LUV Options History — May 2024 In May 2024, LUV traded between $25.48 and $28.12. ATM implied volatility averaged 32.4%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 4.4% (HV 20d: 36.8%). Max pain ranged from $27.50 to $28.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-05-29 : Highest Volume — 62,191 contracts2024-05-13 : Largest IV spike — 6.8% change2024-05-29 : Highest IV Rank — 55.2%2024-05-29 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.09 $25.48 $28.12 $25.86 $26.80 Max Pain $27.55 $27.50 $28.50 $28.50 $27.50 ATM IV 32.4% 29.7% 36.6% 30.9% 34.6% Expected Move 9.4% 8.3% 10.8% 8.9% 10.4% HV 20d 36.8% 29.7% 42.3% 38.7% 33.3% HV 60d 45.1% 44.2% 46.4% 45.9% 46.4% IV Rank 34.8% 21.7% 55.2% 27.6% 45.7% IV Percentile 41.3% 18.3% 74.2% 27.8% 62.7% Term Structure 0.1% -13.4% 20.8% -0.1% -1.1% VWIV 33.0% 28.4% 38.6% 30.2% 35.8% Skew 25d 2.1% 1.2% 3.8% 1.9% 2.3% Skew 10d 4.2% 1.9% 6.2% 1.9% 4.7% Call IV 25d 31.5% 28.0% 35.0% 30.1% 34.2% Put IV 25d 33.6% 30.4% 37.9% 31.9% 36.5% Bid-Ask Spread % 18.15 4.17 57.74 57.74 10.37 Gamma HHI 0.16 0.10 0.26 0.10 0.18 Net GEX 2.3M -3.8M 7.5M -3.8M 4.2M Net DEX -8.1M -90.8M 109.4M 109.4M -38.6M Net VEX -1.7M -2.1M -1.3M -1.3M -2.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.16 2.36 2.36 0.41 Total Volume 26,107.136 9,781 62,191 30,680 27,913 Total OI 441,384 376,978 531,042 376,978 531,042
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 Vol Put Vol Call OI Put OI 2024-05-01 $25.86 $28.50 30.9% 8.9% 38.7% 27.6% 30.2% 1.9% -0.1% -3.8M 109.4M -1.3M 2.36 57.74 9,144 21,536 186,901 190,077 2024-05-02 $26.29 $27.50 30.5% 8.5% 39.3% 25.9% 29.8% 1.7% 0.0% -3.2M 78.8M -1.4M 0.45 8.10 16,312 7,331 190,090 194,792 2024-05-03 $26.23 $27.50 29.7% 8.3% 39.0% 21.7% 28.4% 2.6% 1.4% -2.0M 77.7M -1.4M 0.86 54.88 8,389 7,246 198,206 195,965 2024-05-06 $27.45 $27.50 30.7% 9.3% 42.3% 26.7% 32.0% 1.2% 1.1% 410.0K 1.7M -1.5M 0.45 13.38 20,713 9,310 191,204 191,974 2024-05-07 $27.07 $27.50 30.1% 9.0% 42.2% 23.6% 31.7% 3.8% -1.7% -593.2K 27.6M -1.5M 1.04 16.69 4,801 4,980 196,674 195,285 2024-05-08 $27.23 $27.50 30.5% 9.1% 40.7% 25.6% 31.8% 1.4% 0.6% -399.5K 15.4M -1.5M 1.18 13.34 10,703 12,662 198,410 197,078 2024-05-09 $27.20 $27.50 31.6% 8.7% 40.0% 30.8% 30.1% 2.2% 20.8% -325.9K 19.8M -1.5M 0.38 18.76 11,092 4,168 206,304 204,203 2024-05-10 $27.31 $27.50 29.9% 8.7% 38.0% 22.9% 31.9% 1.5% 1.5% 22.7K 3.0M -1.6M 0.58 15.77 21,843 12,589 213,738 207,245 2024-05-13 $28.12 $27.50 32.0% 9.5% 39.4% 32.9% 32.1% 2.1% 0.8% 2.6M -68.7M -1.7M 0.18 24.53 39,599 7,013 221,312 204,113 2024-05-14 $28.09 $27.50 32.4% 9.6% 39.3% 34.6% 32.2% 2.3% 1.6% 5.8M -85.4M -1.8M 0.30 22.96 25,678 7,684 240,140 204,213 2024-05-15 $27.70 $27.50 32.4% 9.4% 37.9% 34.7% 32.9% 1.9% 0.6% 4.7M -57.2M -1.8M 0.28 23.03 17,951 4,981 249,863 206,149 2024-05-16 $27.95 $27.50 32.4% 9.5% 37.9% 34.7% 32.5% 1.6% 1.4% 7.5M -90.8M -1.8M 0.16 13.57 24,151 3,871 259,048 208,905 2024-05-17 $27.80 $27.50 31.9% 9.3% 37.8% 32.6% 33.3% 1.9% 0.6% 6.6M -87.6M -1.8M 1.16 4.17 5,098 5,892 272,344 210,796 2024-05-20 $28.02 $27.50 32.4% 9.3% 37.4% 35.0% 32.6% 2.1% -0.5% 5.4M -81.1M -1.8M 0.32 7.91 19,011 6,063 237,403 185,524 2024-05-21 $27.96 $27.50 32.8% 9.4% 37.4% 36.8% 32.9% 1.9% -0.8% 6.8M -86.1M -1.9M 0.22 14.32 14,024 3,083 252,488 187,315 2024-05-22 $27.87 $27.50 33.4% 9.6% 37.3% 39.5% 34.4% 2.5% -1.7% 7.4M -81.8M -1.9M 1.25 14.87 7,681 9,588 263,234 189,143 2024-05-23 $26.66 $27.50 34.9% 10.1% 29.8% 47.0% 36.9% 1.9% -3.4% 3.2M 12.8M -1.8M 0.48 14.32 21,862 10,422 267,351 197,355 2024-05-24 $26.69 $27.50 33.0% 9.6% 29.7% 38.0% 33.1% 2.6% -2.7% 3.5M 7.2M -1.8M 0.65 18.78 15,354 10,053 280,866 203,720 2024-05-28 $26.41 $27.50 34.5% 10.2% 29.9% 45.2% 35.2% 2.1% -13.4% 2.0M 18.6M -1.8M 0.69 9.78 9,690 6,708 274,887 202,151 2024-05-29 $25.48 $27.50 36.6% 10.8% 31.0% 55.2% 38.6% 3.1% 0.3% -448.4K 80.5M -1.7M 0.62 9.95 38,427 23,764 281,296 206,892 2024-05-30 $25.87 $27.50 35.6% 10.6% 31.4% 50.2% 37.4% 1.8% -2.5% 393.9K 46.6M -1.9M 0.75 12.15 14,859 11,118 293,187 221,565 2024-05-31 $26.80 $27.50 34.6% 10.4% 33.3% 45.7% 35.8% 2.3% -1.1% 4.2M -38.6M -2.1M 0.41 10.37 19,727 8,186 300,798 230,244
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