SLYG Options History — March 2023 In March 2023, SLYG traded between $70.69 and $78.05. ATM implied volatility averaged 31.5%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 10.5% (HV 20d: 21.0%). Max pain ranged from $72.00 to $79.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.08.
Notable Days 2023-03-21 : Highest Volume — 7 contracts2023-03-10 : Largest IV spike — 58.4% change2023-03-14 : Highest IV Rank — 98.6%2023-03-20 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $73.33 $70.69 $78.05 $77.06 $73.36 Max Pain $73.91 $72.00 $79.00 $79.00 $72.00 ATM IV 31.5% 20.7% 67.8% 28.6% 24.9% Expected Move 7.8% 5.4% 10.5% 8.2% 7.1% HV 20d 21.0% 14.6% 26.2% 17.4% 26.2% HV 60d 19.2% 17.2% 20.7% 18.2% 20.5% IV Rank 26.0% 4.3% 98.6% 20.1% 12.7% IV Percentile 42.9% 2.8% 99.6% 37.3% 16.3% Term Structure -1.2% -7.4% 5.8% -5.4% -1.9% VWIV 28.5% 28.5% 28.5% 28.5% 28.5% Skew 25d 6.2% -0.4% 15.6% 2.4% 8.2% Skew 10d 6.2% -4.8% 30.3% 11.1% -0.6% Call IV 25d 21.3% 16.8% 26.9% 18.3% 17.3% Put IV 25d 27.5% 20.6% 35.6% 20.6% 25.5% Bid-Ask Spread % 120.96 110.07 132.61 129.30 132.36 Gamma HHI 0.44 0.30 0.63 0.31 0.63 Net GEX 2.4K 1.3K 4.3K 2.4K 4.3K Net DEX -26.9K -38.8K -17.9K -35.3K -35.6K Net VEX -144 -170 -118 -153 -166 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.08 0.00 0.17 0.17 0.00 Total Volume 0.348 0 7 0 1 Total OI 10.565 7 14 9 14
Daily Data (23 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 2023-03-01 $77.06 $79.00 28.6% 8.2% 17.4% 20.1% 0.0% 2.4% -5.4% 2.4K -35.3K -153 0.00 129.30 N/A N/A 0 0 9 0 2023-03-02 $77.33 $79.00 21.6% 6.2% 14.6% 6.1% 0.0% 6.7% 2.4% 2.7K -35.1K -152 0.00 132.61 N/A N/A 0 0 9 0 2023-03-03 $78.05 $79.00 20.7% 5.9% 14.7% 4.3% 0.0% 5.7% 5.8% 2.4K -38.8K -152 0.00 132.19 N/A N/A 0 0 9 0 2023-03-06 $76.47 $0.00 22.1% 5.9% 16.1% 7.2% 0.0% 10.0% 2.9% 2.6K -34.4K -144 0.00 115.45 N/A N/A 0 0 9 0 2023-03-07 $75.92 $0.00 29.2% 5.4% 15.6% 21.3% 0.0% 4.7% 4.6% 2.5K -31.7K -144 0.00 121.34 N/A N/A 0 0 9 0 2023-03-08 $75.91 $0.00 32.6% 7.5% 15.4% 28.1% 0.0% 6.3% 0.1% 2.3K -30.9K -143 0.00 113.71 N/A N/A 0 0 9 0 2023-03-09 $74.34 $0.00 25.6% 6.5% 16.6% 14.0% 0.0% 5.5% 1.7% 1.7K -27.4K -136 0.00 112.54 N/A N/A 0 0 9 0 2023-03-10 $72.30 $0.00 40.5% 9.7% 18.4% 43.9% 0.0% -0.4% -7.4% 1.6K -24.0K -134 0.00 119.97 N/A N/A 0 0 9 0 2023-03-13 $71.27 $0.00 62.2% 9.4% 18.6% 87.4% 0.0% 4.2% -2.0% 1.4K -19.3K -123 0.00 122.22 N/A N/A 0 0 9 0 2023-03-14 $72.30 $0.00 67.8% 7.6% 19.0% 98.6% 0.0% 7.4% -0.4% 1.7K -21.8K -128 0.00 113.59 N/A N/A 0 0 9 0 2023-03-15 $71.15 $0.00 29.6% 8.5% 19.4% 22.1% 0.0% 2.7% -1.5% 1.3K -18.8K -120 0.00 123.10 N/A N/A 0 0 9 0 2023-03-16 $72.87 $0.00 29.8% 8.5% 21.7% 22.5% 0.0% 1.1% -3.6% 1.4K -19.6K -123 0.00 117.75 N/A N/A 0 0 9 0 2023-03-17 $70.92 $0.00 31.4% 9.0% 23.2% 25.7% 0.0% 7.7% -2.3% 1.3K -17.9K -118 0.00 110.07 N/A N/A 0 0 9 0 2023-03-20 $71.79 $0.00 36.5% 10.5% 23.9% 36.0% 0.0% 13.3% -6.2% 1.3K -19.0K -121 0.00 115.50 N/A N/A 0 0 7 0 2023-03-21 $73.18 $0.00 33.1% 9.5% 24.1% 29.3% 28.5% 11.0% -6.6% 1.5K -21.7K -126 0.17 114.52 N/A N/A 6 1 7 0 2023-03-22 $71.61 $72.00 27.4% 7.9% 25.1% 17.8% 0.0% 7.6% -1.0% 3.1K -29.1K -170 0.00 120.92 N/A N/A 0 0 13 1 2023-03-23 $70.69 $72.00 30.7% 8.8% 24.8% 24.4% 0.0% 7.8% -0.4% 2.9K -25.1K -162 0.00 116.69 N/A N/A 0 0 13 1 2023-03-24 $71.31 $72.00 27.6% 7.9% 25.2% 18.2% 0.0% 4.0% 2.1% 2.6K -22.4K -153 0.00 122.00 N/A N/A 0 0 13 1 2023-03-27 $72.22 $72.00 26.5% 7.6% 25.6% 15.8% 0.0% 6.7% -0.8% 3.5K -29.8K -166 0.00 125.02 N/A N/A 0 0 13 1 2023-03-28 $71.86 $72.00 32.2% 9.2% 25.5% 27.3% 0.0% 15.6% -3.0% 2.9K -28.6K -158 0.00 114.16 N/A N/A 0 0 13 1 2023-03-29 $72.47 $72.00 21.3% 6.1% 25.9% 5.6% 0.0% 4.0% 0.1% 4.1K -27.0K -157 0.00 129.47 N/A N/A 0 0 13 1 2023-03-30 $72.26 $72.00 23.5% 6.7% 25.8% 9.9% 0.0% 1.5% -5.0% 3.9K -25.9K -154 0.00 127.59 N/A N/A 0 0 13 1 2023-03-31 $73.36 $72.00 24.9% 7.1% 26.2% 12.7% 0.0% 8.2% -1.9% 4.3K -35.6K -166 0.00 132.36 N/A N/A 1 0 13 1
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