SLYG Options History — June 2022

In June 2022, SLYG traded between $67.65 and $78.69. ATM implied volatility averaged 35.4%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 1.1% (HV 20d: 34.3%). Max pain ranged from $72.00 to $77.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.71.

Notable Days

2022-06-09: Highest Volume — 64 contracts
2022-06-08: Largest IV drop — 32.9% change
2022-06-16: Highest IV Rank — 63.4%
2022-06-16: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$72.93	$67.65	$78.69	$76.94	$70.23
Max Pain	$75.55	$72.00	$77.00	$73.00	$72.00
ATM IV	35.4%	27.0%	42.7%	30.4%	36.5%
Expected Move	9.7%	7.1%	12.2%	8.7%	10.5%
HV 20d	34.3%	29.8%	37.8%	37.8%	35.1%
HV 60d	31.2%	29.3%	32.9%	29.6%	32.8%
IV Rank	46.2%	26.5%	63.4%	34.6%	48.6%
IV Percentile	82.2%	53.6%	96.8%	69.4%	86.5%
Term Structure	-2.6%	-8.2%	2.8%	-0.6%	-0.1%
VWIV	33.9%	24.2%	40.9%	29.6%	35.8%
Skew 25d	8.7%	-5.3%	30.0%	-5.3%	17.2%
Skew 10d	5.4%	-11.8%	23.7%	10.6%	2.5%
Call IV 25d	31.5%	18.8%	39.9%	34.6%	27.6%
Put IV 25d	40.3%	24.9%	56.0%	29.2%	44.8%
Bid-Ask Spread %	112.25	101.63	121.33	115.94	114.99
Gamma HHI	0.23	0.15	0.34	0.18	0.28
Net GEX	-4.1K	-8.2K	-2.4K	-4.0K	-2.7K
Net DEX	84.0K	5.6K	173.4K	49.3K	94.0K
Net VEX	-550	-781	-388	-698	-402
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.62	0.78	0.71	0.62
Total Volume	61.667	58	64	60	63
Total OI	68.429	61	75	72	62

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
2022-06-01	$76.94	$73.00	30.4%	8.7%	37.8%	34.6%	29.6%	-5.3%	-0.6%	-4.0K	49.3K	-698	0.71	115.94	N/A	N/A	35	25	30	42
2022-06-02	$78.19	$0.00	32.5%	7.1%	36.6%	39.5%	29.8%	3.0%	0.0%	-4.2K	20.0K	-631	0.69	104.96	N/A	N/A	36	25	30	42
2022-06-03	$77.52	$77.00	41.8%	9.5%	32.1%	61.2%	34.3%	6.3%	-2.5%	-3.1K	23.4K	-781	0.69	107.79	N/A	N/A	36	25	30	42
2022-06-06	$77.80	$77.00	39.4%	9.9%	31.9%	55.7%	35.4%	8.9%	-2.2%	-2.4K	26.5K	-757	0.69	113.64	N/A	N/A	36	25	30	42
2022-06-07	$78.69	$77.00	40.3%	8.2%	29.8%	57.6%	32.2%	7.7%	-2.5%	-3.6K	5.6K	-701	0.69	116.26	N/A	N/A	36	25	30	42
2022-06-08	$77.59	$77.00	27.0%	7.7%	30.3%	26.5%	24.2%	5.2%	2.5%	-3.1K	27.6K	-664	0.69	103.91	N/A	N/A	36	25	30	42
2022-06-09	$76.21	$77.00	29.9%	8.6%	30.4%	33.3%	29.9%	-2.1%	-5.8%	-3.5K	33.2K	-629	0.78	120.60	N/A	N/A	36	28	30	42
2022-06-10	$74.23	$77.00	30.2%	8.7%	32.1%	34.0%	29.9%	9.4%	2.8%	-8.0K	98.7K	-661	0.78	105.66	N/A	N/A	36	28	30	45
2022-06-13	$70.49	$77.00	35.2%	10.1%	34.8%	45.8%	35.1%	7.6%	-0.8%	-6.4K	139.0K	-548	0.78	104.66	N/A	N/A	36	28	30	43
2022-06-14	$70.58	$77.00	37.6%	10.8%	34.7%	51.3%	34.6%	10.0%	-4.8%	-7.0K	146.0K	-536	0.78	101.63	N/A	N/A	36	28	30	43
2022-06-15	$71.54	$77.00	32.9%	9.4%	33.3%	40.5%	34.9%	5.5%	-2.8%	-8.2K	134.1K	-520	0.78	111.40	N/A	N/A	36	28	30	43
2022-06-16	$67.65	$77.00	42.7%	12.2%	35.5%	63.4%	40.9%	16.1%	-7.5%	-5.0K	155.5K	-491	0.78	118.57	N/A	N/A	36	28	30	43
2022-06-17	$68.30	$77.00	37.9%	10.9%	35.6%	52.1%	39.3%	10.1%	-1.2%	-5.3K	173.4K	-449	0.78	121.33	N/A	N/A	36	28	30	43
2022-06-21	$69.38	$77.00	27.8%	8.0%	36.2%	28.3%	34.4%	14.2%	-0.4%	-3.2K	103.0K	-410	0.71	114.21	N/A	N/A	34	24	29	32
2022-06-22	$68.94	$77.00	33.3%	9.6%	35.9%	41.4%	32.6%	14.1%	-4.8%	-3.0K	107.3K	-416	0.71	106.87	N/A	N/A	34	24	29	32
2022-06-23	$70.02	$77.00	42.5%	12.2%	36.3%	62.9%	36.6%	30.0%	-8.2%	-2.9K	102.3K	-434	0.69	116.42	N/A	N/A	35	24	29	32
2022-06-24	$71.82	$72.00	36.3%	10.4%	36.8%	48.4%	37.2%	8.0%	-7.4%	-2.4K	78.6K	-506	0.69	121.31	N/A	N/A	35	24	30	32
2022-06-27	$72.95	$72.00	35.5%	10.2%	35.9%	46.0%	34.6%	4.1%	-1.3%	-2.4K	75.5K	-459	0.69	111.66	N/A	N/A	35	24	30	32
2022-06-28	$71.66	$72.00	34.1%	9.8%	35.1%	42.9%	32.9%	5.7%	0.0%	-2.4K	77.3K	-469	0.62	112.99	N/A	N/A	39	24	30	32
2022-06-29	$70.77	$72.00	39.8%	11.4%	35.1%	56.4%	37.4%	8.0%	-7.4%	-2.6K	92.7K	-388	0.62	112.41	N/A	N/A	39	24	30	32
2022-06-30	$70.23	$72.00	36.5%	10.5%	35.1%	48.6%	35.8%	17.2%	-0.1%	-2.7K	94.0K	-402	0.62	114.99	N/A	N/A	39	24	30	32