SLV Options History — July 2024 In July 2024, SLV traded between $25.41 and $28.76. ATM implied volatility averaged 28.5%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 4.2% (HV 20d: 32.7%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2024-07-08 : Highest Volume — 646,276 contracts2024-07-12 : Largest IV drop — 10.1% change2024-07-11 : Highest IV Rank — 58.2%2024-07-31 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.19 $25.41 $28.76 $26.86 $26.46 Max Pain $26.84 $26.00 $27.00 $26.00 $27.00 ATM IV 28.5% 26.2% 31.5% 26.5% 30.3% Expected Move 8.2% 7.1% 9.2% 7.3% 9.2% HV 20d 32.7% 26.8% 41.5% 41.0% 31.9% HV 60d 38.4% 37.8% 39.2% 38.2% 38.7% IV Rank 43.3% 31.9% 58.2% 33.5% 52.0% IV Percentile 77.4% 67.9% 88.9% 71.4% 84.5% Term Structure -0.3% -0.6% 0.0% -0.3% -0.6% VWIV 30.5% 25.0% 34.5% 26.0% 32.6% Skew 25d -4.8% -5.9% -3.2% -3.9% -5.0% Skew 10d -9.6% -12.6% -6.7% -8.1% -9.3% Call IV 25d 32.0% 29.0% 35.4% 29.2% 33.6% Put IV 25d 27.1% 25.2% 29.5% 25.3% 28.6% Bid-Ask Spread % 1.85 1.18 5.29 1.45 5.29 Gamma HHI 0.09 0.07 0.11 0.09 0.08 Net GEX 97.1M 58.4M 140.3M 85.0M 97.8M Net DEX -2.86B -4.32B -1.25B -2.49B -2.54B Net VEX -16.6M -18.0M -15.2M -15.2M -18.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.10 0.64 0.56 0.28 Total Volume 289,698.409 150,982 646,276 150,982 250,309 Total OI 4,824,328.273 4,479,004 5,256,143 4,614,798 4,870,907
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 2024-07-01 $26.86 $26.00 26.5% 7.3% 41.0% 33.5% 26.0% -3.9% -0.3% 85.0M -2.49B -15.2M 0.56 1.45 96,834 54,148 3,356,368 1,258,430 2024-07-02 $26.98 $26.00 26.2% 7.1% 41.0% 31.9% 25.0% -3.8% -0.3% 91.4M -2.62B -15.2M 0.64 1.18 97,619 61,999 3,378,083 1,268,120 2024-07-03 $27.91 $26.00 28.5% 7.8% 41.1% 43.4% 28.1% -5.2% -0.3% 118.0M -3.52B -15.7M 0.24 1.28 223,003 52,879 3,407,190 1,291,681 2024-07-05 $28.59 $27.00 29.8% 8.4% 41.5% 49.9% 31.4% -5.2% -0.4% 127.7M -4.07B -15.9M 0.28 1.66 335,359 94,204 3,416,704 1,305,116 2024-07-08 $28.13 $27.00 29.3% 8.3% 39.5% 47.2% 31.2% -5.7% -0.1% 114.3M -3.61B -15.7M 0.15 3.88 562,696 83,580 3,395,509 1,256,251 2024-07-09 $28.09 $27.00 28.6% 8.2% 30.7% 44.0% 31.9% -5.4% -0.2% 118.1M -3.69B -16.7M 0.33 1.72 142,869 47,515 3,564,618 1,279,171 2024-07-10 $28.12 $27.00 29.1% 8.3% 30.0% 46.3% 31.5% -5.8% -0.0% 117.8M -3.72B -17.1M 0.49 1.46 133,399 64,748 3,583,873 1,295,532 2024-07-11 $28.76 $27.00 31.5% 9.0% 30.0% 58.2% 34.5% -5.8% -0.0% 140.3M -4.32B -17.6M 0.32 1.79 225,411 72,469 3,595,789 1,318,975 2024-07-12 $28.12 $27.00 28.3% 8.1% 31.2% 42.4% 30.6% -5.1% 0.0% 111.8M -3.66B -17.2M 0.35 1.57 182,330 64,530 3,643,455 1,363,336 2024-07-15 $28.02 $27.00 29.0% 8.3% 30.1% 45.9% 31.5% -5.7% -0.3% 110.5M -3.58B -16.9M 0.20 1.49 158,723 31,178 3,646,969 1,333,403 2024-07-16 $28.59 $27.00 31.1% 8.9% 30.1% 56.4% 33.3% -5.9% -0.1% 139.0M -4.21B -17.4M 0.10 1.61 371,579 36,004 3,690,955 1,345,180 2024-07-17 $27.66 $27.00 29.6% 8.5% 32.7% 49.0% 33.0% -5.5% -0.2% 95.7M -3.31B -17.3M 0.35 1.41 314,886 110,686 3,814,389 1,349,762 2024-07-18 $27.16 $27.00 28.4% 8.2% 33.4% 42.9% 31.5% -5.4% -0.3% 80.4M -2.83B -16.8M 0.34 1.73 210,988 71,641 3,828,549 1,354,277 2024-07-19 $26.70 $27.00 27.7% 8.0% 30.9% 39.3% 30.6% -4.3% -0.5% 69.4M -2.33B -16.3M 0.41 1.80 225,520 93,182 3,900,431 1,355,712 2024-07-22 $26.63 $27.00 27.5% 8.0% 27.9% 38.3% 29.8% -4.9% -0.4% 70.8M -2.09B -16.1M 0.20 2.13 299,271 61,284 3,368,357 1,110,647 2024-07-23 $26.66 $27.00 26.8% 7.9% 27.9% 35.0% 30.1% -4.9% -0.2% 79.5M -2.19B -16.6M 0.46 1.38 128,438 59,517 3,446,356 1,121,807 2024-07-24 $26.48 $27.00 26.9% 7.9% 26.8% 35.2% 28.4% -4.0% -0.3% 73.7M -2.03B -16.5M 0.38 1.41 139,600 52,743 3,491,971 1,150,047 2024-07-25 $25.41 $27.00 27.7% 8.2% 30.5% 39.5% 30.2% -3.8% -0.4% 58.4M -1.25B -15.8M 0.25 1.65 373,054 91,537 3,495,407 1,144,381 2024-07-26 $25.43 $27.00 27.0% 7.9% 30.4% 35.8% 28.7% -3.2% -0.1% 76.5M -1.43B -16.4M 0.17 1.64 206,906 36,131 3,640,670 1,125,013 2024-07-29 $25.45 $27.00 28.7% 8.6% 30.3% 44.1% 30.8% -3.9% -0.6% 73.2M -1.55B -16.7M 0.33 1.41 192,539 64,009 3,645,242 1,104,962 2024-07-30 $25.86 $26.50 28.5% 8.6% 30.7% 43.1% 30.1% -4.1% -0.4% 87.6M -1.94B -17.2M 0.26 1.78 156,983 41,065 3,700,138 1,121,489 2024-07-31 $26.46 $27.00 30.3% 9.2% 31.9% 52.0% 32.6% -5.0% -0.6% 97.8M -2.54B -18.0M 0.28 5.29 196,232 54,077 3,740,201 1,130,706
« Jun 2024 | All History | Aug 2024 » Home SLV History July 2024