LOW Options History — November 2024

In November 2024, LOW traded between $259.34 and $275.42. ATM implied volatility averaged 25.9%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 2.3% (HV 20d: 23.6%). Max pain ranged from $267.50 to $275.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.02.

Notable Days

  • 2024-11-19: Highest Volume — 26,256 contracts
  • 2024-11-19: Largest IV drop — 13.5% change
  • 2024-11-04: Highest IV Rank — 59.6%
  • 2024-11-01: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$268.49$259.34$275.42$261.81$274.10
Max Pain$269.75$267.50$275.00$275.00$270.00
ATM IV25.9%20.4%31.0%30.3%21.9%
Expected Move7.4%6.2%8.8%8.8%6.8%
HV 20d23.6%19.2%30.1%19.5%29.2%
HV 60d19.5%17.6%21.8%18.4%21.6%
IV Rank36.6%11.9%59.6%56.3%18.6%
IV Percentile70.3%37.3%96.0%94.4%48.4%
Term Structure-0.4%-1.9%1.9%-1.0%-0.7%
VWIV26.1%22.1%30.7%30.7%24.4%
Skew 25d2.7%1.0%5.9%3.8%2.2%
Skew 10d4.9%1.1%8.2%8.2%4.0%
Call IV 25d24.6%20.7%28.9%28.8%21.2%
Put IV 25d27.3%22.6%32.7%32.7%23.4%
Bid-Ask Spread %49.3425.4070.2060.4357.59
Gamma HHI0.100.060.400.400.10
Net GEX7.5M-30.6M21.4M-30.6M6.8M
Net DEX-443.3M-657.5M-148.5M-178.8M-585.6M
Net VEX-4.4M-4.6M-4.2M-4.5M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.192.920.770.51
Total Volume11,358.92,67326,2567,7272,673
Total OI137,747.55119,793152,902133,557152,902

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$261.81$275.0030.3%8.8%19.5%56.3%30.7%3.8%-1.0%-30.6M-178.8M-4.5M0.7760.43N/AN/A4,3783,34959,25174,306
2024-11-04$265.21$270.0031.0%8.5%19.9%59.6%30.0%3.5%-0.3%7.4M-361.7M-4.6M0.9443.25N/AN/A3,5113,30054,40065,393
2024-11-05$268.46$270.0030.7%8.6%19.2%58.2%29.1%3.9%-0.0%11.7M-456.2M-4.6M2.9245.78N/AN/A3,86611,30856,60966,731
2024-11-06$262.21$270.0029.6%8.2%20.3%53.4%29.9%5.9%1.9%-8.8M-252.8M-4.6M0.9666.65N/AN/A4,3064,12057,82973,757
2024-11-07$266.64$270.0027.6%7.6%20.8%44.2%27.8%2.9%0.1%2.1M-410.2M-4.4M1.0165.10N/AN/A3,3013,34658,74174,421
2024-11-08$271.16$270.0027.0%7.6%21.2%41.7%26.7%2.9%0.2%15.2M-568.9M-4.3M1.0139.19N/AN/A6,3666,40059,20975,109
2024-11-11$274.43$270.0028.2%8.0%20.7%47.2%28.3%2.1%-0.5%17.4M-604.7M-4.3M0.7846.63N/AN/A7,1355,59857,79371,543
2024-11-12$270.04$270.0027.4%7.6%21.3%43.4%26.0%1.9%-1.1%11.1M-488.9M-4.3M1.0162.61N/AN/A4,4724,50059,54774,544
2024-11-13$272.86$270.0027.2%7.7%21.5%42.4%26.7%2.6%-0.7%21.4M-579.2M-4.3M0.1970.20N/AN/A8,5451,59861,40475,425
2024-11-14$270.11$270.0027.2%7.7%21.5%42.5%26.7%2.3%-0.6%18.8M-488.6M-4.5M1.9036.56N/AN/A2,4784,70563,16676,081
2024-11-15$268.98$270.0027.3%7.6%21.5%42.7%26.9%2.5%-0.9%16.2M-460.0M-4.4M0.8666.75N/AN/A3,5603,07264,07678,537
2024-11-18$271.24$270.0026.7%7.6%21.1%40.2%26.2%2.4%-1.3%13.4M-512.0M-4.4M0.8949.02N/AN/A12,46911,05657,27070,147
2024-11-19$259.34$270.0023.1%6.6%26.1%24.0%23.2%2.1%-0.8%-12.9M-148.5M-4.3M0.7848.42N/AN/A14,78411,47264,55277,581
2024-11-20$263.25$270.0023.1%6.6%26.5%23.8%23.5%2.1%0.5%3.4M-317.9M-4.4M0.3625.40N/AN/A11,3294,11368,30679,521
2024-11-21$265.12$267.5022.5%6.5%26.4%21.4%22.6%2.1%-0.8%11.4M-371.4M-4.4M0.5849.17N/AN/A4,4662,59069,36580,080
2024-11-22$263.52$267.5021.7%6.2%25.6%17.5%22.1%1.9%-0.3%5.0M-325.2M-4.4M1.0726.18N/AN/A6,9257,40869,78679,885
2024-11-25$275.42$267.5023.4%6.8%30.1%25.4%24.0%2.8%-1.9%21.1M-657.5M-4.2M1.2346.78N/AN/A6,5758,10059,87076,823
2024-11-26$273.36$267.5021.6%6.7%29.4%17.1%23.3%2.1%-0.2%12.4M-566.2M-4.4M1.9153.55N/AN/A1,9583,74862,02782,323
2024-11-27$272.63$270.0020.4%6.7%29.3%11.9%23.7%1.0%-0.1%8.5M-532.6M-4.4M0.7427.59N/AN/A8,2306,06862,28684,355
2024-11-29$274.10$270.0021.9%6.8%29.2%18.6%24.4%2.2%-0.7%6.8M-585.6M-4.4M0.5157.59N/AN/A1,77190264,50188,401