LOW Options History — May 2024 In May 2024, LOW traded between $214.47 and $236.57. ATM implied volatility averaged 23.9%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 7.4% (HV 20d: 16.5%). Max pain ranged from $220.00 to $240.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.99.
Notable Days 2024-05-21 : Highest Volume — 45,812 contracts2024-05-21 : Largest IV drop — 22.3% change2024-05-02 : Highest IV Rank — 64.9%2024-05-14 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $226.85 $214.47 $236.57 $229.44 $219.95 Max Pain $229.77 $220.00 $240.00 $230.00 $220.00 ATM IV 23.9% 18.3% 27.6% 26.3% 20.0% Expected Move 6.6% 5.2% 7.5% 7.2% 5.6% HV 20d 16.5% 13.2% 20.3% 16.4% 20.3% HV 60d 19.7% 18.8% 20.5% 20.5% 20.0% IV Rank 43.1% 10.8% 64.9% 57.1% 20.4% IV Percentile 52.0% 4.4% 77.8% 68.7% 31.0% Term Structure -0.7% -2.2% 0.5% -0.0% -0.7% VWIV 22.9% 17.7% 26.1% 25.3% 19.6% Skew 25d 2.0% -0.5% 5.5% 2.3% 1.9% Skew 10d 4.0% -0.7% 9.2% -0.7% 3.0% Call IV 25d 23.1% 17.3% 26.8% 26.1% 19.0% Put IV 25d 25.1% 19.0% 31.4% 28.4% 20.8% Bid-Ask Spread % 49.61 20.52 67.02 23.99 39.83 Gamma HHI 0.17 0.08 0.73 0.09 0.73 Net GEX -9.5M -121.8M 210.8M -13.6M 210.8M Net DEX 51.3M -199.7M 454.6M 27.0M -153.1M Net VEX -4.2M -4.4M -3.8M -4.4M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.18 2.67 1.20 0.24 Total Volume 12,568.682 3,319 45,812 3,889 30,826 Total OI 138,860 127,218 159,438 128,311 157,415
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 2024-05-01 $229.44 $230.00 26.3% 7.2% 16.4% 57.1% 25.3% 2.3% -0.0% -13.6M 27.0M -4.4M 1.20 23.99 N/A N/A 1,764 2,125 50,300 78,011 2024-05-02 $228.34 $230.00 27.6% 7.3% 16.1% 64.9% 25.5% 2.7% -1.0% -16.3M 46.5M -4.4M 2.67 20.52 N/A N/A 1,600 4,270 50,949 78,036 2024-05-03 $232.39 $230.00 27.3% 6.9% 17.5% 63.1% 24.1% 2.3% -1.3% -1.6M -84.2M -4.4M 0.79 60.98 N/A N/A 3,525 2,770 51,373 81,099 2024-05-06 $231.54 $230.00 27.4% 7.4% 16.6% 63.5% 25.7% -0.5% -0.4% -5.6M -33.9M -4.4M 0.95 45.23 N/A N/A 1,858 1,758 50,426 76,792 2024-05-07 $231.52 $230.00 27.1% 7.3% 16.4% 61.7% 24.7% 2.6% -1.0% -5.5M -56.1M -4.3M 1.10 43.63 N/A N/A 1,580 1,739 51,098 77,500 2024-05-08 $232.75 $230.00 26.3% 7.3% 13.4% 56.8% 25.3% 1.6% -0.0% -2.8M -85.7M -4.4M 0.98 51.68 N/A N/A 1,893 1,852 51,614 77,876 2024-05-09 $236.57 $230.00 26.6% 7.1% 14.6% 58.8% 25.4% 1.5% -1.1% 4.8M -196.9M -4.3M 0.96 52.00 N/A N/A 5,892 5,648 52,741 78,506 2024-05-10 $234.93 $230.00 25.7% 7.1% 13.2% 53.8% 24.0% 1.5% -0.7% -5.1M -163.8M -4.3M 1.31 66.76 N/A N/A 2,344 3,066 54,196 82,440 2024-05-13 $232.97 $230.00 27.3% 7.4% 13.2% 63.0% 25.4% 3.3% -2.0% -4.3M -96.7M -4.3M 1.22 61.64 N/A N/A 3,858 4,688 53,026 78,511 2024-05-14 $231.05 $230.00 26.9% 7.5% 13.5% 60.6% 26.1% 5.5% -0.0% -8.3M -32.3M -4.4M 0.47 37.62 N/A N/A 8,843 4,182 54,950 80,582 2024-05-15 $235.98 $230.00 26.7% 7.1% 15.3% 59.1% 25.2% 2.5% -1.7% 18.0M -199.7M -4.3M 0.30 67.02 N/A N/A 9,171 2,767 60,950 81,735 2024-05-16 $232.48 $240.00 26.3% 7.2% 16.4% 57.2% 24.8% 1.6% -1.5% -2.3M -78.4M -4.3M 1.24 65.74 N/A N/A 3,157 3,917 59,128 82,448 2024-05-17 $230.94 $240.00 25.2% 7.0% 16.6% 50.5% 24.4% 1.7% -1.0% -3.8M -26.6M -4.2M 1.16 65.52 N/A N/A 3,625 4,220 59,321 82,914 2024-05-20 $229.03 $230.00 23.9% 6.8% 16.7% 43.4% 23.6% 1.7% -0.6% -10.1M 6.2M -4.1M 1.23 49.82 N/A N/A 11,715 14,364 51,266 77,128 2024-05-21 $223.95 $230.00 18.6% 5.3% 17.7% 12.7% 18.8% 1.4% -0.2% -29.9M 181.2M -3.9M 1.03 48.44 N/A N/A 22,557 23,255 58,425 86,201 2024-05-22 $220.53 $230.00 18.9% 5.4% 17.5% 14.1% 18.4% 1.6% 0.2% -45.6M 273.2M -4.0M 1.03 50.24 N/A N/A 7,386 7,588 64,100 91,531 2024-05-23 $217.00 $230.00 18.9% 5.4% 18.2% 14.0% 19.2% 1.6% 0.5% -59.8M 379.5M -4.0M 1.62 56.82 N/A N/A 5,013 8,136 66,734 89,400 2024-05-24 $215.11 $230.00 18.3% 5.2% 18.3% 10.8% 17.7% 1.7% 0.5% -121.8M 454.6M -3.9M 1.17 45.92 N/A N/A 6,032 7,052 67,514 91,924 2024-05-28 $214.55 $227.50 19.4% 5.6% 18.2% 17.3% 19.4% 1.5% -0.1% -36.4M 339.5M -3.8M 0.18 47.84 N/A N/A 8,973 1,626 57,974 79,917 2024-05-29 $214.47 $225.00 20.6% 5.7% 18.2% 24.1% 19.9% 2.7% -1.6% -36.7M 336.2M -3.8M 0.61 45.84 N/A N/A 2,966 1,819 59,547 80,028 2024-05-30 $215.11 $222.50 20.3% 5.8% 18.2% 22.3% 20.9% 1.6% -2.2% -33.0M 292.7M -3.8M 0.31 44.38 N/A N/A 19,155 5,936 59,551 79,743 2024-05-31 $219.95 $220.00 20.0% 5.6% 20.3% 20.4% 19.6% 1.9% -0.7% 210.8M -153.1M -3.9M 0.24 39.83 N/A N/A 24,817 6,009 75,590 81,825
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