SLYG Options History — October 2023

In October 2023, SLYG traded between $68.82 and $73.88. ATM implied volatility averaged 24.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 8.4% (HV 20d: 15.7%). Max pain ranged from $73.00 to $75.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-12: Highest Volume — 19 contracts
  • 2023-10-11: Largest IV drop — 18.8% change
  • 2023-10-10: Highest IV Rank — 25.6%
  • 2023-10-03: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.38$68.82$73.88$72.31$69.66
Max Pain$74.90$73.00$75.00$73.00$75.00
ATM IV24.1%19.7%27.9%25.8%25.9%
Expected Move6.7%5.6%7.8%7.4%7.4%
HV 20d15.7%12.5%18.2%14.5%16.7%
HV 60d14.0%13.1%14.9%13.7%14.7%
IV Rank18.7%10.3%25.6%21.8%22.0%
IV Percentile49.7%20.2%69.8%58.3%65.1%
Term Structure-3.3%-9.6%1.9%-7.2%-3.2%
VWIV19.8%19.8%19.8%19.8%19.8%
Skew 25d5.1%-4.1%13.5%13.5%8.4%
Skew 10d3.8%-4.5%16.5%2.7%0.3%
Call IV 25d19.3%12.7%24.5%15.0%21.5%
Put IV 25d24.4%16.3%29.9%28.5%29.9%
Bid-Ask Spread %126.92108.44137.87133.37125.36
Gamma HHI0.240.170.410.210.21
Net GEX-1.5K-15.2K9.9K2.5K324
Net DEX23.0K-19.1K94.5K-3.9K27.3K
Net VEX-185-307-85-206-85
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.54501900
Total OI49.72733763336

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$72.31$0.0025.8%7.4%14.5%21.8%0.0%13.5%-7.2%2.5K-3.9K-2060.00133.37N/AN/A00267
2023-10-03$71.62$0.0027.3%7.8%12.5%24.5%19.8%13.2%-5.5%1.8K5.1K-1850.00129.87N/AN/A02267
2023-10-04$71.78$73.0023.5%6.7%12.7%17.4%0.0%10.1%-0.4%50817.6K-1830.00136.28N/AN/A00269
2023-10-05$71.91$75.0027.7%7.6%12.7%25.4%0.0%0.7%-2.1%1.2K5.5K-2320.00108.44N/AN/A011269
2023-10-06$72.58$75.0024.2%5.7%13.3%18.7%0.0%7.8%1.9%-2.0K21.8K-2560.00115.26N/AN/A002620
2023-10-09$72.94$75.0024.7%6.1%13.5%19.7%0.0%-2.0%-1.0%-3.5K17.7K-2060.00132.28N/AN/A002620
2023-10-10$73.88$75.0027.9%6.3%14.5%25.6%0.0%6.5%-5.0%-1.5K-3.0K-2210.00121.69N/AN/A0112620
2023-10-11$73.67$75.0022.6%6.5%14.5%15.8%0.0%5.8%-3.1%-6.0K20.7K-2540.00123.30N/AN/A002631
2023-10-12$72.38$75.0019.7%5.6%14.6%10.3%0.0%4.1%0.8%-9.5K49.4K-2400.00125.53N/AN/A1902631
2023-10-13$71.56$75.0021.4%6.1%14.6%13.6%0.0%5.8%-1.3%-3.7K37.3K-3070.00125.20N/AN/A004531
2023-10-16$72.74$75.0020.9%6.0%16.0%12.6%0.0%-3.4%-7.1%1.1K7.4K-2420.00119.66N/AN/A004531
2023-10-17$73.48$75.0023.4%6.7%16.6%17.4%0.0%1.6%-8.0%9.9K-19.1K-2300.00128.08N/AN/A004531
2023-10-18$71.93$75.0022.5%6.5%17.8%15.6%0.0%7.5%-3.7%-2.0K25.8K-2420.00127.97N/AN/A004531
2023-10-19$70.84$75.0023.3%6.7%18.0%17.1%0.0%6.0%-2.0%-9.7K64.8K-1980.00126.41N/AN/A004531
2023-10-20$70.22$75.0022.2%6.4%18.2%15.1%0.0%4.9%-5.3%-15.2K94.5K-1470.00133.01N/AN/A0114531
2023-10-23$69.79$75.0022.3%6.4%18.2%15.3%0.0%10.0%1.2%56022.4K-1100.00131.26N/AN/A20277
2023-10-24$70.14$75.0025.1%7.2%18.1%20.5%0.0%-1.6%-5.3%65023.7K-1080.00127.05N/AN/A00297
2023-10-25$69.53$75.0023.1%6.6%17.9%16.7%0.0%-4.1%-9.6%83420.9K-1160.00131.39N/AN/A00297
2023-10-26$69.24$75.0025.9%7.4%17.1%22.0%0.0%9.1%0.4%49725.2K-980.00123.58N/AN/A00297
2023-10-27$68.82$75.0026.5%7.6%16.9%23.1%0.0%2.6%-4.4%86419.4K-1160.00137.87N/AN/A00297
2023-10-30$69.24$75.0025.0%7.2%16.7%20.3%0.0%5.8%-2.4%51725.6K-950.00129.36N/AN/A00297
2023-10-31$69.66$75.0025.9%7.4%16.7%22.0%0.0%8.4%-3.2%32427.3K-850.00125.36N/AN/A00297