SLYG Options History — April 2023 In April 2023, SLYG traded between $69.81 and $73.78. ATM implied volatility averaged 22.2%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 1.3% (HV 20d: 20.9%). Max pain ranged from $72.00 to $74.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-05 : Highest Volume — 80 contracts2023-04-20 : Largest IV spike — 36.1% change2023-04-04 : Highest IV Rank — 22.9%2023-04-04 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $72.14 $69.81 $73.78 $73.78 $71.27 Max Pain $73.14 $72.00 $74.00 $72.00 $74.00 ATM IV 22.2% 16.5% 30.0% 22.1% 23.4% Expected Move 6.1% 4.7% 8.6% 6.3% 6.7% HV 20d 20.9% 15.2% 26.9% 25.6% 18.0% HV 60d 20.3% 19.8% 20.6% 20.5% 19.8% IV Rank 9.3% 0.0% 22.9% 7.1% 13.4% IV Percentile 11.5% 0.0% 45.6% 6.0% 15.1% Term Structure -1.2% -12.0% 6.1% 0.8% -2.5% VWIV 18.5% 11.4% 27.3% 27.3% 16.9% Skew 25d 3.7% -6.1% 8.0% 3.7% 7.3% Skew 10d 0.2% -6.3% 4.1% -2.0% -1.6% Call IV 25d 17.0% 10.4% 22.5% 19.0% 16.7% Put IV 25d 20.7% 15.4% 27.0% 22.7% 24.0% Bid-Ask Spread % 124.18 116.82 131.74 124.88 122.14 Gamma HHI 0.42 0.23 0.61 0.61 0.24 Net GEX 4.9K 1.2K 12.8K 4.8K 2.2K Net DEX -25.5K -50.1K -8.0K -40.9K -11.2K Net VEX -150 -216 -104 -187 -115 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 4.474 0 80 0 0 Total OI 60.105 8 95 15 13
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 2023-04-03 $73.78 $72.00 22.1% 6.3% 25.6% 7.1% 0.0% 3.7% 0.8% 4.8K -40.9K -187 0.00 124.88 N/A N/A 0 0 14 1 2023-04-04 $71.88 $72.00 30.0% 8.6% 26.9% 22.9% 0.0% -6.1% -12.0% 3.5K -31.5K -172 0.00 124.68 N/A N/A 0 0 14 1 2023-04-05 $71.66 $72.00 24.1% 6.9% 26.9% 11.2% 27.3% 0.1% -1.4% 3.5K -24.2K -159 0.00 131.74 N/A N/A 80 0 14 1 2023-04-06 $71.63 $0.00 28.4% 5.7% 26.1% 19.7% 0.0% 5.9% -0.5% 5.5K -25.3K -172 0.00 126.70 N/A N/A 0 0 94 1 2023-04-10 $72.54 $0.00 23.2% 6.0% 24.6% 9.4% 0.0% -0.4% -1.4% 8.9K -36.0K -193 0.00 127.53 N/A N/A 0 0 94 1 2023-04-11 $73.06 $0.00 28.0% 6.3% 24.1% 18.9% 0.0% 6.6% -0.9% 9.8K -39.2K -194 0.00 125.49 N/A N/A 0 0 94 1 2023-04-12 $72.59 $0.00 19.4% 5.6% 23.8% 1.8% 0.0% 4.4% 2.9% 5.8K -28.7K -162 0.00 123.18 N/A N/A 0 0 94 1 2023-04-13 $73.29 $0.00 18.2% 5.2% 23.2% 0.0% 0.0% 1.5% 1.9% 12.8K -50.1K -216 0.00 130.88 N/A N/A 0 0 94 1 2023-04-14 $72.54 $0.00 20.1% 5.8% 21.9% 3.9% 0.0% 7.9% -0.8% 6.3K -30.5K -164 0.00 123.74 N/A N/A 0 0 94 1 2023-04-17 $72.95 $0.00 17.1% 4.9% 19.6% 0.0% 0.0% 4.4% 6.1% 7.1K -29.3K -150 0.00 123.76 N/A N/A 0 0 94 1 2023-04-18 $72.52 $0.00 18.8% 5.4% 19.3% 3.3% 0.0% 3.9% 0.6% 4.3K -23.0K -135 0.00 124.93 N/A N/A 0 0 94 1 2023-04-19 $72.59 $0.00 16.5% 4.7% 18.0% 0.0% 0.0% 6.8% 6.0% 4.5K -21.6K -129 0.00 121.58 N/A N/A 0 0 94 1 2023-04-20 $72.29 $0.00 22.4% 6.4% 16.2% 11.4% 0.0% 2.0% -2.2% 4.2K -21.3K -126 0.00 119.06 N/A N/A 0 0 94 1 2023-04-21 $72.34 $0.00 22.5% 6.5% 15.5% 11.6% 0.0% 4.7% -0.9% 4.1K -22.6K -125 0.00 126.74 N/A N/A 0 0 94 1 2023-04-24 $72.38 $0.00 22.7% 6.5% 15.2% 12.1% 11.4% 1.7% -4.1% 2.0K -18.5K -117 0.00 116.82 N/A N/A 0 1 8 0 2023-04-25 $70.66 $74.00 22.7% 6.5% 16.9% 12.0% 0.0% 3.9% -9.0% 1.5K -8.8K -104 0.00 123.76 N/A N/A 0 0 8 1 2023-04-26 $69.81 $74.00 21.5% 6.2% 17.3% 9.7% 16.9% 3.7% -1.4% 1.2K -8.0K -104 0.00 122.23 N/A N/A 4 0 8 1 2023-04-27 $70.82 $74.00 20.7% 5.9% 17.8% 8.1% 0.0% 8.0% -4.0% 2.0K -14.2K -127 0.00 119.63 N/A N/A 0 0 12 1 2023-04-28 $71.27 $74.00 23.4% 6.7% 18.0% 13.4% 0.0% 7.3% -2.5% 2.2K -11.2K -115 0.00 122.14 N/A N/A 0 0 12 1
« Mar 2023 | All History | May 2023 » Home SLYG History April 2023