LOW Options History — January 2024 In January 2024, LOW traded between $210.77 and $220.13. ATM implied volatility averaged 21.6%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 0.6% (HV 20d: 21.0%). Max pain ranged from $210.00 to $220.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.94.
Notable Days 2024-01-23 : Highest Volume — 11,348 contracts2024-01-29 : Largest IV spike — 11.1% change2024-01-31 : Highest IV Rank — 54.1%2024-01-31 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $215.81 $210.77 $220.13 $218.68 $212.95 Max Pain $219.05 $210.00 $220.00 $210.00 $220.00 ATM IV 21.6% 19.0% 27.2% 20.2% 27.2% Expected Move 6.0% 5.5% 6.8% 5.6% 6.8% HV 20d 21.0% 15.7% 26.3% 24.2% 19.6% HV 60d 24.1% 23.3% 25.4% 24.4% 23.6% IV Rank 26.2% 12.9% 54.1% 19.2% 54.1% IV Percentile 33.3% 10.3% 63.5% 25.0% 63.5% Term Structure 0.8% -1.2% 3.3% 0.1% -0.5% VWIV 21.0% 19.9% 23.5% 19.9% 23.5% Skew 25d 2.4% 1.8% 3.1% 2.2% 2.6% Skew 10d 5.2% 1.2% 7.7% 5.2% 5.4% Call IV 25d 20.7% 18.3% 26.1% 19.8% 26.1% Put IV 25d 23.1% 20.4% 28.7% 22.0% 28.7% Bid-Ask Spread % 29.28 10.92 66.00 50.45 66.00 Gamma HHI 0.19 0.07 0.66 0.10 0.07 Net GEX -1.8M -94.2M 85.9M 6.9M -1.8M Net DEX -70.5M -224.3M 99.6M -169.2M 6.4M Net VEX -3.2M -3.6M -2.9M -2.9M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.94 0.33 2.03 0.84 0.50 Total Volume 7,566.286 5,213 11,348 8,870 6,417 Total OI 111,377.19 84,484 129,080 109,948 105,423
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 2024-01-02 $218.68 $210.00 20.2% 5.6% 24.2% 19.2% 19.9% 2.2% 0.1% 6.9M -169.2M -2.9M 0.84 50.45 N/A N/A 4,814 4,056 52,243 57,705 2024-01-03 $212.81 $210.00 20.8% 5.8% 25.9% 22.2% 19.9% 2.7% 0.2% -8.8M -2.5M -2.9M 0.65 47.46 N/A N/A 6,123 3,993 53,273 60,005 2024-01-04 $212.02 $220.00 21.3% 6.1% 25.8% 24.3% 21.1% 2.5% -0.1% -8.9M 1.7M -2.9M 0.64 28.91 N/A N/A 3,936 2,528 55,541 60,021 2024-01-05 $212.61 $220.00 20.2% 6.1% 25.3% 19.2% 20.8% 2.5% 0.2% -94.2M -22.8M -2.9M 1.02 15.02 N/A N/A 2,586 2,627 57,617 60,615 2024-01-08 $216.98 $220.00 20.3% 5.7% 26.1% 19.3% 20.4% 2.4% -0.1% 7.7M -148.4M -3.0M 1.14 31.51 N/A N/A 3,233 3,685 54,002 60,607 2024-01-09 $216.73 $220.00 20.0% 5.7% 26.2% 18.0% 21.4% 1.9% -0.2% 7.4M -131.1M -3.0M 1.12 12.44 N/A N/A 2,504 2,816 54,801 61,779 2024-01-10 $219.82 $220.00 19.9% 5.8% 26.3% 17.7% 20.5% 2.1% 0.2% 13.0M -224.3M -3.1M 2.03 27.99 N/A N/A 3,097 6,286 55,627 63,059 2024-01-11 $219.95 $220.00 19.3% 5.6% 26.2% 14.3% 20.0% 1.8% 0.5% 10.4M -204.6M -3.2M 1.16 24.18 N/A N/A 3,104 3,599 56,656 67,750 2024-01-12 $219.19 $220.00 19.0% 5.5% 23.8% 12.9% 19.9% 2.1% 0.5% 5.9M -163.9M -3.2M 1.53 29.99 N/A N/A 2,745 4,206 57,434 69,391 2024-01-16 $219.62 $220.00 20.3% 5.8% 15.9% 19.3% 20.3% 2.2% 1.2% 6.4M -172.2M -3.1M 1.26 29.31 N/A N/A 2,612 3,296 56,072 67,587 2024-01-17 $217.82 $220.00 21.0% 6.0% 16.0% 23.0% 21.2% 2.9% 1.3% 649.3K -111.8M -3.2M 0.59 20.00 N/A N/A 4,766 2,806 56,734 68,911 2024-01-18 $218.31 $220.00 20.8% 5.9% 16.0% 21.8% 20.7% 3.0% -0.0% 6.2M -126.8M -3.2M 0.55 20.06 N/A N/A 3,437 1,893 58,070 69,807 2024-01-19 $220.13 $220.00 20.7% 5.9% 16.2% 21.7% 20.6% 2.0% 0.5% 85.9M -215.5M -3.3M 0.85 18.62 N/A N/A 5,331 4,530 59,192 69,888 2024-01-22 $219.91 $220.00 21.8% 6.0% 15.7% 26.9% 21.1% 2.5% 3.0% 5.4M -98.9M -3.2M 0.58 25.74 N/A N/A 4,710 2,732 36,800 47,684 2024-01-23 $214.31 $220.00 21.1% 6.0% 18.0% 23.4% 20.4% 2.7% 3.3% -8.5M 6.9M -3.3M 1.19 10.92 N/A N/A 5,179 6,169 38,970 49,470 2024-01-24 $211.39 $220.00 22.4% 6.1% 18.5% 29.9% 21.1% 3.1% 2.3% -20.4M 99.6M -3.4M 0.78 64.67 N/A N/A 3,158 2,474 40,568 54,533 2024-01-25 $211.62 $220.00 22.7% 6.1% 18.5% 31.8% 21.7% 2.5% 3.3% -19.9M 84.8M -3.4M 0.61 25.90 N/A N/A 5,925 3,643 41,876 55,356 2024-01-26 $211.13 $220.00 23.3% 6.1% 18.5% 34.5% 21.2% 2.2% 3.0% -21.5M 74.4M -3.5M 1.36 26.13 N/A N/A 4,563 6,221 45,138 56,949 2024-01-29 $210.77 $220.00 25.9% 6.4% 18.4% 47.5% 22.4% 2.9% -1.2% -9.7M 76.4M -3.5M 0.90 18.22 N/A N/A 2,811 2,533 42,109 57,373 2024-01-30 $215.21 $220.00 26.3% 6.5% 20.2% 49.8% 22.6% 2.5% -1.0% -591.7K -39.6M -3.6M 0.33 21.28 N/A N/A 5,819 1,929 43,400 58,885 2024-01-31 $212.95 $220.00 27.2% 6.8% 19.6% 54.1% 23.5% 2.6% -0.5% -1.8M 6.4M -3.6M 0.50 66.00 N/A N/A 4,284 2,133 45,904 59,519
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