LOW Options History — April 2024 In April 2024, LOW traded between $228.53 and $249.09. ATM implied volatility averaged 24.7%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 2.6% (HV 20d: 22.0%). Max pain ranged from $230.00 to $250.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.86.
Notable Days 2024-04-17 : Highest Volume — 18,015 contracts2024-04-12 : Largest IV spike — 8.8% change2024-04-25 : Highest IV Rank — 69.1%2024-04-15 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $234.73 $228.53 $249.09 $249.09 $228.53 Max Pain $240.23 $230.00 $250.00 $240.00 $232.50 ATM IV 24.7% 20.0% 28.4% 20.0% 27.8% Expected Move 6.8% 5.6% 7.4% 5.6% 7.3% HV 20d 22.0% 16.6% 26.1% 22.2% 16.6% HV 60d 21.6% 20.5% 22.5% 20.8% 20.6% IV Rank 47.6% 20.9% 69.1% 20.9% 65.9% IV Percentile 61.2% 29.8% 81.3% 29.8% 79.0% Term Structure 0.5% -1.6% 4.3% -0.1% -1.1% VWIV 23.8% 19.9% 26.1% 19.9% 25.4% Skew 25d 2.4% 1.1% 3.7% 2.3% 1.1% Skew 10d 5.3% 3.1% 7.8% 6.0% 6.0% Call IV 25d 23.8% 19.2% 28.1% 19.2% 28.1% Put IV 25d 26.2% 21.3% 30.4% 21.5% 29.2% Bid-Ask Spread % 43.61 18.96 67.22 44.34 49.04 Gamma HHI 0.13 0.08 0.42 0.12 0.09 Net GEX -4.3M -43.0M 16.6M 7.0M -10.3M Net DEX -90.7M -482.4M 106.3M -482.4M 4.6M Net VEX -4.3M -4.4M -4.0M -4.0M -4.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.86 0.44 8.34 1.06 8.34 Total Volume 8,093.273 4,408 18,015 8,685 14,213 Total OI 128,003.773 110,640 138,810 124,133 117,955
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 2024-04-01 $249.09 $240.00 20.0% 5.6% 22.2% 20.9% 19.9% 2.3% -0.1% 7.0M -482.4M -4.0M 1.06 44.34 N/A N/A 4,223 4,462 55,229 68,904 2024-04-02 $244.41 $240.00 21.0% 5.9% 23.1% 26.2% 21.2% 1.1% 0.0% -3.6M -301.2M -4.3M 1.08 50.37 N/A N/A 3,665 3,945 57,024 71,238 2024-04-03 $241.31 $240.00 21.6% 6.0% 23.4% 29.7% 21.4% 2.9% 0.0% -6.9M -187.7M -4.3M 2.55 18.96 N/A N/A 3,027 7,730 57,715 72,046 2024-04-04 $238.53 $250.00 22.7% 6.6% 23.7% 36.1% 23.3% 2.2% -0.5% -5.8M -123.1M -4.3M 0.63 63.64 N/A N/A 4,604 2,904 58,652 73,897 2024-04-05 $239.31 $250.00 22.3% 6.5% 23.7% 33.9% 22.6% 1.8% 0.0% -2.2M -148.7M -4.3M 0.94 55.45 N/A N/A 2,808 2,633 59,467 74,481 2024-04-08 $242.40 $250.00 22.2% 6.6% 24.2% 33.3% 23.5% 1.3% 1.2% 3.1M -296.9M -4.3M 1.36 41.64 N/A N/A 3,610 4,911 56,469 72,029 2024-04-09 $243.84 $250.00 22.1% 6.8% 24.2% 32.8% 23.5% 2.1% 1.6% 5.7M -334.3M -4.4M 1.22 55.43 N/A N/A 2,296 2,797 58,296 75,851 2024-04-10 $236.94 $250.00 22.3% 6.7% 26.1% 33.9% 24.1% 2.5% 0.7% -11.8M -86.3M -4.4M 0.59 54.26 N/A N/A 4,118 2,439 58,942 77,390 2024-04-11 $236.13 $250.00 23.0% 6.7% 25.0% 37.8% 23.9% 2.5% 0.4% -15.7M -65.6M -4.3M 1.16 67.22 N/A N/A 3,985 4,615 59,638 77,584 2024-04-12 $231.79 $250.00 25.0% 7.2% 25.2% 49.5% 25.5% 2.3% 0.6% -43.0M 106.3M -4.3M 3.67 61.85 N/A N/A 2,536 9,317 60,209 78,057 2024-04-15 $229.88 $240.00 25.8% 7.4% 25.2% 54.0% 26.1% 2.4% 2.3% -8.9M 81.5M -4.3M 0.47 54.89 N/A N/A 4,588 2,177 58,523 76,665 2024-04-16 $228.95 $240.00 25.5% 7.3% 25.2% 52.3% 25.8% 2.5% 3.3% -6.5M 82.0M -4.3M 1.11 51.89 N/A N/A 2,989 3,319 61,301 76,854 2024-04-17 $229.53 $240.00 25.3% 7.3% 24.2% 51.4% 24.6% 2.8% 3.7% -4.7M 66.3M -4.3M 3.53 56.24 N/A N/A 3,978 14,037 61,761 77,032 2024-04-18 $229.05 $240.00 25.6% 7.1% 23.1% 52.8% 24.2% 2.6% 4.3% -4.0M 54.8M -4.3M 0.77 35.12 N/A N/A 5,434 4,163 62,535 76,074 2024-04-19 $229.57 $240.00 25.6% 7.1% 17.8% 52.8% 24.5% 2.7% 1.6% 16.6M 17.8M -4.2M 1.76 27.37 N/A N/A 2,957 5,198 63,597 75,213 2024-04-22 $231.13 $230.00 27.3% 6.9% 18.4% 63.0% 23.8% 3.5% -1.3% -1.4M -49.2M -4.2M 0.44 27.11 N/A N/A 3,596 1,570 47,703 62,937 2024-04-23 $233.83 $230.00 27.0% 6.7% 18.9% 61.3% 24.1% 2.2% -1.2% 3.9M -144.9M -4.3M 0.88 54.69 N/A N/A 2,529 2,230 49,316 63,420 2024-04-24 $229.85 $230.00 27.3% 6.9% 19.3% 63.1% 24.2% 3.6% 0.0% -2.7M -49.0M -4.3M 3.77 20.92 N/A N/A 1,384 5,222 50,079 64,235 2024-04-25 $229.99 $230.00 28.4% 7.0% 19.1% 69.1% 24.5% 3.7% -1.3% -1.4M -48.9M -4.3M 0.77 21.22 N/A N/A 2,487 1,921 50,591 65,720 2024-04-26 $230.03 $230.00 27.5% 6.8% 18.7% 64.0% 23.5% 2.9% -1.6% 3.1M -45.2M -4.3M 2.13 24.65 N/A N/A 2,486 5,287 50,773 66,460 2024-04-29 $229.99 $232.50 27.6% 7.1% 17.5% 64.5% 24.6% 1.8% -1.0% -4.7M -44.4M -4.2M 2.72 23.20 N/A N/A 1,523 4,139 49,194 65,027 2024-04-30 $228.53 $232.50 27.8% 7.3% 16.6% 65.9% 25.4% 1.1% -1.1% -10.3M 4.6M -4.2M 8.34 49.04 N/A N/A 1,522 12,691 49,670 68,285
« Mar 2024 | All History | May 2024 » Home LOW History April 2024