SLYG Options History — November 2023 In November 2023, SLYG traded between $69.88 and $75.28. ATM implied volatility averaged 20.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 1.5% (HV 20d: 22.3%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-16 : Highest Volume — 6 contracts2023-11-07 : Largest IV drop — 40.5% change2023-11-02 : Highest IV Rank — 22.7%2023-11-14 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $73.44 $69.88 $75.28 $69.88 $74.72 Max Pain $79.76 $75.00 $80.00 $75.00 $80.00 ATM IV 20.8% 15.4% 26.3% 21.6% 21.0% Expected Move 6.0% 4.9% 6.8% 6.2% 6.0% HV 20d 22.3% 16.7% 25.9% 16.7% 24.0% HV 60d 18.0% 14.7% 19.5% 14.7% 18.6% IV Rank 12.4% 2.4% 22.7% 13.8% 12.9% IV Percentile 30.1% 0.4% 67.5% 32.9% 33.3% Term Structure -2.9% -7.8% 2.7% -0.1% -7.0% Skew 25d 3.8% -2.2% 10.1% 1.4% 10.1% Skew 10d 3.2% -7.1% 10.3% 10.3% -5.4% Call IV 25d 17.5% 11.7% 22.7% 21.1% 11.7% Put IV 25d 21.3% 15.7% 25.6% 22.5% 21.8% Bid-Ask Spread % 129.50 116.70 136.95 135.15 135.91 Gamma HHI 0.23 0.14 0.35 0.22 0.23 Net GEX 947 -533 4.2K 132 506 Net DEX 6.0K -19.0K 30.3K 29.3K -3.2K Net VEX -74 -119 -44 -81 -55 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 0.714 0 6 0 0 Total OI 27.048 6 44 36 7
Daily Data (21 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 2023-11-01 $69.88 $75.00 21.6% 6.2% 16.7% 13.8% 0.0% 1.4% -0.1% 132 29.3K -81 0.00 135.15 N/A N/A 0 0 29 7 2023-11-02 $71.34 $80.00 26.3% 6.4% 18.4% 22.7% 0.0% 9.0% -3.7% 937 19.5K -103 0.00 121.67 N/A N/A 0 0 29 7 2023-11-03 $73.26 $80.00 23.4% 6.6% 20.5% 17.4% 0.0% 1.2% -0.8% 1.9K 8.1K -119 0.00 128.95 N/A N/A 0 0 29 7 2023-11-06 $72.41 $80.00 25.9% 6.5% 20.9% 21.9% 0.0% 5.4% 1.5% 1.7K 9.8K -109 0.00 123.64 N/A N/A 2 0 29 7 2023-11-07 $72.21 $80.00 15.4% 6.5% 20.3% 2.4% 0.0% 1.5% -6.5% 1.1K 19.7K -94 0.00 128.71 N/A N/A 0 0 31 7 2023-11-08 $71.28 $80.00 20.5% 5.9% 20.7% 11.9% 0.0% 4.4% -2.0% 557 23.1K -79 0.00 127.62 N/A N/A 0 2 31 7 2023-11-09 $70.54 $80.00 19.3% 5.5% 20.2% 9.6% 0.0% 2.8% 0.9% -533 30.3K -80 0.00 126.56 N/A N/A 0 1 31 9 2023-11-10 $71.47 $80.00 17.9% 5.1% 20.4% 7.1% 0.0% 4.5% -0.7% -390 26.5K -85 0.00 136.95 N/A N/A 0 0 31 10 2023-11-13 $71.69 $80.00 20.6% 5.9% 19.5% 12.1% 0.0% 6.8% -4.9% -399 27.9K -71 0.00 126.70 N/A N/A 0 1 31 10 2023-11-14 $75.23 $80.00 23.7% 6.8% 25.9% 17.8% 0.0% 6.2% -5.1% 3.7K -16.4K -86 0.00 130.44 N/A N/A 0 0 31 11 2023-11-15 $75.28 $80.00 21.6% 6.2% 24.5% 14.0% 0.0% 2.7% 2.7% 4.2K -19.0K -85 0.00 116.70 N/A N/A 0 2 31 11 2023-11-16 $74.26 $80.00 19.1% 5.5% 24.4% 9.3% 0.0% -2.2% 1.5% 895 4.0K -72 0.00 133.79 N/A N/A 6 0 31 13 2023-11-17 $74.81 $80.00 21.4% 6.1% 24.1% 13.6% 0.0% -0.1% -4.5% 1.6K -5.9K -54 0.00 131.82 N/A N/A 0 0 31 13 2023-11-20 $75.25 $80.00 17.0% 4.9% 23.9% 5.4% 0.0% 3.2% -0.8% 418 -3.4K -44 0.00 128.39 N/A N/A 0 0 3 3 2023-11-21 $74.47 $80.00 17.3% 4.9% 24.4% 5.9% 0.0% 5.8% -7.8% 287 -2.6K -50 0.00 124.43 N/A N/A 1 0 3 3 2023-11-22 $74.86 $80.00 22.0% 6.3% 24.0% 14.6% 0.0% 2.7% -6.6% 607 -5.6K -57 0.00 134.97 N/A N/A 0 0 4 3 2023-11-24 $75.19 $80.00 20.4% 5.8% 23.8% 11.7% 0.0% 7.6% -2.9% 884 -5.3K -56 0.00 129.74 N/A N/A 0 0 4 3 2023-11-27 $75.12 $80.00 20.6% 5.9% 23.6% 12.1% 0.0% -1.1% -4.1% 706 -4.6K -52 0.00 132.09 N/A N/A 0 0 4 3 2023-11-28 $74.44 $80.00 22.6% 6.5% 24.0% 15.9% 0.0% 6.1% -6.2% 561 -2.4K -58 0.00 134.65 N/A N/A 0 0 4 3 2023-11-29 $74.53 $80.00 18.9% 5.4% 24.0% 9.0% 0.0% 1.8% -3.0% 558 -3.4K -58 0.00 130.63 N/A N/A 0 0 4 3 2023-11-30 $74.72 $80.00 21.0% 6.0% 24.0% 12.9% 0.0% 10.1% -7.0% 506 -3.2K -55 0.00 135.91 N/A N/A 0 0 4 3
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