LOW Options History — October 2022

In October 2022, LOW traded between $178.47 and $200.55. ATM implied volatility averaged 38.2%, placing in the 63.3% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 5.4% (HV 20d: 32.8%). Max pain ranged from $190.00 to $195.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.22.

Notable Days

  • 2022-10-19: Highest Volume — 26,291 contracts
  • 2022-10-19: Largest IV spike — 8.9% change
  • 2022-10-19: Highest IV Rank — 79.6%
  • 2022-10-31: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$193.01$178.47$200.55$194.55$195.39
Max Pain$193.81$190.00$195.00$195.00$190.00
ATM IV38.2%33.1%42.8%35.0%39.7%
Expected Move11.7%9.7%13.0%10.2%13.0%
HV 20d32.8%25.6%38.1%37.5%34.4%
HV 60d32.7%31.4%35.0%31.4%34.1%
IV Rank63.3%45.2%79.6%51.9%68.7%
IV Percentile83.3%55.2%96.0%68.3%90.5%
Term Structure0.4%-2.7%4.6%0.6%-0.2%
VWIV41.7%34.9%45.8%34.9%45.4%
Skew 25d7.4%6.3%8.2%6.3%7.3%
Skew 10d15.2%12.9%16.7%14.5%14.4%
Call IV 25d35.2%30.4%39.5%32.8%36.1%
Put IV 25d42.6%37.3%47.6%39.1%43.4%
Bid-Ask Spread %16.419.8625.1216.4416.87
Gamma HHI0.070.060.120.060.07
Net GEX-451.6K-21.6M13.7M-100.4K3.4M
Net DEX57.9M-278.4M556.2M25.8M-43.4M
Net VEX-4.3M-4.7M-3.5M-4.5M-4.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.461.960.461.26
Total Volume15,399.9057,69426,29114,96811,342
Total OI204,057.143164,400227,555198,451185,952

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$194.55$195.0035.0%10.2%37.5%51.9%34.9%6.3%0.6%-100.4K25.8M-4.5M0.4616.44N/AN/A10,2494,719103,70094,751
2022-10-04$197.32$195.0033.8%9.8%37.6%47.8%35.1%6.4%0.5%8.0M-114.0M-4.6M0.869.86N/AN/A6,3095,455108,08095,731
2022-10-05$199.70$195.0033.1%9.7%34.6%45.2%35.4%6.9%0.2%12.9M-207.9M-4.6M0.8413.55N/AN/A8,1886,897109,78397,624
2022-10-06$200.55$195.0033.8%10.9%34.4%47.7%39.7%6.9%0.1%13.7M-278.4M-4.7M0.4625.12N/AN/A12,1155,579113,636100,520
2022-10-07$196.55$195.0035.7%11.3%34.7%54.4%39.0%7.0%0.0%7.0M-98.6M-4.7M1.7323.76N/AN/A4,9088,493115,904102,302
2022-10-10$195.38$195.0035.9%11.5%34.7%55.3%40.4%6.8%4.2%-204.9K-9.9M-4.5M0.8211.26N/AN/A4,2223,472111,491103,146
2022-10-11$196.20$195.0036.9%11.8%25.6%58.5%45.8%7.5%4.2%1.4M-49.9M-4.5M0.9710.72N/AN/A5,5865,440112,780103,621
2022-10-12$194.81$195.0037.8%12.1%25.7%61.8%43.7%7.2%4.3%-2.7M22.1M-4.5M1.2824.31N/AN/A4,3025,503114,111106,208
2022-10-13$193.51$195.0036.6%11.6%25.8%57.8%40.9%7.5%4.6%-12.0M111.2M-4.3M0.9716.09N/AN/A8,0907,822114,686108,931
2022-10-14$189.02$195.0038.3%11.8%27.2%63.5%41.8%6.5%4.6%-11.8M429.6M-4.1M1.6920.72N/AN/A5,5989,444117,143110,412
2022-10-17$194.33$195.0038.9%11.5%28.1%65.9%41.3%8.2%-1.4%-2.6M50.5M-4.2M1.0314.88N/AN/A9,2739,578107,24499,524
2022-10-18$192.88$195.0039.3%11.4%27.2%67.1%41.4%8.2%-1.3%-7.0M137.3M-4.2M0.7712.26N/AN/A8,2726,404106,847103,495
2022-10-19$183.54$195.0042.8%12.3%32.3%79.6%42.2%8.1%-2.6%-21.6M459.7M-3.8M1.5323.48N/AN/A10,40815,883109,488103,417
2022-10-20$178.47$195.0042.4%12.3%33.5%78.3%43.5%8.2%-2.5%-18.6M556.2M-3.5M1.6015.80N/AN/A7,07611,313111,959100,843
2022-10-21$182.31$195.0042.2%12.3%34.5%77.5%42.9%8.0%-2.7%-1.9M435.5M-3.7M1.2815.52N/AN/A7,5339,667113,387102,453
2022-10-24$188.06$195.0040.8%12.3%36.4%72.5%43.6%8.1%-0.5%-305.1K107.7M-3.9M0.8414.30N/AN/A9,5027,93792,97571,425
2022-10-25$194.25$190.0040.8%12.4%38.1%72.5%44.8%7.5%-0.7%5.9M-65.4M-4.3M1.4714.25N/AN/A7,50911,04698,36775,215
2022-10-26$194.02$190.0040.1%12.3%35.6%70.3%43.8%7.6%-1.0%4.7M-54.2M-4.4M1.9615.93N/AN/A5,35010,459100,70480,240
2022-10-27$193.66$190.0039.5%12.4%34.6%67.8%45.2%7.2%-0.9%2.2M-14.0M-4.5M1.8616.33N/AN/A4,5018,355102,42085,294
2022-10-28$198.63$190.0038.9%12.4%35.4%66.0%43.7%7.1%-0.8%10.2M-184.1M-4.6M1.9013.12N/AN/A6,76512,834103,07086,321
2022-10-31$195.39$190.0039.7%13.0%34.4%68.7%45.4%7.3%-0.2%3.4M-43.4M-4.6M1.2616.87N/AN/A5,0276,315100,31885,634