5.6% -1.6% 13.9M -671.5M -2.7M 0.84 23.61 N/A N/A 4,766 4,012 92,028 82,387 2020-07-28 $148.43 $135.00 34.7% 10.2% 16.1% 15.5% 35.7% 6.3% -0.4% 12.9M -650.4M -2.7M 0.70 29.43 N/A N/A 3,323 2,310 91,893 84,129 2020-07-29 $148.77 $135.00 33.7% 10.0% 15.3% 14.6% 34.8% 5.0% -0.5% 13.6M -673.1M -2.7M 0.43 30.34 N/A N/A 5,213 2,257 92,922 85,365 2020-07-30 $149.07 $135.00 35.2% 10.5% 15.4% 15.9% 36.2% 6.2% -0.7% 13.1M -680.0M -2.6M 2.21 38.07 N/A N/A 6,640 14,702 93,818 86,151 2020-07-31 $148.23 $135.00 33.4% 10.0% 15.7% 14.3% 34.6% 7.3% -1.0% -26.2M -634.1M -2.7M 0.82 39.41 N/A N/A 7,826 6,406 95,514 93,977
« Jun 2020 | All History | Aug 2020 » Home LOW History July 2020