LOW Options History — June 2024

In June 2024, LOW traded between $216.63 and $228.47. ATM implied volatility averaged 19.5%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 1.8% (HV 20d: 21.3%). Max pain ranged from $220.00 to $220.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.01.

Notable Days

2024-06-25: Highest Volume — 14,636 contracts
2024-06-11: Largest IV spike — 5.9% change
2024-06-27: Highest IV Rank — 23.0%
2024-06-03: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$221.72	$216.63	$228.47	$216.69	$219.86
Max Pain	$220.00	$220.00	$220.00	$220.00	$220.00
ATM IV	19.5%	18.6%	20.4%	20.3%	20.1%
Expected Move	5.6%	5.3%	5.8%	5.8%	5.6%
HV 20d	21.3%	18.4%	25.7%	19.4%	25.7%
HV 60d	20.0%	19.0%	21.1%	20.1%	20.4%
IV Rank	17.7%	12.4%	23.0%	22.1%	21.1%
IV Percentile	24.6%	6.3%	44.0%	37.7%	36.1%
Term Structure	0.1%	-1.2%	1.4%	0.0%	-0.1%
VWIV	19.1%	17.0%	20.9%	19.4%	19.5%
Skew 25d	1.7%	0.6%	2.7%	1.9%	1.4%
Skew 10d	3.5%	-1.0%	5.6%	3.8%	2.9%
Call IV 25d	18.9%	17.7%	19.8%	19.1%	19.2%
Put IV 25d	20.6%	19.3%	21.9%	21.0%	20.6%
Bid-Ask Spread %	54.27	29.31	79.77	41.80	57.63
Gamma HHI	0.15	0.09	0.27	0.17	0.27
Net GEX	-2.3M	-34.5M	27.0M	-28.4M	27.0M
Net DEX	-28.7M	-293.5M	201.5M	201.5M	10.6M
Net VEX	-3.7M	-3.9M	-3.6M	-3.8M	-3.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.31	3.31	0.67	0.46
Total Volume	7,480.789	3,764	14,636	6,591	4,902
Total OI	135,623.947	101,312	148,931	138,590	116,218

Daily Data (19 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
2024-06-03	$216.69	$220.00	20.3%	5.8%	19.4%	22.1%	19.4%	1.9%	0.0%	-28.4M	201.5M	-3.8M	0.67	41.80	N/A	N/A	3,953	2,638	57,918	80,672
2024-06-04	$216.63	$220.00	19.7%	5.8%	19.4%	19.0%	20.5%	1.1%	0.8%	-28.0M	191.3M	-3.8M	0.70	45.12	N/A	N/A	2,725	1,899	59,641	81,172
2024-06-05	$218.91	$220.00	19.3%	5.7%	20.0%	16.4%	20.9%	1.9%	-1.2%	-19.5M	98.1M	-3.9M	1.03	48.93	N/A	N/A	2,688	2,758	60,763	81,418
2024-06-06	$218.06	$220.00	19.1%	5.6%	19.8%	15.8%	17.2%	1.3%	0.3%	-21.4M	112.9M	-3.8M	3.31	53.66	N/A	N/A	1,927	6,382	61,789	81,476
2024-06-07	$216.78	$220.00	19.2%	5.4%	18.4%	16.2%	18.6%	1.7%	0.6%	-34.5M	184.0M	-3.8M	2.55	69.12	N/A	N/A	2,649	6,767	62,767	82,277
2024-06-10	$218.00	$220.00	18.6%	5.6%	18.7%	12.4%	20.0%	1.8%	1.4%	-27.8M	117.6M	-3.7M	0.42	29.31	N/A	N/A	7,787	3,298	60,752	80,869
2024-06-11	$218.29	$220.00	19.7%	5.6%	18.7%	18.8%	19.8%	0.7%	-0.1%	-22.3M	79.2M	-3.8M	0.90	46.91	N/A	N/A	2,879	2,584	64,169	81,590
2024-06-12	$224.91	$220.00	18.9%	5.4%	22.0%	14.2%	18.4%	0.6%	-0.4%	17.1M	-197.3M	-3.7M	0.31	79.77	N/A	N/A	9,799	2,993	66,646	82,285
2024-06-13	$227.22	$220.00	19.1%	5.3%	20.8%	15.2%	17.0%	1.8%	-0.6%	21.1M	-284.5M	-3.7M	1.24	75.73	N/A	N/A	2,659	3,290	66,297	82,595
2024-06-14	$222.90	$220.00	19.3%	5.6%	21.2%	16.6%	18.3%	1.6%	0.4%	3.4M	-81.8M	-3.7M	1.12	78.57	N/A	N/A	5,766	6,458	66,136	82,667
2024-06-17	$227.00	$220.00	19.5%	5.6%	22.3%	17.6%	19.3%	1.4%	0.4%	10.7M	-228.4M	-3.7M	0.96	55.32	N/A	N/A	3,944	3,771	63,937	80,145
2024-06-18	$228.47	$220.00	19.1%	5.5%	22.3%	15.5%	19.1%	1.6%	0.6%	19.4M	-293.5M	-3.7M	0.68	64.15	N/A	N/A	2,242	1,522	64,388	80,621
2024-06-20	$227.71	$220.00	19.3%	5.5%	20.7%	16.5%	19.4%	2.2%	-0.5%	19.6M	-259.1M	-3.7M	1.80	55.78	N/A	N/A	2,180	3,915	64,486	80,931
2024-06-21	$227.78	$220.00	18.9%	5.3%	19.8%	14.3%	18.7%	2.1%	1.0%	17.2M	-229.3M	-3.7M	0.56	77.59	N/A	N/A	3,627	2,041	64,614	83,760
2024-06-24	$228.25	$220.00	19.6%	5.4%	18.7%	18.5%	18.3%	2.6%	-0.3%	9.1M	-164.3M	-3.7M	0.59	42.09	N/A	N/A	3,618	2,123	48,983	52,329
2024-06-25	$217.57	$220.00	20.4%	5.7%	25.7%	22.7%	20.2%	2.0%	-0.2%	-4.4M	91.3M	-3.6M	1.00	31.05	N/A	N/A	7,326	7,310	51,206	53,524
2024-06-26	$218.14	$220.00	20.1%	5.6%	25.7%	21.2%	19.5%	2.2%	0.2%	-6.1M	75.9M	-3.7M	0.34	37.01	N/A	N/A	4,794	1,621	54,857	58,141
2024-06-27	$219.44	$220.00	20.4%	5.5%	25.7%	23.0%	19.5%	2.7%	-0.6%	3.4M	29.4M	-3.7M	0.53	41.48	N/A	N/A	3,468	1,832	56,167	58,649
2024-06-28	$219.86	$220.00	20.1%	5.6%	25.7%	21.1%	19.5%	1.4%	-0.1%	27.0M	10.6M	-3.8M	0.46	57.63	N/A	N/A	3,366	1,536	57,077	59,141