SLV Options History — October 2024 In October 2024, SLV traded between $27.84 and $31.73. ATM implied volatility averaged 36.2%, placing in the 81.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 2.7% (HV 20d: 33.6%). Max pain ranged from $25.00 to $26.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.27.
Notable Days 2024-10-18 : Highest Volume — 995,551 contracts2024-10-18 : Largest IV spike — 8.7% change2024-10-22 : Highest IV Rank — 97.3%2024-10-29 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $29.61 $27.84 $31.73 $28.61 $29.81 Max Pain $26.11 $25.00 $26.50 $26.00 $26.50 ATM IV 36.2% 33.1% 39.4% 33.1% 36.0% Expected Move 10.6% 9.7% 11.7% 9.7% 11.0% HV 20d 33.6% 29.6% 36.2% 34.7% 36.2% HV 60d 32.3% 31.7% 33.7% 32.0% 32.8% IV Rank 81.7% 66.0% 97.3% 66.0% 80.5% IV Percentile 96.6% 92.1% 99.6% 92.1% 95.2% Term Structure -0.4% -1.8% 2.0% 1.9% -0.5% VWIV 38.2% 35.0% 41.8% 35.0% 38.9% Skew 25d -3.9% -5.1% -2.6% -3.8% -4.3% Skew 10d -7.4% -10.2% -5.3% -6.2% -8.0% Call IV 25d 38.8% 35.9% 42.4% 35.9% 38.8% Put IV 25d 35.0% 32.2% 38.1% 32.2% 34.5% Bid-Ask Spread % 2.03 1.59 4.43 1.71 1.71 Gamma HHI 0.11 0.10 0.17 0.12 0.10 Net GEX 179.3M 74.5M 234.6M 156.7M 183.7M Net DEX -5.01B -6.92B -3.27B -4.08B -4.71B Net VEX -21.0M -22.5M -19.8M -20.3M -21.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.16 0.41 0.19 0.28 Total Volume 449,854.435 219,520 995,551 308,436 689,000 Total OI 5,584,935.913 5,199,553 5,804,105 5,300,337 5,794,308
Daily Data (23 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 2024-10-01 $28.61 $26.00 33.1% 9.7% 34.7% 66.0% 35.0% -3.8% 1.9% 156.7M -4.08B -20.3M 0.19 1.71 259,820 48,616 4,112,013 1,188,324 2024-10-02 $29.04 $26.00 34.8% 10.3% 34.8% 74.7% 36.4% -3.8% 1.7% 178.9M -4.53B -20.6M 0.25 1.63 329,178 82,448 4,173,820 1,204,506 2024-10-03 $29.26 $25.00 35.1% 10.1% 34.4% 75.9% 37.1% -3.7% 1.5% 180.6M -4.75B -20.6M 0.29 1.75 187,873 54,514 4,194,509 1,213,448 2024-10-04 $29.38 $26.00 35.4% 10.3% 31.8% 77.4% 37.2% -3.5% 2.0% 188.0M -4.87B -21.0M 0.22 2.13 527,921 116,765 4,229,664 1,236,438 2024-10-07 $28.91 $26.00 35.9% 10.3% 32.7% 79.8% 37.7% -3.6% -0.4% 166.8M -4.36B -20.5M 0.35 1.64 260,551 92,402 4,307,821 1,226,445 2024-10-08 $27.84 $26.00 35.5% 10.1% 36.2% 78.2% 38.1% -3.3% -0.5% 125.4M -3.27B -19.8M 0.16 3.85 776,256 125,569 4,322,803 1,258,317 2024-10-09 $27.84 $26.00 35.2% 10.0% 36.2% 76.4% 36.6% -3.0% -0.4% 143.2M -3.41B -20.2M 0.20 1.62 389,048 79,119 4,533,792 1,270,313 2024-10-10 $28.38 $26.00 34.6% 9.8% 33.5% 73.7% 35.5% -2.8% -0.6% 155.0M -3.94B -20.2M 0.27 1.67 200,720 54,080 4,313,885 1,287,465 2024-10-11 $28.79 $26.00 35.1% 10.0% 32.5% 75.9% 35.9% -3.0% -0.5% 175.1M -4.39B -20.3M 0.35 1.59 253,111 87,666 4,354,510 1,302,615 2024-10-14 $28.46 $26.00 34.8% 9.9% 32.8% 74.8% 36.7% -3.4% -0.2% 74.5M -3.95B -19.9M 0.39 1.66 158,306 61,214 4,319,226 1,309,670 2024-10-15 $28.70 $26.00 35.3% 10.1% 32.9% 77.3% 36.6% -3.8% -1.1% 171.4M -4.30B -20.0M 0.17 1.76 228,875 38,298 4,356,523 1,283,259 2024-10-16 $28.95 $26.00 34.7% 10.0% 31.4% 74.3% 35.7% -2.6% -0.8% 192.0M -4.56B -20.1M 0.19 1.75 348,876 66,647 4,404,911 1,299,301 2024-10-17 $28.91 $26.00 34.9% 10.0% 29.6% 75.1% 35.3% -3.3% -0.9% 167.5M -4.44B -19.8M 0.39 1.63 176,975 68,876 4,375,123 1,299,398 2024-10-18 $30.64 $26.00 37.9% 11.0% 35.7% 90.1% 39.1% -4.6% -1.8% 186.6M -6.60B -20.8M 0.21 4.43 821,882 173,669 4,411,973 1,312,541 2024-10-21 $30.77 $26.00 38.1% 11.2% 34.8% 91.1% 40.5% -4.7% -1.6% 202.7M -5.91B -21.1M 0.26 1.90 535,429 138,768 4,057,288 1,142,265 2024-10-22 $31.73 $26.00 39.4% 11.7% 31.9% 97.3% 41.4% -4.4% -1.6% 216.7M -6.92B -21.4M 0.27 1.78 555,117 149,762 4,128,548 1,181,844 2024-10-23 $30.73 $26.50 38.5% 11.5% 33.9% 93.1% 41.1% -4.5% -1.6% 193.4M -5.80B -22.0M 0.25 2.34 482,987 121,034 4,275,045 1,244,531 2024-10-24 $30.70 $26.50 38.1% 11.4% 33.8% 90.9% 40.3% -3.9% -1.5% 204.2M -5.88B -22.4M 0.35 2.58 267,709 92,517 4,385,026 1,254,590 2024-10-25 $30.66 $26.50 37.7% 11.2% 33.2% 89.2% 40.1% -4.5% -1.4% 198.8M -5.90B -22.5M 0.41 2.59 271,191 112,108 4,440,319 1,290,591 2024-10-28 $30.71 $26.50 37.8% 11.6% 32.5% 89.6% 41.8% -5.0% -0.4% 209.8M -5.90B -22.3M 0.31 1.78 184,337 56,620 4,408,493 1,252,376 2024-10-29 $31.41 $26.50 38.1% 11.7% 33.1% 91.0% 40.7% -5.1% -0.3% 234.6M -6.73B -22.5M 0.24 1.65 266,426 64,610 4,453,055 1,256,979 2024-10-30 $30.82 $26.50 37.3% 11.4% 33.9% 86.9% 40.4% -4.3% -0.5% 218.5M -5.96B -22.3M 0.30 1.61 223,110 66,652 4,498,708 1,286,947 2024-10-31 $29.81 $26.50 36.0% 11.0% 36.2% 80.5% 38.9% -4.3% -0.5% 183.7M -4.71B -21.4M 0.28 1.71 537,812 151,188 4,490,821 1,303,487
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