SLYG Options History — August 2024

In August 2024, SLYG traded between $85.53 and $92.77. ATM implied volatility averaged 26.3%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 3.2% (HV 20d: 29.5%). Max pain ranged from $79.00 to $94.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.25.

Notable Days

2024-08-05: Highest Volume — 12 contracts
2024-08-14: Largest IV drop — 50.6% change
2024-08-13: Highest IV Rank — 93.3%
2024-08-02: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$89.65	$85.53	$92.77	$91.40	$92.44
Max Pain	$91.27	$79.00	$94.00	$79.00	$91.00
ATM IV	26.3%	18.1%	43.7%	24.0%	20.3%
Expected Move	6.3%	5.2%	8.2%	6.9%	5.8%
HV 20d	29.5%	22.8%	33.0%	26.8%	22.8%
HV 60d	21.8%	18.6%	22.8%	18.6%	22.5%
IV Rank	46.0%	23.9%	93.3%	39.8%	29.8%
IV Percentile	62.9%	22.6%	99.6%	80.6%	44.0%
Term Structure	-1.4%	-6.6%	3.7%	-6.6%	-0.7%
VWIV	21.9%	18.2%	26.0%	26.0%	21.6%
Skew 25d	2.8%	-0.3%	8.7%	1.6%	4.3%
Skew 10d	3.0%	-3.2%	8.1%	-3.2%	2.4%
Call IV 25d	18.3%	14.8%	25.4%	25.4%	16.1%
Put IV 25d	21.1%	17.0%	32.1%	27.1%	20.4%
Bid-Ask Spread %	140.62	119.12	152.20	122.51	150.87
Gamma HHI	0.18	0.15	0.37	0.21	0.17
Net GEX	30.0K	13.9K	67.7K	54.9K	18.8K
Net DEX	-232.4K	-492.5K	-157.1K	-492.5K	-207.7K
Net VEX	-665	-1.0K	-554	-1.0K	-573
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	0.00	10.00	10.00	0.00
Total Volume	1.773	0	12	0	0
Total OI	69.364	38	100	100	41

Daily Data (22 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
2024-08-01	$91.40	$79.00	24.0%	6.9%	26.8%	39.8%	0.0%	1.6%	-6.6%	54.9K	-492.5K	-1.0K	0.00	122.51	N/A	N/A	0	0	99	1
2024-08-02	$88.53	$79.00	28.5%	8.2%	29.5%	52.0%	26.0%	0.4%	-5.2%	41.3K	-319.5K	-941	10.00	125.24	N/A	N/A	1	10	99	1
2024-08-05	$85.53	$94.00	42.4%	7.6%	32.1%	89.9%	0.0%	8.0%	2.3%	29.0K	-206.4K	-757	0.00	131.63	N/A	N/A	12	0	99	1
2024-08-06	$87.09	$94.00	41.8%	7.5%	32.6%	88.0%	0.0%	8.7%	3.7%	32.3K	-248.9K	-806	0.00	135.13	N/A	N/A	1	0	91	1
2024-08-07	$85.86	$94.00	31.6%	7.5%	33.0%	60.4%	0.0%	5.0%	-2.1%	28.7K	-197.0K	-702	0.00	119.12	N/A	N/A	0	0	91	1
2024-08-08	$87.66	$94.00	35.4%	7.1%	31.8%	70.8%	0.0%	4.8%	-5.0%	35.3K	-236.0K	-737	0.00	140.75	N/A	N/A	0	0	91	1
2024-08-09	$87.69	$94.00	31.5%	7.0%	31.5%	60.2%	0.0%	2.9%	-3.2%	37.1K	-233.9K	-712	0.00	131.64	N/A	N/A	0	0	91	1
2024-08-12	$86.97	$94.00	40.6%	6.6%	30.9%	84.7%	0.0%	1.8%	-1.9%	33.8K	-191.6K	-614	0.00	140.13	N/A	N/A	0	0	91	1
2024-08-13	$88.22	$94.00	43.7%	6.3%	29.0%	93.3%	0.0%	4.5%	-0.5%	41.3K	-240.8K	-646	0.00	138.30	N/A	N/A	0	0	91	1
2024-08-14	$87.73	$94.00	21.6%	6.2%	28.9%	33.2%	0.0%	3.0%	-0.9%	38.2K	-200.9K	-583	0.00	141.39	N/A	N/A	2	0	91	1
2024-08-15	$89.80	$94.00	21.1%	6.0%	29.9%	31.9%	0.0%	-0.1%	-1.1%	58.7K	-337.2K	-677	0.00	136.97	N/A	N/A	2	0	93	1
2024-08-16	$89.84	$94.00	19.3%	5.5%	29.9%	27.0%	18.2%	1.3%	-1.0%	67.7K	-324.2K	-616	0.00	142.34	N/A	N/A	6	0	93	1
2024-08-19	$90.44	$91.00	18.7%	5.3%	29.4%	25.3%	0.0%	1.8%	1.1%	15.1K	-172.8K	-631	0.00	152.20	N/A	N/A	2	0	40	0
2024-08-20	$89.80	$91.00	18.8%	5.4%	29.3%	25.8%	0.0%	0.3%	-1.7%	13.9K	-157.1K	-581	0.00	148.68	N/A	N/A	0	0	38	0
2024-08-21	$90.94	$91.00	19.8%	5.7%	28.9%	28.5%	0.0%	1.5%	-0.8%	14.3K	-165.2K	-581	0.00	149.39	N/A	N/A	0	0	38	0
2024-08-22	$90.34	$91.00	19.6%	5.6%	28.6%	28.0%	0.0%	-0.3%	-1.5%	14.1K	-167.2K	-577	0.00	150.01	N/A	N/A	0	0	38	0
2024-08-23	$92.68	$91.00	18.1%	5.2%	29.7%	23.9%	0.0%	2.9%	0.2%	15.4K	-191.1K	-580	0.00	136.35	N/A	N/A	0	0	38	0
2024-08-26	$92.77	$91.00	20.2%	5.8%	29.7%	29.4%	21.6%	0.4%	-2.4%	15.3K	-209.4K	-554	0.00	149.27	N/A	N/A	3	0	38	0
2024-08-27	$92.25	$91.00	20.4%	5.9%	29.7%	30.1%	0.0%	3.2%	-1.3%	17.8K	-203.3K	-589	0.00	151.34	N/A	N/A	0	0	41	0
2024-08-28	$91.91	$91.00	20.3%	5.8%	29.3%	29.9%	0.0%	2.3%	-0.8%	17.8K	-199.9K	-586	0.00	151.55	N/A	N/A	0	0	41	0
2024-08-29	$92.38	$91.00	20.1%	5.8%	25.8%	29.3%	0.0%	2.8%	-1.3%	18.7K	-211.2K	-570	0.00	148.86	N/A	N/A	0	0	41	0
2024-08-30	$92.44	$91.00	20.3%	5.8%	22.8%	29.8%	0.0%	4.3%	-0.7%	18.8K	-207.7K	-573	0.00	150.87	N/A	N/A	0	0	41	0