SLYG Options History — June 2025

In June 2025, SLYG traded between $85.46 and $88.73. ATM implied volatility averaged 22.5%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.3% (HV 20d: 16.2%). Max pain ranged from $88.00 to $88.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-09: Highest Volume — 2 contracts
  • 2025-06-11: Largest IV drop — 30.5% change
  • 2025-06-10: Highest IV Rank — 29.9%
  • 2025-06-04: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.19$85.46$88.73$85.46$88.73
Max Pain$88.00$88.00$88.00$88.00$88.00
ATM IV22.5%18.9%27.2%24.1%22.2%
Expected Move6.1%5.4%7.0%6.9%6.4%
HV 20d16.2%13.6%20.2%19.8%13.6%
HV 60d35.6%34.6%36.7%36.6%34.6%
IV Rank22.0%16.0%29.9%24.6%21.5%
IV Percentile57.4%23.0%82.9%73.4%59.5%
Term Structure-0.4%-5.7%4.4%-4.1%-5.7%
Skew 25d3.6%-1.1%11.0%2.9%5.5%
Skew 10d5.7%-3.3%10.7%3.9%-2.0%
Call IV 25d18.0%12.7%20.8%20.5%19.9%
Put IV 25d21.5%17.9%28.0%23.5%25.4%
Bid-Ask Spread %148.57134.74158.14150.11146.77
Gamma HHI0.360.310.440.360.32
Net GEX35.8K30.5K39.3K36.1K39.3K
Net DEX-816.6K-899.5K-738.3K-738.3K-899.5K
Net VEX-3.0K-3.3K-2.7K-3.3K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.150200
Total OI180.95179183181180

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$85.46$88.0024.1%6.9%19.8%24.6%0.0%2.9%-4.1%36.1K-738.3K-3.3K0.00150.11N/AN/A001765
2025-06-03$86.59$88.0020.9%6.0%20.2%19.3%0.0%5.8%0.9%33.0K-757.0K-3.2K0.00140.89N/AN/A001765
2025-06-04$86.67$88.0024.4%7.0%20.0%25.2%0.0%2.5%-3.5%34.8K-787.5K-3.2K0.00147.45N/AN/A001765
2025-06-05$86.64$0.0024.5%6.0%20.0%25.4%0.0%1.9%0.8%33.7K-782.0K-3.2K0.00149.39N/AN/A001765
2025-06-06$87.59$0.0024.7%5.7%19.4%25.7%0.0%1.8%1.0%30.5K-819.2K-3.0K0.00153.07N/AN/A001765
2025-06-09$88.30$0.0025.9%5.7%19.2%27.7%0.0%2.3%1.8%37.0K-887.5K-3.1K0.00145.56N/AN/A201765
2025-06-10$88.25$0.0027.2%6.0%15.1%29.9%0.0%6.5%-0.7%37.8K-897.1K-3.1K0.00153.20N/AN/A001785
2025-06-11$87.97$0.0018.9%5.4%14.7%16.0%0.0%4.8%2.3%38.0K-896.6K-3.0K0.00147.53N/AN/A001785
2025-06-12$87.45$0.0020.4%5.8%14.1%18.4%0.0%0.5%-2.2%36.9K-841.4K-3.1K0.00155.43N/AN/A001785
2025-06-13$85.76$0.0021.2%6.1%15.7%19.9%0.0%2.1%-0.7%36.5K-789.6K-3.2K0.00147.62N/AN/A001785
2025-06-16$86.61$0.0019.5%5.6%15.7%17.0%0.0%2.8%1.5%34.7K-798.9K-3.0K0.00155.98N/AN/A001785
2025-06-17$86.12$0.0021.8%6.2%15.7%20.8%0.0%2.0%0.1%36.7K-764.9K-3.1K0.00158.14N/AN/A001755
2025-06-18$86.43$0.0023.8%6.8%15.7%24.2%0.0%0.7%-0.7%34.0K-758.6K-3.0K0.00149.37N/AN/A001755
2025-06-20$86.22$0.0021.3%6.1%14.1%19.9%0.0%2.4%-0.2%36.7K-770.4K-3.0K0.00155.71N/AN/A001755
2025-06-23$86.91$0.0022.7%6.5%14.3%22.4%0.0%11.0%4.4%37.1K-776.9K-3.1K0.00134.74N/AN/A001745
2025-06-24$88.09$0.0019.9%5.7%14.8%17.7%0.0%-1.1%-0.4%33.9K-825.0K-2.8K0.00146.86N/AN/A101745
2025-06-25$87.25$0.0022.7%6.5%13.6%22.3%0.0%9.1%-0.7%38.0K-829.2K-2.9K0.00142.40N/AN/A001755
2025-06-26$88.25$0.0020.4%5.8%13.6%18.5%0.0%3.0%-1.3%34.4K-833.1K-2.8K0.00146.88N/AN/A001755
2025-06-27$88.47$0.0023.0%6.6%13.6%22.9%0.0%5.4%-0.3%36.2K-879.2K-2.8K0.00144.22N/AN/A001755
2025-06-30$88.73$0.0022.2%6.4%13.6%21.5%0.0%5.5%-5.7%39.3K-899.5K-2.7K0.00146.77N/AN/A001755