LOW Options History — December 2024 In December 2024, LOW traded between $245.97 and $274.26. ATM implied volatility averaged 20.4%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 3.7% (HV 20d: 24.1%). Max pain ranged from $240.00 to $270.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.17.
Notable Days 2024-12-06 : Highest Volume — 20,961 contracts2024-12-20 : Largest IV drop — 10.9% change2024-12-19 : Highest IV Rank — 25.8%2024-12-04 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $259.66 $245.97 $274.26 $271.88 $246.80 Max Pain $250.00 $240.00 $270.00 $270.00 $240.00 ATM IV 20.4% 19.2% 23.5% 21.3% 20.5% Expected Move 6.0% 5.2% 6.7% 6.7% 5.7% HV 20d 24.1% 16.0% 29.4% 29.4% 16.0% HV 60d 22.1% 21.3% 22.7% 21.7% 22.4% IV Rank 11.9% 6.2% 25.8% 15.6% 12.4% IV Percentile 29.9% 10.7% 59.9% 43.3% 34.5% Term Structure 0.4% -1.2% 1.3% 0.2% 1.0% VWIV 20.5% 14.7% 23.8% 23.8% 19.4% Skew 25d 2.1% 1.1% 3.5% 1.7% 2.6% Skew 10d 3.8% -0.9% 6.5% 3.6% 5.5% Call IV 25d 19.7% 17.9% 22.6% 19.8% 19.2% Put IV 25d 21.8% 19.9% 25.7% 21.5% 21.8% Bid-Ask Spread % 47.15 25.84 78.02 33.95 48.91 Gamma HHI 0.16 0.09 0.78 0.12 0.11 Net GEX -21.0M -239.4M 72.3M -6.4M -16.9M Net DEX -157.9M -574.1M 355.4M -473.3M 32.4M Net VEX -3.9M -4.3M -3.6M -4.3M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.20 3.27 0.80 1.72 Total Volume 7,882.619 2,155 20,961 4,310 2,993 Total OI 145,383.381 135,175 156,482 142,780 135,175
Daily Data (21 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 2024-12-02 $271.88 $270.00 21.3% 6.7% 29.4% 15.6% 23.8% 1.7% 0.2% -6.4M -473.3M -4.3M 0.80 33.95 N/A N/A 2,399 1,911 60,014 82,766 2024-12-03 $274.04 $270.00 19.6% 6.5% 29.2% 8.2% 22.8% 1.8% 0.5% 2.8M -570.3M -4.1M 0.92 41.57 N/A N/A 3,387 3,122 61,058 83,534 2024-12-04 $272.60 $270.00 20.0% 6.7% 29.0% 9.8% 23.1% 2.1% -0.0% -4.5M -494.7M -4.2M 0.27 27.14 N/A N/A 3,408 933 62,441 84,971 2024-12-05 $270.22 $250.00 20.5% 5.9% 27.8% 12.1% 20.6% 1.1% -1.2% -17.7M -408.0M -4.3M 0.20 40.19 N/A N/A 6,902 1,356 63,245 85,309 2024-12-06 $273.22 $250.00 19.4% 5.7% 27.4% 7.2% 19.8% 1.4% 0.4% 72.3M -574.1M -4.1M 0.48 40.85 N/A N/A 14,164 6,797 70,729 85,753 2024-12-09 $274.26 $250.00 20.2% 6.1% 26.8% 11.0% 20.3% 1.1% 1.3% 3.4M -551.7M -4.1M 0.40 48.72 N/A N/A 3,831 1,530 62,140 84,141 2024-12-10 $270.03 $250.00 20.8% 6.1% 27.1% 13.5% 21.0% 1.4% 0.3% -8.7M -399.1M -4.1M 0.80 29.76 N/A N/A 3,470 2,764 63,023 84,486 2024-12-11 $269.01 $250.00 19.2% 5.7% 26.5% 6.2% 20.8% 1.5% 0.6% -24.0M -364.1M -3.9M 1.53 61.67 N/A N/A 4,394 6,709 64,640 86,183 2024-12-12 $263.71 $250.00 19.9% 6.0% 27.1% 9.3% 20.7% 1.5% 1.2% -51.3M -85.0M -4.1M 1.36 77.12 N/A N/A 4,386 5,972 65,357 87,751 2024-12-13 $262.50 $250.00 19.4% 5.7% 26.9% 7.5% 19.7% 1.6% 0.9% -239.4M -91.8M -4.0M 3.23 70.87 N/A N/A 2,275 7,346 65,945 85,227 2024-12-16 $260.15 $250.00 20.2% 5.8% 27.0% 10.9% 21.1% 1.5% 0.5% -21.9M -130.8M -3.8M 1.20 76.25 N/A N/A 1,918 2,293 62,365 80,493 2024-12-17 $257.35 $250.00 20.6% 5.9% 26.9% 12.5% 20.9% 2.1% 0.8% -29.1M -6.0M -3.9M 1.05 71.15 N/A N/A 2,812 2,948 62,998 81,456 2024-12-18 $250.95 $250.00 22.7% 6.5% 23.5% 22.1% 22.5% 1.7% -0.4% -29.5M 206.6M -3.9M 0.45 78.02 N/A N/A 7,347 3,278 64,384 82,221 2024-12-19 $245.97 $250.00 23.5% 6.7% 23.5% 25.8% 23.5% 3.0% 1.0% -21.3M 355.4M -3.9M 0.97 65.79 N/A N/A 6,822 6,600 67,943 82,183 2024-12-20 $248.04 $250.00 20.9% 5.9% 23.6% 14.2% 21.4% 3.0% 0.6% -9.4M 142.8M -3.9M 2.88 40.50 N/A N/A 4,294 12,381 71,336 76,816 2024-12-23 $247.64 $240.00 20.3% 5.7% 23.6% 11.2% 19.9% 2.8% 0.4% -14.9M 75.1M -3.8M 0.66 26.35 N/A N/A 2,846 1,886 61,421 77,365 2024-12-24 $249.63 $240.00 19.6% 5.2% 16.4% 8.2% 17.9% 3.5% 0.5% -6.7M -19.3M -3.8M 0.43 31.40 N/A N/A 1,510 645 62,688 76,699 2024-12-26 $249.47 $240.00 19.9% 5.3% 16.4% 9.4% 14.7% 2.5% 0.3% -5.8M -17.5M -3.7M 3.27 28.19 N/A N/A 2,286 7,479 63,196 76,911 2024-12-27 $247.70 $240.00 20.0% 5.6% 16.4% 9.8% 18.6% 2.4% -0.0% 3.1M 35.7M -3.7M 0.96 25.96 N/A N/A 2,151 2,066 64,012 79,018 2024-12-30 $247.61 $240.00 20.7% 5.6% 16.1% 13.2% 18.7% 3.1% -0.0% -15.8M 21.6M -3.6M 0.99 25.84 N/A N/A 1,975 1,949 60,781 74,877 2024-12-31 $246.80 $240.00 20.5% 5.7% 16.0% 12.4% 19.4% 2.6% 1.0% -16.9M 32.4M -3.6M 1.72 48.91 N/A N/A 1,102 1,891 60,834 74,341
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