LOW Options History — October 2023 In October 2023, LOW traded between $182.99 and $205.63. ATM implied volatility averaged 27.3%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 6.5% (HV 20d: 20.8%). Max pain ranged from $200.00 to $212.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 3.78.
Notable Days 2023-10-18 : Highest Volume — 50,588 contracts2023-10-12 : Largest IV spike — 12.0% change2023-10-26 : Highest IV Rank — 64.1%2023-10-27 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $194.58 $182.99 $205.63 $205.63 $190.58 Max Pain $201.59 $200.00 $212.50 $212.50 $200.00 ATM IV 27.3% 22.0% 33.7% 23.8% 31.6% Expected Move 7.6% 6.8% 8.5% 6.8% 7.9% HV 20d 20.8% 18.3% 23.5% 21.6% 21.5% HV 60d 20.5% 19.5% 21.9% 20.3% 21.9% IV Rank 40.4% 20.7% 64.1% 27.5% 56.1% IV Percentile 47.8% 22.2% 85.3% 25.8% 75.0% Term Structure 0.5% -1.7% 3.2% -0.2% -1.0% VWIV 26.3% 20.2% 29.6% 20.2% 27.8% Skew 25d 4.3% 3.5% 5.2% 4.1% 4.5% Skew 10d 8.1% 6.6% 9.3% 8.5% 8.1% Call IV 25d 25.6% 21.3% 32.0% 22.0% 29.3% Put IV 25d 30.0% 24.7% 37.2% 26.1% 33.8% Bid-Ask Spread % 16.84 9.83 25.88 12.13 16.34 Gamma HHI 0.20 0.08 0.62 0.16 0.09 Net GEX -33.3M -77.0M -9.2M -33.2M -9.2M Net DEX 429.6M 196.2M 647.5M 310.4M 196.2M Net VEX -2.8M -3.2M -2.5M -3.2M -2.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.78 0.88 12.09 3.42 1.36 Total Volume 14,865.045 5,282 50,588 11,436 5,282 Total OI 138,079.455 100,246 157,786 145,812 112,523
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 2023-10-02 $205.63 $212.50 23.8% 6.8% 21.6% 27.5% 20.2% 4.1% -0.2% -33.2M 310.4M -3.2M 3.42 12.13 N/A N/A 2,589 8,847 60,480 85,332 2023-10-03 $200.05 $212.50 26.7% 7.7% 22.9% 38.1% 27.9% 4.8% -0.5% -36.7M 508.1M -3.2M 4.53 9.83 N/A N/A 4,101 18,570 61,621 87,241 2023-10-04 $199.26 $210.00 24.9% 7.1% 22.9% 31.5% 24.7% 4.3% -0.3% -38.4M 506.2M -3.2M 1.61 11.28 N/A N/A 2,591 4,166 63,610 88,041 2023-10-05 $200.06 $200.00 24.5% 7.2% 21.4% 29.9% 25.1% 4.2% 0.2% -37.4M 462.8M -3.1M 1.47 25.88 N/A N/A 2,758 4,062 64,666 87,320 2023-10-06 $200.13 $200.00 23.6% 7.0% 21.5% 26.7% 24.5% 3.8% 0.2% -55.7M 458.1M -3.2M 2.47 23.19 N/A N/A 2,470 6,098 66,235 89,383 2023-10-09 $200.50 $200.00 24.4% 7.2% 21.5% 29.7% 25.1% 4.1% 0.8% -38.2M 404.3M -3.0M 0.88 13.21 N/A N/A 3,459 3,039 63,738 86,807 2023-10-10 $202.51 $200.00 22.4% 7.0% 22.3% 22.1% 24.4% 3.6% 2.0% -36.5M 326.4M -3.0M 1.87 15.57 N/A N/A 2,732 5,115 64,918 88,416 2023-10-11 $203.16 $200.00 22.0% 6.9% 22.5% 20.7% 24.1% 3.5% 2.1% -34.2M 292.0M -3.0M 9.67 19.75 N/A N/A 2,824 27,305 65,919 89,831 2023-10-12 $197.06 $200.00 24.7% 7.3% 23.5% 30.5% 25.0% 4.0% 0.8% -46.8M 568.3M -2.9M 4.89 18.89 N/A N/A 3,068 14,990 66,761 90,724 2023-10-13 $195.04 $200.00 25.2% 7.4% 18.3% 32.7% 25.1% 4.0% 1.1% -42.0M 628.3M -2.8M 3.99 17.56 N/A N/A 3,391 13,536 67,865 89,921 2023-10-16 $198.05 $200.00 23.8% 6.9% 19.7% 27.5% 24.7% 3.6% 3.2% -48.0M 454.7M -2.8M 8.79 22.72 N/A N/A 2,619 23,015 65,716 86,615 2023-10-17 $197.66 $200.00 24.1% 6.9% 19.6% 28.5% 24.6% 3.8% 3.2% -34.4M 395.1M -2.8M 7.07 19.25 N/A N/A 1,818 12,858 66,645 78,863 2023-10-18 $193.66 $200.00 26.7% 7.7% 20.0% 38.0% 27.9% 4.3% 2.4% -37.6M 549.3M -2.6M 12.09 19.98 N/A N/A 3,865 46,723 67,358 81,006 2023-10-19 $189.97 $200.00 28.7% 8.1% 20.1% 45.6% 28.3% 4.6% 2.7% -43.1M 647.5M -2.5M 3.56 17.74 N/A N/A 3,053 10,869 68,448 81,230 2023-10-20 $190.36 $200.00 29.2% 8.1% 20.2% 47.2% 28.0% 4.3% 3.1% -77.0M 613.3M -2.5M 1.20 21.51 N/A N/A 5,798 6,964 69,101 80,904 2023-10-23 $188.65 $200.00 30.9% 8.2% 19.6% 53.6% 27.9% 5.1% -1.1% -15.3M 376.0M -2.5M 1.04 13.35 N/A N/A 5,125 5,345 46,790 53,456 2023-10-24 $186.03 $200.00 31.7% 8.0% 19.4% 56.6% 26.6% 5.2% -1.3% -15.3M 405.9M -2.5M 0.97 15.09 N/A N/A 5,013 4,851 50,195 55,634 2023-10-25 $186.09 $200.00 32.9% 8.2% 19.4% 60.9% 28.9% 4.5% -1.4% -13.4M 338.3M -2.5M 8.28 16.11 N/A N/A 2,531 20,969 52,754 54,091 2023-10-26 $185.04 $200.00 33.7% 8.5% 19.0% 64.1% 29.6% 4.8% -1.6% -14.2M 351.0M -2.6M 1.10 14.76 N/A N/A 3,116 3,429 53,974 58,769 2023-10-27 $182.99 $200.00 33.4% 8.5% 18.9% 62.7% 28.8% 5.2% -1.7% -14.8M 402.1M -2.5M 1.75 11.74 N/A N/A 4,358 7,626 54,979 59,869 2023-10-30 $188.26 $200.00 32.3% 8.2% 22.5% 58.6% 28.4% 5.1% -1.0% -11.4M 257.3M -2.6M 1.10 14.59 N/A N/A 2,906 3,187 51,563 58,436 2023-10-31 $190.58 $200.00 31.6% 7.9% 21.5% 56.1% 27.8% 4.5% -1.0% -9.2M 196.2M -2.7M 1.36 16.34 N/A N/A 2,238 3,044 52,831 59,692
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