SLYG Options History — January 2025 In January 2025, SLYG traded between $89.33 and $94.69. ATM implied volatility averaged 21.6%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 2.5% (HV 20d: 19.2%). Max pain ranged from $80.00 to $93.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-24 : Highest Volume — 80 contracts2025-01-15 : Largest IV drop — 57.6% change2025-01-14 : Highest IV Rank — 84.7%2025-01-03 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $92.42 $89.33 $94.69 $90.29 $93.87 Max Pain $81.30 $80.00 $93.00 $93.00 $80.00 ATM IV 21.6% 16.7% 40.6% 21.0% 17.9% Expected Move 5.2% 4.8% 6.2% 6.0% 5.1% HV 20d 19.2% 15.5% 23.2% 19.3% 15.5% HV 60d 22.5% 22.0% 22.8% 22.1% 22.4% IV Rank 33.4% 20.0% 84.7% 31.7% 23.2% IV Percentile 42.5% 7.1% 98.0% 57.9% 21.0% Term Structure -1.4% -4.9% 0.7% -4.9% -3.0% VWIV 17.6% 17.2% 18.0% 17.2% 18.0% Skew 25d 1.7% -1.7% 9.7% -0.1% -1.7% Skew 10d 1.5% 0.2% 3.8% 2.7% 0.8% Call IV 25d 15.4% 12.6% 18.6% 18.6% 17.1% Put IV 25d 17.1% 15.2% 22.4% 18.5% 15.4% Bid-Ask Spread % 139.45 133.09 146.24 143.69 134.06 Gamma HHI 0.46 0.27 0.67 0.67 0.27 Net GEX 23.9K 11.3K 33.0K 23.3K 12.5K Net DEX -413.1K -621.4K -68.3K -455.8K -76.1K Net VEX -1.9K -2.5K -293 -2.4K -294 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 4.8 0 80 12 2 Total OI 90.75 31 112 99 31
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 2025-01-02 $90.29 $93.00 21.0% 6.0% 19.3% 31.7% 0.0% -0.1% -4.9% 23.3K -455.8K -2.4K 0.00 143.69 N/A N/A 12 0 97 2 2025-01-03 $91.63 $93.00 21.6% 6.2% 20.5% 33.2% 0.0% 9.7% -1.4% 26.7K -499.6K -2.5K 0.00 146.24 N/A N/A 0 0 109 2 2025-01-06 $91.59 $80.00 23.3% 4.9% 20.1% 38.0% 0.0% 1.6% -0.6% 27.4K -522.1K -2.5K 0.00 136.52 N/A N/A 1 0 109 2 2025-01-07 $90.56 $80.00 23.9% 4.9% 20.3% 39.6% 0.0% -0.8% -3.4% 26.8K -503.5K -2.4K 0.00 137.56 N/A N/A 0 0 110 2 2025-01-08 $91.13 $80.00 25.4% 5.5% 20.6% 43.5% 0.0% 1.8% -0.6% 26.8K -478.9K -2.5K 0.00 133.14 N/A N/A 0 0 110 2 2025-01-10 $89.33 $80.00 30.1% 5.8% 21.4% 56.4% 0.0% 2.4% -0.4% 25.5K -437.2K -2.4K 0.00 133.09 N/A N/A 0 0 110 2 2025-01-13 $89.33 $80.00 37.5% 5.9% 21.0% 76.3% 0.0% 3.6% -1.2% 25.2K -416.8K -2.4K 0.00 133.65 N/A N/A 0 0 110 2 2025-01-14 $90.62 $80.00 40.6% 5.5% 21.9% 84.7% 0.0% 2.1% -0.5% 26.4K -469.6K -2.4K 0.00 135.34 N/A N/A 0 0 110 2 2025-01-15 $92.40 $80.00 17.2% 4.9% 23.2% 21.4% 0.0% 1.9% 0.7% 27.6K -538.6K -2.4K 0.00 138.45 N/A N/A 0 0 110 2 2025-01-16 $92.81 $80.00 17.1% 4.9% 23.2% 21.2% 0.0% 2.8% -1.2% 28.0K -546.5K -2.4K 0.00 140.59 N/A N/A 0 0 110 2 2025-01-17 $93.11 $80.00 17.1% 4.9% 23.0% 21.2% 0.0% 1.2% -1.1% 23.2K -564.0K -2.3K 0.00 138.90 N/A N/A 0 0 110 2 2025-01-21 $94.69 $80.00 17.2% 4.9% 17.0% 21.3% 17.2% 1.9% -0.6% 32.2K -621.4K -2.3K 0.00 142.42 N/A N/A 1 0 109 1 2025-01-22 $94.11 $80.00 17.4% 5.0% 17.2% 21.9% 0.0% 0.5% -2.2% 32.1K -616.0K -2.3K 0.00 143.56 N/A N/A 0 0 110 1 2025-01-23 $94.27 $80.00 16.7% 4.8% 17.2% 20.0% 0.0% 2.7% 0.2% 33.0K -609.3K -2.3K 0.00 141.64 N/A N/A 0 0 110 1 2025-01-24 $93.94 $80.00 17.8% 5.1% 16.9% 23.0% 0.0% 1.0% -2.3% 32.5K -608.0K -2.2K 0.00 144.71 N/A N/A 80 0 110 1 2025-01-27 $93.16 $80.00 17.7% 5.1% 17.1% 22.7% 0.0% 0.4% -2.8% 11.3K -68.3K -293 0.00 138.13 N/A N/A 0 0 30 1 2025-01-28 $93.78 $80.00 17.9% 5.1% 17.0% 23.3% 0.0% 3.4% -0.1% 12.2K -76.3K -309 0.00 143.46 N/A N/A 0 0 30 1 2025-01-29 $93.59 $80.00 18.1% 5.2% 15.5% 23.7% 0.0% 1.0% -1.5% 12.0K -73.3K -295 0.00 141.41 N/A N/A 0 0 30 1 2025-01-30 $94.11 $80.00 17.6% 5.0% 15.6% 22.4% 0.0% -1.3% -1.2% 12.8K -80.5K -302 0.00 142.54 N/A N/A 0 0 30 1 2025-01-31 $93.87 $80.00 17.9% 5.1% 15.5% 23.2% 18.0% -1.7% -3.0% 12.5K -76.1K -294 0.00 134.06 N/A N/A 0 2 30 1
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