SLYG Options History — June 2024 In June 2024, SLYG traded between $84.27 and $87.22. ATM implied volatility averaged 18.6%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 4.7% (HV 20d: 13.8%). Max pain ranged from $85.00 to $89.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-12 : Highest Volume — 1 contracts2024-06-26 : Largest IV drop — 46.3% change2024-06-10 : Highest IV Rank — 35.6%2024-06-05 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $85.51 $84.27 $87.22 $87.22 $85.41 Max Pain $88.11 $85.00 $89.00 $86.00 $85.00 ATM IV 18.6% 9.3% 25.5% 19.7% 10.8% Expected Move 4.9% 2.7% 6.2% 5.6% 3.1% HV 20d 13.8% 11.8% 15.4% 11.8% 14.4% HV 60d 15.3% 14.7% 15.7% 15.0% 14.7% IV Rank 15.8% 0.0% 35.6% 17.4% 4.1% IV Percentile 34.7% 0.0% 84.5% 38.5% 0.8% Term Structure -1.1% -5.9% 8.4% -5.3% 3.1% VWIV 11.9% 11.9% 11.9% 11.9% 11.9% Skew 25d 1.2% -1.3% 4.6% 0.9% 0.0% Skew 10d 1.3% -6.2% 6.4% 2.7% 0.8% Call IV 25d 16.3% 13.7% 19.7% 18.3% 17.5% Put IV 25d 17.5% 14.2% 20.8% 19.3% 17.6% Bid-Ask Spread % 162.75 152.83 168.80 152.83 160.56 Gamma HHI 0.30 0.27 0.36 0.33 0.31 Net GEX 13.5K 11.0K 15.6K 14.6K 13.7K Net DEX -102.9K -144.5K -78.9K -144.5K -95.1K Net VEX -391 -463 -333 -463 -351 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 0.105 0 1 0 0 Total OI 32.895 31 34 33 32
Daily Data (19 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 2024-06-03 $87.22 $86.00 19.7% 5.6% 11.8% 17.4% 0.0% 0.9% -5.3% 14.6K -144.5K -463 0.00 152.83 N/A N/A 0 0 32 1 2024-06-04 $85.94 $86.00 21.6% 6.2% 12.5% 23.3% 0.0% -0.8% -5.2% 14.0K -119.1K -446 0.00 159.36 N/A N/A 0 0 32 1 2024-06-05 $86.99 $86.00 21.6% 6.2% 12.9% 23.5% 0.0% 4.6% -4.2% 14.3K -125.0K -448 0.00 157.00 N/A N/A 0 0 32 1 2024-06-06 $86.48 $89.00 23.0% 4.8% 12.7% 27.7% 0.0% 0.5% -2.0% 13.9K -126.1K -447 0.00 163.93 N/A N/A 0 0 32 1 2024-06-07 $85.62 $89.00 23.1% 4.9% 12.4% 27.9% 0.0% 0.5% -1.0% 13.9K -111.9K -421 0.00 163.51 N/A N/A 0 0 32 1 2024-06-10 $85.37 $89.00 25.5% 4.8% 12.3% 35.6% 0.0% 2.6% 0.7% 13.0K -98.1K -398 0.00 163.07 N/A N/A 0 0 32 1 2024-06-11 $85.16 $89.00 25.3% 4.9% 12.3% 34.9% 0.0% 2.3% 0.9% 12.9K -95.5K -397 0.00 162.73 N/A N/A 0 0 32 1 2024-06-12 $86.55 $89.00 16.8% 4.8% 13.3% 8.4% 0.0% -1.3% -3.3% 15.6K -133.3K -430 0.00 160.93 N/A N/A 1 0 32 1 2024-06-13 $85.80 $89.00 16.5% 4.7% 13.3% 7.4% 0.0% 1.2% 0.1% 15.0K -110.0K -414 0.00 164.17 N/A N/A 0 0 33 1 2024-06-14 $84.27 $89.00 17.3% 5.0% 14.6% 9.9% 0.0% -0.1% -2.2% 12.7K -86.1K -379 0.00 164.54 N/A N/A 0 0 33 1 2024-06-17 $85.25 $89.00 17.1% 4.9% 15.4% 9.4% 0.0% 3.9% 1.4% 13.9K -92.0K -369 0.00 160.26 N/A N/A 0 0 33 1 2024-06-18 $85.43 $89.00 18.6% 5.3% 15.2% 14.1% 0.0% 0.9% -2.8% 14.6K -104.6K -396 0.00 167.74 N/A N/A 0 0 33 1 2024-06-20 $84.84 $89.00 18.1% 5.2% 15.3% 12.3% 0.0% -0.5% -3.5% 14.6K -97.5K -366 0.00 164.46 N/A N/A 0 0 33 1 2024-06-21 $84.68 $89.00 18.7% 5.4% 15.1% 14.2% 0.0% 1.8% -1.9% 13.6K -86.0K -345 0.00 168.45 N/A N/A 0 0 33 1 2024-06-24 $85.40 $89.00 19.4% 5.5% 15.0% 16.3% 0.0% 0.3% -5.9% 12.8K -89.4K -356 0.00 165.14 N/A N/A 0 0 30 1 2024-06-25 $84.77 $89.00 19.5% 5.6% 14.7% 13.7% 0.0% 3.0% -2.1% 11.3K -78.9K -336 0.00 168.80 N/A N/A 0 0 30 1 2024-06-26 $84.64 $89.00 10.5% 3.0% 14.7% 0.0% 11.9% 1.1% 4.6% 11.0K -80.5K -334 0.00 162.66 N/A N/A 1 0 30 1 2024-06-27 $84.95 $85.00 9.3% 2.7% 14.5% 0.0% 0.0% 2.5% 8.4% 11.9K -81.1K -333 0.00 162.12 N/A N/A 0 0 31 1 2024-06-28 $85.41 $85.00 10.8% 3.1% 14.4% 4.1% 0.0% 0.0% 3.1% 13.7K -95.1K -351 0.00 160.56 N/A N/A 0 0 31 1
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