SLYG Options History — February 2024

Name: SLYG Options Analytics - February 2024
Creator: Options Analysis Suite

In February 2024, SLYG traded between $81.13 and $85.41. ATM implied volatility averaged 20.4%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 0.4% (HV 20d: 20.1%). Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.63.

Notable Days

2024-02-26: Highest Volume — 16 contracts
2024-02-05: Largest IV drop — 22.5% change
2024-02-21: Highest IV Rank — 24.9%
2024-02-21: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.47	$81.13	$85.41	$82.40	$84.94
ATM IV	20.4%	16.3%	27.5%	19.3%	24.4%
Expected Move	5.9%	4.8%	7.9%	5.5%	7.0%
HV 20d	20.1%	14.5%	23.9%	14.8%	22.2%
HV 60d	19.5%	17.2%	19.9%	19.7%	19.4%
IV Rank	11.8%	4.1%	24.9%	9.6%	19.1%
IV Percentile	35.9%	2.0%	86.5%	23.0%	75.8%
Term Structure	-0.9%	-8.3%	6.2%	-1.6%	-5.0%
Skew 25d	2.5%	-3.0%	6.9%	6.9%	-0.4%
Skew 10d	2.1%	0.7%	6.4%	1.4%	1.3%
Call IV 25d	17.3%	11.9%	21.4%	15.5%	20.8%
Put IV 25d	19.7%	15.5%	27.5%	22.5%	20.4%
Bid-Ask Spread %	136.70	122.21	146.00	132.39	143.25
Gamma HHI	0.40	0.24	0.57	0.36	0.36
Net GEX	3.7K	-6.2K	11.2K	7.4K	3.8K
Net DEX	-49.4K	-105.3K	977	-61.0K	-68.0K
Net VEX	-268	-557	-146	-175	-543
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.63	0.00	2.50	0.00	0.00
Total Volume	1.9	0	16	0	0
Total OI	25.65	20	36	23	36

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
2024-02-01	$82.40	$0.00	19.3%	5.5%	14.8%	9.6%	0.0%	6.9%	-1.6%	7.4K	-61.0K	-175	0.00	132.39	N/A	N/A	0	0	18	5
2024-02-02	$82.27	$0.00	22.4%	5.5%	14.8%	15.4%	0.0%	1.2%	-0.4%	7.1K	-61.7K	-173	0.00	128.57	N/A	N/A	0	0	18	5
2024-02-05	$81.19	$0.00	17.3%	5.6%	15.4%	6.0%	0.0%	1.3%	1.6%	5.5K	-43.0K	-147	0.00	122.21	N/A	N/A	0	1	18	5
2024-02-06	$81.13	$0.00	16.3%	5.7%	14.6%	4.1%	0.0%	6.6%	2.1%	4.6K	-44.0K	-168	0.00	128.28	N/A	N/A	0	0	19	6
2024-02-07	$81.48	$0.00	18.3%	5.2%	14.5%	7.8%	0.0%	-3.0%	0.8%	5.6K	-49.1K	-173	0.00	133.73	N/A	N/A	0	0	19	6
2024-02-08	$82.46	$0.00	18.2%	5.2%	15.0%	7.7%	0.0%	3.1%	-0.1%	6.8K	-57.9K	-161	0.00	138.01	N/A	N/A	0	0	19	6
2024-02-09	$83.73	$0.00	17.5%	5.0%	15.9%	6.3%	0.0%	6.3%	4.1%	7.6K	-80.4K	-178	0.00	139.11	N/A	N/A	0	1	19	6
2024-02-12	$85.08	$0.00	16.8%	4.8%	16.6%	5.0%	0.0%	3.6%	2.3%	10.9K	-101.3K	-174	0.00	137.50	N/A	N/A	1	0	19	7
2024-02-13	$81.88	$0.00	17.2%	4.9%	21.9%	5.7%	0.0%	2.3%	1.4%	-6.2K	-47.9K	-146	0.00	135.02	N/A	N/A	0	0	19	7
2024-02-14	$83.68	$0.00	18.4%	5.3%	22.9%	8.0%	0.0%	3.8%	6.2%	10.1K	-75.3K	-166	0.00	134.09	N/A	N/A	0	0	19	7
2024-02-15	$85.41	$0.00	20.0%	5.7%	23.6%	11.0%	0.0%	-2.1%	-2.1%	11.2K	-105.3K	-153	2.50	133.91	N/A	N/A	4	10	19	7
2024-02-16	$84.61	$0.00	20.5%	5.9%	23.9%	11.9%	0.0%	0.0%	-2.6%	2.7K	-40.6K	-274	0.00	138.57	N/A	N/A	5	0	15	17
2024-02-20	$83.40	$0.00	24.6%	7.1%	23.7%	19.6%	0.0%	1.7%	-7.1%	-2.0K	-3.7K	-331	0.00	139.93	N/A	N/A	0	0	9	11
2024-02-21	$83.20	$0.00	27.5%	7.9%	23.6%	24.9%	0.0%	6.4%	-8.3%	-2.0K	977	-330	0.00	135.93	N/A	N/A	0	0	9	11
2024-02-22	$83.92	$0.00	23.1%	6.6%	23.6%	16.8%	0.0%	3.2%	-2.9%	-2.1K	-3.1K	-326	0.00	139.62	N/A	N/A	0	0	9	11
2024-02-23	$84.28	$0.00	22.2%	6.4%	23.6%	15.0%	0.0%	0.1%	-2.9%	-2.3K	-6.9K	-322	0.00	140.90	N/A	N/A	0	0	9	11
2024-02-26	$84.73	$0.00	20.4%	5.9%	23.7%	11.8%	0.0%	5.3%	2.1%	-2.3K	-9.5K	-314	0.00	143.90	N/A	N/A	16	0	9	11
2024-02-27	$85.10	$0.00	22.5%	6.5%	23.4%	15.7%	0.0%	4.1%	-1.7%	3.7K	-70.0K	-557	0.00	146.00	N/A	N/A	0	0	25	11
2024-02-28	$84.51	$0.00	21.9%	6.3%	23.5%	14.4%	0.0%	-1.2%	-4.6%	3.6K	-60.7K	-549	0.00	143.01	N/A	N/A	0	0	25	11
2024-02-29	$84.94	$0.00	24.4%	7.0%	22.2%	19.1%	0.0%	-0.4%	-5.0%	3.8K	-68.0K	-543	0.00	143.25	N/A	N/A	0	0	25	11