LOW Options History — November 2023 In November 2023, LOW traded between $190.97 and $205.56. ATM implied volatility averaged 25.9%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 1.5% (HV 20d: 24.3%). Max pain ranged from $185.00 to $200.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.63.
Notable Days 2023-11-21 : Highest Volume — 53,825 contracts2023-11-21 : Largest IV drop — 26.8% change2023-11-09 : Highest IV Rank — 55.2%2023-11-09 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $197.84 $190.97 $205.56 $190.97 $198.12 Max Pain $195.71 $185.00 $200.00 $200.00 $197.50 ATM IV 25.9% 18.6% 31.3% 31.2% 18.6% Expected Move 7.3% 5.4% 8.7% 7.8% 5.8% HV 20d 24.3% 20.9% 27.7% 21.5% 25.6% HV 60d 23.0% 21.9% 24.4% 21.9% 23.7% IV Rank 37.6% 11.2% 55.2% 54.8% 11.2% IV Percentile 42.1% 4.0% 74.6% 71.4% 4.0% Term Structure -0.8% -2.1% 0.3% -1.1% 0.2% VWIV 26.4% 19.5% 31.9% 27.3% 20.8% Skew 25d 3.3% 1.8% 4.7% 4.7% 2.4% Skew 10d 6.7% 3.8% 8.9% 8.7% 5.3% Call IV 25d 24.5% 18.1% 29.4% 28.9% 18.1% Put IV 25d 27.8% 20.2% 33.9% 33.6% 20.5% Bid-Ask Spread % 37.53 11.39 59.45 14.08 15.90 Gamma HHI 0.11 0.07 0.15 0.09 0.14 Net GEX -9.1M -33.1M 12.9M -9.7M -31.9M Net DEX 70.8M -212.1M 250.4M 190.2M 145.4M Net VEX -2.7M -2.8M -2.5M -2.7M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.63 0.57 3.75 2.02 1.21 Total Volume 13,208.048 4,396 53,825 7,571 9,285 Total OI 127,319.571 109,803 140,825 114,673 126,263
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 2023-11-01 $190.97 $200.00 31.2% 7.8% 21.5% 54.8% 27.3% 4.7% -1.1% -9.7M 190.2M -2.7M 2.02 14.08 N/A N/A 2,509 5,062 53,337 61,336 2023-11-02 $194.06 $185.00 29.9% 8.2% 22.4% 50.1% 28.3% 4.2% -1.1% -7.1M 102.9M -2.7M 0.77 23.16 N/A N/A 5,695 4,383 54,338 63,189 2023-11-03 $195.12 $195.00 29.8% 8.1% 22.5% 49.4% 29.8% 4.1% -1.2% 4.8M 63.4M -2.7M 0.72 29.26 N/A N/A 7,381 5,335 57,224 65,841 2023-11-06 $193.60 $195.00 30.1% 8.2% 22.6% 50.6% 29.7% 3.9% -1.2% -7.4M 149.2M -2.7M 1.46 24.03 N/A N/A 1,784 2,612 55,746 66,197 2023-11-07 $194.10 $195.00 29.5% 8.1% 22.3% 48.5% 28.6% 3.8% -1.1% -6.9M 140.0M -2.7M 0.96 31.07 N/A N/A 2,266 2,182 56,440 67,632 2023-11-08 $195.03 $195.00 29.6% 8.2% 22.3% 48.7% 28.2% 3.8% -0.9% -4.2M 108.9M -2.7M 0.57 20.14 N/A N/A 2,952 1,696 57,082 68,217 2023-11-09 $191.00 $195.00 31.3% 8.7% 20.9% 55.2% 31.9% 4.5% -1.3% -16.3M 250.4M -2.6M 3.75 24.85 N/A N/A 2,458 9,209 58,154 68,592 2023-11-10 $194.31 $195.00 29.6% 8.3% 21.6% 48.7% 31.3% 4.0% -1.1% 2.5M 181.4M -2.8M 0.94 48.03 N/A N/A 4,799 4,527 58,458 75,589 2023-11-13 $193.65 $195.00 30.6% 8.6% 20.9% 52.4% 31.5% 4.1% -1.3% -20.3M 224.9M -2.7M 1.70 48.68 N/A N/A 3,618 6,153 56,007 72,841 2023-11-14 $202.48 $195.00 28.9% 8.2% 26.4% 46.3% 31.8% 3.2% -1.2% -227.8K -97.6M -2.8M 1.34 50.56 N/A N/A 7,465 9,982 57,974 76,412 2023-11-15 $205.56 $195.00 27.3% 7.8% 25.6% 40.4% 29.3% 3.2% -0.6% 12.9M -212.1M -2.8M 0.85 50.02 N/A N/A 5,118 4,374 59,964 76,864 2023-11-16 $202.16 $195.00 28.0% 8.1% 25.3% 45.6% 28.0% 3.2% -1.3% -3.9M -101.5M -2.7M 1.10 57.63 N/A N/A 3,067 3,374 61,390 77,624 2023-11-17 $203.85 $195.00 27.4% 8.0% 25.3% 55.1% 28.1% 3.0% -2.1% 1.8M -172.9M -2.7M 1.25 53.98 N/A N/A 4,335 5,419 62,009 77,708 2023-11-20 $204.73 $195.00 26.8% 8.0% 24.9% 52.1% 29.9% 2.7% -1.2% 1.6M -50.6M -2.7M 1.11 49.19 N/A N/A 14,751 16,384 48,251 61,552 2023-11-21 $197.88 $200.00 19.6% 5.7% 27.7% 16.0% 20.4% 2.2% -0.0% -15.9M 141.2M -2.6M 1.89 49.07 N/A N/A 18,650 35,175 57,630 71,447 2023-11-22 $198.19 $197.50 19.1% 5.5% 27.7% 13.4% 19.9% 1.8% -0.3% -33.1M 167.0M -2.6M 1.21 31.05 N/A N/A 5,845 7,075 59,487 79,827 2023-11-24 $199.25 $197.50 18.8% 5.4% 27.5% 11.8% 19.5% 1.9% -0.5% -23.8M 113.1M -2.6M 3.52 59.45 N/A N/A 2,314 8,148 60,780 80,045 2023-11-27 $200.25 $197.50 18.9% 5.6% 26.9% 12.6% 20.1% 2.6% 0.3% -10.2M 44.8M -2.5M 1.10 40.67 N/A N/A 6,017 6,601 50,914 66,254 2023-11-28 $200.37 $197.50 19.0% 5.7% 25.4% 13.0% 20.0% 2.4% 0.3% -7.3M 43.7M -2.6M 3.29 55.95 N/A N/A 2,652 8,735 54,401 67,237 2023-11-29 $199.97 $197.50 19.0% 5.7% 25.3% 13.2% 20.1% 2.5% 0.1% -16.2M 54.5M -2.6M 3.40 11.39 N/A N/A 4,091 13,891 54,525 68,933 2023-11-30 $198.12 $197.50 18.6% 5.8% 25.6% 11.2% 20.8% 2.4% 0.2% -31.9M 145.4M -2.6M 1.21 15.90 N/A N/A 4,195 5,090 55,876 70,387
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