SLYG Options History — March 2024 In March 2024, SLYG traded between $83.07 and $87.19. ATM implied volatility averaged 22.2%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 5.8% (HV 20d: 16.4%). Max pain ranged from $84.00 to $84.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-21 : Highest Volume — 5 contracts2024-03-13 : Largest IV drop — 57.2% change2024-03-12 : Highest IV Rank — 50.6%2024-03-07 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $84.96 $83.07 $87.19 $85.31 $87.19 Max Pain $84.00 $84.00 $84.00 $84.00 $84.00 ATM IV 22.2% 15.3% 41.3% 19.3% 16.3% Expected Move 5.2% 4.4% 5.6% 5.5% 4.7% HV 20d 16.4% 11.0% 22.1% 22.0% 13.7% HV 60d 18.2% 17.3% 19.3% 19.2% 17.5% IV Rank 18.1% 4.4% 50.6% 9.6% 7.9% IV Percentile 38.8% 0.4% 99.2% 26.6% 2.8% Term Structure -0.2% -4.2% 3.9% 1.5% 1.3% VWIV 17.3% 14.6% 20.0% 20.0% 14.6% Skew 25d 0.9% -1.6% 4.3% 3.6% -0.6% Skew 10d 1.6% 0.6% 2.8% 2.8% 0.6% Call IV 25d 16.8% 13.7% 18.7% 18.7% 17.9% Put IV 25d 17.8% 15.2% 22.3% 22.3% 17.3% Bid-Ask Spread % 140.20 132.76 144.22 140.67 140.65 Gamma HHI 0.39 0.36 0.46 0.37 0.37 Net GEX 2.0K -1.0K 7.0K 3.7K 7.0K Net DEX -47.4K -113.2K -8.0K -71.1K -113.2K Net VEX -439 -539 -355 -539 -447 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 0.75 0 5 4 3 Total OI 33.55 31 37 36 37
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 2024-03-01 $85.31 $0.00 19.3% 5.5% 22.0% 9.6% 0.0% 3.6% 1.5% 3.7K -71.1K -539 0.00 140.67 N/A N/A 4 0 25 11 2024-03-04 $85.09 $84.00 24.6% 5.4% 22.1% 19.6% 0.0% 1.1% 0.0% 1.5K -49.6K -482 0.00 136.91 N/A N/A 0 0 21 12 2024-03-05 $84.21 $84.00 21.6% 5.5% 21.8% 13.9% 0.0% -0.5% -2.8% 1.5K -28.2K -460 0.00 135.62 N/A N/A 0 0 21 12 2024-03-06 $84.76 $84.00 29.6% 5.6% 21.9% 28.9% 0.0% 0.7% -0.4% 1.6K -36.3K -467 0.00 139.26 N/A N/A 0 0 21 12 2024-03-07 $85.36 $84.00 30.5% 5.6% 21.9% 30.6% 0.0% 0.1% -1.8% 2.2K -48.6K -467 0.00 139.46 N/A N/A 0 0 21 12 2024-03-08 $85.05 $84.00 28.2% 5.0% 21.7% 26.3% 0.0% 1.1% 1.5% 2.0K -51.9K -460 0.00 132.76 N/A N/A 0 0 21 12 2024-03-11 $84.43 $84.00 40.0% 5.6% 21.3% 48.2% 0.0% 1.2% -0.8% 1.2K -29.9K -439 0.00 138.97 N/A N/A 0 0 21 12 2024-03-12 $84.33 $84.00 41.3% 5.3% 20.5% 50.6% 0.0% 1.0% 0.2% 789 -26.8K -435 0.00 142.00 N/A N/A 0 0 21 12 2024-03-13 $84.54 $84.00 17.7% 5.1% 14.8% 6.6% 0.0% 0.4% -0.5% 1.2K -29.6K -432 0.00 143.42 N/A N/A 0 0 21 12 2024-03-14 $83.07 $84.00 17.4% 5.0% 14.3% 6.2% 0.0% -1.6% -4.2% 1.2K -8.0K -404 0.00 139.12 N/A N/A 0 0 21 12 2024-03-15 $83.66 $84.00 18.9% 5.4% 12.4% 17.4% 0.0% 1.3% -1.1% -114 -14.0K -402 0.00 144.22 N/A N/A 2 0 21 12 2024-03-18 $83.62 $84.00 18.9% 5.4% 12.0% 17.8% 0.0% -0.5% -2.0% 480 -15.2K -374 0.00 142.34 N/A N/A 0 0 20 11 2024-03-19 $84.19 $84.00 18.3% 5.3% 11.0% 15.5% 0.0% 3.2% 0.5% -1.0K -22.4K -371 0.00 140.63 N/A N/A 0 0 20 11 2024-03-20 $85.40 $84.00 15.3% 4.4% 12.0% 4.4% 0.0% 0.1% 3.9% -8 -35.4K -374 0.00 139.34 N/A N/A 0 0 20 11 2024-03-21 $86.38 $84.00 18.5% 5.3% 12.3% 16.0% 0.0% 1.1% -1.5% 2.8K -70.7K -355 0.00 138.41 N/A N/A 5 0 20 11 2024-03-22 $85.53 $84.00 18.1% 5.2% 12.9% 14.8% 0.0% -1.6% -1.8% 4.1K -73.5K -490 0.00 142.85 N/A N/A 0 0 25 11 2024-03-25 $85.41 $84.00 15.5% 4.4% 12.8% 4.9% 0.0% 0.5% 3.6% 2.1K -71.1K -471 0.00 143.16 N/A N/A 0 0 25 11 2024-03-26 $85.15 $84.00 15.7% 4.5% 12.7% 5.8% 0.0% 4.2% 3.4% 1.4K -65.2K -460 0.00 142.69 N/A N/A 0 0 25 11 2024-03-27 $86.50 $84.00 18.7% 5.4% 13.6% 16.8% 20.0% 4.3% -3.5% 5.9K -88.1K -457 0.00 141.46 N/A N/A 1 0 25 11 2024-03-28 $87.19 $84.00 16.3% 4.7% 13.7% 7.9% 14.6% -0.6% 1.3% 7.0K -113.2K -447 0.00 140.65 N/A N/A 3 0 26 11
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