LOW Options History — March 2023 In March 2023, LOW traded between $189.59 and $201.95. ATM implied volatility averaged 28.1%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 4.0% (HV 20d: 32.1%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.50.
Notable Days 2023-03-01 : Highest Volume — 62,436 contracts2023-03-10 : Largest IV spike — 11.3% change2023-03-10 : Highest IV Rank — 26.6%2023-03-10 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $195.93 $189.59 $201.95 $194.13 $199.75 Max Pain $201.20 $200.00 $210.00 $210.00 $200.00 ATM IV 28.1% 24.1% 31.4% 28.4% 24.1% Expected Move 8.0% 6.7% 8.9% 8.2% 6.7% HV 20d 32.1% 21.5% 37.0% 37.0% 23.4% HV 60d 28.3% 27.7% 29.6% 29.6% 28.7% IV Rank 12.7% 0.0% 26.6% 13.7% 0.0% IV Percentile 11.5% 0.0% 29.8% 9.5% 0.0% Term Structure -0.0% -0.6% 1.2% -0.4% 0.3% VWIV 28.1% 24.7% 32.8% 29.5% 24.8% Skew 25d 5.3% 4.3% 6.6% 5.6% 5.0% Skew 10d 10.6% 8.4% 12.9% 11.0% 10.4% Call IV 25d 25.7% 22.2% 29.2% 26.2% 22.2% Put IV 25d 31.0% 27.2% 35.2% 31.8% 27.2% Bid-Ask Spread % 12.40 3.13 18.61 6.88 7.09 Gamma HHI 0.12 0.07 0.25 0.09 0.13 Net GEX -21.4M -42.5M 11.9M -37.8M 11.9M Net DEX 262.7M -49.7M 500.6M 500.6M -49.7M Net VEX -3.9M -4.0M -3.6M -3.8M -4.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.50 0.57 7.83 1.07 0.57 Total Volume 14,476.783 6,267 62,436 62,436 20,925 Total OI 182,632.348 155,617 206,641 197,299 192,014
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 2023-03-01 $194.13 $210.00 28.4% 8.2% 37.0% 13.7% 29.5% 5.6% -0.4% -37.8M 500.6M -3.8M 1.07 6.88 N/A N/A 30,166 32,270 94,203 103,096 2023-03-02 $194.75 $210.00 27.8% 8.1% 34.1% 11.1% 29.3% 4.5% 0.2% -30.1M 402.3M -3.9M 1.50 6.45 N/A N/A 6,440 9,663 99,601 105,849 2023-03-03 $200.27 $207.50 26.1% 7.4% 34.2% 3.9% 26.4% 4.7% -0.1% -28.3M 115.3M -4.0M 0.68 3.13 N/A N/A 13,807 9,434 100,396 106,245 2023-03-06 $201.94 $200.00 26.5% 7.5% 33.6% 5.4% 25.9% 4.8% -0.1% -2.7M 22.3M -4.0M 0.78 14.93 N/A N/A 6,313 4,907 86,175 94,983 2023-03-07 $198.08 $200.00 26.8% 7.7% 34.0% 6.9% 27.4% 4.6% -0.4% -13.2M 199.7M -3.9M 0.87 13.91 N/A N/A 6,011 5,234 87,430 96,849 2023-03-08 $201.95 $200.00 26.8% 7.7% 35.0% 6.9% 29.0% 4.7% -0.0% -2.3M 28.5M -4.0M 1.14 11.11 N/A N/A 3,394 3,860 88,604 98,175 2023-03-09 $198.97 $200.00 28.2% 8.1% 35.2% 12.9% 29.5% 4.3% -0.5% -11.9M 163.8M -4.0M 1.03 15.01 N/A N/A 4,765 4,929 88,657 98,605 2023-03-10 $196.41 $200.00 31.4% 8.9% 34.9% 26.6% 30.3% 5.0% -0.6% -18.8M 295.6M -3.9M 1.60 14.01 N/A N/A 6,587 10,515 89,778 99,309 2023-03-13 $198.12 $200.00 30.8% 8.6% 35.2% 24.0% 32.8% 5.8% -0.6% -18.4M 235.7M -3.9M 1.34 17.53 N/A N/A 4,853 6,521 85,434 97,017 2023-03-14 $195.12 $200.00 30.4% 8.7% 33.7% 22.1% 29.2% 5.9% -0.0% -29.1M 384.7M -3.8M 1.23 14.81 N/A N/A 5,437 6,673 86,620 99,664 2023-03-15 $197.70 $200.00 31.0% 8.8% 34.3% 24.8% 31.8% 6.6% -0.5% -25.3M 255.3M -3.9M 2.38 16.45 N/A N/A 3,517 8,385 89,115 100,828 2023-03-16 $199.66 $200.00 28.5% 8.1% 34.6% 14.2% 28.1% 5.8% -0.6% -23.0M 160.9M -3.9M 1.82 18.61 N/A N/A 2,527 4,602 90,818 103,457 2023-03-17 $197.25 $200.00 30.3% 8.7% 34.7% 21.8% 29.6% 6.3% 0.2% -32.7M 291.9M -3.9M 1.49 16.32 N/A N/A 5,888 8,763 93,054 104,049 2023-03-20 $196.91 $200.00 29.1% 8.3% 34.6% 16.7% 29.0% 5.9% 0.8% -12.3M 188.9M -3.9M 0.84 11.62 N/A N/A 3,410 2,857 70,671 84,946 2023-03-21 $196.81 $200.00 27.2% 7.8% 30.6% 8.3% 27.2% 5.5% 1.2% -12.2M 180.9M -3.8M 0.97 11.06 N/A N/A 4,171 4,057 72,904 86,497 2023-03-22 $193.69 $200.00 27.9% 8.0% 31.0% 11.5% 25.5% 4.7% -0.1% -20.2M 290.2M -3.8M 0.72 15.64 N/A N/A 5,659 4,085 74,785 87,545 2023-03-23 $190.24 $200.00 28.8% 8.2% 31.5% 15.4% 28.5% 5.8% 0.2% -29.7M 438.0M -3.7M 2.06 14.80 N/A N/A 3,382 6,966 78,094 89,663 2023-03-24 $189.59 $200.00 28.7% 8.2% 31.5% 15.0% 28.0% 5.4% 0.5% -42.5M 452.9M -3.7M 1.19 16.29 N/A N/A 5,648 6,704 79,477 90,904 2023-03-27 $191.06 $200.00 27.6% 7.7% 31.2% 10.2% 26.0% 5.9% 0.0% -26.0M 366.4M -3.6M 0.86 10.84 N/A N/A 5,290 4,554 76,321 89,476 2023-03-28 $189.91 $200.00 27.2% 7.5% 30.6% 8.6% 27.0% 5.5% 0.1% -30.4M 414.9M -3.6M 7.83 10.60 N/A N/A 1,840 14,415 78,335 91,689 2023-03-29 $191.59 $200.00 26.5% 7.1% 21.5% 5.6% 26.2% 5.3% -0.1% -29.5M 370.9M -3.8M 1.96 7.15 N/A N/A 3,733 7,299 79,277 102,750 2023-03-30 $192.38 $200.00 26.5% 7.1% 21.5% 5.6% 24.7% 5.1% 0.2% -28.1M 331.5M -3.9M 0.57 10.93 N/A N/A 7,945 4,565 81,484 105,701 2023-03-31 $199.75 $200.00 24.1% 6.7% 23.4% 0.0% 24.8% 5.0% 0.3% 11.9M -49.7M -4.0M 0.57 7.09 N/A N/A 13,292 7,633 85,025 106,989
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