LOW Options History — November 2021 In November 2021, LOW traded between $231.32 and $253.70. ATM implied volatility averaged 27.4%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 11.6% (HV 20d: 15.8%). Max pain ranged from $220.00 to $240.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.94.
Notable Days 2021-11-17 : Highest Volume — 90,237 contracts2021-11-17 : Largest IV drop — 18.7% change2021-11-10 : Highest IV Rank — 58.9%2021-11-03 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $241.22 $231.32 $253.70 $231.32 $246.06 Max Pain $228.10 $220.00 $240.00 $220.00 $240.00 ATM IV 27.4% 23.8% 30.5% 28.2% 27.3% Expected Move 8.0% 6.9% 9.6% 9.2% 8.4% HV 20d 15.8% 11.8% 20.7% 13.0% 20.4% HV 60d 20.9% 15.4% 28.3% 28.3% 17.5% IV Rank 43.4% 27.2% 58.9% 39.1% 43.7% IV Percentile 61.5% 34.9% 84.1% 66.7% 58.7% Term Structure -0.7% -1.8% 0.2% -1.0% 0.2% VWIV 28.6% 24.9% 34.3% 33.2% 30.3% Skew 25d 1.4% 0.2% 2.6% 1.8% 2.6% Skew 10d 3.2% 0.9% 5.7% 4.1% 5.7% Call IV 25d 27.7% 24.8% 31.0% 27.4% 26.9% Put IV 25d 29.1% 25.3% 31.9% 29.2% 29.5% Bid-Ask Spread % 32.98 10.03 48.13 15.38 44.72 Gamma HHI 0.11 0.07 0.37 0.08 0.08 Net GEX 24.8M 10.7M 53.3M 10.7M 14.4M Net DEX -1.18B -1.64B -885.8M -885.8M -1.01B Net VEX -5.4M -5.7M -4.8M -5.7M -5.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.27 1.56 0.46 1.41 Total Volume 31,517.81 13,890 90,237 43,820 25,650 Total OI 231,438.095 207,896 277,098 213,197 219,698
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 2021-11-01 $231.32 $220.00 28.2% 9.2% 13.0% 39.1% 33.2% 1.8% -1.0% 10.7M -885.8M -5.7M 0.46 15.38 N/A N/A 30,048 13,772 82,907 130,290 2021-11-02 $233.28 $220.00 27.8% 9.4% 13.0% 39.1% 33.5% 2.3% -0.8% 20.0M -974.9M -5.6M 1.05 10.03 N/A N/A 10,273 10,813 89,254 132,991 2021-11-03 $234.31 $220.00 28.0% 9.6% 12.5% 42.3% 34.3% 2.1% -0.9% 24.4M -1.06B -5.5M 1.14 30.63 N/A N/A 9,679 11,045 91,138 134,556 2021-11-04 $237.21 $220.00 28.3% 7.6% 12.0% 48.6% 28.0% 1.9% -1.3% 33.8M -1.19B -5.4M 1.32 40.03 N/A N/A 11,083 14,603 92,527 135,352 2021-11-05 $235.88 $220.00 28.9% 7.7% 11.8% 51.7% 27.9% 1.7% -1.3% 27.4M -1.12B -5.5M 1.56 27.83 N/A N/A 8,206 12,828 92,997 137,232 2021-11-08 $234.84 $220.00 29.7% 8.2% 12.2% 55.3% 28.9% 2.3% -1.1% 16.9M -996.9M -5.6M 1.44 39.54 N/A N/A 6,946 10,001 87,763 132,218 2021-11-09 $233.60 $220.00 29.3% 8.3% 12.8% 53.3% 28.5% 2.3% 0.0% 16.3M -969.9M -5.5M 0.99 34.89 N/A N/A 8,180 8,116 88,584 133,378 2021-11-10 $231.97 $220.00 30.5% 8.4% 13.4% 58.9% 29.4% 0.9% -1.1% 15.2M -899.4M -5.7M 0.27 35.39 N/A N/A 54,747 14,822 90,267 134,153 2021-11-11 $232.81 $220.00 29.8% 8.2% 12.5% 55.8% 29.2% 0.9% -1.3% 20.6M -950.0M -5.7M 0.64 42.35 N/A N/A 15,854 10,100 107,763 138,354 2021-11-12 $236.36 $220.00 29.5% 8.1% 12.3% 54.5% 29.7% 1.1% -1.8% 31.7M -1.12B -5.6M 0.75 35.44 N/A N/A 13,451 10,076 106,449 140,725 2021-11-15 $234.81 $220.00 30.2% 8.6% 12.6% 57.8% 29.8% 1.7% -1.5% 15.6M -1.03B -5.4M 1.06 29.88 N/A N/A 12,216 12,975 93,467 135,882 2021-11-16 $244.82 $230.00 29.9% 8.5% 18.7% 56.1% 30.8% 0.2% -0.9% 21.0M -1.43B -5.0M 0.80 44.81 N/A N/A 35,979 28,614 96,728 139,235 2021-11-17 $246.36 $230.00 24.3% 7.0% 18.7% 29.4% 25.4% 0.6% -0.3% 38.3M -1.56B -5.0M 0.58 48.13 N/A N/A 57,163 33,074 112,975 150,936 2021-11-18 $247.57 $230.00 23.9% 6.9% 18.5% 27.8% 24.9% 0.6% -0.5% 42.2M -1.60B -4.9M 0.55 30.95 N/A N/A 27,562 15,236 118,739 156,075 2021-11-19 $249.14 $240.00 23.8% 6.9% 18.5% 27.2% 25.0% 0.4% -0.4% 53.3M -1.64B -4.9M 0.66 17.65 N/A N/A 15,802 10,409 118,959 158,139 2021-11-22 $253.70 $240.00 24.3% 7.1% 19.0% 29.5% 26.2% 0.4% -0.2% 28.9M -1.39B -4.8M 0.69 23.85 N/A N/A 16,868 11,695 89,155 118,741 2021-11-23 $251.47 $240.00 24.9% 7.2% 19.6% 32.1% 25.6% 1.0% -0.5% 25.7M -1.28B -5.3M 1.16 14.56 N/A N/A 11,121 12,894 92,597 121,765 2021-11-24 $252.64 $240.00 24.3% 7.1% 19.6% 29.5% 25.3% 1.0% -0.3% 26.0M -1.36B -5.0M 1.28 41.13 N/A N/A 6,094 7,796 95,597 125,947 2021-11-26 $248.61 $240.00 27.3% 8.1% 20.7% 43.8% 28.7% 1.5% -0.8% 17.6M -1.14B -5.5M 0.90 47.65 N/A N/A 9,763 8,802 95,708 125,944 2021-11-29 $248.96 $240.00 25.7% 7.6% 20.5% 36.2% 27.1% 1.8% 0.1% 21.2M -1.17B -5.2M 1.09 37.81 N/A N/A 8,366 9,152 93,760 121,255 2021-11-30 $246.06 $240.00 27.3% 8.4% 20.4% 43.7% 30.3% 2.6% 0.2% 14.4M -1.01B -5.6M 1.41 44.72 N/A N/A 10,647 15,003 95,908 123,790
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