WhaleQuant.io

LOW Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete LOW options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around LOW.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
210
Exp: 2026-08-28
Gamma Flip
217.76
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.536
Shows put vs call positioning
IV Skew
-2.65
Put–call IV difference
Max Pain Price Volatility
σ = 24.22
high volatility
Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.579(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence

The support levels for LOW are at 206.12, 203.80, and 197.07, while the resistance levels are at 209.98, 212.30, and 219.03. The pivot point, a key reference price for traders, is at 210.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-08-28 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 0.00 0.00 , corresponding to +0.00% / -0.00% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).


Options flow strength: 0.00 (0–1 scale). ATM Strike: 207.50, Call: 0.00, Put: 0.20, Straddle Cost: 0.00.


Price moves may extend once a direction forms. The short-term gamma flip is near 215.73 , with intermediate positioning around 217.76 . The mid-term gamma flip remains near 217.76.