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Lowe's Companies Inc. LOW

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
i

Market dataready · fetched 2026-11-08T00:26:59.377Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:32:39.636433107Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-08T00:26:58.810735+00:00

Share price$224.00
1D+1.9%
AH$220$222$223$225$2265:30 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.$0.77$4.23$7.70$11.16$14.62$207.07$215.63$224.20$232.76$241.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOW spot · $224.00LOW PRICE$1.24$1.69$2.07$2.66$3.30$3.99$4.67$5.29$6.35$7.64$9.08$11.57$13.63$1.14$1.51$1.86$2.34$2.92$3.47$3.97$4.42$4.80$5.18$6.21$7.19$7.55
PutsCheap0.66×
CallsCheap0.87×
SkewBullish-11.35 pp
Implied moveBullish±$8.64
TiltBullish16.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.0738.8%5.0%216.1034.5%4.0%
25Δ232.4340.4%4.5%217.7634.4%3.5%
30Δ230.4038.9%3.8%219.3533.2%2.9%
35Δ228.8939.9%3.4%220.7033.3%2.5%
40Δ227.5141.5%3.0%221.8834.4%2.2%
45Δ225.9942.1%2.7%223.0934.5%2.0%
50Δ224.4942.0%2.3%224.3333.7%1.6%
55Δ222.9940.9%1.9%225.4532.3%1.3%
60Δ221.3642.2%1.7%226.4430.3%1.1%
65Δ219.6044.5%1.4%227.4428.3%0.8%
70Δ217.6646.1%1.2%228.7929.0%0.6%
75Δ214.8551.4%1.1%230.0829.5%0.5%
80Δ212.2552.6%0.8%230.7326.6%0.4%

20Δ

Calls
Pseudo strike
234.07
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
216.10
IV
34.5%
B/E move
4.0%

25Δ

Calls
Pseudo strike
232.43
IV
40.4%
B/E move
4.5%
Puts
Pseudo strike
217.76
IV
34.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
230.40
IV
38.9%
B/E move
3.8%
Puts
Pseudo strike
219.35
IV
33.2%
B/E move
2.9%

35Δ

Calls
Pseudo strike
228.89
IV
39.9%
B/E move
3.4%
Puts
Pseudo strike
220.70
IV
33.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
227.51
IV
41.5%
B/E move
3.0%
Puts
Pseudo strike
221.88
IV
34.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
225.99
IV
42.1%
B/E move
2.7%
Puts
Pseudo strike
223.09
IV
34.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
224.49
IV
42.0%
B/E move
2.3%
Puts
Pseudo strike
224.33
IV
33.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
222.99
IV
40.9%
B/E move
1.9%
Puts
Pseudo strike
225.45
IV
32.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
221.36
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
226.44
IV
30.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
219.60
IV
44.5%
B/E move
1.4%
Puts
Pseudo strike
227.44
IV
28.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
217.66
IV
46.1%
B/E move
1.2%
Puts
Pseudo strike
228.79
IV
29.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
214.85
IV
51.4%
B/E move
1.1%
Puts
Pseudo strike
230.08
IV
29.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
212.25
IV
52.6%
B/E move
0.8%
Puts
Pseudo strike
230.73
IV
26.6%
B/E move
0.4%

Options history

IV · four-Friday blend35.68%
Daily close
LOW23.5%35.5%47.4%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%