LOW Options History — February 2021 In February 2021, LOW traded between $158.71 and $178.35. ATM implied volatility averaged 33.2%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 3.5% (HV 20d: 29.7%). Max pain ranged from $160.00 to $167.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.77.
Notable Days 2021-02-24 : Highest Volume — 48,510 contracts2021-02-24 : Largest IV drop — 13.5% change2021-02-01 : Highest IV Rank — 9.8%2021-02-22 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $171.77 $158.71 $178.35 $163.19 $160.74 Max Pain $163.55 $160.00 $167.50 $167.50 $165.00 ATM IV 33.2% 29.5% 35.3% 35.3% 30.1% Expected Move 9.2% 7.2% 10.2% 8.6% 8.6% HV 20d 29.7% 26.5% 34.8% 26.5% 30.9% HV 60d 27.6% 22.9% 33.5% 33.2% 25.9% IV Rank 7.9% 4.4% 9.8% 9.8% 5.0% IV Percentile 47.0% 21.4% 61.1% 61.1% 24.2% Term Structure -0.7% -2.4% 2.3% 2.3% -0.0% VWIV 32.7% 26.1% 37.1% 30.2% 30.1% Skew 25d 2.6% 0.9% 4.1% 0.9% 3.3% Skew 10d 6.0% 1.8% 14.4% 8.2% 7.2% Call IV 25d 32.7% 29.1% 35.8% 35.8% 29.3% Put IV 25d 35.3% 31.3% 38.0% 36.7% 32.6% Bid-Ask Spread % 35.83 16.87 47.48 46.58 16.87 Gamma HHI 0.11 0.07 0.15 0.08 0.10 Net GEX 25.9M -4.6M 43.8M 9.6M -2.2M Net DEX -463.6M -767.4M 121.0M -158.8M 48.1M Net VEX -3.8M -4.1M -3.4M -3.9M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.30 1.48 0.79 0.84 Total Volume 15,133 6,592 48,510 15,366 19,521 Total OI 181,527.421 168,595 202,976 169,789 202,976
Daily Data (19 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 2021-02-01 $163.19 $167.50 35.3% 8.6% 26.5% 9.8% 30.2% 0.9% 2.3% 9.6M -158.8M -3.9M 0.79 46.58 N/A N/A 8,586 6,780 96,748 73,041 2021-02-02 $167.00 $165.00 34.3% 7.6% 27.6% 8.9% 26.9% 3.5% -1.9% 16.3M -289.1M -4.0M 0.43 46.13 N/A N/A 5,891 2,544 99,039 76,617 2021-02-03 $169.82 $165.00 31.9% 7.2% 28.1% 6.6% 26.1% 1.8% 0.5% 25.1M -390.4M -4.1M 0.65 41.69 N/A N/A 6,306 4,123 100,815 77,459 2021-02-04 $172.57 $160.00 32.4% 9.1% 28.3% 7.1% 33.3% 3.1% -1.9% 35.1M -549.9M -4.1M 0.69 38.72 N/A N/A 6,955 4,830 102,504 78,493 2021-02-05 $174.66 $160.00 32.7% 9.1% 28.4% 7.4% 32.9% 2.3% 0.6% 31.9M -653.2M -4.0M 1.01 31.47 N/A N/A 8,695 8,789 103,281 79,496 2021-02-08 $178.35 $160.00 33.1% 9.2% 29.1% 7.8% 33.4% 2.2% -0.4% 36.9M -767.4M -3.9M 0.80 30.65 N/A N/A 6,373 5,083 97,867 76,810 2021-02-09 $177.89 $160.00 32.7% 9.1% 29.2% 7.4% 33.2% 1.8% -0.7% 37.7M -735.4M -3.9M 0.97 24.11 N/A N/A 3,349 3,243 98,602 77,558 2021-02-10 $176.51 $160.00 33.6% 9.6% 28.8% 8.3% 33.5% 2.3% -0.2% 34.9M -673.5M -3.9M 0.30 21.34 N/A N/A 8,386 2,553 98,790 79,059 2021-02-11 $175.22 $160.00 34.1% 9.7% 29.0% 8.7% 34.0% 1.9% -0.8% 36.0M -632.2M -4.0M 0.52 30.32 N/A N/A 5,507 2,885 102,535 79,929 2021-02-12 $176.54 $165.00 33.8% 9.6% 29.0% 8.5% 33.7% 3.4% -0.4% 38.5M -700.0M -4.0M 0.74 40.51 N/A N/A 4,823 3,583 104,046 80,829 2021-02-16 $174.52 $165.00 34.4% 9.8% 29.3% 9.0% 34.6% 2.3% -1.6% 34.5M -571.1M -3.8M 1.24 45.67 N/A N/A 3,993 4,965 101,202 79,574 2021-02-17 $177.25 $165.00 34.2% 9.8% 29.8% 8.8% 34.4% 2.4% -1.5% 42.5M -697.0M -3.8M 0.65 42.87 N/A N/A 4,502 2,909 101,942 81,666 2021-02-18 $177.42 $165.00 34.4% 10.0% 29.6% 9.0% 35.4% 2.5% -1.6% 43.8M -719.8M -3.8M 0.56 32.48 N/A N/A 9,145 5,076 102,640 82,354 2021-02-19 $177.76 $165.00 33.1% 9.6% 29.6% 7.8% 34.3% 2.0% -1.2% 41.8M -728.4M -3.8M 0.63 45.57 N/A N/A 8,434 5,310 104,713 84,593 2021-02-22 $173.07 $165.00 34.7% 10.2% 31.2% 9.3% 35.9% 4.1% -1.2% 21.2M -426.9M -3.8M 1.48 35.64 N/A N/A 5,654 8,378 92,939 75,656 2021-02-23 $169.55 $165.00 34.2% 10.2% 32.0% 8.8% 37.1% 4.0% -2.4% 15.3M -287.2M -3.7M 0.98 47.48 N/A N/A 12,646 12,372 95,231 79,674 2021-02-24 $162.82 $165.00 29.5% 8.4% 34.8% 4.4% 30.2% 2.2% -0.4% -1.9M 2.4M -3.4M 0.48 32.84 N/A N/A 32,842 15,668 98,953 86,558 2021-02-25 $158.71 $165.00 32.2% 9.3% 32.9% 7.0% 32.4% 4.1% 0.1% -4.6M 121.0M -3.5M 0.91 29.86 N/A N/A 14,079 12,749 105,315 89,517 2021-02-26 $160.74 $165.00 30.1% 8.6% 30.9% 5.0% 30.1% 3.3% -0.0% -2.2M 48.1M -3.6M 0.84 16.87 N/A N/A 10,626 8,895 109,551 93,425
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