LOW Options History — August 2021 In August 2021, LOW traded between $182.49 and $208.50. ATM implied volatility averaged 25.2%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 6.4% (HV 20d: 31.6%). Max pain ranged from $190.00 to $195.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.17.
Notable Days 2021-08-18 : Highest Volume — 185,470 contracts2021-08-18 : Largest IV drop — 18.6% change2021-08-17 : Highest IV Rank — 45.5%2021-08-04 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $197.06 $182.49 $208.50 $191.61 $204.13 Max Pain $192.27 $190.00 $195.00 $195.00 $195.00 ATM IV 25.2% 19.6% 29.9% 28.9% 20.4% Expected Move 7.2% 5.2% 9.5% 9.2% 5.5% HV 20d 31.6% 18.8% 45.3% 19.6% 44.7% HV 60d 23.0% 16.2% 28.7% 21.5% 28.6% IV Rank 27.4% 5.9% 45.5% 41.7% 9.0% IV Percentile 30.6% 1.6% 63.1% 52.8% 6.7% Term Structure -0.4% -2.3% 1.0% -2.2% 1.0% VWIV 26.0% 19.3% 34.1% 32.7% 20.0% Skew 25d 2.8% 1.8% 6.6% 4.1% 2.8% Skew 10d 6.3% 3.7% 12.5% 8.6% 6.7% Call IV 25d 24.3% 18.7% 28.6% 26.5% 20.0% Put IV 25d 27.2% 20.6% 31.6% 30.6% 22.7% Bid-Ask Spread % 16.68 3.42 37.27 12.25 26.70 Gamma HHI 0.15 0.09 0.41 0.10 0.15 Net GEX 189.1K -72.9M 58.8M -9.5M 17.2M Net DEX -393.3M -1.43B 387.0M -98.7M -621.6M Net VEX -5.8M -6.3M -5.4M -5.7M -6.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.47 3.40 0.62 0.92 Total Volume 35,637.455 8,581 185,470 8,581 11,565 Total OI 240,045.545 210,193 310,453 210,193 247,071
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 2021-08-02 $191.61 $195.00 28.9% 9.2% 19.6% 41.7% 32.7% 4.1% -2.2% -9.5M -98.7M -5.7M 0.62 12.25 N/A N/A 5,305 3,276 90,940 119,253 2021-08-03 $193.59 $195.00 28.4% 9.2% 20.0% 39.8% 32.3% 3.5% -1.9% -1.4M -199.2M -5.7M 0.60 31.48 N/A N/A 5,575 3,364 92,485 120,273 2021-08-04 $190.22 $195.00 28.8% 9.5% 20.7% 41.1% 34.1% 2.4% -1.0% -15.1M -29.7M -5.6M 3.40 17.99 N/A N/A 5,350 18,193 93,499 121,559 2021-08-05 $190.48 $190.00 28.3% 7.7% 19.8% 39.5% 27.6% 6.6% -1.9% -15.7M -16.7M -5.8M 0.86 11.15 N/A N/A 5,546 4,753 94,991 122,982 2021-08-06 $190.06 $190.00 27.3% 7.5% 18.8% 35.4% 26.2% 3.2% -2.3% -47.7M 33.9M -5.7M 1.30 9.91 N/A N/A 8,335 10,863 96,703 131,405 2021-08-09 $188.21 $190.00 27.0% 7.6% 19.0% 34.4% 27.2% 2.8% 0.0% -30.3M 113.2M -5.8M 1.09 10.99 N/A N/A 4,866 5,326 91,198 127,283 2021-08-10 $189.60 $190.00 27.2% 7.6% 19.2% 35.0% 26.5% 3.9% -0.4% -28.7M 51.4M -5.8M 1.18 31.68 N/A N/A 6,208 7,340 93,933 130,646 2021-08-11 $194.40 $190.00 27.7% 7.7% 21.2% 37.2% 27.6% 3.2% -1.1% -3.8M -263.7M -5.7M 0.65 37.27 N/A N/A 11,689 7,604 94,667 132,729 2021-08-12 $192.01 $190.00 28.4% 8.0% 21.1% 39.9% 28.0% 2.3% -0.8% -19.9M -89.5M -5.8M 0.47 9.98 N/A N/A 11,969 5,671 95,737 136,300 2021-08-13 $190.45 $190.00 27.8% 7.8% 21.3% 37.5% 27.4% 2.9% -0.9% -72.9M 5.3M -5.8M 2.40 19.84 N/A N/A 5,535 13,265 98,310 137,685 2021-08-16 $192.77 $190.00 28.2% 8.0% 20.4% 39.1% 28.6% 2.4% -1.2% -6.5M -157.8M -5.7M 1.34 21.25 N/A N/A 10,219 13,719 98,401 125,421 2021-08-17 $182.49 $190.00 29.9% 8.5% 27.7% 45.5% 30.0% 3.0% -0.3% -29.7M 387.0M -5.5M 1.78 13.05 N/A N/A 36,491 64,866 100,050 131,578 2021-08-18 $200.78 $190.00 24.3% 7.0% 44.7% 24.0% 26.0% 2.1% 1.0% 25.6M -626.2M -5.6M 0.84 7.76 N/A N/A 100,725 84,745 103,791 138,296 2021-08-19 $202.32 $190.00 25.0% 7.1% 44.6% 26.6% 26.1% 2.7% 0.4% 58.8M -1.02B -5.6M 0.87 37.23 N/A N/A 39,789 34,673 122,497 162,457 2021-08-20 $208.50 $190.00 23.3% 6.5% 45.3% 20.1% 24.0% 1.8% 0.9% 26.4M -1.43B -5.6M 0.55 3.42 N/A N/A 52,588 28,928 132,655 177,798 2021-08-23 $206.53 $195.00 21.8% 6.2% 44.9% 14.1% 22.7% 2.2% 0.7% 26.4M -841.2M -5.4M 0.97 13.09 N/A N/A 20,042 19,539 99,458 131,012 2021-08-24 $203.33 $195.00 20.9% 6.0% 44.5% 10.9% 21.2% 1.8% 0.1% 18.7M -676.9M -5.7M 1.20 3.44 N/A N/A 18,841 22,625 105,398 137,232 2021-08-25 $206.24 $195.00 20.6% 5.8% 44.6% 9.5% 21.1% 2.5% -0.1% 25.3M -818.1M -5.9M 1.13 23.09 N/A N/A 7,582 8,551 111,823 143,963 2021-08-26 $205.61 $195.00 20.8% 5.8% 44.7% 10.5% 22.4% 2.2% 0.2% 23.1M -789.3M -6.3M 1.42 7.31 N/A N/A 7,666 10,911 119,232 152,595 2021-08-27 $206.77 $195.00 19.6% 5.2% 44.6% 5.9% 19.3% 1.9% 0.7% 44.5M -887.9M -6.0M 1.20 7.48 N/A N/A 8,399 10,087 121,182 153,436 2021-08-30 $205.24 $195.00 20.0% 5.6% 44.7% 7.3% 19.9% 2.2% 0.8% 19.3M -679.2M -6.1M 0.99 10.53 N/A N/A 10,791 10,649 109,573 133,505 2021-08-31 $204.13 $195.00 20.4% 5.5% 44.7% 9.0% 20.0% 2.8% 1.0% 17.2M -621.6M -6.1M 0.92 26.70 N/A N/A 6,011 5,554 111,999 135,072
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