SLYG Options History — April 2024

In April 2024, SLYG traded between $81.33 and $86.65. ATM implied volatility averaged 20.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.2% (HV 20d: 17.5%). Max pain ranged from $84.00 to $88.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-18: Highest Volume — 20 contracts
  • 2024-04-10: Largest IV drop — 25.8% change
  • 2024-04-08: Highest IV Rank — 44.2%
  • 2024-04-29: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.97$81.33$86.65$86.65$83.52
Max Pain$86.00$84.00$88.00$84.00$84.00
ATM IV20.7%17.6%26.1%21.4%19.9%
Expected Move5.6%5.1%6.4%6.1%5.7%
HV 20d17.5%13.9%19.2%13.9%17.7%
HV 60d18.2%17.0%18.8%17.0%18.4%
IV Rank24.3%12.9%44.2%26.8%21.2%
IV Percentile44.0%12.7%88.1%52.4%36.5%
Term Structure-1.5%-5.9%4.2%-5.0%-1.1%
VWIV19.3%17.1%21.5%17.1%21.5%
Skew 25d1.5%-1.3%4.5%0.5%-1.0%
Skew 10d2.0%0.8%3.8%0.9%0.8%
Call IV 25d17.4%15.7%20.8%18.2%20.8%
Put IV 25d18.9%14.5%21.2%18.7%19.8%
Bid-Ask Spread %136.33129.25143.67143.67140.50
Gamma HHI0.320.280.430.310.34
Net GEX3.7K-4.6K9.3K9.3K2.4K
Net DEX-33.3K-109.9K83.6K-109.9K-17.0K
Net VEX-374-473-261-473-337
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.40902000
Total OI39.27336504037

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$86.65$84.0021.4%6.1%13.9%26.8%0.0%0.5%-5.0%9.3K-109.9K-4730.00143.67N/AN/A002911
2024-04-02$84.97$84.0022.2%6.4%15.7%29.7%0.0%0.8%-5.7%6.1K-67.4K-4650.00142.25N/AN/A002911
2024-04-03$85.91$84.0021.9%6.3%15.7%28.6%0.0%3.2%-3.4%7.3K-85.1K-4590.00142.85N/AN/A002911
2024-04-04$85.14$88.0020.5%5.1%15.9%23.4%0.0%-1.3%-3.7%5.2K-76.4K-4550.00129.25N/AN/A002911
2024-04-05$85.66$88.0022.9%5.1%15.8%32.2%0.0%1.4%-0.3%7.0K-82.3K-4490.00131.40N/AN/A002911
2024-04-08$86.19$88.0026.1%5.3%15.9%44.2%0.0%2.0%0.1%8.5K-94.1K-4340.00134.44N/AN/A002911
2024-04-09$86.17$88.0025.9%5.3%15.6%43.3%0.0%1.7%-0.3%7.9K-92.9K-4200.00131.96N/AN/A002911
2024-04-10$83.80$88.0019.2%5.5%18.7%18.7%0.0%0.8%-3.0%2.9K-40.6K-3950.00132.52N/AN/A002911
2024-04-11$84.53$88.0018.1%5.2%19.0%14.6%0.0%3.3%1.3%5.1K-47.8K-3920.00135.55N/AN/A002911
2024-04-12$83.29$88.0018.4%5.3%18.6%15.8%0.0%0.7%-1.5%2.7K-25.9K-3680.00132.86N/AN/A002911
2024-04-15$82.43$88.0020.5%5.9%18.8%23.4%0.0%-0.5%-5.9%1.5K-6.0K-3260.00132.82N/AN/A002911
2024-04-16$82.34$88.0020.8%5.9%18.8%24.4%0.0%2.9%-0.8%1.2K4.1K-3030.00135.75N/AN/A002911
2024-04-17$81.54$88.0021.1%6.0%18.8%25.5%0.0%0.1%-4.2%1.5K13.7K-2790.00133.60N/AN/A002911
2024-04-18$81.33$88.0020.2%5.8%17.9%22.3%17.1%1.3%-2.4%1.0K22.3K-2610.00135.37N/AN/A0202911
2024-04-19$81.38$84.0020.5%5.9%17.2%23.6%21.5%1.7%-1.4%-4.6K83.6K-3230.00136.65N/AN/A0102921
2024-04-22$82.52$84.0020.2%5.8%18.0%22.4%0.0%4.5%-0.7%2.7K-8.2K-3550.00135.06N/AN/A002511
2024-04-23$83.95$84.0017.6%5.1%19.2%12.9%0.0%0.7%2.6%-13-4.8K-3330.00135.56N/AN/A002511
2024-04-24$83.73$84.0017.7%5.1%19.2%13.0%0.0%1.1%3.6%2.7K-19.1K-3510.00138.40N/AN/A002511
2024-04-25$83.47$84.0020.7%5.9%18.2%24.4%0.0%4.1%0.1%2.2K-11.8K-3380.00137.24N/AN/A002511
2024-04-26$84.20$84.0017.8%5.1%18.2%13.5%0.0%3.0%4.2%3.4K-26.4K-3430.00139.26N/AN/A102511
2024-04-29$84.72$84.0022.2%6.4%18.3%29.9%0.0%2.9%-5.7%4.7K-41.4K-3650.00142.25N/AN/A002611
2024-04-30$83.52$84.0019.9%5.7%17.7%21.2%0.0%-1.0%-1.1%2.4K-17.0K-3370.00140.50N/AN/A002611