LOW Options History — October 2024 In October 2024, LOW traded between $261.47 and $284.02. ATM implied volatility averaged 24.9%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 9.1% (HV 20d: 15.7%). Max pain ranged from $240.00 to $280.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.22.
Notable Days 2024-10-09 : Highest Volume — 26,603 contracts2024-10-07 : Largest IV spike — 9.3% change2024-10-31 : Highest IV Rank — 50.7%2024-10-31 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $272.77 $261.47 $284.02 $273.13 $263.19 Max Pain $272.61 $240.00 $280.00 $240.00 $280.00 ATM IV 24.9% 20.0% 29.0% 20.9% 29.0% Expected Move 7.0% 5.8% 8.6% 6.0% 8.6% HV 20d 15.7% 11.5% 19.5% 11.5% 19.5% HV 60d 21.9% 18.6% 24.5% 24.4% 18.6% IV Rank 31.9% 10.2% 50.7% 14.2% 50.7% IV Percentile 65.1% 29.0% 89.7% 41.7% 89.7% Term Structure 0.6% -2.2% 3.6% 2.2% -1.1% VWIV 25.0% 22.5% 30.0% 22.5% 30.0% Skew 25d 3.5% 2.6% 5.2% 4.7% 3.9% Skew 10d 7.4% 1.6% 21.0% 6.7% 7.5% Call IV 25d 23.3% 19.0% 27.9% 19.0% 27.5% Put IV 25d 26.8% 22.3% 31.4% 23.6% 31.4% Bid-Ask Spread % 45.65 20.27 69.84 58.59 26.11 Gamma HHI 0.12 0.07 0.25 0.08 0.20 Net GEX 7.6M -31.2M 42.2M 26.6M -31.0M Net DEX -668.1M -1.12B -133.6M -852.9M -201.5M Net VEX -4.2M -4.5M -3.8M -3.8M -4.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.22 0.29 2.97 1.00 1.03 Total Volume 9,058.739 3,578 26,603 8,172 6,570 Total OI 138,315.261 125,023 159,372 125,023 131,712
Daily Data (23 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 2024-10-01 $273.13 $240.00 20.9% 6.0% 11.5% 14.2% 22.5% 4.7% 2.2% 26.6M -852.9M -3.8M 1.00 58.59 N/A N/A 4,092 4,080 58,111 66,912 2024-10-02 $271.48 $250.00 20.0% 5.8% 12.2% 10.2% 23.1% 3.7% 3.2% 24.7M -776.8M -4.0M 0.88 37.07 N/A N/A 2,843 2,495 58,609 69,237 2024-10-03 $269.38 $270.00 21.5% 6.9% 12.6% 16.7% 24.0% 3.0% 2.3% 21.0M -736.2M -4.0M 1.34 66.02 N/A N/A 1,608 2,149 59,802 70,598 2024-10-04 $267.32 $270.00 21.8% 6.7% 13.3% 18.3% 24.5% 3.0% 2.5% 39.1M -672.8M -4.0M 2.69 63.97 N/A N/A 2,629 7,083 59,851 72,152 2024-10-07 $268.85 $270.00 23.9% 7.2% 13.1% 27.4% 25.0% 3.5% 0.6% 12.3M -688.9M -4.1M 0.50 65.04 N/A N/A 5,845 2,942 58,241 70,949 2024-10-08 $273.98 $270.00 23.9% 7.1% 13.9% 27.4% 26.5% 3.5% 0.8% 31.4M -909.8M -3.8M 2.15 61.36 N/A N/A 4,310 9,260 62,179 73,297 2024-10-09 $276.87 $270.00 24.8% 6.8% 13.9% 31.7% 25.0% 5.2% -2.2% 37.5M -999.1M -3.9M 0.73 69.84 N/A N/A 15,334 11,269 63,941 80,451 2024-10-10 $272.58 $270.00 23.6% 7.0% 14.5% 26.0% 24.5% 2.6% 0.6% 24.0M -825.2M -4.2M 0.67 60.54 N/A N/A 6,217 4,140 71,164 87,389 2024-10-11 $276.20 $270.00 22.2% 6.5% 14.5% 19.9% 23.8% 2.6% 0.8% 23.8M -947.6M -4.2M 2.97 58.01 N/A N/A 3,138 9,323 70,018 87,809 2024-10-14 $280.86 $270.00 22.9% 6.6% 15.2% 23.2% 23.7% 3.1% 2.7% 37.2M -1.05B -4.0M 1.30 53.26 N/A N/A 3,639 4,731 65,690 80,454 2024-10-15 $281.88 $270.00 23.6% 6.8% 15.1% 26.1% 23.6% 2.9% 3.6% 37.9M -1.04B -4.2M 1.33 59.87 N/A N/A 4,261 5,648 66,232 83,779 2024-10-16 $284.02 $270.00 23.8% 6.8% 15.0% 26.9% 23.9% 3.1% 2.2% 42.2M -1.12B -4.0M 1.85 41.09 N/A N/A 2,565 4,738 67,054 86,893 2024-10-17 $281.52 $280.00 23.9% 6.7% 15.4% 27.6% 23.5% 3.3% 2.4% 33.6M -995.3M -4.1M 0.37 39.09 N/A N/A 4,479 1,661 67,562 89,871 2024-10-18 $281.09 $280.00 23.9% 6.6% 15.5% 27.7% 22.7% 3.5% 3.3% 12.5M -993.0M -4.0M 1.90 49.72 N/A N/A 3,156 6,001 69,008 90,364 2024-10-21 $276.45 $280.00 26.0% 6.6% 17.1% 37.2% 23.8% 3.1% -1.3% -15.5M -529.2M -4.2M 0.40 20.27 N/A N/A 5,024 2,009 53,434 72,938 2024-10-22 $273.22 $280.00 27.1% 7.2% 17.1% 41.8% 24.7% 3.7% -1.4% -30.0M -400.2M -4.4M 0.38 36.36 N/A N/A 7,645 2,900 55,660 73,776 2024-10-23 $269.72 $280.00 28.4% 7.4% 17.7% 48.1% 25.2% 3.1% -1.7% -29.0M -308.9M -4.4M 0.87 26.49 N/A N/A 3,541 3,088 58,089 74,683 2024-10-24 $271.93 $280.00 27.9% 7.4% 17.9% 45.7% 26.1% 4.2% -0.7% -26.9M -428.8M -4.3M 0.29 30.15 N/A N/A 3,959 1,148 58,420 74,861 2024-10-25 $266.75 $280.00 27.8% 7.5% 19.2% 45.0% 25.8% 2.8% -1.3% -28.9M -175.9M -4.3M 2.37 28.34 N/A N/A 6,104 14,479 59,041 75,012 2024-10-28 $268.36 $280.00 28.2% 8.0% 18.8% 47.0% 27.3% 4.6% -1.0% -11.5M -374.3M -4.3M 1.46 31.12 N/A N/A 1,540 2,252 55,872 71,348 2024-10-29 $263.41 $280.00 28.1% 7.9% 19.4% 46.3% 27.1% 3.3% -1.1% -24.6M -204.1M -4.3M 1.04 35.08 N/A N/A 2,389 2,489 56,310 72,429 2024-10-30 $261.47 $280.00 28.7% 8.1% 19.5% 49.4% 28.6% 3.8% -0.4% -31.2M -133.6M -4.4M 0.65 32.62 N/A N/A 2,175 1,403 56,698 73,351 2024-10-31 $263.19 $280.00 29.0% 8.6% 19.5% 50.7% 30.0% 3.9% -1.1% -31.0M -201.5M -4.5M 1.03 26.11 N/A N/A 3,244 3,326 57,725 73,987
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