LOW Options History — August 2024 In August 2024, LOW traded between $231.38 and $250.91. ATM implied volatility averaged 27.6%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 2.2% (HV 20d: 29.9%). Max pain ranged from $230.00 to $240.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.52.
Notable Days 2024-08-20 : Highest Volume — 37,449 contracts2024-08-05 : Largest IV spike — 21.1% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $241.30 $231.38 $250.91 $240.57 $248.56 Max Pain $231.25 $230.00 $240.00 $230.00 $240.00 ATM IV 27.6% 19.3% 40.0% 31.2% 19.3% Expected Move 7.6% 5.7% 10.3% 8.5% 5.7% HV 20d 29.9% 27.3% 34.7% 29.1% 28.0% HV 60d 27.0% 25.4% 27.9% 25.4% 27.5% IV Rank 49.8% 12.1% 100.0% 85.2% 12.1% IV Percentile 71.1% 21.0% 100.0% 96.8% 21.0% Term Structure -0.8% -2.6% 1.0% -1.1% -1.2% VWIV 27.0% 19.2% 36.9% 30.6% 19.2% Skew 25d 3.6% 2.1% 7.3% 2.5% 2.4% Skew 10d 7.6% 3.6% 14.1% 9.5% 5.1% Call IV 25d 25.8% 18.5% 34.9% 30.2% 18.5% Put IV 25d 29.4% 20.9% 41.4% 32.7% 20.9% Bid-Ask Spread % 58.09 35.72 73.71 73.71 59.00 Gamma HHI 0.11 0.08 0.14 0.10 0.13 Net GEX 15.2M 757.7K 24.9M 19.2M 23.3M Net DEX -346.6M -632.9M -103.2M -373.1M -478.9M Net VEX -4.1M -4.4M -3.8M -4.2M -3.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.52 0.34 2.96 1.57 2.03 Total Volume 11,248.409 2,822 37,449 7,785 12,603 Total OI 125,104.591 109,892 139,729 118,849 129,219
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 2024-08-01 $240.57 $230.00 31.2% 8.5% 29.1% 85.2% 30.6% 2.5% -1.1% 19.2M -373.1M -4.2M 1.57 73.71 N/A N/A 3,025 4,760 57,750 61,099 2024-08-02 $239.42 $230.00 33.0% 9.7% 29.3% 95.8% 35.9% 3.0% -0.1% 16.5M -337.9M -4.4M 1.83 70.96 N/A N/A 3,553 6,488 59,240 60,219 2024-08-05 $236.51 $230.00 40.0% 10.3% 29.9% 100.0% 36.9% 6.5% -2.2% 9.1M -252.0M -4.4M 1.89 66.59 N/A N/A 1,652 3,118 55,969 58,989 2024-08-06 $242.11 $230.00 34.9% 9.3% 30.5% 78.6% 33.0% 4.5% -2.6% 17.2M -397.3M -4.3M 1.08 63.41 N/A N/A 2,296 2,478 56,235 60,047 2024-08-07 $232.03 $230.00 37.2% 9.8% 34.7% 88.3% 32.9% 7.3% -2.2% 2.9M -138.8M -4.3M 1.64 65.90 N/A N/A 3,096 5,073 57,006 61,348 2024-08-08 $235.95 $230.00 35.2% 9.1% 32.2% 79.7% 32.6% 5.1% 1.0% 8.3M -228.6M -4.2M 0.66 61.35 N/A N/A 5,191 3,423 57,459 63,659 2024-08-09 $236.53 $230.00 33.5% 8.6% 31.0% 72.7% 31.1% 4.1% -1.4% 13.2M -241.2M -4.2M 2.96 65.01 N/A N/A 2,981 8,838 58,211 64,923 2024-08-12 $231.38 $230.00 34.5% 9.3% 31.7% 76.8% 30.9% 4.0% -1.4% 757.7K -103.2M -4.1M 0.92 64.47 N/A N/A 5,520 5,073 56,484 63,256 2024-08-13 $236.25 $230.00 31.8% 8.4% 29.8% 65.2% 30.0% 2.1% -1.9% 9.8M -247.1M -4.1M 2.83 68.04 N/A N/A 2,222 6,287 58,877 66,371 2024-08-14 $237.57 $230.00 28.3% 8.2% 29.6% 50.4% 28.7% 3.5% -0.6% 13.6M -288.6M -4.1M 0.34 69.70 N/A N/A 10,175 3,462 59,445 67,473 2024-08-15 $239.93 $230.00 28.0% 7.6% 29.3% 49.2% 27.6% 5.7% -2.2% 24.6M -360.9M -4.0M 0.66 53.10 N/A N/A 4,003 2,624 60,861 67,989 2024-08-16 $241.35 $230.00 27.5% 7.6% 29.4% 47.0% 26.6% 2.7% -1.2% 23.1M -406.2M -4.0M 0.96 59.95 N/A N/A 4,152 3,985 60,353 67,931 2024-08-19 $243.24 $230.00 25.8% 7.4% 29.4% 40.0% 25.9% 3.2% -1.1% 16.3M -372.6M -3.9M 1.31 68.95 N/A N/A 13,113 17,216 53,202 56,690 2024-08-20 $240.15 $230.00 21.8% 6.2% 29.5% 22.8% 21.7% 2.8% -0.0% 11.5M -261.5M -3.9M 1.23 49.62 N/A N/A 16,789 20,660 62,307 69,640 2024-08-21 $241.99 $230.00 21.4% 6.1% 27.9% 21.3% 22.6% 2.6% 0.3% 15.5M -315.1M -4.0M 1.74 55.10 N/A N/A 3,504 6,110 64,710 72,229 2024-08-22 $240.69 $230.00 22.3% 6.4% 27.3% 24.9% 24.0% 2.9% -0.2% 9.6M -258.7M -4.0M 2.13 43.18 N/A N/A 3,586 7,655 64,172 73,196 2024-08-23 $250.27 $230.00 20.5% 5.8% 30.2% 17.3% 20.6% 2.3% 0.5% 14.3M -632.9M -3.9M 1.54 53.79 N/A N/A 9,224 14,204 64,417 75,312 2024-08-26 $250.91 $232.50 21.1% 6.0% 30.2% 19.8% 21.1% 2.3% 0.2% 24.9M -561.0M -3.9M 0.90 37.77 N/A N/A 3,586 3,216 57,354 67,232 2024-08-27 $247.79 $235.00 20.3% 5.8% 30.6% 16.4% 20.6% 2.8% -0.1% 19.9M -455.0M -3.9M 1.89 38.43 N/A N/A 1,859 3,522 57,796 68,449 2024-08-28 $248.69 $235.00 20.1% 6.0% 29.7% 15.7% 20.7% 2.8% 0.4% 21.2M -484.0M -3.9M 1.97 54.31 N/A N/A 949 1,873 58,101 69,300 2024-08-29 $246.78 $235.00 20.4% 5.9% 28.1% 16.8% 20.8% 3.1% 0.0% 19.1M -430.4M -3.8M 1.33 35.72 N/A N/A 1,853 2,468 58,400 69,381 2024-08-30 $248.56 $240.00 19.3% 5.7% 28.0% 12.1% 19.2% 2.4% -1.2% 23.3M -478.9M -3.8M 2.03 59.00 N/A N/A 4,165 8,438 58,894 70,325
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