SLYG Options History — May 2025

In May 2025, SLYG traded between $82.06 and $87.71. ATM implied volatility averaged 25.1%, placing in the 26.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 3.7% (HV 20d: 28.8%). Max pain ranged from $80.00 to $88.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-05-13: Highest Volume — 2 contracts
  • 2025-05-14: Largest IV drop — 52.7% change
  • 2025-05-13: Highest IV Rank — 51.8%
  • 2025-05-01: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$85.30$82.06$87.71$82.06$85.93
Max Pain$86.93$80.00$88.00$80.00$88.00
ATM IV25.1%18.5%40.4%26.7%20.9%
Expected Move6.3%5.3%7.6%7.6%6.0%
HV 20d28.8%18.8%55.7%55.7%20.6%
HV 60d36.8%36.2%37.3%36.2%36.8%
IV Rank26.4%15.3%51.8%28.9%19.4%
IV Percentile64.6%23.8%96.0%82.5%50.0%
Term Structure-0.1%-4.8%2.3%0.8%0.4%
VWIV19.6%18.8%20.4%20.4%18.8%
Skew 25d3.0%-1.2%6.0%5.3%6.0%
Skew 10d2.7%-3.3%10.1%6.0%6.3%
Call IV 25d17.8%15.1%21.4%19.7%17.0%
Put IV 25d20.8%17.8%26.8%25.1%23.0%
Bid-Ask Spread %136.96128.32143.78128.32143.78
Gamma HHI0.350.300.400.350.36
Net GEX32.1K25.3K38.6K26.9K34.6K
Net DEX-735.4K-876.1K-563.3K-563.3K-737.1K
Net VEX-3.5K-3.7K-3.3K-3.7K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2380200
Total OI221.286181252251181

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$82.06$80.0026.7%7.6%55.7%28.9%0.0%5.3%0.8%26.9K-563.3K-3.7K0.00128.32N/AN/A0024110
2025-05-02$83.58$80.0025.5%7.3%50.3%27.1%0.0%5.4%-1.3%25.3K-629.7K-3.5K0.00129.01N/AN/A0024110
2025-05-05$83.26$0.0029.5%6.9%48.2%33.6%0.0%3.7%-0.1%27.8K-653.2K-3.7K0.00134.66N/AN/A0024110
2025-05-06$82.81$0.0029.0%7.1%47.2%32.8%0.0%4.6%-0.4%27.4K-626.8K-3.7K0.00131.57N/AN/A0024110
2025-05-07$82.79$0.0031.3%7.0%45.1%36.6%0.0%4.1%-0.1%27.6K-631.9K-3.7K0.00131.65N/AN/A0024110
2025-05-08$84.32$0.0028.6%6.7%30.3%32.1%0.0%5.8%-0.3%26.7K-654.7K-3.5K0.00128.68N/AN/A0024110
2025-05-09$83.74$0.0033.4%6.5%23.2%40.2%0.0%3.1%-0.4%27.9K-672.5K-3.5K0.00136.66N/AN/A0024110
2025-05-12$86.68$0.0034.0%6.1%24.6%41.2%20.4%1.6%0.4%34.6K-835.6K-3.7K0.00130.48N/AN/A1024110
2025-05-13$87.57$88.0040.4%5.4%24.4%51.8%0.0%1.2%1.3%37.0K-855.6K-3.5K0.00138.85N/AN/A2024210
2025-05-14$86.44$88.0019.1%5.5%24.9%16.3%0.0%0.6%0.6%33.9K-817.4K-3.4K0.00141.07N/AN/A0024210
2025-05-15$86.77$88.0018.5%5.3%23.8%15.3%0.0%1.5%1.2%36.3K-810.6K-3.5K0.00140.76N/AN/A0024210
2025-05-16$87.71$88.0020.2%5.8%23.5%18.2%0.0%2.8%2.3%38.6K-876.1K-3.6K0.00136.44N/AN/A0024210
2025-05-19$87.30$88.0019.4%5.6%20.3%16.8%0.0%1.5%0.4%34.8K-818.2K-3.4K0.00140.77N/AN/A001775
2025-05-20$87.06$88.0019.5%5.6%18.8%17.0%0.0%1.6%-0.4%35.1K-838.6K-3.4K0.00142.24N/AN/A101775
2025-05-21$85.41$88.0020.2%5.8%20.6%18.1%0.0%0.2%-2.1%32.5K-750.0K-3.4K0.00135.14N/AN/A001765
2025-05-22$85.22$88.0022.1%6.3%19.9%21.2%0.0%3.2%-1.0%33.4K-718.7K-3.5K0.00141.56N/AN/A001765
2025-05-23$84.75$88.0023.0%6.6%20.1%22.9%0.0%3.4%0.2%32.2K-686.6K-3.4K0.00140.36N/AN/A001765
2025-05-27$86.48$88.0021.3%6.1%21.1%20.0%0.0%5.0%1.3%32.2K-747.3K-3.3K0.00140.01N/AN/A001765
2025-05-28$85.63$88.0023.4%6.7%21.6%23.5%0.0%-1.2%-4.8%34.5K-773.1K-3.3K0.00141.66N/AN/A001765
2025-05-29$85.75$88.0022.0%6.3%21.3%21.1%18.8%4.0%0.2%34.5K-745.5K-3.3K0.00142.42N/AN/A101765
2025-05-30$85.93$88.0020.9%6.0%20.6%19.4%0.0%6.0%0.4%34.6K-737.1K-3.3K0.00143.78N/AN/A001765