SLYG Options History — April 2025

In April 2025, SLYG traded between $71.87 and $84.31. ATM implied volatility averaged 34.4%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 14.3% (HV 20d: 48.7%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.03.

Notable Days

  • 2025-04-02: Highest Volume — 598 contracts
  • 2025-04-09: Largest IV drop — 60.0% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.44$71.87$84.31$83.09$80.63
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV34.4%23.8%69.2%23.8%26.1%
Expected Move8.8%6.0%13.0%6.2%7.5%
HV 20d48.7%25.3%56.3%25.3%55.5%
HV 60d31.8%20.0%36.1%20.0%36.1%
IV Rank46.6%27.3%100.0%39.3%28.1%
IV Percentile90.5%79.4%100.0%79.4%81.7%
Term Structure-4.5%-16.8%-0.1%-2.1%-1.2%
VWIV26.6%26.6%26.6%26.6%26.6%
Skew 25d6.0%0.7%23.3%3.0%3.9%
Skew 10d3.7%-4.5%18.3%4.7%-4.5%
Call IV 25d23.2%14.2%32.0%20.5%23.1%
Put IV 25d29.3%18.8%47.2%23.5%27.0%
Bid-Ask Spread %124.45115.89131.08123.13127.47
Gamma HHI0.380.320.440.340.36
Net GEX22.8K4.9K31.7K4.9K24.9K
Net DEX-399.6K-533.7K-33.6K-33.6K-504.5K
Net VEX-3.2K-3.8K-474-506-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.170.000.17
Total Volume30.667059800
Total OI222.9059525195251

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$83.09$80.0023.8%6.2%25.3%39.3%0.0%3.0%-2.1%4.9K-33.6K-5060.00123.13N/AN/A00896
2025-04-02$84.31$80.0026.7%6.0%25.8%47.2%0.0%4.6%-1.4%5.8K-37.7K-4740.00122.00N/AN/A5980896
2025-04-03$78.85$80.0034.0%7.5%34.4%67.0%0.0%0.7%-8.8%31.7K-520.0K-3.8K0.00131.08N/AN/A2102246
2025-04-04$76.00$80.0048.1%9.8%36.2%100.0%0.0%8.1%-5.7%23.7K-380.8K-3.5K0.00122.50N/AN/A202266
2025-04-07$74.25$80.0065.4%11.7%36.1%100.0%0.0%8.6%-9.4%20.1K-338.1K-3.2K0.00121.96N/AN/A002256
2025-04-08$71.87$80.0069.2%13.0%37.2%100.0%0.0%23.3%-16.8%20.0K-273.5K-3.0K0.00115.89N/AN/A002256
2025-04-09$79.25$80.0027.7%7.9%52.6%30.7%0.0%8.8%-0.1%25.6K-451.8K-3.6K0.00129.05N/AN/A002256
2025-04-10$75.34$80.0042.3%12.1%55.0%55.0%0.0%4.1%-12.9%22.6K-345.7K-3.2K0.00121.23N/AN/A102256
2025-04-11$77.13$80.0037.7%10.8%55.0%47.3%0.0%13.2%-7.8%23.1K-406.7K-3.4K0.00124.30N/AN/A002266
2025-04-14$78.38$80.0032.1%9.2%55.0%38.0%0.0%12.6%-7.2%28.8K-455.2K-3.5K0.00126.45N/AN/A002266
2025-04-15$77.91$80.0028.3%8.1%55.0%31.7%0.0%2.4%-2.6%25.7K-444.5K-3.4K0.00123.25N/AN/A002266
2025-04-16$76.73$80.0031.7%9.1%54.4%37.4%0.0%2.9%-5.8%26.3K-421.2K-3.4K0.00129.84N/AN/A002266
2025-04-17$77.96$80.0029.8%8.5%54.9%34.2%0.0%7.1%-2.1%24.7K-434.6K-3.5K0.00125.69N/AN/A012266
2025-04-21$75.81$80.0033.5%9.6%55.5%40.3%0.0%2.5%-2.7%21.6K-363.2K-3.2K0.00118.79N/AN/A002237
2025-04-22$78.07$80.0030.8%8.8%55.6%35.8%0.0%4.5%-2.6%22.6K-399.7K-3.3K0.00122.80N/AN/A002237
2025-04-23$78.95$80.0028.3%8.1%55.8%31.7%26.6%3.8%-1.5%25.8K-513.3K-3.6K0.17123.54N/AN/A1832237
2025-04-24$80.41$80.0028.2%8.1%56.3%31.5%0.0%4.0%-1.7%25.0K-493.9K-3.6K0.00124.07N/AN/A0024110
2025-04-25$80.38$80.0026.1%7.5%56.3%28.0%0.0%2.3%-0.3%25.0K-506.2K-3.7K0.00128.06N/AN/A0024110
2025-04-28$80.68$80.0026.4%7.6%55.7%28.6%0.0%3.2%-2.1%25.6K-533.1K-3.7K0.00126.26N/AN/A0024110
2025-04-29$81.18$80.0025.7%7.4%55.5%27.3%0.0%3.6%-0.5%25.9K-533.7K-3.6K0.00126.09N/AN/A0024110
2025-04-30$80.63$80.0026.1%7.5%55.5%28.1%0.0%3.9%-1.2%24.9K-504.5K-3.6K0.00127.47N/AN/A0024110