SLYG Options History — December 2024

In December 2024, SLYG traded between $90.44 and $100.47. ATM implied volatility averaged 20.1%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 0.3% (HV 20d: 20.5%). Max pain ranged from $93.00 to $93.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-12-23: Highest Volume — 60 contracts
2024-12-11: Largest IV drop — 27.2% change
2024-12-10: Highest IV Rank — 38.9%
2024-12-03: Largest Expected Move — 6.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$95.02	$90.44	$100.47	$100.47	$90.44
Max Pain	$93.00	$93.00	$93.00	$93.00	$93.00
ATM IV	20.1%	16.6%	23.7%	20.5%	21.6%
Expected Move	5.5%	4.7%	6.3%	5.9%	6.2%
HV 20d	20.5%	16.2%	28.5%	28.1%	19.4%
HV 60d	21.2%	20.1%	22.6%	20.5%	22.2%
IV Rank	29.3%	19.8%	38.9%	30.4%	33.4%
IV Percentile	45.3%	7.1%	77.8%	49.6%	64.7%
Term Structure	-1.1%	-7.3%	1.2%	-2.4%	-7.3%
VWIV	21.2%	21.2%	21.2%	21.2%	21.2%
Skew 25d	1.4%	-3.9%	4.8%	0.6%	1.7%
Skew 10d	2.9%	-3.4%	8.7%	0.7%	1.6%
Call IV 25d	16.7%	12.9%	20.8%	19.2%	17.1%
Put IV 25d	18.1%	14.7%	21.1%	19.7%	18.7%
Bid-Ask Spread %	145.61	127.84	154.31	143.99	146.13
Gamma HHI	0.34	0.21	0.65	0.31	0.65
Net GEX	11.1K	4.1K	22.5K	7.0K	22.1K
Net DEX	-177.5K	-483.7K	-39.4K	-116.9K	-444.9K
Net VEX	-791	-2.4K	-280	-289	-2.3K
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	3.429	0	60	3	5
Total OI	38.19	18	94	18	94

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-12-02	$100.47	$93.00	20.5%	5.9%	28.1%	30.4%	0.0%	0.6%	-2.4%	7.0K	-116.9K	-289	143.99	N/A	N/A	3	0	17	1
2024-12-03	$99.53	$93.00	21.9%	6.3%	28.5%	34.1%	0.0%	0.9%	-5.0%	7.4K	-122.2K	-349	152.03	N/A	N/A	0	0	19	1
2024-12-04	$99.66	$93.00	20.6%	5.9%	28.1%	30.7%	0.0%	2.5%	-2.4%	7.7K	-123.8K	-346	151.29	N/A	N/A	0	0	19	1
2024-12-05	$98.21	$0.00	20.6%	5.0%	19.1%	30.5%	0.0%	1.0%	-3.6%	8.2K	-113.8K	-349	147.33	N/A	N/A	0	0	19	1
2024-12-06	$97.91	$0.00	22.2%	4.8%	18.9%	34.9%	0.0%	1.3%	0.8%	8.2K	-108.2K	-349	154.31	N/A	N/A	0	0	19	1
2024-12-09	$97.67	$0.00	22.6%	4.7%	18.8%	36.1%	0.0%	2.9%	1.2%	8.6K	-107.8K	-343	151.00	N/A	N/A	2	0	19	1
2024-12-10	$97.41	$0.00	23.7%	5.0%	17.7%	38.9%	21.2%	-0.1%	0.6%	9.8K	-115.1K	-361	148.00	N/A	N/A	0	1	21	1
2024-12-11	$98.13	$93.00	17.2%	4.9%	17.1%	21.5%	0.0%	0.7%	0.8%	9.3K	-120.8K	-365	152.49	N/A	N/A	0	0	21	2
2024-12-12	$97.06	$93.00	16.6%	4.8%	17.5%	19.8%	0.0%	0.3%	0.9%	9.4K	-110.6K	-367	153.21	N/A	N/A	0	0	21	2
2024-12-13	$96.06	$93.00	17.1%	4.9%	16.6%	21.0%	0.0%	3.2%	0.0%	9.4K	-97.6K	-359	149.25	N/A	N/A	0	0	21	2
2024-12-16	$96.40	$93.00	17.6%	5.0%	16.2%	22.4%	0.0%	2.7%	0.9%	9.6K	-100.7K	-352	151.55	N/A	N/A	1	0	21	2
2024-12-17	$95.31	$93.00	19.1%	5.5%	16.7%	26.4%	0.0%	-2.7%	-3.3%	9.3K	-90.7K	-361	146.41	N/A	N/A	0	0	22	2
2024-12-18	$91.08	$93.00	20.3%	5.8%	23.2%	29.7%	0.0%	-3.9%	-1.7%	6.0K	-54.6K	-318	127.84	N/A	N/A	0	0	22	2
2024-12-19	$91.55	$93.00	21.2%	6.1%	23.3%	32.3%	0.0%	4.3%	-0.7%	5.9K	-49.9K	-306	132.73	N/A	N/A	0	0	22	2
2024-12-20	$91.72	$93.00	21.4%	6.1%	21.9%	32.8%	0.0%	0.7%	-1.6%	5.8K	-50.3K	-303	137.44	N/A	N/A	0	0	22	2
2024-12-23	$90.97	$93.00	21.1%	6.0%	21.0%	31.9%	0.0%	2.4%	0.3%	4.1K	-39.4K	-280	139.16	N/A	N/A	60	0	17	2
2024-12-24	$91.69	$93.00	19.3%	5.5%	19.2%	27.2%	0.0%	2.5%	0.2%	18.2K	-383.0K	-1.9K	144.77	N/A	N/A	0	0	77	2
2024-12-26	$92.50	$93.00	19.0%	5.4%	19.3%	26.2%	0.0%	4.1%	0.9%	22.5K	-483.7K	-2.4K	143.83	N/A	N/A	0	0	92	2
2024-12-27	$90.87	$93.00	18.9%	5.4%	19.9%	26.1%	0.0%	-0.9%	-1.4%	21.9K	-461.3K	-2.3K	141.66	N/A	N/A	0	0	92	2
2024-12-30	$90.74	$93.00	20.2%	5.8%	19.6%	29.4%	0.0%	4.8%	-0.3%	22.1K	-432.2K	-2.3K	143.46	N/A	N/A	0	0	92	2
2024-12-31	$90.44	$93.00	21.6%	6.2%	19.4%	33.4%	0.0%	1.7%	-7.3%	22.1K	-444.9K	-2.3K	146.13	N/A	N/A	5	0	92	2