SLYG Options History — October 2021

In October 2021, SLYG traded between $87.37 and $90.82. ATM implied volatility averaged 23.3%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 7.7% (HV 20d: 15.6%). Max pain ranged from $87.00 to $89.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.41.

Notable Days

2021-10-20: Highest Volume — 36 contracts
2021-10-05: Largest IV drop — 53.3% change
2021-10-28: Highest IV Rank — 18.9%
2021-10-01: Largest Expected Move — 7.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$89.03	$87.37	$90.82	$88.68	$90.82
Max Pain	$88.90	$87.00	$89.00	$87.00	$89.00
ATM IV	23.3%	18.3%	39.6%	25.9%	20.4%
Expected Move	5.9%	5.2%	7.4%	7.4%	5.8%
HV 20d	15.6%	11.2%	18.1%	17.1%	13.0%
HV 60d	16.6%	15.1%	18.7%	18.7%	15.7%
IV Rank	14.0%	10.2%	18.9%	14.8%	18.2%
IV Percentile	29.0%	19.7%	40.4%	29.4%	40.1%
Term Structure	0.7%	-1.2%	3.8%	3.8%	-0.2%
VWIV	18.9%	16.1%	29.9%	29.9%	19.1%
Skew 25d	3.2%	-1.7%	11.8%	-0.4%	1.5%
Skew 10d	7.3%	0.2%	26.8%	26.8%	5.5%
Call IV 25d	17.3%	12.5%	30.9%	30.9%	16.8%
Put IV 25d	20.6%	15.6%	30.5%	30.5%	18.3%
Bid-Ask Spread %	136.44	118.05	148.76	148.76	145.00
Gamma HHI	0.22	0.14	0.36	0.15	0.27
Net GEX	1.2K	-4.2K	5.3K	2.7K	2.7K
Net DEX	-9.7K	-36.7K	36.5K	-25.1K	-36.3K
Net VEX	-325	-492	-241	-492	-241
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	1.00	0.00	0.83
Total Volume	13.381	0	36	8	22
Total OI	36.714	26	48	48	31

Daily Data (21 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
2021-10-01	$88.68	$87.00	25.9%	7.4%	17.1%	0.0%	29.9%	-0.4%	3.8%	2.7K	-25.1K	-492	0.00	148.76	N/A	N/A	8	0	24	24
2021-10-04	$87.85	$89.00	39.4%	6.3%	17.3%	0.0%	0.0%	1.2%	-0.4%	2.2K	-14.5K	-455	0.00	136.87	N/A	N/A	0	0	24	23
2021-10-05	$88.08	$89.00	18.4%	6.1%	17.2%	0.0%	0.0%	7.1%	1.7%	5.3K	-17.2K	-430	0.00	120.84	N/A	N/A	0	0	24	23
2021-10-06	$87.37	$89.00	22.7%	6.8%	17.2%	0.0%	0.0%	11.8%	0.3%	3.4K	6.8K	-418	0.00	118.05	N/A	N/A	2	0	24	23
2021-10-07	$88.72	$89.00	28.5%	6.0%	18.1%	0.0%	0.0%	7.1%	0.9%	4.2K	-34.0K	-416	0.00	120.36	N/A	N/A	0	0	24	23
2021-10-08	$88.10	$89.00	26.7%	6.3%	17.7%	0.0%	0.0%	3.7%	0.8%	4.3K	-18.6K	-404	0.00	133.12	N/A	N/A	0	0	24	23
2021-10-11	$87.74	$89.00	35.7%	6.2%	17.7%	0.0%	0.0%	2.2%	1.0%	-2.9K	33.0K	-338	0.00	134.63	N/A	N/A	0	0	16	23
2021-10-12	$87.73	$89.00	39.6%	6.6%	17.3%	0.0%	0.0%	7.5%	-1.2%	-3.1K	36.5K	-337	0.00	133.33	N/A	N/A	0	0	16	23
2021-10-13	$87.98	$89.00	21.2%	6.1%	16.9%	0.0%	0.0%	9.0%	1.1%	-4.2K	34.4K	-320	0.00	133.04	N/A	N/A	0	4	16	23
2021-10-14	$89.06	$89.00	19.5%	5.6%	17.5%	14.8%	0.0%	7.3%	1.0%	-751	4.4K	-305	0.00	138.83	N/A	N/A	0	0	16	23
2021-10-15	$89.10	$89.00	18.3%	5.2%	17.4%	10.2%	17.4%	-1.7%	1.3%	1.8K	-8.9K	-284	1.00	135.76	N/A	N/A	2	2	16	21
2021-10-18	$88.96	$89.00	19.1%	5.5%	15.1%	13.2%	0.0%	3.0%	0.3%	-2.2K	11.4K	-261	0.00	137.82	N/A	N/A	0	0	9	17
2021-10-19	$89.19	$89.00	19.3%	5.5%	15.1%	14.0%	18.9%	0.6%	0.4%	-1.3K	1.5K	-264	0.00	138.23	N/A	N/A	3	0	10	17
2021-10-20	$89.61	$89.00	18.4%	5.3%	14.1%	10.9%	16.1%	2.2%	-0.2%	1.3K	-18.0K	-284	0.38	140.60	N/A	N/A	26	10	13	17
2021-10-21	$89.85	$89.00	18.8%	5.4%	13.7%	12.4%	17.4%	1.2%	0.1%	1.1K	-20.7K	-275	0.38	142.20	N/A	N/A	26	10	13	17
2021-10-22	$89.97	$89.00	19.8%	5.7%	13.6%	16.2%	17.9%	1.4%	0.2%	1.5K	-23.6K	-280	0.38	142.18	N/A	N/A	26	10	13	17
2021-10-25	$90.71	$89.00	18.7%	5.4%	13.4%	11.8%	17.6%	2.6%	1.0%	3.0K	-36.7K	-251	0.38	143.55	N/A	N/A	26	10	13	17
2021-10-26	$90.50	$89.00	19.4%	5.6%	11.2%	14.6%	19.3%	-1.0%	0.2%	2.8K	-33.9K	-252	0.38	143.94	N/A	N/A	26	10	13	17
2021-10-27	$89.01	$89.00	19.0%	5.5%	12.9%	13.1%	18.5%	-1.0%	0.8%	776	-12.5K	-265	0.38	136.54	N/A	N/A	26	10	13	17
2021-10-28	$90.50	$89.00	20.6%	5.9%	13.5%	18.9%	16.1%	2.8%	1.2%	2.5K	-31.8K	-245	0.83	141.62	N/A	N/A	12	10	13	18
2021-10-29	$90.82	$89.00	20.4%	5.8%	13.0%	18.2%	19.1%	1.5%	-0.2%	2.7K	-36.3K	-241	0.83	145.00	N/A	N/A	12	10	13	18