SLYG Options History — June 2023

In June 2023, SLYG traded between $72.20 and $77.08. ATM implied volatility averaged 22.7%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 0.1% (HV 20d: 22.6%). Max pain ranged from $64.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-21: Highest Volume — 8 contracts
  • 2023-06-12: Largest IV spike — 60.2% change
  • 2023-06-13: Highest IV Rank — 42.4%
  • 2023-06-01: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.63$72.20$77.08$72.20$77.08
Max Pain$67.48$64.00$75.00$73.00$75.00
ATM IV22.7%14.1%38.5%26.1%15.8%
Expected Move5.4%4.0%7.5%7.5%4.5%
HV 20d22.6%17.5%23.6%17.5%23.2%
HV 60d20.2%18.8%21.8%20.4%18.8%
IV Rank13.4%0.0%42.4%18.5%3.1%
IV Percentile22.7%0.0%88.5%34.1%0.4%
Term Structure-0.7%-5.4%3.3%-4.2%3.3%
VWIV21.6%20.2%22.9%22.9%20.2%
Skew 25d2.6%-4.8%9.1%5.7%1.4%
Skew 10d3.7%-1.5%14.5%2.6%4.6%
Call IV 25d17.0%13.9%20.9%20.1%15.1%
Put IV 25d19.5%12.7%26.6%25.8%16.5%
Bid-Ask Spread %124.94113.28136.26136.26125.40
Gamma HHI0.280.170.490.250.48
Net GEX9.4K4.7K13.4K6.5K9.7K
Net DEX-104.7K-161.5K-55.6K-57.6K-94.3K
Net VEX-299-361-238-361-292
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.9520800
Total OI51.38139575150

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$72.20$73.0026.1%7.5%17.5%18.5%0.0%5.7%-4.2%6.5K-57.6K-3610.00136.26N/AN/A003021
2023-06-02$74.85$73.0022.5%6.5%20.7%11.6%0.0%9.1%-2.0%13.0K-101.7K-2950.00129.87N/AN/A003021
2023-06-05$73.42$64.0024.5%5.0%20.6%15.4%0.0%-0.6%-0.4%8.9K-80.1K-3440.00128.37N/AN/A003021
2023-06-06$75.40$64.0028.4%5.4%22.3%23.0%0.0%2.3%0.1%9.1K-110.0K-3210.00120.94N/AN/A303021
2023-06-07$77.05$64.0028.1%5.0%23.1%22.4%0.0%-4.8%1.0%12.1K-144.5K-3070.00114.86N/AN/A303321
2023-06-08$76.68$64.0030.6%5.4%23.3%27.2%0.0%6.1%-4.8%11.2K-153.0K-3510.00113.28N/AN/A003621
2023-06-09$76.03$64.0021.7%4.9%23.2%10.0%0.0%1.8%0.3%12.6K-147.4K-3270.00127.27N/AN/A003621
2023-06-12$76.43$64.0034.8%5.1%23.1%35.2%0.0%1.5%2.5%13.4K-155.2K-2770.00133.06N/AN/A003621
2023-06-13$77.08$64.0038.5%5.8%22.9%42.4%0.0%-0.5%2.9%11.4K-157.2K-3020.00115.19N/AN/A003621
2023-06-14$76.12$64.0017.8%5.1%23.3%2.5%0.0%1.3%-1.6%13.0K-149.9K-2950.00132.95N/AN/A003621
2023-06-15$76.71$64.0021.2%6.1%22.6%9.1%0.0%5.7%-2.5%12.5K-161.5K-2700.00115.93N/AN/A003621
2023-06-16$76.13$64.0020.5%5.9%22.8%7.8%0.0%7.5%-5.4%12.9K-159.1K-2540.00121.56N/AN/A303621
2023-06-20$76.00$64.0016.3%4.7%22.7%0.0%0.0%4.0%2.4%4.9K-63.2K-2380.00129.74N/AN/A001821
2023-06-21$75.94$64.0019.3%5.5%22.6%5.8%22.9%0.0%-3.8%4.7K-64.2K-2450.00121.12N/AN/A801821
2023-06-22$75.15$64.0014.1%4.0%23.1%0.0%0.0%1.1%2.7%8.7K-72.2K-2820.00129.46N/AN/A002621
2023-06-23$73.88$64.0018.5%5.3%23.4%8.0%20.2%0.5%-3.1%5.6K-59.7K-3150.00123.58N/AN/A032621
2023-06-26$74.48$75.0019.0%5.4%23.5%9.0%0.0%-1.4%-2.5%5.8K-55.6K-2980.00130.65N/AN/A002624
2023-06-27$75.48$75.0018.5%5.3%23.6%8.1%0.0%6.9%1.5%6.9K-63.5K-3080.00127.70N/AN/A002624
2023-06-28$75.44$75.0022.8%6.5%23.4%16.0%0.0%2.4%-2.1%6.5K-67.4K-3090.00126.06N/AN/A002624
2023-06-29$76.72$75.0017.8%5.1%23.3%6.8%0.0%4.0%1.1%8.4K-82.1K-2960.00120.48N/AN/A002624
2023-06-30$77.08$75.0015.8%4.5%23.2%3.1%0.0%1.4%3.3%9.7K-94.3K-2920.00125.40N/AN/A002624