SLYG Options History — February 2022 In February 2022, SLYG traded between $80.01 and $84.88. ATM implied volatility averaged 30.9%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.7% (HV 20d: 23.2%). Max pain ranged from $78.00 to $85.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 3.43.
Notable Days 2022-02-24 : Highest Volume — 23 contracts2022-02-07 : Largest IV spike — 19.5% change2022-02-23 : Highest IV Rank — 61.2%2022-02-23 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $83.05 $80.01 $84.88 $83.81 $83.55 Max Pain $82.68 $78.00 $85.00 $85.00 $78.00 ATM IV 30.9% 25.4% 35.0% 32.0% 32.4% Expected Move 8.7% 7.3% 10.0% 9.2% 9.3% HV 20d 23.2% 22.0% 25.4% 25.4% 23.3% HV 60d 23.0% 22.2% 23.7% 22.6% 23.7% IV Rank 48.3% 30.9% 61.2% 51.7% 53.0% IV Percentile 84.4% 66.7% 93.1% 89.6% 88.1% Term Structure -2.5% -4.9% -0.4% -3.6% -3.0% VWIV 30.2% 23.6% 34.8% 31.4% 30.8% Skew 25d 8.8% -0.1% 14.7% 9.7% 7.9% Skew 10d 8.9% 2.0% 25.8% 6.1% 9.7% Call IV 25d 22.1% 17.5% 31.4% 22.2% 24.6% Put IV 25d 30.9% 20.8% 43.9% 31.9% 32.5% Bid-Ask Spread % 120.27 110.68 130.90 129.57 122.53 Gamma HHI 0.26 0.17 0.64 0.17 0.25 Net GEX -591 -2.8K 568 -630 -2.2K Net DEX 26.7K 7.8K 52.2K 20.9K 44.9K Net VEX -101 -317 -24 -73 -317 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.43 1.43 16.00 1.43 5.33 Total Volume 17.579 17 23 17 19 Total OI 13.158 4 23 12 23
Daily Data (19 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 2022-02-01 $83.81 $85.00 32.0% 9.2% 25.4% 51.7% 31.4% 9.7% -3.6% -630 20.9K -73 1.43 129.57 N/A N/A 7 10 4 8 2022-02-02 $83.56 $85.00 31.3% 9.0% 25.0% 49.4% 30.3% 5.4% -4.9% -654 21.2K -69 1.43 130.90 N/A N/A 7 10 4 8 2022-02-03 $82.36 $83.00 34.1% 8.6% 23.4% 58.3% 29.1% 12.1% -2.3% -660 23.9K -64 1.43 118.88 N/A N/A 7 10 4 8 2022-02-04 $82.61 $83.00 27.9% 7.7% 23.1% 38.9% 26.7% 11.7% -0.4% -677 25.8K -56 1.43 113.75 N/A N/A 7 10 4 8 2022-02-07 $82.43 $83.00 33.4% 8.2% 22.5% 56.1% 27.6% 8.8% -1.5% -551 24.8K -56 1.43 120.89 N/A N/A 7 10 4 8 2022-02-08 $83.70 $83.00 28.8% 7.5% 23.2% 41.8% 26.8% 9.3% -0.8% -274 21.3K -47 1.43 121.03 N/A N/A 7 10 4 8 2022-02-09 $84.86 $83.00 25.4% 7.3% 23.1% 30.9% 23.6% 5.7% -0.6% -444 16.5K -55 1.43 126.61 N/A N/A 7 10 4 8 2022-02-10 $83.53 $83.00 27.4% 7.8% 23.5% 37.1% 28.8% -0.1% -1.5% -322 18.0K -49 1.43 117.71 N/A N/A 7 10 4 8 2022-02-11 $83.04 $83.00 29.4% 8.4% 23.4% 43.5% 29.2% 13.1% -1.3% -620 23.3K -53 1.43 126.00 N/A N/A 7 10 4 8 2022-02-14 $82.92 $83.00 32.9% 9.4% 23.4% 54.7% 32.9% 5.6% -3.9% -377 23.5K -42 1.43 119.30 N/A N/A 7 10 4 8 2022-02-15 $84.50 $83.00 30.0% 8.6% 22.7% 45.6% 30.2% 10.1% -2.2% 165 17.6K -40 1.43 122.23 N/A N/A 7 10 4 8 2022-02-16 $84.88 $83.00 28.7% 8.2% 22.0% 41.3% 30.1% 7.4% -1.9% 163 15.9K -39 1.43 120.77 N/A N/A 7 10 4 8 2022-02-17 $83.03 $83.00 31.2% 8.9% 22.3% 49.1% 31.0% 4.5% -2.2% 383 23.3K -32 1.43 121.42 N/A N/A 7 10 4 8 2022-02-18 $82.57 $83.00 33.3% 9.5% 22.2% 55.7% 34.2% 14.6% -4.6% 376 25.3K -24 1.43 116.08 N/A N/A 7 10 4 8 2022-02-22 $81.67 $83.00 34.6% 9.9% 22.2% 60.0% 33.6% 3.8% -2.9% 568 7.8K -29 16.00 117.06 N/A N/A 1 16 2 2 2022-02-23 $80.01 $83.00 35.0% 10.0% 23.2% 61.2% 32.3% 12.5% -4.4% -1.4K 50.8K -272 8.00 114.27 N/A N/A 2 16 2 14 2022-02-24 $81.60 $83.00 28.6% 8.2% 23.3% 40.9% 29.9% 14.7% -0.4% -1.3K 50.4K -287 10.50 115.42 N/A N/A 2 21 3 14 2022-02-25 $83.27 $78.00 31.1% 8.9% 23.3% 49.1% 34.8% 10.3% -4.2% -2.8K 52.2K -317 5.33 110.68 N/A N/A 3 16 3 19 2022-02-28 $83.55 $78.00 32.4% 9.3% 23.3% 53.0% 30.8% 7.9% -3.0% -2.2K 44.9K -317 5.33 122.53 N/A N/A 3 16 4 19
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