LOW Options History — June 2023 In June 2023, LOW traded between $203.87 and $226.00. ATM implied volatility averaged 20.6%, placing in the 2.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 3.8% (HV 20d: 24.4%). Max pain ranged from $200.00 to $210.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.86.
Notable Days 2023-06-15 : Highest Volume — 25,462 contracts2023-06-02 : Largest IV drop — 9.2% change2023-06-01 : Highest IV Rank — 11.1%2023-06-01 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $215.03 $203.87 $226.00 $203.87 $226.00 Max Pain $202.86 $200.00 $210.00 $200.00 $210.00 ATM IV 20.6% 19.4% 24.3% 24.3% 19.4% Expected Move 5.9% 5.3% 7.2% 7.2% 5.3% HV 20d 24.4% 20.7% 26.6% 24.7% 21.0% HV 60d 22.7% 21.8% 23.3% 22.4% 22.0% IV Rank 2.3% 0.0% 11.1% 11.1% 0.2% IV Percentile 1.1% 0.0% 4.0% 2.8% 0.4% Term Structure 0.3% -0.7% 1.3% -0.6% -0.1% VWIV 21.4% 18.5% 25.2% 25.2% 18.8% Skew 25d 3.1% 2.2% 4.8% 4.8% 2.2% Skew 10d 6.0% 4.4% 9.8% 9.8% 4.4% Call IV 25d 19.6% 18.6% 22.7% 22.7% 18.8% Put IV 25d 22.6% 20.9% 27.5% 27.5% 20.9% Bid-Ask Spread % 13.09 5.48 21.09 8.21 10.39 Gamma HHI 0.14 0.10 0.36 0.13 0.15 Net GEX 23.7M -12.4M 75.1M -12.4M 48.3M Net DEX -355.1M -652.1M -6.4M -6.4M -652.1M Net VEX -3.2M -3.4M -3.0M -3.4M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.14 1.59 0.90 0.28 Total Volume 9,451.571 3,369 25,462 10,891 18,795 Total OI 165,718.476 112,609 209,113 191,037 133,970
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 2023-06-01 $203.87 $200.00 24.3% 7.2% 24.7% 11.1% 25.2% 4.8% -0.6% -12.4M -6.4M -3.4M 0.90 8.21 N/A N/A 5,746 5,145 68,099 122,938 2023-06-02 $209.75 $200.00 22.1% 6.6% 26.1% 0.8% 24.9% 3.8% -0.3% 15.4M -236.1M -3.3M 1.44 5.48 N/A N/A 4,278 6,162 70,013 124,899 2023-06-05 $206.97 $200.00 23.3% 6.5% 26.0% 6.6% 23.5% 3.9% 0.2% -3.1M -119.8M -3.2M 1.10 11.60 N/A N/A 2,349 2,593 67,926 120,745 2023-06-06 $207.43 $200.00 21.5% 6.0% 25.8% 0.0% 22.6% 4.0% 0.3% -1.9M -139.1M -3.1M 1.07 14.36 N/A N/A 2,320 2,487 68,974 121,656 2023-06-07 $211.14 $200.00 20.7% 6.1% 26.2% 0.0% 19.7% 3.7% 0.3% 15.6M -284.3M -3.1M 0.74 16.30 N/A N/A 2,567 1,906 69,924 122,098 2023-06-08 $210.51 $200.00 20.4% 6.0% 26.0% 0.0% 20.4% 3.3% 0.3% 14.1M -268.9M -3.1M 1.20 15.34 N/A N/A 1,532 1,837 73,106 123,869 2023-06-09 $209.43 $200.00 20.0% 5.9% 25.7% 0.0% 21.1% 3.4% 0.5% 5.0M -208.0M -3.1M 0.99 17.57 N/A N/A 1,908 1,895 73,670 125,562 2023-06-12 $213.65 $200.00 20.6% 6.3% 26.5% 2.6% 21.9% 3.2% 1.3% 22.0M -373.4M -3.1M 0.54 5.54 N/A N/A 5,329 2,877 73,550 122,288 2023-06-13 $216.98 $200.00 20.5% 5.7% 26.6% 2.3% 24.1% 3.1% -0.7% 38.5M -506.1M -3.1M 1.59 8.57 N/A N/A 5,717 9,113 76,468 122,792 2023-06-14 $214.78 $200.00 20.4% 6.2% 26.6% 1.8% 21.4% 2.8% 1.3% 32.5M -440.0M -3.1M 0.16 21.09 N/A N/A 20,168 3,161 78,071 121,227 2023-06-15 $219.49 $200.00 20.2% 5.8% 24.4% 1.0% 21.0% 2.6% 0.1% 75.1M -646.2M -3.2M 0.14 16.92 N/A N/A 22,277 3,185 85,157 122,280 2023-06-16 $217.76 $200.00 19.4% 5.6% 24.6% 0.0% 20.9% 2.7% 0.3% 34.3M -526.1M -3.1M 0.37 13.41 N/A N/A 7,301 2,681 86,057 123,056 2023-06-20 $215.97 $200.00 20.1% 5.8% 24.4% 3.3% 21.3% 2.9% 1.0% 22.8M -296.8M -3.0M 1.02 14.34 N/A N/A 2,882 2,934 63,163 49,446 2023-06-21 $214.23 $200.00 19.6% 5.6% 24.2% 0.8% 20.3% 2.8% 1.2% 16.6M -245.2M -3.0M 1.32 10.83 N/A N/A 3,585 4,715 64,121 51,130 2023-06-22 $215.00 $200.00 19.6% 5.5% 23.4% 0.9% 21.1% 2.6% 1.2% 17.5M -263.8M -3.2M 0.71 7.36 N/A N/A 4,082 2,890 66,541 54,542 2023-06-23 $215.40 $210.00 19.9% 5.6% 22.2% 2.3% 21.4% 2.2% 1.1% 18.7M -312.0M -3.2M 1.12 15.08 N/A N/A 3,075 3,451 68,922 56,242 2023-06-26 $218.42 $210.00 20.6% 5.8% 22.1% 5.0% 21.2% 2.8% -0.0% 24.2M -371.8M -3.2M 1.18 14.18 N/A N/A 3,180 3,759 65,786 56,328 2023-06-27 $223.82 $210.00 20.2% 5.5% 22.6% 3.6% 20.8% 2.5% -0.0% 37.4M -542.1M -3.2M 0.70 15.12 N/A N/A 4,924 3,433 67,446 58,033 2023-06-28 $222.57 $210.00 20.2% 5.5% 22.7% 3.3% 19.8% 2.6% -0.2% 37.8M -509.2M -3.3M 1.05 16.33 N/A N/A 3,073 3,218 69,449 59,348 2023-06-29 $222.37 $210.00 20.2% 5.3% 20.7% 3.4% 18.5% 2.9% -0.1% 38.5M -509.5M -3.2M 0.46 16.95 N/A N/A 4,086 1,867 70,383 60,813 2023-06-30 $226.00 $210.00 19.4% 5.3% 21.0% 0.2% 18.8% 2.2% -0.1% 48.3M -652.1M -3.3M 0.28 10.39 N/A N/A 14,683 4,112 72,602 61,368
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