LOW Options History — June 2021 In June 2021, LOW traded between $186.60 and $194.38. ATM implied volatility averaged 21.2%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 1.9% (HV 20d: 19.3%). Max pain ranged from $185.00 to $197.50. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.87.
Notable Days 2021-06-11 : Highest Volume — 29,685 contracts2021-06-03 : Largest IV drop — 8.9% change2021-06-02 : Highest IV Rank — 20.8%2021-06-01 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $190.51 $186.60 $194.38 $192.25 $194.38 Max Pain $189.77 $185.00 $197.50 $197.50 $190.00 ATM IV 21.2% 19.5% 25.4% 23.5% 19.5% Expected Move 6.0% 5.2% 6.7% 6.7% 5.2% HV 20d 19.3% 11.3% 31.6% 31.5% 11.3% HV 60d 23.2% 22.1% 24.7% 24.7% 22.1% IV Rank 5.2% 0.0% 20.8% 12.9% 0.0% IV Percentile 2.5% 0.0% 12.3% 6.7% 0.0% Term Structure 0.2% -1.3% 1.1% -0.7% 0.3% VWIV 21.3% 18.6% 24.2% 24.2% 18.6% Skew 25d 2.2% 0.5% 3.1% 2.7% 2.2% Skew 10d 5.1% 2.9% 13.0% 5.2% 3.3% Call IV 25d 20.7% 18.9% 24.9% 22.8% 19.2% Put IV 25d 22.9% 20.7% 26.1% 25.5% 21.4% Bid-Ask Spread % 16.58 1.70 50.50 13.29 1.70 Gamma HHI 0.12 0.08 0.30 0.08 0.12 Net GEX -6.5M -49.6M 27.8M -5.6M 24.2M Net DEX -162.2M -512.9M 144.9M -181.2M -493.7M Net VEX -5.1M -5.4M -4.9M -5.0M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.38 1.67 1.01 0.68 Total Volume 17,493.091 7,423 29,685 19,598 8,707 Total OI 226,891.727 200,435 247,542 200,435 247,542
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 2021-06-01 $192.25 $197.50 23.5% 6.7% 31.5% 12.9% 24.2% 2.7% -0.7% -5.6M -181.2M -5.0M 1.01 13.29 N/A N/A 9,773 9,825 89,744 110,691 2021-06-02 $190.40 $197.50 25.4% 6.6% 31.6% 20.8% 23.3% 0.5% -1.3% -12.5M -75.1M -5.1M 0.76 9.84 N/A N/A 9,424 7,203 91,969 115,401 2021-06-03 $190.22 $185.00 23.1% 6.7% 31.5% 11.2% 23.3% 3.1% -0.1% -13.5M -68.0M -5.2M 0.92 24.80 N/A N/A 7,821 7,206 95,454 118,985 2021-06-04 $189.78 $185.00 21.8% 6.4% 29.7% 5.7% 22.7% 2.9% 0.1% -21.3M -22.9M -5.1M 0.82 50.50 N/A N/A 10,552 8,635 97,799 120,134 2021-06-07 $190.02 $185.00 21.3% 6.3% 28.7% 3.7% 22.5% 2.1% 0.9% -10.1M -94.4M -5.0M 0.71 9.31 N/A N/A 6,661 4,740 94,319 115,922 2021-06-08 $191.57 $185.00 21.3% 6.4% 28.1% 3.5% 22.4% 2.3% 1.1% -2.7M -178.9M -5.2M 1.01 4.53 N/A N/A 9,024 9,080 97,064 117,947 2021-06-09 $190.64 $190.00 21.5% 6.4% 26.0% 4.5% 22.3% 2.6% 0.7% -9.6M -122.8M -5.2M 0.60 18.88 N/A N/A 4,633 2,790 99,349 121,417 2021-06-10 $188.61 $190.00 20.8% 5.9% 20.7% 1.3% 20.8% 2.1% 0.0% -16.3M -13.1M -5.0M 0.74 12.35 N/A N/A 14,013 10,305 101,124 122,303 2021-06-11 $190.59 $190.00 19.7% 5.7% 18.2% 0.0% 20.8% 1.6% 0.6% -15.8M -143.9M -5.1M 0.97 30.60 N/A N/A 15,056 14,629 107,246 127,423 2021-06-14 $189.65 $190.00 20.5% 5.9% 17.9% 3.3% 21.7% 2.0% 0.5% -12.2M -110.8M -5.0M 1.13 9.63 N/A N/A 6,265 7,081 106,722 121,632 2021-06-15 $187.87 $190.00 20.4% 5.8% 16.3% 2.9% 21.3% 1.8% 1.1% -23.4M 28.1M -5.1M 1.16 5.10 N/A N/A 5,573 6,451 108,065 125,240 2021-06-16 $186.60 $190.00 21.3% 6.1% 16.4% 6.7% 21.6% 3.1% 0.5% -28.9M 141.3M -5.1M 1.12 40.66 N/A N/A 5,254 5,872 108,674 128,171 2021-06-17 $187.27 $190.00 20.9% 6.0% 14.6% 5.1% 21.2% 1.9% 0.3% -32.9M 109.1M -4.9M 1.67 2.29 N/A N/A 6,981 11,659 109,577 130,315 2021-06-18 $186.91 $190.00 22.1% 6.3% 11.6% 9.9% 23.5% 2.3% 0.4% -49.6M 144.9M -5.1M 1.13 6.96 N/A N/A 8,076 9,150 109,911 133,364 2021-06-21 $188.61 $190.00 21.7% 6.0% 12.0% 8.5% 22.6% 1.9% -0.4% -6.2M -136.7M -5.0M 1.08 16.25 N/A N/A 9,340 10,079 95,515 115,296 2021-06-22 $192.18 $190.00 21.3% 5.7% 13.8% 6.9% 20.5% 2.3% 0.1% 6.7M -352.7M -5.0M 0.67 34.05 N/A N/A 17,266 11,630 98,258 120,395 2021-06-23 $191.87 $190.00 20.4% 5.6% 13.3% 3.0% 20.0% 2.3% 0.3% 8.3M -340.4M -5.3M 0.70 19.67 N/A N/A 11,851 8,292 103,576 126,413 2021-06-24 $191.89 $190.00 19.9% 5.4% 13.3% 1.1% 19.2% 1.6% 0.2% 10.3M -350.9M -5.3M 0.57 6.52 N/A N/A 7,465 4,276 108,721 129,116 2021-06-25 $192.30 $190.00 19.7% 5.3% 13.2% 0.0% 18.6% 2.2% 0.1% 24.7M -362.3M -5.3M 0.38 23.90 N/A N/A 13,155 5,051 109,966 131,231 2021-06-28 $193.49 $190.00 20.3% 5.5% 13.2% 2.7% 19.1% 2.5% 0.2% 15.6M -430.0M -5.4M 0.50 3.77 N/A N/A 13,320 6,630 107,706 128,195 2021-06-29 $194.23 $190.00 19.8% 5.3% 12.0% 0.4% 18.7% 2.2% 0.2% 27.8M -512.9M -5.4M 0.84 20.25 N/A N/A 13,100 10,954 112,264 131,462 2021-06-30 $194.38 $190.00 19.5% 5.2% 11.3% 0.0% 18.6% 2.2% 0.3% 24.2M -493.7M -5.4M 0.68 1.70 N/A N/A 5,187 3,520 112,378 135,164
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