SLV Options History — May 2024 In May 2024, SLV traded between $24.19 and $29.29. ATM implied volatility averaged 31.3%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded below realized volatility by 3.0% (HV 20d: 34.3%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2024-05-17 : Highest Volume — 798,977 contracts2024-05-28 : Largest IV spike — 14.9% change2024-05-17 : Highest IV Rank — 100.0%2024-05-20 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.86 $24.19 $29.29 $24.36 $27.70 Max Pain $23.45 $23.00 $24.00 $24.00 $24.00 ATM IV 31.3% 25.7% 39.9% 26.9% 31.1% Expected Move 9.0% 7.3% 11.3% 8.3% 9.2% HV 20d 34.3% 28.8% 43.0% 30.0% 43.0% HV 60d 30.1% 27.8% 34.2% 27.8% 34.2% IV Rank 66.6% 39.8% 100.0% 48.0% 56.3% IV Percentile 92.0% 73.4% 100.0% 81.0% 92.9% Term Structure -0.4% -1.2% 0.7% -0.2% -0.7% VWIV 33.0% 26.1% 41.3% 29.6% 34.9% Skew 25d -6.0% -8.9% -4.0% -4.0% -5.8% Skew 10d -11.6% -17.3% -8.1% -8.1% -9.2% Call IV 25d 35.5% 28.7% 45.8% 29.9% 35.7% Put IV 25d 29.5% 24.4% 36.8% 26.0% 30.0% Bid-Ask Spread % 1.88 1.48 3.66 2.88 1.55 Gamma HHI 0.10 0.09 0.14 0.09 0.09 Net GEX 128.1M 74.7M 160.0M 74.7M 111.1M Net DEX -3.99B -6.19B -1.84B -1.88B -3.96B Net VEX -17.6M -19.3M -15.4M -15.4M -17.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.13 0.60 0.28 0.42 Total Volume 368,506.773 162,204 798,977 238,977 389,040 Total OI 5,063,997.5 4,660,039 5,388,091 4,660,039 5,289,049
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 2024-05-01 $24.36 $24.00 26.9% 8.3% 30.0% 48.0% 29.6% -4.0% -0.2% 74.7M -1.88B -15.4M 0.28 2.88 187,381 51,596 3,454,305 1,205,734 2024-05-02 $24.36 $24.00 27.3% 8.3% 29.8% 50.5% 30.9% -4.0% -0.1% 78.9M -1.96B -15.6M 0.29 1.74 157,066 44,954 3,481,314 1,182,011 2024-05-03 $24.19 $24.00 25.8% 7.7% 28.8% 40.9% 28.8% -4.3% 0.2% 75.4M -1.84B -15.6M 0.31 1.48 131,468 40,394 3,541,200 1,202,826 2024-05-06 $25.07 $23.00 27.2% 7.7% 31.2% 50.3% 27.9% -4.9% 0.1% 108.8M -2.68B -16.2M 0.27 1.61 231,783 62,033 3,499,686 1,161,439 2024-05-07 $24.89 $23.00 26.0% 7.4% 31.0% 42.2% 26.8% -4.0% 0.3% 110.1M -2.54B -15.9M 0.33 1.62 124,475 41,166 3,593,715 1,201,635 2024-05-08 $24.98 $23.00 25.7% 7.3% 30.9% 39.8% 26.1% -4.2% 0.5% 129.2M -2.64B -16.1M 0.56 1.51 104,791 59,086 3,650,466 1,228,878 2024-05-09 $25.84 $23.00 29.0% 8.2% 32.4% 62.3% 29.3% -4.9% 0.5% 133.1M -3.50B -17.0M 0.27 1.78 245,508 66,292 3,669,183 1,234,806 2024-05-10 $25.77 $23.00 28.8% 8.2% 32.1% 60.9% 30.6% -5.3% 0.7% 131.9M -3.44B -17.5M 0.13 1.57 329,628 43,997 3,779,295 1,301,168 2024-05-13 $25.82 $23.00 29.9% 8.4% 30.6% 68.6% 30.2% -6.0% -0.8% 129.6M -3.45B -17.6M 0.17 1.56 138,829 23,375 3,887,390 1,258,303 2024-05-14 $26.13 $23.00 31.5% 8.7% 30.1% 79.3% 34.7% -7.8% -1.0% 138.0M -3.82B -18.1M 0.32 1.69 302,283 95,614 3,921,376 1,265,771 2024-05-15 $27.18 $23.00 33.0% 9.1% 33.1% 88.9% 33.8% -7.5% -1.0% 156.8M -4.83B -18.5M 0.28 1.70 422,719 116,856 3,974,436 1,287,985 2024-05-16 $27.05 $23.00 31.5% 8.8% 33.2% 79.3% 32.5% -7.0% -1.0% 148.1M -4.58B -18.1M 0.32 2.06 128,952 41,496 3,976,258 1,349,315 2024-05-17 $28.73 $23.00 35.9% 10.2% 38.8% 100.0% 35.8% -8.8% -0.2% 152.8M -6.19B -18.8M 0.27 1.84 627,957 171,020 4,001,107 1,360,373 2024-05-20 $29.18 $23.00 39.9% 11.3% 32.7% 100.0% 41.3% -8.9% -1.2% 148.4M -5.83B -19.0M 0.42 1.94 528,193 221,836 3,664,712 1,256,287 2024-05-21 $29.29 $23.00 38.8% 11.1% 32.6% 94.5% 39.1% -8.0% -0.7% 148.8M -5.84B -19.3M 0.44 1.78 309,533 137,173 3,755,302 1,353,558 2024-05-22 $28.16 $24.00 34.2% 9.8% 36.5% 71.8% 35.3% -6.9% -0.7% 134.8M -4.77B -19.0M 0.18 1.79 577,124 105,833 3,823,442 1,418,717 2024-05-23 $27.48 $24.00 31.2% 9.0% 38.1% 56.6% 33.5% -5.0% -0.7% 135.9M -4.06B -18.6M 0.20 3.66 546,769 107,256 3,975,171 1,412,920 2024-05-24 $27.73 $24.00 30.8% 8.9% 37.8% 54.5% 33.2% -5.2% -0.4% 119.1M -4.14B -18.1M 0.60 1.53 116,138 70,218 3,809,438 1,441,951 2024-05-28 $29.29 $24.00 35.3% 10.4% 41.5% 77.2% 36.4% -6.0% -0.8% 160.0M -5.59B -18.1M 0.28 2.00 371,051 103,959 3,752,221 1,347,708 2024-05-29 $29.21 $24.00 34.7% 10.2% 39.3% 74.1% 37.3% -6.4% -0.9% 158.3M -5.54B -18.2M 0.33 2.01 225,832 75,531 3,807,010 1,398,698 2024-05-30 $28.41 $24.00 33.7% 9.9% 41.5% 69.3% 37.0% -6.3% -0.8% 133.6M -4.68B -18.2M 0.26 1.97 183,025 47,919 3,807,930 1,423,856 2024-05-31 $27.70 $24.00 31.1% 9.2% 43.0% 56.3% 34.9% -5.8% -0.7% 111.1M -3.96B -17.7M 0.42 1.55 273,570 115,470 3,854,631 1,434,418
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