SLYG Options History — April 2021

Name: SLYG Options Analytics - April 2021
Creator: Options Analysis Suite

In April 2021, SLYG traded between $84.83 and $88.84. ATM implied volatility averaged 24.8%. The 30-day expected move averaged 7.1%. Max pain ranged from $90.00 to $90.00. Net GEX was positive for 9 of 11 trading days. Term structure was in contango for 2 of 11 days. Put/call ratio averaged 0.33.

Notable Days

2021-04-20: Highest Volume — 4 contracts
2021-04-21: Largest IV drop — 11.3% change
2021-04-16: Largest Expected Move — 7.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$87.54	$84.83	$88.84	$87.88	$87.19
Max Pain	$90.00	$90.00	$90.00	$90.00	$90.00
ATM IV	24.8%	23.0%	27.4%	27.4%	24.2%
Expected Move	7.1%	6.6%	7.8%	7.8%	6.9%
Term Structure	-0.9%	-2.5%	1.2%	-2.3%	1.2%
VWIV	21.3%	19.7%	23.0%	19.7%	23.0%
Skew 25d	4.8%	0.9%	10.3%	3.4%	9.1%
Skew 10d	2.5%	-1.9%	8.4%	-1.6%	6.1%
Call IV 25d	21.3%	17.0%	25.1%	24.8%	19.1%
Put IV 25d	26.2%	20.5%	30.5%	28.1%	28.2%
Bid-Ask Spread %	124.78	113.18	135.51	113.18	131.26
Gamma HHI	0.36	0.21	1.00	1.00	0.31
Net GEX	919	0	1.6K	0	1.5K
Net DEX	-8.1K	-14.3K	0	0	-11.2K
Net VEX	-40	-58	0	0	-55
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.00	0.00	0.00
Total Volume	0.545	0	4	0	0
Total OI	4.182	0	6	0	6

Daily Data (11 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-04-16	$87.88	$0.00	27.4%	7.8%	0.0%	0.0%	0.0%	3.4%	-2.3%	0	0	0	0.00	113.18	N/A	N/A	0	0	0	0
2021-04-19	$86.48	$0.00	26.3%	7.5%	0.0%	0.0%	19.7%	0.9%	-2.5%	0	0	0	0.00	122.80	N/A	N/A	1	0	0	0
2021-04-20	$84.83	$90.00	26.4%	7.6%	0.0%	0.0%	0.0%	5.4%	-0.0%	359	-1.6K	-7	1.00	129.33	N/A	N/A	2	2	1	0
2021-04-21	$86.65	$90.00	23.4%	6.7%	0.0%	0.0%	0.0%	4.1%	0.7%	589	-5.1K	-52	0.00	116.88	N/A	N/A	0	0	3	2
2021-04-22	$86.91	$90.00	25.1%	7.2%	0.0%	0.0%	0.0%	6.4%	-1.3%	765	-7.4K	-53	0.00	121.69	N/A	N/A	0	0	3	2
2021-04-23	$88.18	$90.00	23.9%	6.9%	0.0%	0.0%	23.0%	10.3%	-0.3%	758	-8.8K	-48	0.00	117.24	N/A	N/A	1	0	3	2
2021-04-26	$88.77	$90.00	23.6%	6.8%	0.0%	0.0%	0.0%	3.3%	-1.9%	1.5K	-13.5K	-58	0.00	128.06	N/A	N/A	0	0	4	2
2021-04-27	$88.71	$90.00	24.7%	7.1%	0.0%	0.0%	0.0%	3.3%	-1.1%	1.5K	-14.3K	-58	0.00	128.42	N/A	N/A	0	0	4	2
2021-04-28	$88.84	$90.00	23.0%	6.6%	0.0%	0.0%	0.0%	3.8%	-1.7%	1.6K	-13.9K	-56	0.00	135.51	N/A	N/A	0	0	4	2
2021-04-29	$88.45	$90.00	24.4%	7.0%	0.0%	0.0%	0.0%	3.3%	-0.8%	1.6K	-13.6K	-56	0.00	128.15	N/A	N/A	0	0	4	2
2021-04-30	$87.19	$90.00	24.2%	6.9%	0.0%	0.0%	0.0%	9.1%	1.2%	1.5K	-11.2K	-55	0.00	131.26	N/A	N/A	0	0	4	2