LOW Options History — July 2021 In July 2021, LOW traded between $191.91 and $201.07. ATM implied volatility averaged 24.2%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 9.2% (HV 20d: 14.9%). Max pain ranged from $190.00 to $195.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2021-07-16 : Highest Volume — 63,610 contracts2021-07-19 : Largest IV spike — 28.9% change2021-07-19 : Highest IV Rank — 42.9%2021-07-27 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $194.94 $191.91 $201.07 $195.73 $192.81 Max Pain $192.14 $190.00 $195.00 $190.00 $195.00 ATM IV 24.2% 18.1% 29.2% 19.2% 28.8% Expected Move 7.8% 4.7% 9.1% 5.1% 9.0% HV 20d 14.9% 11.4% 19.7% 11.5% 19.5% HV 60d 21.9% 21.3% 22.4% 22.2% 22.2% IV Rank 23.2% 0.0% 42.9% 0.0% 41.3% IV Percentile 25.5% 0.0% 53.6% 0.0% 51.6% Term Structure 1.0% -2.4% 7.0% 0.3% -1.5% VWIV 28.0% 16.6% 32.2% 18.0% 31.8% Skew 25d 2.8% 1.9% 4.6% 2.2% 3.1% Skew 10d 4.9% 1.1% 8.7% 3.8% 7.1% Call IV 25d 23.4% 17.5% 30.0% 18.6% 28.6% Put IV 25d 26.2% 19.4% 32.8% 20.8% 31.8% Bid-Ask Spread % 17.54 2.07 41.40 2.07 16.75 Gamma HHI 0.13 0.08 0.25 0.15 0.25 Net GEX 16.2M -51.1M 68.2M 42.5M -51.1M Net DEX -403.4M -856.6M -96.7M -635.7M -102.3M Net VEX -5.5M -6.1M -5.2M -5.3M -6.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.16 1.52 0.60 0.61 Total Volume 21,810.19 9,254 63,610 18,425 11,923 Total OI 237,692.286 203,397 271,327 249,632 232,484
Daily Data (21 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 2021-07-01 $195.73 $190.00 19.2% 5.1% 11.5% 0.0% 18.0% 2.2% 0.3% 42.5M -635.7M -5.3M 0.60 2.07 N/A N/A 11,544 6,881 113,433 136,199 2021-07-02 $195.79 $190.00 18.1% 4.7% 11.4% 0.0% 16.6% 1.9% 0.6% 46.6M -656.4M -5.4M 0.82 20.18 N/A N/A 8,520 7,007 116,116 138,425 2021-07-06 $194.90 $190.00 19.5% 7.4% 11.6% 5.5% 26.7% 2.1% 0.1% 19.0M -492.6M -5.2M 1.11 2.90 N/A N/A 6,458 7,142 108,750 130,692 2021-07-07 $196.07 $190.00 19.8% 7.5% 11.5% 6.7% 26.3% 2.5% -0.8% 30.6M -576.1M -5.3M 0.38 3.22 N/A N/A 10,054 3,774 109,094 131,909 2021-07-08 $192.51 $190.00 21.6% 7.7% 13.3% 13.3% 27.8% 3.0% 1.0% -900.8K -283.2M -5.4M 1.44 3.77 N/A N/A 8,855 12,752 110,677 132,947 2021-07-09 $195.64 $190.00 19.9% 7.5% 13.7% 7.0% 26.6% 2.5% 0.3% 25.5M -536.9M -5.3M 0.76 3.07 N/A N/A 10,002 7,632 112,408 142,469 2021-07-12 $195.39 $190.00 20.4% 7.7% 13.3% 8.9% 28.3% 3.1% 5.6% 26.9M -486.2M -5.4M 0.65 3.28 N/A N/A 5,599 3,655 110,570 141,024 2021-07-13 $194.28 $190.00 20.5% 7.6% 13.4% 9.1% 27.9% 2.3% 5.9% 16.2M -403.5M -5.3M 1.52 6.88 N/A N/A 4,725 7,204 112,410 143,012 2021-07-14 $193.16 $190.00 20.1% 7.6% 13.1% 7.7% 27.1% 4.6% 6.4% -2.2M -290.0M -5.3M 0.45 3.42 N/A N/A 7,631 3,470 112,959 146,298 2021-07-15 $195.71 $190.00 21.5% 7.8% 13.3% 13.2% 27.7% 2.5% 7.0% 35.2M -519.7M -5.3M 0.64 3.38 N/A N/A 15,214 9,790 114,402 147,716 2021-07-16 $196.08 $190.00 22.7% 7.7% 13.3% 17.6% 27.6% 3.1% 6.9% 25.9M -598.6M -5.3M 0.20 26.01 N/A N/A 52,867 10,743 119,488 151,839 2021-07-19 $191.91 $190.00 29.2% 8.8% 15.7% 42.9% 31.5% 2.8% -1.9% -7.4M -96.7M -5.4M 0.40 24.95 N/A N/A 29,797 11,885 94,352 109,045 2021-07-20 $194.19 $195.00 28.2% 8.3% 15.9% 38.9% 29.6% 2.6% -1.1% 9.2M -263.7M -5.5M 0.16 35.40 N/A N/A 37,928 5,929 102,627 115,425 2021-07-21 $194.81 $195.00 28.2% 8.1% 14.6% 38.9% 29.1% 2.3% -1.2% 14.9M -320.8M -5.6M 0.45 15.11 N/A N/A 12,058 5,433 107,682 118,222 2021-07-22 $196.77 $195.00 28.1% 8.1% 14.9% 38.7% 28.6% 2.7% -1.4% 35.2M -467.8M -5.7M 0.41 38.34 N/A N/A 11,820 4,867 108,100 120,829 2021-07-23 $201.07 $195.00 27.7% 8.1% 16.6% 37.2% 29.1% 2.5% -2.4% 68.2M -856.6M -5.7M 0.31 35.60 N/A N/A 28,546 8,718 112,463 123,079 2021-07-26 $197.53 $195.00 28.6% 8.7% 18.0% 40.5% 31.7% 3.1% -1.5% 21.3M -449.5M -5.6M 1.02 24.30 N/A N/A 13,890 14,165 94,712 110,378 2021-07-27 $193.31 $195.00 28.2% 9.1% 19.7% 38.9% 32.2% 3.0% 0.9% 1.6M -198.4M -5.8M 0.83 33.62 N/A N/A 10,966 9,102 95,618 112,029 2021-07-28 $192.74 $195.00 29.2% 8.9% 19.6% 42.8% 31.8% 3.5% -1.0% -6.2M -113.5M -6.0M 0.60 24.77 N/A N/A 6,024 3,596 100,450 121,811 2021-07-29 $193.44 $195.00 28.3% 8.7% 19.7% 39.2% 32.2% 3.3% -1.8% -11.8M -124.1M -6.1M 0.52 41.40 N/A N/A 6,484 3,364 102,978 126,417 2021-07-30 $192.81 $195.00 28.8% 9.0% 19.5% 41.3% 31.8% 3.1% -1.5% -51.1M -102.3M -6.0M 0.61 16.75 N/A N/A 7,388 4,535 104,909 127,575
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