SLYG Options History — August 2023

In August 2023, SLYG traded between $75.52 and $80.21. ATM implied volatility averaged 20.1%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 8.3% (HV 20d: 11.8%). Max pain ranged from $73.00 to $73.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-23: Highest Volume — 2 contracts
  • 2023-08-14: Largest IV spike — 39.5% change
  • 2023-08-14: Highest IV Rank — 18.5%
  • 2023-08-14: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.74$75.52$80.21$80.21$78.19
Max Pain$73.00$73.00$73.00$73.00$73.00
ATM IV20.1%17.2%24.1%21.1%17.3%
Expected Move5.7%4.9%6.9%6.1%5.0%
HV 20d11.8%10.2%15.2%15.2%12.1%
HV 60d17.3%14.4%18.4%18.4%14.4%
IV Rank11.1%5.7%18.5%13.1%6.0%
IV Percentile17.3%3.2%40.5%19.8%4.0%
Term Structure-0.9%-5.0%5.6%-1.3%5.6%
Skew 25d2.1%-4.7%7.5%-3.2%-0.1%
Skew 10d4.4%-0.8%8.1%1.2%-0.8%
Call IV 25d16.7%13.8%22.8%18.3%16.4%
Put IV 25d18.8%15.1%23.9%15.1%16.3%
Bid-Ask Spread %130.86116.61145.47138.85145.47
Gamma HHI0.230.200.310.200.23
Net GEX8.9K4.8K11.3K10.8K7.1K
Net DEX-92.7K-143.3K-42.3K-143.3K-77.1K
Net VEX-363-470-264-464-350
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.130200
Total OI34.69628393930

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$80.21$73.0021.1%6.1%15.2%13.1%0.0%-3.2%-1.3%10.8K-143.3K-4640.00138.85N/AN/A00354
2023-08-02$79.73$73.0021.6%6.2%14.6%14.0%0.0%7.5%-1.7%10.5K-134.4K-4700.00124.53N/AN/A01354
2023-08-03$79.55$0.0019.4%5.6%12.9%9.8%0.0%6.0%0.2%10.4K-134.6K-4510.00119.33N/AN/A00353
2023-08-04$79.29$0.0019.0%6.0%12.6%9.2%0.0%4.9%-0.5%10.9K-136.8K-4340.00116.61N/AN/A00353
2023-08-07$79.66$0.0023.7%5.7%12.3%17.8%0.0%4.3%0.1%10.9K-133.3K-4390.00118.61N/AN/A00353
2023-08-08$79.16$0.0019.6%5.6%12.3%10.1%0.0%2.4%-0.3%11.3K-126.3K-4150.00131.66N/AN/A00353
2023-08-09$78.62$0.0017.6%5.1%11.8%6.6%0.0%-1.9%-4.3%11.1K-114.1K-3710.00130.46N/AN/A00353
2023-08-10$78.27$0.0018.9%5.4%11.7%8.8%0.0%0.9%-5.0%10.9K-115.4K-3810.00128.47N/AN/A00353
2023-08-11$78.28$0.0017.3%4.9%11.4%5.8%0.0%1.6%-0.4%10.9K-113.7K-3790.00131.69N/AN/A00353
2023-08-14$78.04$0.0024.1%6.9%10.7%18.5%0.0%7.1%-4.0%10.5K-107.0K-3760.00122.73N/AN/A00353
2023-08-15$77.26$0.0021.2%6.1%10.2%13.3%0.0%4.0%-3.9%10.4K-104.8K-3900.00124.02N/AN/A00353
2023-08-16$76.54$0.0020.2%5.8%10.4%11.2%0.0%-2.5%-2.5%10.5K-92.3K-3380.00133.00N/AN/A00353
2023-08-17$75.52$0.0020.2%5.8%10.7%11.4%0.0%-0.3%0.9%10.2K-71.8K-3050.00130.00N/AN/A00353
2023-08-18$76.17$0.0020.9%6.0%11.4%12.7%0.0%4.8%-0.0%10.2K-77.3K-3070.00127.31N/AN/A00353
2023-08-21$75.98$0.0023.2%6.7%11.1%17.0%0.0%1.3%-1.2%5.1K-49.7K-3070.00132.00N/AN/A00253
2023-08-22$75.86$0.0019.4%5.6%11.0%9.9%0.0%1.5%-2.4%4.8K-48.4K-3040.00133.69N/AN/A00253
2023-08-23$76.77$0.0021.0%6.0%12.0%12.8%0.0%4.7%0.7%6.3K-52.2K-3160.00136.46N/AN/A20253
2023-08-24$75.92$0.0019.4%5.6%11.9%9.9%0.0%-0.9%-4.6%6.0K-52.7K-3020.00137.28N/AN/A00273
2023-08-25$76.33$0.0021.3%6.1%11.0%13.4%0.0%-4.7%-0.3%5.7K-42.3K-2640.00132.41N/AN/A00273
2023-08-28$76.71$0.0018.3%5.2%10.7%7.8%0.0%5.7%2.4%6.6K-58.2K-3080.00138.31N/AN/A00273
2023-08-29$77.72$0.0020.3%5.8%12.0%11.5%0.0%0.6%1.6%7.2K-73.0K-3440.00137.25N/AN/A00273
2023-08-30$78.18$0.0017.2%4.9%12.1%5.7%0.0%4.5%-0.1%7.0K-73.3K-3370.00139.57N/AN/A00273
2023-08-31$78.19$0.0017.3%5.0%12.1%6.0%0.0%-0.1%5.6%7.1K-77.1K-3500.00145.47N/AN/A00273