SLV Options History — November 2024 In November 2024, SLV traded between $27.43 and $29.70. ATM implied volatility averaged 29.1%, placing in the 46.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 4.6% (HV 20d: 33.8%). Max pain ranged from $26.50 to $29.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.31.
Notable Days 2024-11-06 : Highest Volume — 507,627 contracts2024-11-06 : Largest IV drop — 10.1% change2024-11-04 : Highest IV Rank — 75.9%2024-11-01 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.31 $27.43 $29.70 $29.51 $27.91 Max Pain $28.38 $26.50 $29.00 $26.50 $28.00 ATM IV 29.1% 25.6% 35.1% 34.5% 25.6% Expected Move 8.5% 7.7% 10.7% 10.7% 7.7% HV 20d 33.8% 28.8% 38.4% 36.4% 28.8% HV 60d 33.6% 32.5% 34.2% 32.6% 33.2% IV Rank 46.5% 28.9% 75.9% 73.2% 28.9% IV Percentile 54.2% 32.9% 90.5% 86.9% 32.9% Term Structure -0.2% -0.9% 1.0% -0.4% -0.3% VWIV 30.4% 27.1% 37.7% 37.7% 27.1% Skew 25d -2.1% -3.6% -0.7% -3.6% -0.7% Skew 10d -4.0% -6.4% -0.9% -6.3% -0.9% Call IV 25d 30.8% 26.4% 37.2% 37.2% 26.4% Put IV 25d 28.7% 25.7% 34.1% 33.7% 25.7% Bid-Ask Spread % 1.93 1.60 2.65 1.83 1.99 Gamma HHI 0.11 0.10 0.13 0.10 0.12 Net GEX 115.6M 52.1M 187.6M 187.6M 115.2M Net DEX -2.89B -4.43B -1.94B -4.26B -2.48B Net VEX -18.1M -20.9M -16.6M -20.9M -17.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.16 0.59 0.34 0.17 Total Volume 265,045.3 150,057 507,627 380,198 156,845 Total OI 5,391,988.05 4,850,741 5,871,579 5,871,579 5,064,092
Daily Data (20 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 2024-11-01 $29.51 $26.50 34.5% 10.7% 36.4% 73.2% 37.7% -3.6% -0.4% 187.6M -4.26B -20.9M 0.34 1.83 283,823 96,375 4,505,597 1,365,982 2024-11-04 $29.63 $29.00 35.1% 9.8% 35.9% 75.9% 35.2% -3.1% -0.6% 169.5M -4.35B -20.7M 0.54 2.27 172,617 92,892 4,400,794 1,340,106 2024-11-05 $29.70 $29.00 33.9% 9.6% 32.8% 70.2% 35.0% -2.9% -0.6% 171.8M -4.43B -20.4M 0.39 1.89 125,585 49,319 4,403,039 1,351,236 2024-11-06 $28.37 $29.00 30.5% 8.5% 37.2% 53.2% 32.2% -2.4% -0.3% 116.5M -2.89B -18.5M 0.21 1.86 417,995 89,632 4,440,623 1,360,014 2024-11-07 $29.12 $29.00 30.5% 8.7% 37.7% 53.4% 31.8% -2.4% -0.2% 150.1M -3.80B -18.7M 0.16 2.65 326,274 51,570 4,438,393 1,346,578 2024-11-08 $28.54 $29.00 28.2% 8.3% 38.1% 41.7% 29.7% -2.5% 0.1% 125.1M -3.14B -18.5M 0.25 1.79 321,337 80,104 4,496,177 1,359,242 2024-11-11 $28.01 $29.00 27.3% 7.9% 38.4% 37.2% 28.2% -2.2% 0.3% 105.3M -2.62B -17.3M 0.25 1.91 246,373 62,021 4,304,656 1,363,273 2024-11-12 $28.02 $29.00 27.8% 8.1% 38.3% 39.8% 28.2% -2.9% 0.4% 110.4M -2.71B -17.7M 0.32 1.88 142,189 45,781 4,328,015 1,355,364 2024-11-13 $27.66 $29.00 27.5% 8.1% 38.3% 38.2% 29.6% -2.4% 0.9% 92.4M -2.35B -17.3M 0.28 1.60 170,129 46,899 4,384,054 1,373,908 2024-11-14 $27.77 $29.00 28.2% 8.2% 38.4% 41.7% 29.1% -2.2% 0.5% 96.7M -2.50B -17.5M 0.32 1.75 203,424 65,891 4,392,811 1,353,694 2024-11-15 $27.57 $28.00 27.8% 8.1% 31.1% 39.7% 28.9% -1.6% 1.0% 52.1M -2.42B -17.4M 0.24 1.62 230,162 55,112 4,482,096 1,344,912 2024-11-18 $28.34 $28.00 29.5% 8.5% 33.1% 48.3% 30.3% -1.7% -0.9% 117.0M -2.81B -18.1M 0.33 1.79 198,706 65,137 3,704,858 1,157,851 2024-11-19 $28.51 $28.00 28.9% 8.3% 30.7% 45.3% 29.6% -1.8% -0.9% 120.6M -2.92B -18.1M 0.28 1.76 123,776 34,335 3,717,446 1,173,099 2024-11-20 $28.05 $28.00 28.7% 8.2% 29.4% 44.3% 30.5% -1.8% -0.7% 102.5M -2.52B -17.8M 0.59 2.16 113,304 67,107 3,732,192 1,183,205 2024-11-21 $28.05 $28.00 28.2% 8.1% 29.4% 42.1% 29.0% -1.9% -0.8% 102.7M -2.49B -17.4M 0.26 1.93 118,690 31,367 3,736,322 1,187,262 2024-11-22 $28.46 $28.00 29.3% 8.5% 30.2% 47.4% 30.4% -2.2% -0.9% 124.6M -2.87B -18.1M 0.24 2.00 229,991 54,184 3,724,218 1,197,623 2024-11-25 $27.66 $28.00 28.2% 8.3% 31.3% 41.8% 29.4% -1.4% -0.5% 85.3M -2.09B -17.1M 0.39 1.66 212,496 83,062 3,655,374 1,195,367 2024-11-26 $27.80 $28.00 27.2% 8.0% 29.9% 36.8% 27.9% -0.7% -0.3% 94.1M -2.26B -16.9M 0.26 1.62 150,820 39,338 3,719,615 1,204,169 2024-11-27 $27.43 $28.00 26.2% 7.7% 29.6% 31.8% 27.4% -1.0% -0.3% 71.5M -1.94B -16.6M 0.34 2.62 184,306 61,938 3,780,290 1,216,214 2024-11-29 $27.91 $28.00 25.6% 7.7% 28.8% 28.9% 27.1% -0.7% -0.3% 115.2M -2.48B -17.1M 0.17 1.99 133,530 23,315 3,839,917 1,224,175
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