SLYG Options History — August 2021 In August 2021, SLYG traded between $85.72 and $90.76. ATM implied volatility averaged 21.1%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 3.1% (HV 20d: 18.0%). Max pain ranged from $87.00 to $89.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2021-08-26 : Highest Volume — 40 contracts2021-08-09 : Largest IV spike — 54.1% change2021-08-19 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $88.73 $85.72 $90.76 $88.39 $90.46 Max Pain $87.64 $87.00 $89.00 $87.00 $89.00 ATM IV 21.1% 16.0% 35.6% 21.5% 20.8% Expected Move 5.9% 4.6% 7.3% 6.2% 6.0% HV 20d 18.0% 13.8% 22.7% 22.7% 17.4% HV 60d 17.7% 16.8% 19.6% 19.6% 18.1% Term Structure 0.3% -4.3% 4.5% -1.4% -0.5% VWIV 22.0% 18.0% 26.0% 20.9% 21.2% Skew 25d 5.8% 1.5% 15.5% 1.8% 5.7% Skew 10d 4.2% -3.4% 9.0% -3.4% 4.0% Call IV 25d 16.5% 11.3% 23.5% 23.5% 17.3% Put IV 25d 22.3% 16.9% 27.1% 25.3% 22.9% Bid-Ask Spread % 129.26 117.68 145.39 145.39 130.89 Gamma HHI 0.26 0.14 0.46 0.26 0.21 Net GEX 9.7K 501 16.8K 13.0K 5.1K Net DEX -67.1K -129.7K -12.5K -129.7K -77.1K Net VEX -314 -570 -203 -566 -486 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.00 1.33 0.00 0.00 Total Volume 3.909 0 40 19 4 Total OI 32.955 19 65 40 65
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-08-02 $88.39 $87.00 21.5% 6.2% 22.7% 0.0% 0.0% 1.8% -1.4% 13.0K -129.7K -566 0.00 145.39 N/A N/A 19 0 35 5 2021-08-03 $88.60 $87.00 16.9% 4.8% 22.4% 0.0% 20.9% 6.5% 0.6% 13.1K -116.9K -570 1.33 143.98 N/A N/A 3 4 35 7 2021-08-04 $87.98 $87.00 16.9% 4.9% 22.5% 0.0% 0.0% 1.5% 3.4% 10.8K -67.2K -303 0.00 143.31 N/A N/A 0 0 21 7 2021-08-05 $88.92 $87.00 17.5% 6.0% 22.1% 0.0% 0.0% 11.6% -0.4% 13.0K -83.7K -338 0.00 119.91 N/A N/A 0 0 24 9 2021-08-06 $89.80 $87.00 23.1% 6.1% 20.9% 0.0% 0.0% 2.7% -1.2% 10.7K -102.5K -334 0.00 126.27 N/A N/A 0 0 24 9 2021-08-09 $89.25 $87.00 35.6% 6.6% 21.1% 0.0% 0.0% 5.0% -2.2% 10.2K -98.4K -319 0.00 138.16 N/A N/A 0 0 24 7 2021-08-10 $89.54 $87.00 18.6% 4.9% 20.4% 0.0% 0.0% 9.4% 2.9% 16.6K -106.5K -294 0.00 119.89 N/A N/A 0 0 24 7 2021-08-11 $89.65 $87.00 18.6% 5.3% 19.5% 0.0% 0.0% 8.8% 1.2% 14.9K -109.2K -290 0.00 125.56 N/A N/A 0 0 24 7 2021-08-12 $89.42 $87.00 16.7% 4.8% 19.2% 0.0% 0.0% 6.6% 4.5% 15.7K -108.5K -284 0.00 125.21 N/A N/A 0 0 24 7 2021-08-13 $88.81 $87.00 21.3% 6.1% 19.1% 0.0% 20.4% 8.5% -0.2% 16.8K -95.0K -282 0.00 122.63 N/A N/A 0 4 24 7 2021-08-16 $88.38 $87.00 24.8% 7.1% 18.4% 0.0% 26.0% 3.1% -0.6% 14.7K -81.8K -261 0.00 127.98 N/A N/A 0 4 24 7 2021-08-17 $86.90 $88.00 23.9% 6.9% 14.5% 0.0% 0.0% 7.8% -0.6% 12.4K -31.4K -281 0.00 117.68 N/A N/A 0 0 24 11 2021-08-18 $86.81 $88.00 23.4% 6.7% 14.1% 0.0% 0.0% 4.1% -0.2% 12.5K -41.8K -253 0.00 129.56 N/A N/A 0 0 24 9 2021-08-19 $85.72 $88.00 25.6% 7.3% 13.8% 0.0% 25.1% 2.7% -3.2% 9.9K -16.3K -227 0.25 126.13 N/A N/A 4 1 24 9 2021-08-20 $87.18 $88.00 22.4% 6.4% 14.7% 0.0% 0.0% 4.4% -0.5% 9.8K -12.5K -203 0.00 125.56 N/A N/A 0 0 24 9 2021-08-23 $88.41 $88.00 21.2% 6.1% 15.4% 0.0% 0.0% 2.7% 1.6% 1.9K -15.7K -221 0.00 131.34 N/A N/A 0 0 11 8 2021-08-24 $88.81 $88.00 17.2% 4.9% 14.9% 0.0% 18.0% 1.8% 0.4% 2.1K -20.7K -221 0.00 135.90 N/A N/A 1 0 11 8 2021-08-25 $89.36 $88.00 16.0% 4.6% 14.0% 0.0% 0.0% 8.6% 3.3% 1.9K -25.4K -217 0.00 124.56 N/A N/A 0 0 11 8 2021-08-26 $88.26 $88.00 19.2% 5.5% 14.3% 0.0% 18.4% 7.2% 1.7% 2.7K -26.2K -226 1.00 126.85 N/A N/A 20 20 12 8 2021-08-27 $90.76 $89.00 21.1% 6.1% 17.4% 0.0% 0.0% 15.5% 1.5% 501 -26.4K -250 0.00 126.11 N/A N/A 0 0 12 12 2021-08-30 $90.58 $89.00 22.7% 6.5% 17.4% 0.0% 26.0% 2.1% -4.3% 5.2K -82.5K -472 0.00 130.76 N/A N/A 0 2 31 32 2021-08-31 $90.46 $89.00 20.8% 6.0% 17.4% 0.0% 21.2% 5.7% -0.5% 5.1K -77.1K -486 0.00 130.89 N/A N/A 4 0 31 34
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