LOW Options History — May 2023 In May 2023, LOW traded between $199.30 and $208.64. ATM implied volatility averaged 29.4%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 7.0% (HV 20d: 22.5%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 2.32.
Notable Days 2023-05-17 : Highest Volume — 35,229 contracts2023-05-23 : Largest IV drop — 17.8% change2023-05-04 : Highest IV Rank — 41.3%2023-05-04 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $204.78 $199.30 $208.64 $208.18 $201.61 Max Pain $201.82 $200.00 $210.00 $205.00 $200.00 ATM IV 29.4% 23.6% 32.9% 28.8% 26.3% Expected Move 8.3% 6.7% 9.4% 6.7% 7.7% HV 20d 22.5% 20.0% 25.4% 20.8% 24.3% HV 60d 25.5% 22.3% 26.7% 26.7% 22.7% IV Rank 30.3% 7.8% 41.3% 26.0% 20.3% IV Percentile 25.8% 0.8% 49.2% 20.2% 8.7% Term Structure -0.5% -1.5% 1.0% -0.4% -0.6% VWIV 30.5% 23.5% 36.8% 23.5% 29.0% Skew 25d 5.6% 4.5% 6.5% 5.4% 5.0% Skew 10d 11.0% 9.2% 14.5% 10.2% 9.8% Call IV 25d 27.0% 21.8% 30.6% 26.6% 23.6% Put IV 25d 32.5% 26.3% 37.1% 32.0% 28.5% Bid-Ask Spread % 10.37 5.21 16.64 10.18 9.34 Gamma HHI 0.11 0.07 0.17 0.10 0.12 Net GEX -18.2M -65.4M 7.4M 7.4M -21.2M Net DEX 3.4M -230.1M 365.9M -178.7M 117.6M Net VEX -3.7M -4.2M -3.3M -4.0M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.32 0.81 5.09 1.22 1.44 Total Volume 14,203.864 4,577 35,229 7,463 8,471 Total OI 208,065.091 188,103 233,456 194,172 191,093
Daily Data (22 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 2023-05-01 $208.18 $205.00 28.8% 6.7% 20.8% 26.0% 23.5% 5.4% -0.4% 7.4M -178.7M -4.0M 1.22 10.18 N/A N/A 3,359 4,104 72,963 121,209 2023-05-02 $205.70 $205.00 31.1% 7.2% 20.2% 34.5% 25.7% 6.2% -0.5% -8.4M -34.3M -4.1M 0.81 10.43 N/A N/A 3,835 3,106 73,263 123,257 2023-05-03 $206.04 $205.00 31.6% 7.7% 20.0% 36.5% 26.5% 5.7% -0.8% -7.1M -52.8M -4.1M 1.34 12.27 N/A N/A 2,604 3,497 73,398 123,884 2023-05-04 $202.92 $200.00 32.9% 9.4% 20.2% 41.3% 33.6% 6.5% -0.9% -23.6M 111.0M -4.2M 5.09 10.67 N/A N/A 1,689 8,597 73,340 124,910 2023-05-05 $206.20 $200.00 31.3% 8.5% 20.7% 35.4% 30.4% 5.8% -0.6% -13.7M -20.0M -4.1M 1.75 14.75 N/A N/A 2,645 4,623 73,489 129,120 2023-05-08 $204.44 $200.00 31.4% 9.2% 20.9% 35.6% 31.6% 6.3% 0.8% -17.3M -3.1M -3.8M 2.06 13.04 N/A N/A 1,496 3,081 69,651 123,838 2023-05-09 $206.85 $200.00 31.5% 8.6% 21.1% 36.3% 33.1% 6.2% -1.5% -6.8M -113.1M -3.8M 2.08 10.31 N/A N/A 2,007 4,177 70,346 124,672 2023-05-10 $204.74 $200.00 31.3% 9.2% 21.3% 35.2% 34.6% 6.0% 1.0% -19.9M 7.8M -3.9M 4.43 11.77 N/A N/A 2,668 11,810 71,211 127,124 2023-05-11 $202.50 $200.00 32.8% 9.3% 21.6% 41.1% 34.8% 6.0% -0.4% -44.5M 197.5M -4.1M 2.81 12.11 N/A N/A 1,490 4,184 71,772 141,725 2023-05-12 $202.89 $200.00 31.5% 9.2% 21.6% 36.2% 31.3% 5.9% 0.7% -41.0M 138.7M -3.8M 2.21 10.85 N/A N/A 4,971 10,962 72,256 142,024 2023-05-15 $201.47 $200.00 32.6% 9.3% 21.5% 40.4% 36.8% 5.8% -1.1% -45.9M 231.1M -3.9M 3.05 9.69 N/A N/A 5,319 16,204 69,071 145,133 2023-05-16 $199.30 $200.00 31.7% 9.1% 20.5% 40.3% 34.6% 5.8% -1.4% -65.4M 365.9M -3.8M 2.14 10.28 N/A N/A 7,613 16,274 70,994 151,893 2023-05-17 $206.88 $200.00 29.1% 8.3% 24.8% 29.6% 34.7% 5.1% 0.1% -2.5M -154.0M -3.6M 4.13 9.77 N/A N/A 6,874 28,355 73,919 152,582 2023-05-18 $208.64 $200.00 29.0% 8.4% 25.0% 33.2% 34.3% 5.1% -1.3% 6.4M -230.1M -3.6M 2.41 10.64 N/A N/A 3,662 8,835 74,926 158,530 2023-05-19 $206.15 $200.00 29.4% 8.5% 25.1% 35.1% 30.7% 5.4% -0.6% -16.0M -102.4M -3.6M 3.78 8.22 N/A N/A 4,808 18,194 75,305 157,576 2023-05-22 $203.94 $210.00 28.7% 8.5% 25.4% 31.4% 32.8% 4.9% -0.7% -16.5M 18.7M -3.5M 2.31 9.31 N/A N/A 9,386 21,693 62,931 127,858 2023-05-23 $207.84 $205.00 23.6% 7.0% 25.4% 7.8% 25.1% 4.5% -0.2% 4.4M -169.1M -3.3M 1.51 5.21 N/A N/A 9,098 13,705 73,349 140,609 2023-05-24 $204.11 $205.00 26.0% 7.7% 23.7% 19.2% 27.4% 5.3% -0.5% -22.9M 21.1M -3.5M 1.48 16.64 N/A N/A 2,006 2,975 74,709 142,499 2023-05-25 $202.30 $205.00 26.5% 7.6% 22.8% 21.1% 27.4% 5.1% -0.4% -33.3M 89.2M -3.4M 2.05 6.23 N/A N/A 4,639 9,509 74,440 141,142 2023-05-26 $206.47 $200.00 24.8% 7.1% 23.5% 13.5% 26.6% 5.3% -0.1% -4.5M -117.7M -3.4M 1.76 9.79 N/A N/A 8,498 14,918 75,102 152,216 2023-05-30 $206.06 $200.00 25.5% 7.7% 23.5% 16.7% 27.7% 5.4% -1.0% -8.1M -48.9M -3.4M 1.19 6.55 N/A N/A 2,994 3,550 66,755 121,348 2023-05-31 $201.61 $200.00 26.3% 7.7% 24.3% 20.3% 29.0% 5.0% -0.6% -21.2M 117.6M -3.5M 1.44 9.34 N/A N/A 3,476 4,995 68,014 123,079
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