LOW Options History — July 2023 In July 2023, LOW traded between $221.73 and $235.14. ATM implied volatility averaged 21.7%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.4% (HV 20d: 19.2%). Max pain ranged from $210.00 to $230.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.04.
Notable Days 2023-07-24 : Highest Volume — 25,184 contracts2023-07-24 : Largest IV spike — 11.5% change2023-07-27 : Highest IV Rank — 29.3%2023-07-19 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $230.17 $221.73 $235.14 $225.06 $233.12 Max Pain $223.50 $210.00 $230.00 $210.00 $230.00 ATM IV 21.7% 18.7% 26.0% 18.9% 25.7% Expected Move 5.7% 5.1% 6.0% 5.1% 5.8% HV 20d 19.2% 16.8% 21.4% 19.3% 16.8% HV 60d 22.1% 20.9% 23.0% 21.8% 21.1% IV Rank 11.6% 0.0% 29.3% 0.0% 28.2% IV Percentile 9.6% 0.0% 22.6% 0.0% 21.8% Term Structure 1.1% -1.5% 5.2% 0.1% -1.4% VWIV 20.3% 18.1% 22.7% 18.2% 20.4% Skew 25d 3.1% 2.6% 3.6% 2.6% 3.4% Skew 10d 5.9% 5.0% 6.7% 5.0% 5.7% Call IV 25d 20.6% 18.1% 24.7% 18.1% 23.9% Put IV 25d 23.7% 20.7% 28.2% 20.7% 27.3% Bid-Ask Spread % 18.65 8.19 28.51 11.95 14.40 Gamma HHI 0.17 0.11 0.51 0.15 0.13 Net GEX 37.8M 8.3M 82.2M 48.3M 8.3M Net DEX -550.7M -833.8M -337.2M -566.4M -337.2M Net VEX -3.3M -3.5M -3.1M -3.2M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.27 3.52 0.41 0.97 Total Volume 8,613.25 3,512 25,184 4,043 4,377 Total OI 137,595.95 109,056 154,699 132,198 116,694
Daily Data (20 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 2023-07-03 $225.06 $210.00 18.9% 5.1% 19.3% 0.0% 18.2% 2.6% 0.1% 48.3M -566.4M -3.2M 0.41 11.95 N/A N/A 2,860 1,183 72,381 59,817 2023-07-05 $225.67 $210.00 18.9% 5.1% 18.3% 0.0% 18.1% 2.8% 0.2% 50.3M -580.8M -3.1M 0.90 9.97 N/A N/A 2,566 2,301 72,542 60,262 2023-07-06 $221.73 $220.00 20.3% 6.0% 19.9% 5.9% 22.7% 3.1% 0.1% 33.5M -414.0M -3.2M 3.52 25.54 N/A N/A 4,304 15,148 72,902 63,283 2023-07-07 $221.82 $220.00 19.8% 5.9% 19.1% 3.8% 20.7% 2.7% 0.2% 17.0M -351.0M -3.4M 1.03 24.63 N/A N/A 2,978 3,061 73,705 74,322 2023-07-10 $228.73 $220.00 20.3% 6.0% 21.4% 5.9% 21.4% 3.0% 0.6% 36.4M -610.8M -3.5M 2.04 22.59 N/A N/A 3,665 7,495 69,673 73,489 2023-07-11 $229.82 $220.00 19.9% 5.9% 21.2% 4.2% 20.1% 2.9% 0.5% 39.9M -661.0M -3.4M 0.60 28.51 N/A N/A 3,781 2,264 71,038 79,537 2023-07-12 $232.87 $220.00 18.7% 5.8% 20.6% 0.0% 20.1% 2.8% 1.6% 44.4M -764.4M -3.4M 0.99 21.30 N/A N/A 4,482 4,431 70,777 80,592 2023-07-13 $229.53 $220.00 19.6% 5.8% 21.2% 3.7% 20.2% 2.8% 0.6% 35.8M -622.1M -3.4M 0.92 17.83 N/A N/A 3,298 3,028 72,133 81,886 2023-07-14 $228.96 $220.00 19.2% 5.6% 20.8% 1.9% 20.5% 2.9% 0.7% 33.7M -589.7M -3.4M 0.87 19.45 N/A N/A 2,665 2,324 72,324 82,375 2023-07-17 $228.37 $220.00 20.1% 5.8% 19.7% 5.6% 20.5% 3.3% 4.9% 34.9M -552.7M -3.3M 0.65 18.45 N/A N/A 2,130 1,382 70,230 78,418 2023-07-18 $230.02 $220.00 20.2% 5.8% 19.4% 5.9% 20.6% 3.3% 4.9% 39.8M -618.1M -3.2M 0.46 20.34 N/A N/A 2,827 1,306 70,465 78,941 2023-07-19 $231.04 $230.00 21.1% 6.0% 18.9% 9.4% 20.9% 3.4% 4.8% 43.0M -665.9M -3.2M 0.34 22.24 N/A N/A 4,231 1,445 71,009 79,490 2023-07-20 $230.75 $230.00 21.4% 5.9% 18.5% 10.9% 20.8% 3.1% 5.2% 48.9M -645.4M -3.3M 0.84 20.36 N/A N/A 2,797 2,359 72,506 79,968 2023-07-21 $234.72 $230.00 21.9% 5.8% 19.1% 12.9% 20.3% 2.9% 4.8% 39.1M -833.8M -3.1M 0.49 17.27 N/A N/A 9,048 4,446 73,165 81,326 2023-07-24 $234.14 $230.00 24.4% 5.7% 19.3% 23.1% 20.5% 3.5% -1.0% 29.9M -474.1M -3.2M 0.27 12.77 N/A N/A 19,836 5,348 54,189 54,867 2023-07-25 $233.91 $230.00 25.0% 5.7% 19.0% 25.3% 20.1% 3.2% -1.3% 29.4M -430.3M -3.4M 0.79 8.19 N/A N/A 4,007 3,166 55,042 58,698 2023-07-26 $233.44 $230.00 25.8% 5.8% 17.4% 28.4% 20.0% 3.6% -1.0% 28.0M -418.9M -3.4M 0.61 21.15 N/A N/A 3,608 2,213 55,400 59,604 2023-07-27 $234.55 $230.00 26.0% 5.6% 17.1% 29.3% 20.3% 3.5% -1.3% 32.2M -444.3M -3.4M 3.18 16.37 N/A N/A 4,377 13,935 56,183 61,008 2023-07-28 $235.14 $230.00 25.6% 5.5% 17.1% 28.0% 19.5% 3.2% -1.5% 82.2M -433.2M -3.5M 0.83 19.62 N/A N/A 4,147 3,446 56,736 64,942 2023-07-31 $233.12 $230.00 25.7% 5.8% 16.8% 28.2% 20.4% 3.4% -1.4% 8.3M -337.2M -3.5M 0.97 14.40 N/A N/A 2,220 2,157 53,186 63,508
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