LOW Options History — December 2023 In December 2023, LOW traded between $203.93 and $225.84. ATM implied volatility averaged 19.2%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 7.1% (HV 20d: 26.3%). Max pain ranged from $197.50 to $210.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.22.
Notable Days 2023-12-01 : Highest Volume — 26,955 contracts2023-12-12 : Largest IV drop — 7.5% change2023-12-26 : Highest IV Rank — 19.6%2023-12-26 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $216.62 $203.93 $225.84 $203.93 $222.54 Max Pain $204.38 $197.50 $210.00 $197.50 $210.00 ATM IV 19.2% 18.3% 20.3% 18.5% 18.7% Expected Move 5.5% 5.1% 5.7% 5.6% 5.1% HV 20d 26.3% 23.9% 28.6% 26.9% 24.5% HV 60d 24.5% 22.7% 25.5% 24.3% 24.1% IV Rank 14.2% 9.3% 19.6% 10.5% 11.4% IV Percentile 11.1% 3.6% 23.8% 4.0% 6.3% Term Structure 0.2% -0.8% 0.9% -0.1% 0.4% VWIV 19.7% 18.0% 21.7% 20.3% 18.0% Skew 25d 2.0% 1.3% 2.8% 2.3% 2.6% Skew 10d 4.3% 3.3% 6.1% 5.4% 5.4% Call IV 25d 18.6% 17.8% 20.0% 17.8% 18.3% Put IV 25d 20.6% 19.7% 22.2% 20.1% 20.9% Bid-Ask Spread % 50.76 18.69 64.82 41.49 52.21 Gamma HHI 0.12 0.11 0.14 0.12 0.12 Net GEX 14.1M 163.2K 22.1M 13.0M 21.3M Net DEX -277.2M -562.1M -80.4M -107.4M -274.3M Net VEX -2.8M -3.0M -2.6M -2.6M -3.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.48 4.01 4.01 1.75 Total Volume 7,898.5 3,104 26,955 26,955 6,113 Total OI 119,324.75 105,790 132,239 127,458 116,509
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 2023-12-01 $203.93 $197.50 18.5% 5.6% 26.9% 10.5% 20.3% 2.3% -0.1% 13.0M -107.4M -2.6M 4.01 41.49 N/A N/A 5,379 21,576 56,902 70,556 2023-12-04 $207.44 $200.00 19.8% 5.6% 27.4% 17.2% 20.0% 2.1% 0.2% 4.1M -135.7M -2.7M 0.98 45.67 N/A N/A 6,992 6,839 51,269 69,206 2023-12-05 $205.68 $200.00 19.7% 5.6% 27.4% 16.6% 19.7% 2.4% 0.3% 163.2K -80.4M -2.7M 0.93 64.80 N/A N/A 3,047 2,825 52,967 71,213 2023-12-06 $208.75 $200.00 19.2% 5.6% 27.8% 13.8% 19.9% 2.1% 0.2% 11.8M -184.5M -2.7M 0.77 57.17 N/A N/A 2,854 2,201 54,157 71,700 2023-12-07 $208.01 $200.00 18.8% 5.5% 27.9% 12.0% 19.7% 1.8% 0.4% 8.5M -154.1M -2.7M 0.93 57.31 N/A N/A 1,609 1,495 53,910 72,449 2023-12-08 $208.09 $200.00 18.4% 5.4% 26.4% 10.2% 19.5% 1.8% 0.6% 8.1M -156.7M -2.7M 1.20 51.08 N/A N/A 2,310 2,778 54,392 72,714 2023-12-11 $206.62 $200.00 19.7% 5.4% 26.2% 16.7% 19.7% 1.9% -0.8% 3.9M -87.5M -2.7M 0.81 18.69 N/A N/A 3,304 2,684 52,473 69,775 2023-12-12 $208.28 $200.00 18.3% 5.2% 26.2% 9.3% 19.6% 1.8% -0.1% 9.2M -143.9M -2.6M 0.94 55.74 N/A N/A 2,935 2,756 53,441 71,059 2023-12-13 $215.12 $200.00 18.9% 5.3% 23.9% 12.7% 19.4% 1.9% -0.7% 20.6M -330.3M -2.6M 0.52 57.00 N/A N/A 6,016 3,121 54,145 71,508 2023-12-14 $225.84 $200.00 19.7% 5.5% 28.6% 16.5% 20.3% 1.9% -0.4% 17.7M -562.1M -2.6M 0.48 64.82 N/A N/A 11,130 5,385 54,157 72,099 2023-12-15 $225.57 $200.00 18.8% 5.3% 27.6% 11.8% 19.4% 1.3% -0.3% 21.8M -560.7M -2.7M 0.78 52.59 N/A N/A 5,720 4,453 57,519 74,720 2023-12-18 $224.11 $210.00 18.7% 5.4% 27.9% 11.6% 19.1% 1.9% 0.8% 19.9M -375.0M -2.8M 1.45 51.88 N/A N/A 3,445 5,004 51,384 54,406 2023-12-19 $225.21 $210.00 18.6% 5.3% 27.9% 11.1% 18.9% 1.7% 0.9% 22.1M -423.5M -2.9M 1.14 50.23 N/A N/A 2,599 2,956 53,473 56,528 2023-12-20 $222.60 $210.00 19.7% 5.7% 24.7% 16.6% 20.1% 2.1% 0.0% 17.1M -346.3M -2.9M 0.72 49.17 N/A N/A 3,472 2,511 54,017 57,528 2023-12-21 $223.20 $210.00 19.8% 5.7% 24.7% 17.2% 19.9% 1.7% 0.6% 18.0M -355.6M -2.9M 0.88 51.15 N/A N/A 2,500 2,191 53,882 58,282 2023-12-22 $223.14 $210.00 19.6% 5.5% 24.8% 16.1% 19.2% 1.7% 0.8% 17.3M -362.8M -2.9M 1.54 51.24 N/A N/A 2,494 3,834 55,315 59,424 2023-12-26 $222.82 $210.00 20.3% 5.7% 24.9% 19.6% 21.7% 2.3% 0.0% 15.6M -305.3M -2.9M 1.57 38.29 N/A N/A 1,307 2,046 53,141 56,830 2023-12-27 $222.36 $210.00 20.1% 5.4% 25.0% 18.7% 19.2% 2.0% 0.1% 15.6M -297.0M -2.8M 1.24 49.06 N/A N/A 1,891 2,338 53,777 56,981 2023-12-28 $223.10 $210.00 19.2% 5.3% 24.9% 14.0% 19.5% 2.8% 0.4% 16.2M -300.3M -2.9M 1.72 55.58 N/A N/A 2,156 3,704 54,441 58,246 2023-12-29 $222.54 $210.00 18.7% 5.1% 24.5% 11.4% 18.0% 2.6% 0.4% 21.3M -274.3M -3.0M 1.75 52.21 N/A N/A 2,220 3,893 55,295 61,214
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