SLYG Options History — September 2023 In September 2023, SLYG traded between $72.65 and $78.78. ATM implied volatility averaged 23.0%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 8.3% (HV 20d: 14.7%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-26 : Highest Volume — 4 contracts2023-09-13 : Largest IV drop — 59.5% change2023-09-12 : Highest IV Rank — 49.0%2023-09-26 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $74.99 $72.65 $78.78 $78.78 $73.34 ATM IV 23.0% 16.4% 40.4% 23.6% 22.6% Expected Move 5.8% 4.0% 7.6% 6.8% 6.5% HV 20d 14.7% 12.4% 15.2% 12.4% 14.6% HV 60d 14.2% 13.7% 14.7% 13.8% 13.7% IV Rank 16.5% 4.2% 49.0% 17.6% 15.8% IV Percentile 35.5% 1.2% 94.4% 41.3% 37.3% Term Structure -2.5% -11.4% 3.8% -9.6% -11.4% Skew 25d 4.3% -2.4% 12.1% 1.1% 7.7% Skew 10d 3.6% -0.7% 9.1% -0.1% 6.9% Call IV 25d 15.9% 12.2% 20.7% 16.2% 15.2% Put IV 25d 20.2% 15.4% 26.2% 17.3% 22.9% Bid-Ask Spread % 133.03 124.74 142.44 142.44 137.40 Gamma HHI 0.23 0.21 0.26 0.24 0.21 Net GEX 5.2K 2.6K 7.7K 7.7K 2.6K Net DEX -39.6K -83.6K -4.9K -83.6K -5.0K Net VEX -249 -347 -190 -347 -208 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 0.25 0 4 0 0 Total OI 30 29 33 30 33
Daily Data (20 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 2023-09-01 $78.78 $0.00 23.6% 6.8% 12.4% 17.6% 0.0% 1.1% -9.6% 7.7K -83.6K -347 0.00 142.44 N/A N/A 0 0 27 3 2023-09-05 $76.83 $0.00 23.3% 4.2% 15.1% 17.2% 0.0% 1.9% 2.1% 6.7K -60.7K -303 0.00 127.71 N/A N/A 0 0 27 3 2023-09-06 $76.60 $0.00 17.1% 4.0% 15.0% 5.5% 0.0% 0.5% 3.8% 6.8K -57.1K -283 0.00 125.84 N/A N/A 0 0 27 3 2023-09-07 $76.00 $0.00 21.3% 5.9% 15.0% 13.4% 0.0% 2.7% 2.0% 5.8K -52.2K -290 0.00 130.34 N/A N/A 0 0 27 3 2023-09-08 $75.68 $0.00 27.1% 5.6% 15.0% 24.1% 0.0% 3.4% -0.6% 6.0K -53.0K -281 0.00 133.91 N/A N/A 0 0 27 3 2023-09-11 $75.83 $0.00 31.1% 5.4% 15.1% 31.6% 0.0% 4.7% -0.5% 5.9K -50.5K -280 0.00 132.35 N/A N/A 0 0 27 3 2023-09-12 $75.68 $0.00 40.4% 5.7% 15.1% 49.0% 0.0% 1.0% -4.5% 6.1K -44.8K -264 0.00 139.01 N/A N/A 0 0 27 3 2023-09-13 $75.37 $0.00 16.4% 4.7% 14.8% 4.2% 0.0% 4.3% -0.4% 5.8K -40.4K -237 0.00 134.90 N/A N/A 1 0 27 3 2023-09-14 $76.34 $0.00 19.0% 5.4% 15.2% 9.0% 0.0% 2.9% 1.3% 6.7K -57.8K -284 0.00 129.47 N/A N/A 0 0 26 3 2023-09-15 $75.44 $0.00 18.4% 5.3% 15.1% 7.9% 0.0% 3.4% -3.3% 5.5K -38.3K -228 0.00 132.95 N/A N/A 0 0 26 3 2023-09-18 $75.16 $0.00 22.8% 6.5% 14.8% 16.2% 0.0% 4.3% -6.2% 5.1K -44.7K -245 0.00 132.22 N/A N/A 0 0 26 3 2023-09-19 $74.89 $0.00 19.1% 5.5% 14.8% 9.3% 0.0% 5.8% 3.2% 5.1K -36.1K -217 0.00 127.88 N/A N/A 0 0 26 3 2023-09-20 $74.16 $0.00 18.5% 5.3% 15.1% 8.2% 0.0% 1.3% -0.9% 4.8K -32.8K -211 0.00 138.52 N/A N/A 0 0 26 3 2023-09-21 $73.19 $0.00 17.9% 5.1% 14.9% 7.0% 0.0% -2.4% -1.5% 4.2K -26.6K -205 0.00 141.19 N/A N/A 0 0 26 3 2023-09-22 $73.14 $0.00 24.2% 6.9% 14.5% 18.7% 0.0% 10.7% -9.2% 4.1K -24.8K -200 0.00 129.55 N/A N/A 0 0 26 3 2023-09-25 $73.34 $0.00 22.6% 6.5% 14.4% 15.9% 0.0% 6.3% -5.1% 4.3K -25.9K -190 0.00 133.88 N/A N/A 0 0 26 3 2023-09-26 $72.65 $0.00 26.7% 7.6% 14.4% 23.4% 0.0% 12.1% -6.5% 4.9K -40.0K -250 0.00 134.46 N/A N/A 0 4 26 3 2023-09-27 $73.28 $0.00 24.0% 6.9% 13.8% 18.5% 0.0% 8.5% -1.6% 2.6K -4.9K -225 0.00 124.74 N/A N/A 0 0 26 7 2023-09-28 $74.13 $0.00 23.2% 6.6% 14.4% 16.9% 0.0% 5.2% -1.4% 3.2K -12.5K -233 0.00 131.92 N/A N/A 0 0 26 7 2023-09-29 $73.34 $0.00 22.6% 6.5% 14.6% 15.8% 0.0% 7.7% -11.4% 2.6K -5.0K -208 0.00 137.40 N/A N/A 0 0 26 7
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