SLYG Options History — February 2023 In February 2023, SLYG traded between $76.50 and $80.18. ATM implied volatility averaged 25.3%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 7.8% (HV 20d: 17.4%). Max pain ranged from $73.00 to $79.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-01 : Highest Volume — 3 contracts2023-02-10 : Largest IV spike — 21.6% change2023-02-28 : Highest IV Rank — 21.3%2023-02-28 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $78.28 $76.50 $80.18 $79.28 $77.22 Max Pain $78.68 $73.00 $79.00 $73.00 $79.00 ATM IV 25.3% 20.3% 29.2% 23.9% 29.2% Expected Move 7.0% 5.8% 8.4% 6.9% 8.4% HV 20d 17.4% 15.8% 18.7% 17.2% 18.2% HV 60d 20.2% 18.3% 23.7% 23.7% 18.3% IV Rank 13.4% 3.5% 21.3% 10.7% 21.3% IV Percentile 18.6% 2.4% 40.1% 10.7% 40.1% Term Structure -2.7% -9.1% 7.5% 7.5% -9.1% VWIV 25.6% 25.6% 25.6% 25.6% 25.6% Skew 25d 6.7% -4.7% 13.7% 6.7% 4.9% Skew 10d 5.8% 2.4% 10.5% 2.4% 7.9% Call IV 25d 17.6% 14.6% 23.4% 19.0% 18.2% Put IV 25d 24.3% 18.3% 30.2% 25.7% 23.1% Bid-Ask Spread % 121.39 111.13 131.18 123.72 125.74 Gamma HHI 0.26 0.19 0.36 0.30 0.31 Net GEX 5.0K 1.9K 7.9K 4.2K 2.3K Net DEX -56.6K -79.9K -30.9K -53.9K -36.6K Net VEX -151 -167 -135 -145 -154 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 0.368 0 3 3 0 Total OI 13.947 8 17 13 9
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 2023-02-01 $79.28 $73.00 23.9% 6.9% 17.2% 10.7% 25.6% 6.7% 7.5% 4.2K -53.9K -145 0.00 123.72 N/A N/A 3 0 12 1 2023-02-02 $79.98 $79.00 26.7% 6.3% 17.2% 16.3% 0.0% 9.1% -4.3% 5.5K -75.8K -167 0.00 113.09 N/A N/A 0 0 15 1 2023-02-03 $80.18 $79.00 25.5% 6.0% 16.9% 13.9% 0.0% 10.1% -0.9% 5.6K -79.9K -162 0.00 119.18 N/A N/A 0 0 15 1 2023-02-06 $79.04 $79.00 28.3% 7.4% 16.9% 19.6% 0.0% 0.2% -2.2% 5.7K -71.3K -161 0.00 118.65 N/A N/A 1 0 15 1 2023-02-07 $79.47 $79.00 28.9% 7.6% 16.8% 20.7% 0.0% 10.7% -6.3% 6.5K -73.0K -163 0.00 111.88 N/A N/A 0 0 16 1 2023-02-08 $78.72 $79.00 23.9% 6.9% 17.3% 10.7% 0.0% 3.9% 1.2% 5.7K -69.4K -166 0.00 118.61 N/A N/A 0 0 16 1 2023-02-09 $77.57 $79.00 20.7% 5.9% 18.3% 4.4% 0.0% 5.3% 6.2% 5.5K -59.9K -160 0.00 122.14 N/A N/A 0 0 16 1 2023-02-10 $77.84 $79.00 25.2% 7.2% 17.7% 13.4% 0.0% 13.6% -7.1% 5.8K -57.7K -158 0.00 111.13 N/A N/A 0 0 16 1 2023-02-13 $78.68 $79.00 27.9% 8.0% 17.7% 18.8% 0.0% 13.7% -7.5% 6.2K -64.8K -148 0.00 118.07 N/A N/A 0 0 16 1 2023-02-14 $78.69 $79.00 21.9% 6.3% 17.5% 6.8% 0.0% 5.9% 2.5% 7.2K -67.3K -143 0.00 128.96 N/A N/A 0 0 16 1 2023-02-15 $79.10 $79.00 25.8% 7.4% 16.3% 14.4% 0.0% 11.6% -2.1% 7.9K -70.3K -137 0.00 124.47 N/A N/A 2 0 16 1 2023-02-16 $78.69 $79.00 20.3% 5.8% 16.0% 3.5% 0.0% 9.3% -7.0% 7.4K -64.7K -150 0.00 123.86 N/A N/A 0 0 16 1 2023-02-17 $78.67 $79.00 22.5% 6.5% 15.8% 8.0% 0.0% 4.4% -1.1% 7.8K -62.7K -143 0.00 116.51 N/A N/A 0 0 16 1 2023-02-21 $76.78 $79.00 22.8% 6.5% 18.0% 8.4% 0.0% -4.7% -1.6% 2.1K -32.5K -137 0.00 123.15 N/A N/A 0 0 8 0 2023-02-22 $76.50 $79.00 25.2% 7.2% 18.0% 13.4% 0.0% 8.4% -3.0% 1.9K -30.9K -136 0.00 131.18 N/A N/A 0 0 8 0 2023-02-23 $77.28 $79.00 26.1% 7.5% 18.4% 15.2% 0.0% 5.4% -6.1% 2.2K -32.0K -135 0.00 124.24 N/A N/A 1 0 8 0 2023-02-24 $76.59 $79.00 27.3% 7.8% 18.7% 17.5% 0.0% 2.5% -5.4% 2.2K -34.7K -156 0.00 126.73 N/A N/A 0 0 9 0 2023-02-27 $77.02 $79.00 27.9% 8.0% 18.6% 18.7% 0.0% 6.3% -4.0% 2.4K -37.4K -155 0.00 125.08 N/A N/A 0 0 9 0 2023-02-28 $77.22 $79.00 29.2% 8.4% 18.2% 21.3% 0.0% 4.9% -9.1% 2.3K -36.6K -154 0.00 125.74 N/A N/A 0 0 9 0
« Jan 2023 | All History | Mar 2023 » Home SLYG History February 2023