LOW Options History — July 2024 In July 2024, LOW traded between $213.33 and $247.13. ATM implied volatility averaged 24.6%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 3.8% (HV 20d: 28.4%). Max pain ranged from $220.00 to $230.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2024-07-17 : Highest Volume — 17,192 contracts2024-07-17 : Largest IV spike — 9.5% change2024-07-30 : Highest IV Rank — 82.0%2024-07-30 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $230.92 $213.33 $247.13 $214.06 $247.13 Max Pain $225.91 $220.00 $230.00 $220.00 $230.00 ATM IV 24.6% 20.1% 30.6% 21.9% 29.5% Expected Move 6.8% 5.7% 8.2% 5.7% 7.6% HV 20d 28.4% 25.5% 31.8% 26.2% 26.5% HV 60d 22.7% 20.1% 24.8% 20.9% 24.8% IV Rank 47.5% 21.5% 82.0% 31.8% 75.4% IV Percentile 65.4% 38.1% 96.4% 53.2% 91.7% Term Structure 0.3% -3.4% 3.6% -3.4% -1.7% VWIV 24.0% 20.1% 28.3% 20.1% 26.6% Skew 25d 1.6% 0.9% 2.5% 0.9% 2.2% Skew 10d 2.4% -4.1% 6.0% 2.0% 1.9% Call IV 25d 24.0% 19.9% 29.9% 21.1% 29.0% Put IV 25d 25.7% 21.6% 31.8% 22.0% 31.2% Bid-Ask Spread % 59.17 40.52 76.11 59.90 71.37 Gamma HHI 0.11 0.08 0.15 0.12 0.12 Net GEX 11.1M -12.5M 28.5M -7.3M 28.5M Net DEX -230.4M -585.9M 183.8M 165.3M -560.6M Net VEX -3.9M -4.1M -3.6M -3.6M -4.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.13 1.77 1.30 0.30 Total Volume 7,598 2,853 17,192 10,344 10,476 Total OI 117,104 109,123 129,323 110,051 116,320
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 2024-07-01 $214.06 $220.00 21.9% 5.7% 26.2% 31.8% 20.1% 0.9% -3.4% -7.3M 165.3M -3.6M 1.30 59.90 N/A N/A 4,497 5,847 53,810 56,241 2024-07-02 $213.33 $220.00 20.1% 5.7% 25.8% 21.5% 20.6% 1.6% 0.8% -11.1M 183.8M -3.6M 1.37 58.98 N/A N/A 2,011 2,756 56,367 59,883 2024-07-03 $213.50 $220.00 20.2% 5.8% 25.8% 21.8% 20.1% 1.8% 0.2% -12.5M 176.2M -3.7M 0.86 58.82 N/A N/A 1,531 1,322 57,066 61,017 2024-07-05 $214.39 $220.00 20.4% 6.3% 25.5% 22.9% 21.2% 1.8% 0.4% -3.3M 149.5M -3.6M 1.76 66.99 N/A N/A 2,234 3,928 57,321 60,978 2024-07-08 $217.00 $220.00 21.4% 6.3% 25.9% 29.0% 22.0% 2.3% 0.3% -3.3M 78.0M -3.7M 0.29 57.50 N/A N/A 4,321 1,250 54,526 59,214 2024-07-09 $216.63 $220.00 21.5% 6.3% 25.8% 29.5% 23.5% 1.8% 0.3% -3.3M 82.5M -3.7M 0.41 49.18 N/A N/A 2,309 939 56,706 59,718 2024-07-10 $219.89 $220.00 21.2% 6.5% 26.3% 27.8% 22.8% 1.0% 1.3% 7.9M -25.9M -3.7M 0.53 48.95 N/A N/A 3,688 1,937 59,065 60,061 2024-07-11 $229.01 $220.00 20.8% 6.2% 29.9% 25.6% 22.5% 1.7% 1.3% 23.4M -332.4M -3.8M 0.39 51.61 N/A N/A 7,885 3,064 60,456 60,647 2024-07-12 $234.86 $220.00 21.1% 6.3% 29.4% 26.8% 21.9% 1.6% 1.6% 25.6M -457.0M -3.9M 1.07 55.97 N/A N/A 8,293 8,840 59,659 61,199 2024-07-15 $232.00 $230.00 22.3% 6.5% 29.7% 33.8% 23.1% 1.5% 3.5% 12.7M -283.3M -3.9M 0.96 52.58 N/A N/A 1,952 1,870 57,914 61,877 2024-07-16 $240.46 $230.00 22.1% 6.4% 31.1% 33.1% 22.6% 1.1% 3.3% 23.8M -523.1M -3.9M 0.37 50.52 N/A N/A 4,427 1,621 58,375 62,615 2024-07-17 $242.87 $230.00 24.3% 7.0% 30.7% 45.3% 24.2% 1.0% 2.9% 25.2M -585.9M -4.0M 0.22 61.99 N/A N/A 14,143 3,049 59,802 63,134 2024-07-18 $238.90 $230.00 24.6% 6.8% 31.5% 47.2% 24.2% 1.1% 3.6% 21.7M -474.0M -4.1M 0.27 57.15 N/A N/A 7,570 2,040 62,677 65,417 2024-07-19 $238.47 $230.00 25.3% 6.9% 31.4% 51.2% 24.1% 1.3% 2.9% 16.5M -454.4M -4.1M 1.77 76.11 N/A N/A 2,926 5,180 63,832 65,491 2024-07-22 $240.44 $230.00 27.0% 6.9% 31.5% 61.2% 24.8% 1.5% -0.9% 15.8M -355.0M -4.0M 0.13 65.58 N/A N/A 10,062 1,332 52,345 56,778 2024-07-23 $237.91 $230.00 27.6% 6.8% 31.8% 64.4% 24.3% 1.7% -1.1% 15.6M -298.8M -4.0M 0.34 69.14 N/A N/A 4,510 1,512 54,715 57,287 2024-07-24 $231.89 $230.00 29.7% 7.6% 28.0% 76.7% 26.5% 1.7% -2.6% 1.6M -164.5M -4.1M 0.99 71.64 N/A N/A 2,705 2,669 54,344 58,309 2024-07-25 $236.34 $230.00 30.3% 8.0% 28.5% 80.5% 28.0% 2.1% -2.0% 12.7M -279.9M -4.1M 0.56 61.35 N/A N/A 2,052 1,154 54,752 58,811 2024-07-26 $239.27 $230.00 29.9% 7.8% 28.7% 77.8% 27.3% 1.8% -1.5% 20.4M -348.4M -4.1M 1.70 66.06 N/A N/A 2,800 4,766 54,904 59,077 2024-07-29 $240.16 $230.00 30.2% 7.9% 28.6% 79.5% 28.2% 1.9% -2.1% 15.2M -355.2M -4.1M 0.45 40.52 N/A N/A 3,321 1,485 52,779 57,764 2024-07-30 $241.77 $230.00 30.6% 8.2% 26.2% 82.0% 28.3% 2.5% -1.2% 18.7M -405.7M -4.1M 0.28 49.86 N/A N/A 5,364 1,518 54,386 58,649 2024-07-31 $247.13 $230.00 29.5% 7.6% 26.5% 75.4% 26.6% 2.2% -1.7% 28.5M -560.6M -4.1M 0.30 71.37 N/A N/A 8,035 2,441 56,780 59,540
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