SLYG Options History — October 2022

In October 2022, SLYG traded between $69.06 and $75.13. ATM implied volatility averaged 35.9%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 6.1% (HV 20d: 29.9%). Max pain ranged from $72.00 to $80.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.12.

Notable Days

  • 2022-10-12: Highest Volume — 85 contracts
  • 2022-10-06: Largest IV spike — 44.4% change
  • 2022-10-11: Highest IV Rank — 56.8%
  • 2022-10-12: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.31$69.06$75.13$69.89$75.13
Max Pain$78.38$72.00$80.00$72.00$75.00
ATM IV35.9%24.8%46.8%37.3%30.4%
Expected Move9.8%7.1%11.8%10.7%8.7%
HV 20d29.9%27.5%32.1%28.7%27.9%
HV 60d27.1%26.1%28.0%26.4%28.0%
IV Rank34.9%12.4%56.8%37.9%22.7%
IV Percentile72.6%21.0%96.4%84.5%43.3%
Term Structure-3.9%-11.4%6.6%-7.3%6.6%
VWIV32.5%25.2%39.6%34.5%28.0%
Skew 25d8.8%-1.3%20.1%10.5%0.8%
Skew 10d11.3%-1.8%27.5%25.7%1.9%
Call IV 25d29.9%22.3%35.6%35.0%29.1%
Put IV 25d38.7%29.8%45.5%45.5%29.8%
Bid-Ask Spread %113.23103.54121.99117.68108.09
Gamma HHI0.480.160.760.670.18
Net GEX-8.5K-19.1K2.3K-7.8K1.3K
Net DEX90.7K-29.6K165.8K132.9K-28.1K
Net VEX-301-426-185-355-258
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.171.400.940.73
Total Volume71.42931856845
Total OI69.61935836649

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$69.89$72.0037.3%10.7%28.7%37.9%34.5%10.5%-7.3%-7.8K132.9K-3550.94117.68N/AN/A35333333
2022-10-04$71.99$72.0031.6%9.1%30.8%26.6%30.3%-1.3%-3.9%-9.3K98.2K-4001.31117.82N/AN/A35463333
2022-10-05$72.03$72.0027.5%7.9%30.3%18.4%26.2%7.0%-0.1%-14.0K106.0K-3741.40114.41N/AN/A35493346
2022-10-06$71.61$80.0039.7%10.3%30.1%42.7%29.1%12.1%-9.4%-9.4K110.3K-4261.40104.20N/AN/A35493349
2022-10-07$69.46$80.0037.1%8.9%30.5%37.5%32.8%9.2%5.6%-11.7K138.2K-4001.40105.87N/AN/A35493349
2022-10-10$69.73$80.0045.7%9.0%30.3%54.6%39.3%8.9%-1.1%-12.6K150.6K-3561.40115.04N/AN/A35493349
2022-10-11$69.32$80.0046.8%9.9%27.5%56.8%31.5%9.6%-4.5%-10.3K152.1K-3961.40113.31N/AN/A35493349
2022-10-12$69.27$80.0041.3%11.8%27.5%46.0%36.6%5.3%-11.2%-10.6K154.0K-3681.36118.40N/AN/A36493349
2022-10-13$70.62$80.0035.8%10.3%28.6%34.9%37.3%8.1%-5.6%-11.1K140.5K-3211.36112.17N/AN/A36493449
2022-10-14$69.10$80.0032.1%9.2%29.3%27.5%33.0%8.3%5.4%-11.6K156.5K-3281.36111.81N/AN/A36493449
2022-10-17$70.87$80.0035.6%10.2%30.7%34.5%32.1%7.3%-9.2%-15.6K135.6K-2761.36103.54N/AN/A36493449
2022-10-18$71.57$80.0033.3%9.5%30.8%29.6%29.6%1.4%-2.8%-19.1K85.2K-2951.36113.76N/AN/A36493449
2022-10-19$69.90$80.0035.8%10.3%31.6%34.7%37.1%18.9%-5.6%-15.9K161.2K-2391.36114.13N/AN/A36493449
2022-10-20$69.06$80.0035.7%10.2%31.3%34.4%39.6%10.6%-5.4%-14.6K165.8K-2331.36119.99N/AN/A36493449
2022-10-21$70.94$80.0035.7%10.2%31.3%34.2%33.4%10.6%-10.3%-15.9K138.8K-1851.36116.48N/AN/A36493449
2022-10-24$71.47$80.0038.6%11.1%31.1%40.0%33.6%3.9%-8.9%1.5K-2.2K-1890.17111.09N/AN/A356336
2022-10-25$73.38$80.0024.8%7.1%32.1%12.4%32.0%13.3%3.5%1.9K-14.2K-1970.24115.78N/AN/A256346
2022-10-26$73.68$80.0034.8%10.0%30.1%32.0%29.0%10.9%-3.5%2.3K-24.3K-2310.76113.54N/AN/A2519296
2022-10-27$73.42$80.0040.3%11.6%28.3%43.1%25.2%20.1%-2.4%1.5K-23.0K-2680.73108.78N/AN/A26192919
2022-10-28$74.97$75.0035.1%10.1%28.9%32.2%33.1%9.5%-11.4%2.0K-29.6K-2250.73121.99N/AN/A26193019
2022-10-31$75.13$75.0030.4%8.7%27.9%22.7%28.0%0.8%6.6%1.3K-28.1K-2580.73108.09N/AN/A26193019