SLV Options History — April 2024 In April 2024, SLV traded between $22.84 and $26.34. ATM implied volatility averaged 30.2%, placing in the 72.7% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 0.1% (HV 20d: 30.1%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2024-04-12 : Highest Volume — 1,158,323 contracts2024-04-08 : Largest IV spike — 13.9% change2024-04-08 : Highest IV Rank — 100.0%2024-04-15 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.13 $22.84 $26.34 $22.84 $24.09 Max Pain $23.09 $21.00 $24.00 $21.00 $24.00 ATM IV 30.2% 26.0% 34.6% 26.0% 26.2% Expected Move 8.7% 7.7% 9.7% 7.7% 8.0% HV 20d 30.1% 25.1% 33.9% 25.1% 32.4% HV 60d 26.1% 22.6% 28.1% 22.6% 28.0% IV Rank 72.7% 43.7% 100.0% 44.2% 43.7% IV Percentile 93.9% 75.4% 100.0% 75.4% 77.8% Term Structure -0.7% -1.7% 0.2% -0.5% -0.3% VWIV 32.1% 27.6% 35.7% 27.6% 29.4% Skew 25d -5.7% -8.9% -3.3% -4.5% -3.3% Skew 10d -11.8% -16.8% -7.8% -8.8% -7.8% Call IV 25d 34.5% 28.9% 41.2% 28.9% 28.9% Put IV 25d 28.7% 24.5% 32.4% 24.5% 25.6% Bid-Ask Spread % 1.90 1.37 3.05 2.02 2.96 Gamma HHI 0.12 0.07 0.34 0.21 0.09 Net GEX 115.1M 54.9M 191.9M 118.6M 64.8M Net DEX -3.18B -4.29B -1.63B -1.83B -1.63B Net VEX -13.7M -16.1M -9.3M -9.3M -15.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.09 0.82 0.29 0.32 Total Volume 551,363.273 204,601 1,158,323 277,474 254,014 Total OI 4,552,730.636 3,379,714 5,359,690 3,379,714 4,610,953
Daily Data (22 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 2024-04-01 $22.84 $21.00 26.0% 7.7% 25.1% 44.2% 27.6% -4.5% -0.5% 118.6M -1.83B -9.3M 0.29 2.02 214,516 62,958 2,543,224 836,490 2024-04-02 $23.87 $21.00 29.2% 8.9% 27.2% 67.2% 31.7% -5.3% -0.9% 126.5M -2.77B -9.8M 0.15 1.46 802,928 119,465 2,596,492 873,138 2024-04-03 $24.73 $21.00 31.0% 9.3% 28.7% 79.7% 34.3% -6.5% -0.9% 121.1M -3.84B -10.4M 0.11 1.50 1,027,604 117,619 2,855,690 953,909 2024-04-04 $24.52 $22.00 29.9% 8.4% 28.8% 72.1% 31.6% -5.8% -1.1% 136.9M -3.28B -11.5M 0.32 1.80 456,254 145,262 3,024,465 999,971 2024-04-05 $25.04 $22.00 29.4% 8.2% 29.3% 68.7% 31.9% -6.1% -1.0% 191.9M -3.69B -11.6M 0.13 1.44 838,035 111,329 3,034,185 1,091,854 2024-04-08 $25.44 $22.00 33.5% 9.0% 29.3% 100.0% 33.3% -7.2% -1.7% 122.1M -3.85B -13.6M 0.24 1.37 541,884 131,855 3,248,665 1,069,099 2024-04-09 $25.70 $23.00 32.6% 9.3% 29.3% 93.2% 33.7% -6.3% -0.0% 128.3M -4.06B -13.7M 0.31 1.40 452,340 139,056 3,348,687 1,127,022 2024-04-10 $25.44 $23.00 32.0% 8.7% 28.9% 89.0% 32.8% -6.4% -1.4% 136.0M -3.82B -14.0M 0.21 1.86 611,223 130,808 3,487,202 1,216,210 2024-04-11 $25.98 $23.00 32.0% 9.0% 27.7% 89.0% 32.8% -6.6% -0.5% 145.6M -4.21B -14.4M 0.29 2.98 236,411 69,322 3,596,726 1,205,588 2024-04-12 $25.66 $23.00 33.3% 9.6% 28.2% 98.9% 35.5% -7.6% -0.1% 128.4M -3.92B -14.5M 0.34 2.12 866,134 292,189 3,605,885 1,237,818 2024-04-15 $26.34 $23.00 34.6% 9.7% 29.0% 100.0% 35.7% -8.9% -0.0% 138.5M -4.29B -14.9M 0.31 1.99 389,290 121,780 3,633,209 1,277,089 2024-04-16 $25.82 $24.00 32.9% 9.4% 30.1% 88.5% 35.2% -7.7% -0.8% 125.6M -3.72B -14.3M 0.11 1.48 761,951 84,412 3,657,028 1,310,840 2024-04-17 $25.87 $24.00 30.7% 8.8% 29.9% 74.0% 32.1% -5.8% -0.5% 139.4M -3.79B -14.2M 0.55 1.77 269,366 147,985 3,919,065 1,323,602 2024-04-18 $25.86 $24.00 29.9% 8.6% 29.3% 68.5% 31.4% -5.2% -0.6% 124.3M -3.70B -14.2M 0.82 1.41 155,155 127,415 3,917,587 1,348,933 2024-04-19 $26.27 $24.00 30.6% 8.8% 26.5% 73.4% 33.0% -5.6% 0.2% 109.2M -4.08B -14.5M 0.57 1.42 236,784 135,160 3,940,113 1,419,577 2024-04-22 $24.93 $24.00 28.5% 8.3% 33.9% 59.1% 30.4% -4.6% -0.8% 54.9M -1.97B -13.9M 0.69 1.70 270,778 188,170 3,316,695 1,124,769 2024-04-23 $24.98 $24.00 29.4% 8.6% 33.8% 64.8% 31.3% -4.8% -1.1% 55.3M -2.09B -14.2M 0.09 1.59 587,649 53,694 3,384,217 1,166,805 2024-04-24 $24.88 $24.00 29.5% 8.7% 33.5% 65.5% 32.8% -4.8% -1.2% 89.4M -2.30B -15.6M 0.46 2.70 177,467 82,343 3,775,026 1,177,089 2024-04-25 $25.06 $24.00 28.9% 8.6% 33.5% 61.7% 31.8% -5.0% -0.9% 99.3M -2.57B -16.1M 0.28 1.83 207,935 58,214 3,429,957 1,197,218 2024-04-26 $24.84 $24.00 26.9% 7.9% 33.8% 48.3% 28.4% -4.1% -0.6% 89.6M -2.28B -15.7M 0.31 1.98 189,869 58,768 3,505,110 1,231,989 2024-04-29 $24.81 $24.00 27.1% 8.2% 33.9% 49.5% 29.3% -4.3% -0.1% 85.9M -2.26B -15.6M 0.28 3.05 159,247 45,354 3,374,199 1,166,684 2024-04-30 $24.09 $24.00 26.2% 8.0% 32.4% 43.7% 29.4% -3.3% -0.3% 64.8M -1.63B -15.1M 0.32 2.96 192,609 61,405 3,422,143 1,188,810
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