SLYG Options History — December 2022 In December 2022, SLYG traded between $71.36 and $78.34. ATM implied volatility averaged 30.9%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 6.7% (HV 20d: 24.1%). Max pain ranged from $60.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-12-19 : Highest Volume — 15 contracts2022-12-14 : Largest IV drop — 52.0% change2022-12-13 : Highest IV Rank — 61.0%2022-12-01 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $74.04 $71.36 $78.34 $78.17 $72.19 Max Pain $63.00 $60.00 $75.00 $75.00 $60.00 ATM IV 30.9% 23.0% 49.5% 33.4% 26.5% Expected Move 7.7% 6.6% 9.6% 9.6% 7.6% HV 20d 24.1% 20.4% 32.5% 30.2% 20.4% HV 60d 28.5% 26.8% 29.9% 29.5% 26.9% IV Rank 22.7% 6.6% 61.0% 27.9% 13.6% IV Percentile 40.4% 6.3% 98.0% 61.5% 17.9% Term Structure -2.0% -11.8% 7.9% -11.8% 3.5% VWIV 25.6% 23.1% 28.1% 23.1% 28.1% Skew 25d 5.3% -3.6% 13.2% 13.2% -1.0% Skew 10d 4.5% -1.7% 11.9% 4.9% 4.0% Call IV 25d 21.0% 16.7% 27.0% 16.7% 20.7% Put IV 25d 26.3% 19.7% 32.8% 29.9% 19.7% Bid-Ask Spread % 121.23 109.29 138.29 132.17 118.79 Gamma HHI 0.31 0.17 0.44 0.33 0.21 Net GEX 3.8K 1.7K 7.7K 6.8K 2.1K Net DEX -28.4K -79.0K -2.6K -79.0K -16.2K Net VEX -180 -277 -77 -214 -77 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.619 0 15 0 0 Total OI 23.952 13 28 20 24
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 2022-12-01 $78.17 $75.00 33.4% 9.6% 30.2% 27.9% 0.0% 13.2% -11.8% 6.8K -79.0K -214 0.00 132.17 N/A N/A 0 0 20 0 2022-12-02 $78.34 $75.00 27.1% 7.8% 29.9% 15.0% 0.0% 2.9% -2.5% 7.7K -71.6K -204 0.00 128.70 N/A N/A 0 0 20 0 2022-12-05 $75.92 $0.00 25.8% 6.9% 32.5% 12.3% 0.0% 2.0% 7.6% 7.2K -57.3K -182 0.00 121.18 N/A N/A 0 5 20 0 2022-12-06 $75.05 $0.00 33.2% 7.8% 32.5% 27.5% 0.0% 3.2% -0.6% 5.1K -37.4K -277 0.00 116.83 N/A N/A 0 1 20 5 2022-12-07 $74.98 $0.00 41.6% 8.5% 32.5% 44.7% 0.0% 10.2% -6.8% 4.5K -28.3K -277 0.00 112.43 N/A N/A 0 0 20 6 2022-12-08 $75.13 $0.00 43.4% 7.6% 30.6% 48.4% 0.0% 10.6% -0.7% 4.8K -30.7K -276 0.00 113.93 N/A N/A 0 0 20 6 2022-12-09 $74.57 $0.00 38.2% 7.7% 20.8% 37.7% 0.0% 13.2% -1.3% 4.6K -28.9K -272 0.00 109.29 N/A N/A 0 0 20 6 2022-12-12 $75.24 $0.00 43.2% 8.3% 20.7% 48.1% 0.0% 6.8% 1.4% 4.4K -22.5K -255 0.00 110.42 N/A N/A 0 0 20 6 2022-12-13 $75.87 $0.00 49.5% 7.6% 20.9% 61.0% 0.0% 9.2% -6.9% 5.3K -38.0K -264 0.00 122.03 N/A N/A 0 0 20 6 2022-12-14 $74.92 $0.00 23.8% 6.8% 21.0% 8.1% 0.0% 0.2% -3.2% 5.0K -24.1K -244 0.00 133.96 N/A N/A 0 0 20 6 2022-12-15 $72.98 $0.00 23.0% 6.6% 21.9% 6.6% 0.0% -3.6% -3.8% 3.4K -9.8K -226 0.00 137.98 N/A N/A 1 0 20 6 2022-12-16 $72.50 $0.00 25.0% 7.2% 21.8% 10.7% 0.0% 3.0% 0.1% 2.4K -2.6K -234 0.00 112.61 N/A N/A 0 5 21 6 2022-12-19 $71.88 $0.00 27.3% 7.8% 21.4% 15.4% 23.1% 5.0% -4.5% 2.7K -26.3K -135 0.00 112.06 N/A N/A 0 15 13 0 2022-12-20 $72.30 $60.00 27.0% 7.7% 21.6% 14.6% 28.1% 9.0% 0.1% 2.7K -20.2K -114 0.00 117.86 N/A N/A 7 0 13 15 2022-12-21 $73.18 $60.00 24.5% 7.0% 21.6% 9.6% 0.0% 6.8% -1.0% 2.2K -20.7K -97 0.00 138.29 N/A N/A 0 0 9 15 2022-12-22 $72.12 $60.00 23.1% 6.6% 21.9% 6.8% 0.0% 2.9% 1.6% 1.8K -14.4K -92 0.00 118.20 N/A N/A 0 0 9 15 2022-12-23 $72.75 $60.00 27.1% 7.8% 22.1% 14.9% 0.0% 6.5% -6.7% 2.0K -17.1K -86 0.00 118.06 N/A N/A 0 0 9 15 2022-12-27 $72.64 $60.00 28.6% 8.2% 20.7% 18.0% 0.0% 2.1% -9.6% 1.9K -18.3K -94 0.00 117.44 N/A N/A 0 0 9 15 2022-12-28 $71.36 $60.00 25.5% 7.3% 21.3% 11.7% 0.0% 1.9% 7.9% 1.7K -16.2K -86 0.00 128.07 N/A N/A 0 0 9 15 2022-12-29 $72.66 $60.00 31.3% 9.0% 20.8% 23.6% 0.0% 7.2% -5.1% 1.8K -17.2K -81 0.00 125.47 N/A N/A 0 0 9 15 2022-12-30 $72.19 $60.00 26.5% 7.6% 20.4% 13.6% 0.0% -1.0% 3.5% 2.1K -16.2K -77 0.00 118.79 N/A N/A 0 0 9 15
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