LOW Options History — August 2022 In August 2022, LOW traded between $188.95 and $216.41. ATM implied volatility averaged 32.5%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 3.0% (HV 20d: 29.5%). Max pain ranged from $190.00 to $200.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.35.
Notable Days 2022-08-17 : Highest Volume — 62,159 contracts2022-08-17 : Largest IV drop — 17.7% change2022-08-09 : Highest IV Rank — 60.2%2022-08-02 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $203.55 $188.95 $216.41 $194.42 $195.55 Max Pain $197.39 $190.00 $200.00 $190.00 $200.00 ATM IV 32.5% 25.7% 36.8% 35.1% 32.6% Expected Move 9.3% 7.3% 11.9% 11.2% 9.2% HV 20d 29.5% 18.0% 35.4% 18.0% 32.3% HV 60d 32.0% 29.9% 34.4% 34.4% 31.3% IV Rank 45.6% 22.3% 60.2% 54.4% 45.9% IV Percentile 61.2% 30.2% 85.7% 73.4% 57.1% Term Structure -0.8% -2.6% 1.5% -1.7% -0.2% VWIV 33.5% 27.0% 43.6% 39.2% 30.5% Skew 25d 5.5% 4.6% 6.2% 5.8% 5.3% Skew 10d 11.4% 8.9% 13.8% 12.4% 12.6% Call IV 25d 30.3% 24.5% 34.2% 32.6% 30.4% Put IV 25d 35.8% 29.0% 40.2% 38.4% 35.7% Bid-Ask Spread % 12.53 4.42 24.21 11.53 10.37 Gamma HHI 0.08 0.06 0.11 0.06 0.08 Net GEX 11.3M -13.0M 32.9M 9.8M -4.8M Net DEX -272.9M -699.5M 123.4M -143.6M 123.4M Net VEX -5.2M -5.5M -4.9M -5.1M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.35 0.32 3.84 0.72 1.37 Total Volume 19,079.609 6,861 62,159 9,745 12,632 Total OI 203,583.043 181,797 232,092 197,219 209,798
Daily Data (23 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 2022-08-01 $194.42 $190.00 35.1% 11.2% 18.0% 54.4% 39.2% 5.8% -1.7% 9.8M -143.6M -5.1M 0.72 11.53 N/A N/A 5,680 4,065 111,208 86,011 2022-08-02 $188.95 $190.00 36.4% 11.9% 21.2% 58.7% 43.6% 6.0% -1.6% 2.1M 17.7M -4.9M 1.49 10.14 N/A N/A 5,082 7,548 111,911 86,772 2022-08-03 $195.86 $190.00 35.2% 11.5% 24.3% 54.8% 41.4% 6.2% -1.5% 12.1M -183.1M -5.1M 0.98 11.36 N/A N/A 5,561 5,437 112,799 89,733 2022-08-04 $197.27 $195.00 35.9% 9.7% 24.3% 56.9% 34.4% 6.2% -2.0% 15.0M -236.4M -5.3M 1.22 13.09 N/A N/A 5,721 6,997 113,211 90,106 2022-08-05 $198.78 $195.00 34.6% 9.3% 24.3% 52.6% 34.0% 6.2% -1.6% 12.9M -272.0M -5.3M 0.78 11.84 N/A N/A 7,572 5,875 113,847 91,909 2022-08-08 $201.82 $195.00 36.0% 9.9% 23.8% 57.3% 37.6% 6.0% -0.9% 16.4M -333.3M -5.3M 1.17 13.82 N/A N/A 5,937 6,956 112,363 86,426 2022-08-09 $194.39 $195.00 36.8% 10.2% 28.3% 60.2% 36.0% 6.2% -0.8% 6.6M -105.4M -5.0M 3.84 24.21 N/A N/A 3,029 11,641 112,804 88,871 2022-08-10 $201.54 $195.00 34.9% 9.7% 30.5% 53.6% 37.3% 5.6% -1.1% 14.7M -309.5M -5.4M 1.43 10.36 N/A N/A 4,102 5,858 114,010 93,086 2022-08-11 $201.44 $195.00 36.3% 10.1% 30.5% 58.4% 36.3% 6.0% -1.2% 15.0M -309.4M -5.5M 0.32 20.83 N/A N/A 29,753 9,645 115,102 93,963 2022-08-12 $205.61 $200.00 33.9% 9.2% 31.0% 50.2% 34.3% 5.5% -2.6% 16.4M -384.7M -4.9M 1.13 16.08 N/A N/A 7,137 8,052 98,648 98,129 2022-08-15 $208.38 $200.00 34.2% 9.7% 31.1% 51.2% 35.1% 5.6% -0.8% 14.6M -411.4M -5.0M 1.27 14.07 N/A N/A 10,150 12,932 97,865 91,869 2022-08-16 $214.63 $200.00 34.9% 10.0% 31.8% 53.7% 35.5% 5.5% -2.1% 21.5M -624.7M -5.2M 0.82 14.33 N/A N/A 33,505 27,454 101,292 97,659 2022-08-17 $214.94 $200.00 28.7% 8.2% 31.8% 32.6% 27.9% 4.7% -1.3% 29.6M -668.4M -5.2M 0.76 16.15 N/A N/A 35,230 26,929 114,831 109,303 2022-08-18 $216.41 $200.00 25.7% 7.3% 31.7% 22.3% 27.0% 4.6% 1.5% 32.9M -699.5M -5.1M 0.84 8.38 N/A N/A 9,580 8,033 118,528 113,169 2022-08-19 $211.74 $200.00 26.8% 7.6% 33.1% 26.1% 28.6% 4.6% 0.8% 6.6M -476.3M -5.1M 1.26 4.42 N/A N/A 9,930 12,521 117,556 114,536 2022-08-22 $209.86 $200.00 29.8% 8.4% 33.3% 36.1% 31.4% 5.3% -0.1% 11.2M -307.6M -5.2M 0.72 10.18 N/A N/A 9,541 6,857 98,366 83,431 2022-08-23 $207.73 $200.00 29.2% 8.4% 31.1% 34.2% 30.5% 5.4% -0.1% 12.4M -269.7M -5.3M 2.05 8.89 N/A N/A 3,400 6,972 105,062 87,174 2022-08-24 $209.02 $200.00 28.5% 8.1% 30.9% 31.8% 28.7% 5.0% 0.2% 11.6M -326.2M -5.3M 1.63 6.21 N/A N/A 3,580 5,844 106,340 90,685 2022-08-25 $210.50 $200.00 28.0% 7.8% 30.8% 29.9% 27.4% 4.9% 0.4% 14.5M -371.7M -5.4M 0.63 7.27 N/A N/A 4,215 2,646 107,750 93,082 2022-08-26 $201.33 $200.00 31.1% 8.7% 35.4% 40.5% 30.4% 5.4% -0.2% 864.7K -9.8M -5.2M 3.30 17.24 N/A N/A 3,635 12,003 109,228 94,651 2022-08-29 $202.11 $200.00 31.8% 8.9% 35.2% 42.9% 32.8% 5.3% -0.3% 191.8K -69.0M -5.1M 2.19 10.50 N/A N/A 3,237 7,086 104,838 93,074 2022-08-30 $199.35 $200.00 32.0% 8.9% 33.9% 43.8% 31.4% 5.3% 0.1% -13.0M 94.9M -4.9M 1.19 17.05 N/A N/A 8,782 10,489 105,817 95,597 2022-08-31 $195.55 $200.00 32.6% 9.2% 32.3% 45.9% 30.5% 5.3% -0.2% -4.8M 123.4M -4.9M 1.37 10.37 N/A N/A 5,337 7,295 112,695 97,103
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