LUV Options History — July 2024 In July 2024, LUV traded between $26.18 and $28.79. ATM implied volatility averaged 40.4%, placing in the 73.2% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 3.6% (HV 20d: 36.8%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2024-07-25 : Highest Volume — 58,514 contracts2024-07-25 : Largest IV drop — 18.8% change2024-07-24 : Highest IV Rank — 100.0%2024-07-24 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.56 $26.18 $28.79 $28.18 $27.09 Max Pain $27.61 $27.50 $30.00 $27.50 $27.50 ATM IV 40.4% 35.7% 46.4% 39.8% 39.0% Expected Move 11.2% 8.9% 13.4% 10.0% 8.9% HV 20d 36.8% 26.9% 46.7% 38.3% 46.7% HV 60d 37.7% 35.7% 39.3% 36.7% 39.3% IV Rank 73.2% 49.3% 100.0% 70.5% 65.2% IV Percentile 84.4% 59.1% 100.0% 86.9% 74.6% Term Structure -1.5% -10.7% 6.7% -0.7% -9.8% VWIV 39.3% 31.0% 46.5% 35.5% 31.0% Skew 25d 1.7% -1.3% 4.9% 0.8% 2.0% Skew 10d 4.9% 1.4% 29.1% 3.6% 3.8% Call IV 25d 39.3% 32.7% 45.5% 38.5% 32.7% Put IV 25d 41.0% 34.7% 47.0% 39.2% 34.7% Bid-Ask Spread % 16.37 2.85 40.96 40.96 28.95 Gamma HHI 0.19 0.14 0.31 0.18 0.16 Net GEX 2.7M -3.4M 9.5M 4.7M 1.2M Net DEX -16.7M -129.6M 70.1M -62.4M 4.8M Net VEX -1.8M -2.1M -1.6M -2.0M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.14 2.44 0.92 0.23 Total Volume 24,372.182 8,178 58,514 14,784 31,660 Total OI 434,232 373,131 477,232 450,195 403,947
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 2024-07-01 $28.18 $27.50 39.8% 10.0% 38.3% 70.5% 35.5% 0.8% -0.7% 4.7M -62.4M -2.0M 0.92 40.96 7,696 7,088 245,707 204,488 2024-07-02 $28.19 $27.50 39.3% 10.0% 36.6% 68.4% 35.3% 2.0% -0.9% 4.6M -62.5M -2.0M 0.76 11.10 4,854 3,705 249,147 208,688 2024-07-03 $28.74 $27.50 41.3% 10.1% 37.2% 77.8% 35.3% 2.3% -4.3% 9.5M -119.9M -2.1M 0.97 38.25 4,145 4,033 251,315 209,810 2024-07-05 $27.13 $30.00 40.5% 11.2% 41.9% 73.9% 39.0% 1.5% -1.6% -1.1M 39.5M -1.9M 0.76 11.29 11,247 8,558 253,944 210,422 2024-07-08 $27.31 $27.50 41.6% 11.5% 41.5% 79.4% 40.4% 1.5% -1.6% 243.5K 15.3M -1.9M 0.41 21.88 11,939 4,836 241,772 206,161 2024-07-09 $27.51 $27.50 40.9% 11.6% 41.6% 76.0% 40.4% 1.0% -0.4% 943.5K -5.5M -1.9M 0.60 12.77 5,441 3,285 248,244 208,727 2024-07-10 $27.66 $27.50 41.5% 11.9% 32.2% 79.1% 41.3% 4.9% 6.3% 1.7M -21.5M -1.9M 0.98 24.55 6,228 6,098 251,158 211,304 2024-07-11 $26.98 $27.50 40.2% 10.9% 26.9% 72.5% 40.3% 1.5% -2.0% -3.4M 59.7M -1.8M 1.18 14.84 12,368 14,630 252,666 214,732 2024-07-12 $27.64 $27.50 39.0% 10.9% 28.2% 66.7% 40.7% 1.7% -1.3% 3.1M -16.4M -1.9M 0.28 24.34 27,410 7,658 255,870 221,362 2024-07-15 $27.66 $27.50 40.8% 11.6% 28.0% 75.3% 40.4% 1.5% -1.6% 4.2M -30.4M -1.9M 0.48 4.87 6,267 3,003 243,646 200,019 2024-07-16 $28.79 $27.50 41.0% 11.7% 31.5% 76.5% 41.6% 2.1% -1.0% 8.4M -129.6M -1.9M 0.42 2.99 14,455 6,103 246,795 201,459 2024-07-17 $28.49 $27.50 43.7% 12.5% 31.3% 89.5% 42.5% 2.3% -2.9% 7.4M -105.6M -1.9M 0.19 2.85 26,206 4,991 250,610 203,615 2024-07-18 $27.34 $27.50 42.3% 12.2% 34.3% 82.8% 42.8% 1.2% -1.4% 3.9M 4.6M -1.8M 1.26 9.23 6,001 7,587 248,169 203,733 2024-07-19 $27.34 $27.50 42.5% 12.4% 34.2% 83.9% 43.7% 1.5% -2.4% 6.2M 20.3M -1.8M 1.22 2.89 6,433 7,850 249,354 201,990 2024-07-22 $27.68 $27.50 41.9% 12.5% 34.3% 80.9% 42.2% 2.6% -10.7% 2.6M -21.5M -1.8M 0.14 5.27 44,600 6,266 202,303 170,828 2024-07-23 $27.13 $27.50 41.9% 12.4% 34.7% 81.0% 43.2% 1.5% -3.2% 1.8M 81.0K -1.7M 2.44 36.23 6,686 16,310 207,435 170,943 2024-07-24 $26.63 $27.50 46.4% 13.4% 35.2% 100.0% 46.5% -1.3% -5.8% 335.8K 38.4M -1.7M 1.19 21.92 18,495 21,966 209,346 180,389 2024-07-25 $28.20 $27.50 37.7% 10.3% 41.0% 58.9% 36.2% 1.6% 6.7% 3.7M -65.9M -1.8M 1.10 21.94 27,904 30,610 219,087 191,490 2024-07-26 $27.36 $27.50 36.3% 9.7% 42.4% 52.4% 34.8% 1.6% 6.0% 793.8K 11.1M -1.7M 1.77 14.11 15,531 27,512 221,019 200,203 2024-07-29 $26.18 $27.50 35.9% 10.3% 44.9% 50.3% 36.3% 1.6% 0.7% -1.1M 70.1M -1.6M 0.82 5.39 11,136 9,107 203,453 182,847 2024-07-30 $27.05 $27.50 35.7% 10.4% 46.7% 49.3% 36.0% 1.9% -2.2% 819.4K 9.3M -1.7M 0.61 3.52 17,572 10,718 208,642 186,265 2024-07-31 $27.09 $27.50 39.0% 8.9% 46.7% 65.2% 31.0% 2.0% -9.8% 1.2M 4.8M -1.7M 0.23 28.95 25,763 5,897 216,226 187,721
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