LOW Options History — October 2021

In October 2021, LOW traded between $204.00 and $234.35. ATM implied volatility averaged 24.2%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 7.1% (HV 20d: 17.0%). Max pain ranged from $200.00 to $220.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2021-10-26: Highest Volume — 70,064 contracts
  • 2021-10-18: Largest IV spike — 18.6% change
  • 2021-10-28: Highest IV Rank — 36.9%
  • 2021-10-28: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$218.48$204.00$234.35$204.14$234.35
Max Pain$211.43$200.00$220.00$200.00$220.00
ATM IV24.2%20.9%27.7%22.1%27.2%
Expected Move7.9%6.1%8.6%6.1%8.6%
HV 20d17.0%11.2%20.0%17.3%11.2%
HV 60d28.9%28.1%29.4%29.4%28.1%
IV Rank23.3%10.8%36.9%15.6%35.1%
IV Percentile34.8%14.7%60.3%23.4%54.8%
Term Structure1.0%-1.8%7.2%0.5%-1.1%
VWIV28.3%21.9%31.0%21.9%31.0%
Skew 25d3.1%2.3%4.4%4.4%2.6%
Skew 10d6.3%3.4%8.9%8.6%7.1%
Call IV 25d23.4%17.9%27.7%21.2%27.2%
Put IV 25d26.6%20.3%30.0%25.5%29.8%
Bid-Ask Spread %20.115.8937.8517.3821.28
Gamma HHI0.190.080.670.120.19
Net GEX35.1M-10.8M137.4M-9.1M29.3M
Net DEX-796.5M-1.36B-221.9M-221.9M-1.07B
Net VEX-5.8M-6.5M-5.4M-6.5M-5.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.142.011.801.90
Total Volume24,579.7628,38970,06413,67223,162
Total OI243,059.619192,227280,058279,844232,288

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$204.14$200.0022.1%6.1%17.3%15.6%21.9%4.4%0.5%-9.1M-221.9M-6.5M1.8017.38N/AN/A4,8908,782114,823165,021
2021-10-04$204.00$200.0023.7%8.5%17.3%21.4%29.6%4.4%-0.4%-10.8M-273.0M-6.3M1.0623.67N/AN/A7,4207,875106,613156,451
2021-10-05$205.01$200.0023.4%7.9%17.4%20.5%29.0%4.2%-0.2%-312.7K-362.8M-6.2M1.0629.87N/AN/A4,6774,965108,049158,986
2021-10-06$204.26$200.0022.7%8.3%17.2%17.8%29.5%3.4%0.3%-5.3M-315.6M-6.2M2.0114.95N/AN/A4,3128,672112,403161,696
2021-10-07$207.96$200.0021.2%7.8%18.3%11.8%29.3%3.3%0.8%55.7M-664.4M-6.1M1.8823.62N/AN/A5,1819,732113,212162,846
2021-10-08$206.53$200.0021.9%7.7%18.5%14.5%26.7%3.5%0.4%50.5M-521.1M-6.2M1.1919.72N/AN/A5,9837,127113,695166,363
2021-10-11$209.11$200.0021.3%7.9%18.9%12.4%28.4%3.7%6.3%45.3M-706.7M-5.8M1.5421.50N/AN/A6,99210,756105,752151,950
2021-10-12$210.10$210.0021.7%8.0%18.8%13.8%30.2%3.7%6.1%59.7M-789.4M-5.8M1.686.10N/AN/A3,1285,261108,457154,528
2021-10-13$212.27$210.0021.3%7.9%18.9%12.3%28.9%3.5%6.4%68.1M-951.2M-5.8M0.6928.08N/AN/A7,8055,355110,434157,304
2021-10-14$215.99$210.0020.9%7.4%19.3%10.8%26.8%2.5%6.1%44.7M-1.20B-5.5M0.9237.85N/AN/A11,88110,893110,241158,927
2021-10-15$219.50$210.0021.0%7.3%20.0%11.1%26.4%2.4%7.2%137.4M-1.36B-5.5M0.7521.97N/AN/A10,8628,149111,161160,404
2021-10-18$221.79$220.0024.9%7.6%17.9%26.2%27.3%2.8%-1.0%21.0M-781.0M-5.4M0.1418.95N/AN/A58,6058,14676,499115,728
2021-10-19$223.36$220.0025.8%7.6%17.8%29.5%27.5%3.1%-1.7%19.9M-855.5M-5.4M0.795.89N/AN/A7,1935,68879,198118,432
2021-10-20$224.70$220.0026.8%7.7%17.6%33.5%27.5%3.1%-1.1%29.7M-802.8M-5.7M0.4222.67N/AN/A30,83213,01583,356124,122
2021-10-21$227.23$220.0026.7%7.7%17.6%33.1%27.8%2.8%-1.1%45.3M-904.1M-5.8M0.6612.91N/AN/A19,24412,73287,014125,967
2021-10-22$229.10$220.0026.3%7.7%17.5%31.4%28.0%2.8%-1.8%57.6M-981.4M-5.6M1.0415.59N/AN/A12,55313,09688,188128,325
2021-10-25$231.67$220.0026.7%8.0%17.3%33.3%29.1%2.3%-0.8%22.2M-973.4M-5.6M1.3915.64N/AN/A7,79710,80683,539124,381
2021-10-26$232.24$220.0027.0%8.2%13.5%34.5%29.4%3.0%-0.9%20.1M-982.3M-5.6M0.2527.88N/AN/A56,05414,01084,741127,236
2021-10-27$232.74$220.0027.1%8.5%13.6%34.5%30.1%2.5%-1.1%34.9M-1.04B-5.4M0.8225.72N/AN/A17,10014,05496,723130,615
2021-10-28$231.93$220.0027.7%8.6%11.2%36.9%30.5%2.3%-1.3%20.3M-974.8M-5.6M1.7111.17N/AN/A11,57519,81595,343133,241
2021-10-29$234.35$220.0027.2%8.6%11.2%35.1%31.0%2.6%-1.1%29.3M-1.07B-5.6M1.9021.28N/AN/A7,99815,16494,541137,747