LOW Options History — August 2023 In August 2023, LOW traded between $217.79 and $232.51. ATM implied volatility averaged 24.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 8.3% (HV 20d: 16.6%). Max pain ranged from $230.00 to $230.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.41.
Notable Days 2023-08-22 : Highest Volume — 40,944 contracts2023-08-22 : Largest IV drop — 16.1% change2023-08-08 : Highest IV Rank — 39.6%2023-08-17 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $224.25 $217.79 $232.51 $232.51 $230.99 Max Pain $230.00 $230.00 $230.00 $230.00 $230.00 ATM IV 24.9% 18.1% 28.5% 25.3% 18.1% Expected Move 6.8% 4.8% 8.0% 5.7% 4.8% HV 20d 16.6% 12.2% 21.3% 16.7% 20.9% HV 60d 20.1% 18.9% 21.1% 20.8% 19.0% IV Rank 25.0% 0.0% 39.6% 26.7% 0.0% IV Percentile 22.7% 0.0% 36.9% 19.8% 0.0% Term Structure -0.5% -1.7% 0.5% -1.4% 0.5% VWIV 24.0% 17.0% 28.7% 20.1% 17.0% Skew 25d 3.3% 2.9% 3.8% 3.1% 2.9% Skew 10d 6.0% 4.9% 7.1% 5.8% 4.9% Call IV 25d 23.5% 16.4% 27.1% 24.2% 16.4% Put IV 25d 26.8% 19.3% 30.5% 27.3% 19.3% Bid-Ask Spread % 18.69 4.03 36.75 11.46 4.03 Gamma HHI 0.12 0.07 0.34 0.13 0.17 Net GEX 623.2K -67.2M 31.8M 6.8M 31.8M Net DEX -153.5M -473.4M 187.0M -309.5M -469.8M Net VEX -3.4M -3.6M -3.2M -3.6M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.41 0.63 3.80 1.07 0.91 Total Volume 11,644.522 3,430 40,944 3,430 5,172 Total OI 131,519.348 115,442 148,567 118,761 135,107
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 2023-08-01 $232.51 $230.00 25.3% 5.7% 16.7% 26.7% 20.1% 3.1% -1.4% 6.8M -309.5M -3.6M 1.07 11.46 N/A N/A 1,653 1,777 54,356 64,405 2023-08-02 $229.64 $230.00 27.3% 6.4% 17.4% 34.7% 22.8% 3.1% -1.4% 3.0M -230.9M -3.6M 0.72 19.53 N/A N/A 6,103 4,394 54,889 64,736 2023-08-03 $227.19 $230.00 28.1% 7.4% 16.6% 37.9% 25.7% 3.3% -1.7% -903.3K -137.9M -3.6M 0.82 36.75 N/A N/A 3,507 2,859 56,892 66,732 2023-08-04 $223.06 $230.00 27.7% 7.7% 18.0% 36.2% 26.3% 3.1% -1.7% -4.9M -26.2M -3.6M 1.26 32.58 N/A N/A 2,945 3,697 58,061 66,904 2023-08-07 $222.86 $230.00 27.2% 7.8% 14.0% 34.2% 26.3% 3.3% 0.4% -1.6M -46.3M -3.6M 0.63 19.57 N/A N/A 2,343 1,465 56,574 65,198 2023-08-08 $221.06 $230.00 28.5% 7.9% 14.0% 39.6% 28.3% 3.5% -0.6% -2.2M -9.5M -3.5M 1.89 28.86 N/A N/A 2,992 5,645 57,869 65,661 2023-08-09 $219.89 $230.00 28.3% 7.9% 12.8% 38.7% 27.6% 3.7% -1.0% -4.1M 8.0M -3.5M 1.80 18.69 N/A N/A 1,795 3,225 59,508 67,240 2023-08-10 $220.38 $230.00 28.3% 7.9% 12.2% 38.9% 27.8% 3.4% -0.9% -5.5M -17.4M -3.5M 1.39 26.91 N/A N/A 2,953 4,090 59,894 67,101 2023-08-11 $223.84 $230.00 27.7% 7.9% 13.7% 36.4% 27.5% 2.9% -0.2% 4.4M -141.9M -3.5M 1.28 35.07 N/A N/A 3,929 5,042 61,291 68,778 2023-08-14 $225.73 $230.00 27.8% 7.8% 14.1% 36.8% 27.9% 3.4% -0.2% 9.2M -202.5M -3.5M 0.85 18.56 N/A N/A 6,475 5,517 60,163 67,108 2023-08-15 $223.62 $230.00 28.0% 8.0% 14.1% 37.5% 25.4% 3.3% -1.4% 5.5M -117.7M -3.4M 2.88 25.37 N/A N/A 5,019 14,445 62,212 69,806 2023-08-16 $222.40 $230.00 27.9% 8.0% 14.0% 37.0% 28.7% 3.2% -0.6% -26.2M -26.2M -3.5M 0.69 15.53 N/A N/A 4,396 3,016 63,964 79,662 2023-08-17 $217.79 $230.00 27.9% 8.0% 15.5% 37.1% 27.5% 3.4% -0.7% -67.2M 187.0M -3.4M 3.80 26.15 N/A N/A 3,719 14,128 64,552 79,217 2023-08-18 $219.54 $230.00 27.0% 7.8% 14.3% 33.4% 27.0% 3.1% -0.9% -33.9M 12.4M -3.4M 3.28 25.01 N/A N/A 3,873 12,700 65,658 71,476 2023-08-21 $218.37 $230.00 26.1% 7.7% 14.3% 29.7% 26.1% 3.6% -0.5% -110.0K -57.9M -3.3M 1.25 9.82 N/A N/A 14,235 17,850 54,738 60,704 2023-08-22 $225.34 $230.00 21.9% 6.2% 18.9% 12.8% 22.1% 3.8% 0.2% 17.8M -294.3M -3.3M 0.74 12.18 N/A N/A 23,474 17,470 64,483 74,047 2023-08-23 $226.96 $230.00 20.9% 5.7% 19.2% 8.9% 20.5% 3.6% 0.0% 20.6M -328.6M -3.4M 0.98 11.63 N/A N/A 6,014 5,873 67,363 79,513 2023-08-24 $223.51 $230.00 21.0% 6.0% 19.7% 9.0% 20.4% 3.3% 0.4% 5.1M -196.0M -3.4M 0.86 14.06 N/A N/A 6,483 5,555 67,713 80,201 2023-08-25 $223.18 $230.00 19.4% 5.5% 19.6% 2.7% 20.1% 3.2% 0.4% 2.2M -183.4M -3.4M 2.04 16.83 N/A N/A 4,023 8,217 68,672 79,895 2023-08-28 $222.66 $230.00 19.7% 5.6% 19.4% 3.9% 21.1% 3.2% 0.5% 4.0M -161.3M -3.3M 1.48 9.19 N/A N/A 2,505 3,703 60,440 68,536 2023-08-29 $226.47 $230.00 19.3% 4.9% 20.6% 2.2% 17.9% 3.5% 0.1% 18.9M -306.5M -3.2M 0.68 5.32 N/A N/A 2,821 1,919 61,134 70,356 2023-08-30 $230.66 $230.00 18.7% 5.0% 21.3% 0.0% 17.4% 3.4% -0.6% 31.6M -473.4M -3.2M 1.18 6.80 N/A N/A 4,032 4,776 61,447 70,689 2023-08-31 $230.99 $230.00 18.1% 4.8% 20.9% 0.0% 17.0% 2.9% 0.5% 31.8M -469.8M -3.3M 0.91 4.03 N/A N/A 2,708 2,464 62,122 72,985
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