SLV Options History — February 2023 In February 2023, SLV traded between $18.91 and $22.11. ATM implied volatility averaged 27.2%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 2.5% (HV 20d: 24.6%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.52.
Notable Days 2023-02-03 : Highest Volume — 294,189 contracts2023-02-13 : Largest IV spike — 3.3% change2023-02-07 : Highest IV Rank — 19.7%2023-02-07 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $20.15 $18.91 $22.11 $22.11 $19.23 Max Pain $20.68 $20.00 $21.00 $21.00 $20.00 ATM IV 27.2% 26.0% 28.3% 27.8% 26.2% Expected Move 7.8% 7.4% 8.1% 8.1% 7.6% HV 20d 24.6% 21.7% 29.1% 23.3% 24.2% HV 60d 30.2% 28.6% 32.3% 32.3% 28.6% IV Rank 13.3% 6.5% 19.7% 17.2% 7.5% IV Percentile 19.7% 7.5% 35.3% 27.8% 7.9% Term Structure 0.1% -0.2% 0.6% -0.0% -0.2% VWIV 27.7% 26.0% 29.5% 28.7% 26.2% Skew 25d 0.4% -0.9% 1.3% -0.9% 0.9% Skew 10d 0.7% -1.3% 1.8% -1.3% 1.3% Call IV 25d 27.5% 25.9% 28.8% 28.7% 26.2% Put IV 25d 27.9% 26.6% 29.1% 27.8% 27.1% Bid-Ask Spread % 4.23 1.41 11.59 11.59 3.36 Gamma HHI 0.10 0.07 0.11 0.10 0.07 Net GEX 28.0M 13.8M 55.7M 55.7M 23.1M Net DEX -597.8M -1.60B -106.6M -1.60B -322.9M Net VEX -11.7M -12.9M -10.8M -12.9M -11.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.23 1.08 0.40 0.24 Total Volume 171,099.105 96,553 294,189 107,140 96,553 Total OI 3,564,079.947 3,373,890 3,780,227 3,373,890 3,706,477
Daily Data (19 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 2023-02-01 $22.11 $21.00 27.8% 8.1% 23.3% 17.2% 28.7% -0.9% -0.0% 55.7M -1.60B -12.9M 0.40 11.59 76,725 30,415 2,290,122 1,083,768 2023-02-02 $21.55 $21.00 27.8% 8.0% 24.8% 17.1% 29.5% -0.5% 0.0% 43.7M -1.27B -12.7M 0.23 1.96 231,805 52,687 2,307,711 1,089,623 2023-02-03 $20.56 $21.00 27.7% 8.0% 29.1% 16.9% 28.8% 0.0% -0.0% 25.0M -650.6M -11.9M 0.48 1.81 199,209 94,980 2,318,028 1,100,267 2023-02-06 $20.45 $21.00 28.1% 8.1% 27.1% 18.8% 29.3% 0.1% 0.3% 27.5M -652.0M -11.8M 0.28 2.35 159,935 45,016 2,353,261 1,089,732 2023-02-07 $20.38 $21.00 28.3% 8.1% 27.0% 19.7% 29.2% 0.2% -0.0% 28.0M -629.2M -11.8M 0.43 3.06 84,857 36,496 2,404,396 1,102,920 2023-02-08 $20.49 $21.00 27.7% 8.0% 27.2% 17.0% 28.2% 0.4% 0.0% 31.0M -713.0M -11.8M 0.78 2.23 98,548 76,934 2,418,443 1,098,270 2023-02-09 $20.20 $20.50 28.2% 8.1% 27.4% 19.4% 29.0% 0.3% 0.1% 25.1M -543.5M -11.7M 0.50 3.88 169,672 84,803 2,424,532 1,127,633 2023-02-10 $20.27 $20.50 27.4% 7.9% 26.6% 15.1% 28.5% 0.6% 0.2% 26.8M -605.6M -12.0M 0.67 7.48 80,756 53,714 2,475,935 1,139,623 2023-02-13 $20.20 $20.50 28.3% 8.1% 24.9% 19.6% 28.5% 0.4% 0.2% 25.8M -564.2M -11.8M 0.36 6.68 88,205 31,423 2,456,377 1,142,166 2023-02-14 $20.13 $20.50 27.4% 7.8% 24.6% 13.4% 27.5% 0.9% 0.3% 25.0M -526.6M -11.7M 0.59 7.29 83,360 49,511 2,508,026 1,159,612 2023-02-15 $19.89 $21.00 26.9% 7.7% 24.2% 10.8% 27.9% 0.6% 0.6% 23.0M -427.9M -11.6M 0.85 4.16 133,058 113,468 2,532,100 1,158,543 2023-02-16 $19.89 $21.00 26.3% 7.5% 22.8% 8.0% 26.8% 0.7% 0.6% 23.4M -476.5M -11.6M 0.41 4.18 72,485 30,041 2,569,886 1,176,661 2023-02-17 $20.02 $21.00 26.4% 7.5% 23.0% 8.6% 26.5% 0.5% 0.4% 30.9M -567.1M -11.8M 0.42 1.41 95,459 40,520 2,594,074 1,186,153 2023-02-21 $20.11 $20.50 27.0% 7.7% 22.3% 11.5% 27.0% 0.4% -0.2% 33.6M -664.4M -11.8M 0.51 1.60 79,363 40,102 2,355,518 1,069,224 2023-02-22 $19.74 $20.50 26.5% 7.5% 22.4% 9.2% 26.4% 0.4% 0.3% 28.3M -444.6M -11.3M 0.55 2.06 115,843 63,194 2,379,905 1,096,662 2023-02-23 $19.63 $20.50 26.0% 7.4% 21.7% 6.5% 26.0% 0.7% 0.1% 25.3M -425.5M -11.2M 0.88 2.06 82,532 72,942 2,414,867 1,120,561 2023-02-24 $19.09 $20.50 26.6% 7.6% 22.9% 9.4% 26.2% 1.3% -0.2% 17.3M -161.6M -10.9M 1.08 11.32 105,046 113,195 2,461,975 1,177,077 2023-02-27 $18.91 $20.00 26.1% 7.5% 22.8% 6.8% 26.0% 0.8% -0.2% 13.8M -106.6M -10.8M 0.29 1.85 130,177 37,854 2,433,029 1,194,362 2023-02-28 $19.23 $20.00 26.2% 7.6% 24.2% 7.5% 26.2% 0.9% -0.2% 23.1M -322.9M -11.1M 0.24 3.36 77,806 18,747 2,513,967 1,192,510
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