SLYG Options History — September 2024 In September 2024, SLYG traded between $86.73 and $93.66. ATM implied volatility averaged 21.8%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.5% (HV 20d: 20.3%). Max pain ranged from $84.00 to $91.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-09 : Highest Volume — 3 contracts2024-09-26 : Largest IV spike — 33.5% change2024-09-10 : Highest IV Rank — 52.6%2024-09-26 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $90.55 $86.73 $93.66 $89.49 $93.00 Max Pain $84.78 $84.00 $91.00 $91.00 $84.00 ATM IV 21.8% 18.3% 28.7% 23.8% 20.9% Expected Move 5.9% 5.2% 7.1% 6.8% 6.0% HV 20d 20.3% 18.9% 22.4% 22.4% 19.4% HV 60d 23.6% 23.1% 23.9% 23.5% 23.9% IV Rank 33.8% 24.2% 52.6% 39.3% 31.4% IV Percentile 53.7% 22.2% 93.3% 77.0% 54.4% Term Structure -0.4% -12.3% 2.3% -12.3% 0.6% VWIV 24.1% 24.1% 24.1% 24.1% 24.1% Skew 25d 1.6% -3.4% 7.3% -3.0% 2.8% Skew 10d 2.6% -0.2% 6.3% -0.2% 2.8% Call IV 25d 17.4% 13.4% 23.4% 21.0% 17.5% Put IV 25d 18.9% 16.5% 22.4% 18.1% 20.2% Bid-Ask Spread % 147.31 130.74 158.44 147.61 152.31 Gamma HHI 0.18 0.15 0.21 0.16 0.21 Net GEX 13.9K 9.0K 24.4K 15.1K 9.5K Net DEX -155.3K -228.1K -92.1K -166.9K -173.8K Net VEX -454 -541 -378 -541 -423 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 0.45 0 3 0 0 Total OI 39.85 30 45 41 32
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 2024-09-03 $89.49 $91.00 23.8% 6.8% 22.4% 39.3% 0.0% -3.0% -12.3% 15.1K -166.9K -541 0.00 147.61 N/A N/A 0 0 41 0 2024-09-04 $89.35 $91.00 24.1% 6.9% 21.6% 40.0% 0.0% 1.5% -3.4% 15.1K -147.7K -522 0.00 151.98 N/A N/A 0 0 41 0 2024-09-05 $88.63 $0.00 25.1% 6.1% 21.1% 42.7% 0.0% 2.4% 0.5% 14.1K -140.2K -518 0.00 139.45 N/A N/A 0 0 41 0 2024-09-06 $87.38 $0.00 25.4% 6.1% 20.6% 43.6% 24.1% 4.8% 0.4% 12.3K -116.3K -479 0.00 130.74 N/A N/A 0 1 41 0 2024-09-09 $87.27 $84.00 27.7% 5.9% 20.6% 49.8% 0.0% 2.8% 0.4% 12.1K -105.1K -455 0.00 144.21 N/A N/A 0 3 41 1 2024-09-10 $86.73 $84.00 28.7% 6.0% 20.5% 52.6% 0.0% 2.8% 0.6% 10.4K -92.9K -466 0.00 143.64 N/A N/A 0 0 41 4 2024-09-11 $87.18 $84.00 20.1% 5.8% 19.9% 29.2% 0.0% 1.9% 2.0% 10.8K -92.1K -450 0.00 138.06 N/A N/A 0 0 41 4 2024-09-12 $88.41 $84.00 19.8% 5.7% 20.4% 28.5% 0.0% 2.5% 1.3% 12.9K -114.6K -469 0.00 142.11 N/A N/A 0 0 41 4 2024-09-13 $90.37 $84.00 19.1% 5.5% 20.2% 26.6% 0.0% 0.9% 0.7% 16.9K -156.7K -493 0.00 147.47 N/A N/A 0 0 41 4 2024-09-16 $90.78 $84.00 20.8% 6.0% 20.3% 31.1% 0.0% 1.7% 0.3% 17.4K -164.8K -477 0.00 148.60 N/A N/A 0 0 41 4 2024-09-17 $91.35 $84.00 20.6% 5.9% 20.3% 30.6% 0.0% -0.8% -1.6% 18.6K -181.2K -462 0.00 144.72 N/A N/A 0 0 41 4 2024-09-18 $91.74 $84.00 22.7% 6.5% 20.1% 36.2% 0.0% -3.4% -2.2% 17.9K -189.9K -459 0.00 155.40 N/A N/A 0 0 41 4 2024-09-19 $93.66 $84.00 18.5% 5.3% 20.9% 24.8% 0.0% 0.5% 2.3% 24.4K -228.1K -420 0.00 145.91 N/A N/A 0 0 41 4 2024-09-20 $93.12 $84.00 18.8% 5.4% 20.9% 25.6% 0.0% 0.6% 1.2% 23.9K -216.7K -405 0.00 150.75 N/A N/A 3 0 41 4 2024-09-23 $92.82 $84.00 18.3% 5.2% 18.9% 24.2% 0.0% 2.6% 1.8% 9.0K -162.3K -386 0.00 150.24 N/A N/A 0 0 26 4 2024-09-24 $92.92 $84.00 18.4% 5.3% 18.9% 24.5% 0.0% 4.9% 2.2% 9.1K -163.8K -378 0.00 152.56 N/A N/A 0 0 26 4 2024-09-25 $91.78 $84.00 18.4% 5.3% 19.3% 24.7% 0.0% -1.4% 0.3% 9.4K -153.9K -388 0.00 150.17 N/A N/A 2 0 26 4 2024-09-26 $92.28 $84.00 24.6% 7.1% 19.4% 41.4% 0.0% 7.3% -3.0% 9.0K -165.4K -452 0.00 158.44 N/A N/A 0 0 28 4 2024-09-27 $92.81 $84.00 19.7% 5.6% 19.4% 28.0% 0.0% -0.6% -0.1% 9.7K -174.2K -429 0.00 151.87 N/A N/A 0 0 28 4 2024-09-30 $93.00 $84.00 20.9% 6.0% 19.4% 31.4% 0.0% 2.8% 0.6% 9.5K -173.8K -423 0.00 152.31 N/A N/A 0 0 28 4
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