Lowe's Companies, Inc. (LOW)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 03:39 UTC · Figures derived from the full chain (1,128 contracts, 14 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.5% (range 179.32–212.52) by Nov 20, 2026. ATM straddle: 16.60 @ strike 195 · ATM IV: 35.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 176.33 | -10% | 82.6% | 17.4% |
| 186.12 | -5% | 66.6% | 33.4% |
| 195.92 | +0% | 47.9% | 52.1% |
| 205.72 | +5% | 30.4% | 69.6% |
| 215.51 | +10% | 17.1% | 82.9% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.7% | 31.1% | 5,039 |
| Oct 30, 2026 | 11 | ±4.4% | 31.5% | 2,867 |
| Nov 06, 2026 | 18 | ±5.6% | 31.4% | 809 |
| Nov 13, 2026 | 25 | ±6.4% | 30.8% | 1,183 |
| Nov 20, 2026 | 32 | ±8.5% | 35.9% | 8,082 |
| Nov 27, 2026 | 39 | ±8.8% | 33.9% | 176 |
| Dec 18, 2026 | 60 | ±10.7% | 33.0% | 22.4K |
| Jan 15, 2027 | 88 | ±13.0% | 33.1% | 26.4K |
| Mar 19, 2027 | 151 | ±16.9% | 33.2% | 13.4K |
| Apr 16, 2027 | 179 | ±17.9% | 32.3% | 634 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 170 P · 6,616200 C · 3,154185 P · 2,027195 C · 1,898175 P · 1,617
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 47.1% of the time.
Past earnings reactions
Avg |reaction| 2.6% · median 2.9% (21 reports). Two-session close-to-close window; definition
About Lowe's Companies, Inc.
Lowe's Companies, Inc., together with its various subsidiary entities, operates as a prominent home improvement retailer serving both the United States and international markets. The company supplies a broad spectrum of items essential for construction, upkeep, renovations, and interior design projects. Its comprehensive product line encompasses major appliances, seasonal and outdoor living essentials, lawn and garden tools, timber, kitchen and bathroom fixtures, power tools, paints, custom millwork, general hardware, flooring options, plumbing components, building materials, decorative accents, lighting solutions, and electrical supplies. In addition to merchandise, Lowe's facilitates installation services through independent contractors across numerous product categories, offers extended protection plans, and provides repair services covering both warranty and post-warranty issues. The company markets its inventory, comprising both well-known national brands and proprietary private-label items, to a diverse clientele including individual homeowners, tenants, and trade professionals. As of January 28, 2022, Lowe's operated 1,971 retail locations dedicated to home improvement and h
Consumer Cyclical · Home Improvement · NYSE · Profile: Financial Modeling Prep
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