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Lowe's Companies Inc. LOW

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
i

Market dataready · fetched 2026-11-05T21:56:48.410Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T21:39:19.183273399Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-05T21:56:46.427785+00:00

Share price$227.24
1D-2.2%
AH$226$228$230$233$2355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOW
Sold putSold callAH

Lowe's Companies Inc. options

Live interpolated LOW call and put midpoint premiums by absolute delta.Lowe's Companies Inc.$0.42$2.56$4.69$6.83$8.96$220.89$224.55$228.21$231.87$235.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOW spot · $227.24LOW PRICE$0.77$0.99$1.18$1.45$1.86$2.26$2.68$3.16$3.65$4.29$5.32$6.57$8.35$0.65$0.83$1.00$1.23$1.52$1.81$2.10$2.40$2.70$3.01$3.31$3.91$4.85
PutsFair1.01×
CallsExpensive1.45×
SkewBullish-16.63 pp
Implied moveBullish±$4.77
TiltBullish18.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.2257.0%3.0%222.5248.6%2.4%
25Δ232.0556.9%2.6%223.5346.1%2.0%
30Δ230.7953.2%2.1%224.5543.6%1.6%
35Δ229.7151.6%1.7%225.3642.6%1.4%
40Δ228.9353.6%1.6%226.0142.8%1.2%
45Δ228.1655.5%1.4%226.6743.0%1.0%
50Δ227.3657.2%1.2%227.3243.2%0.9%
55Δ226.4957.4%1.1%227.9342.3%0.8%
60Δ225.6257.5%0.9%228.5140.9%0.6%
65Δ224.6458.8%0.7%229.1039.5%0.5%
70Δ223.3963.1%0.6%229.6938.1%0.4%
75Δ221.9368.4%0.6%230.5138.5%0.3%
80Δ219.9576.0%0.5%231.5840.8%0.2%

20Δ

Calls
Pseudo strike
233.22
IV
57.0%
B/E move
3.0%
Puts
Pseudo strike
222.52
IV
48.6%
B/E move
2.4%

25Δ

Calls
Pseudo strike
232.05
IV
56.9%
B/E move
2.6%
Puts
Pseudo strike
223.53
IV
46.1%
B/E move
2.0%

30Δ

Calls
Pseudo strike
230.79
IV
53.2%
B/E move
2.1%
Puts
Pseudo strike
224.55
IV
43.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
229.71
IV
51.6%
B/E move
1.7%
Puts
Pseudo strike
225.36
IV
42.6%
B/E move
1.4%

40Δ

Calls
Pseudo strike
228.93
IV
53.6%
B/E move
1.6%
Puts
Pseudo strike
226.01
IV
42.8%
B/E move
1.2%

45Δ

Calls
Pseudo strike
228.16
IV
55.5%
B/E move
1.4%
Puts
Pseudo strike
226.67
IV
43.0%
B/E move
1.0%

50Δ

Calls
Pseudo strike
227.36
IV
57.2%
B/E move
1.2%
Puts
Pseudo strike
227.32
IV
43.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
226.49
IV
57.4%
B/E move
1.1%
Puts
Pseudo strike
227.93
IV
42.3%
B/E move
0.8%

60Δ

Calls
Pseudo strike
225.62
IV
57.5%
B/E move
0.9%
Puts
Pseudo strike
228.51
IV
40.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
224.64
IV
58.8%
B/E move
0.7%
Puts
Pseudo strike
229.10
IV
39.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
223.39
IV
63.1%
B/E move
0.6%
Puts
Pseudo strike
229.69
IV
38.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
221.93
IV
68.4%
B/E move
0.6%
Puts
Pseudo strike
230.51
IV
38.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
219.95
IV
76.0%
B/E move
0.5%
Puts
Pseudo strike
231.58
IV
40.8%
B/E move
0.2%

Options history

IV · four-Friday blend35.68%
Daily close
LOW23.5%35.5%47.4%2026-08-07: 34.27%2026-08-10: 38.64%2026-08-11: 38.01%2026-08-12: 38.97%2026-08-13: 39.26%2026-08-14: 39.02%2026-08-17: 43.28%2026-08-18: 45.76%2026-08-19: 31.45%2026-08-20: 33.23%2026-08-21: 28.04%2026-08-24: 30.02%2026-08-25: 30.36%2026-08-26: 29.44%2026-08-27: 29.01%2026-08-28: 25.17%2026-08-31: 26.98%2026-09-01: 27.39%2026-09-02: 25.98%2026-09-03: 26.83%2026-09-04: 25.44%2026-09-08: 30.86%2026-09-09: 28.14%2026-09-10: 31.61%2026-09-11: 26.07%2026-09-14: 30.56%2026-09-15: 30.87%2026-09-16: 30.21%2026-09-17: 28.09%2026-09-18: 25.93%2026-09-21: 27.63%2026-09-22: 28.10%2026-09-23: 29.42%2026-09-24: 28.94%2026-09-25: 27.38%2026-09-28: 30.17%2026-09-29: 29.95%2026-09-30: 29.42%2026-10-01: 32.98%2026-10-02: 29.37%2026-10-05: 31.25%2026-10-06: 29.58%2026-10-07: 29.95%2026-10-08: 32.32%2026-10-09: 28.39%2026-10-12: 30.26%2026-10-13: 31.94%2026-10-14: 34.32%2026-10-15: 34.21%2026-10-16: 30.68%2026-10-19: 31.50%2026-10-20: 30.93%2026-10-21: 32.58%2026-10-22: 37.11%2026-10-23: 31.97%2026-10-26: 34.64%2026-10-27: 35.01%2026-10-28: 38.02%2026-10-29: 37.37%2026-10-30: 35.68%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
34.27%
38.64%
38.01%
38.97%
39.26%
39.02%
43.28%
45.76%
31.45%
33.23%
28.04%
30.02%
30.36%
29.44%
29.01%
25.17%
26.98%
27.39%
25.98%
26.83%
25.44%
30.86%
28.14%
31.61%
26.07%
30.56%
30.87%
30.21%
28.09%
25.93%
27.63%
28.10%
29.42%
28.94%
27.38%
30.17%
29.95%
29.42%
32.98%
29.37%
31.25%
29.58%
29.95%
32.32%
28.39%
30.26%
31.94%
34.32%
34.21%
30.68%
31.50%
30.93%
32.58%
37.11%
31.97%
34.64%
35.01%
38.02%
37.37%
35.68%