SLYG Options History — October 2025

In October 2025, SLYG traded between $91.26 and $96.13. ATM implied volatility averaged 23.5%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.9% (HV 20d: 16.6%). Max pain ranged from $80.00 to $93.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-10-10: Highest Volume — 37 contracts
  • 2025-10-15: Largest IV drop — 34.0% change
  • 2025-10-13: Highest IV Rank — 36.6%
  • 2025-10-17: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$94.24$91.26$96.13$94.43$93.16
Max Pain$81.70$80.00$93.00$93.00$80.00
ATM IV23.5%17.7%34.7%21.9%21.0%
Expected Move6.1%5.1%7.1%6.3%6.0%
HV 20d16.6%13.7%18.5%15.5%18.4%
HV 60d17.0%16.0%17.7%16.4%17.5%
IV Rank16.0%5.4%36.6%13.1%11.5%
IV Percentile56.1%9.5%96.8%52.0%40.5%
Term Structure-0.3%-3.9%5.0%-2.4%0.7%
VWIV20.9%17.9%23.6%23.1%19.1%
Skew 25d1.9%-5.5%7.7%-1.0%-4.6%
Skew 10d2.3%-4.0%6.5%0.2%0.5%
Call IV 25d16.4%11.5%20.5%19.3%19.0%
Put IV 25d18.3%13.1%21.9%18.2%14.4%
Bid-Ask Spread %127.82116.97156.75154.65125.16
Gamma HHI0.200.170.260.210.22
Net GEX35.1K17.9K50.5K48.4K23.7K
Net DEX-1.4M-1.5M-1.3M-1.4M-1.4M
Net VEX-1.1K-2.1K-565-2.1K-567
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.030.030.00
Total Volume2.1303703
Total OI180.304167196196170

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$94.43$93.0021.9%6.3%15.5%13.1%0.0%-1.0%-2.4%48.4K-1.4M-2.1K0.00154.65N/AN/A001933
2025-10-02$94.63$93.0021.0%6.0%14.8%11.4%0.0%1.1%-0.6%50.5K-1.4M-1.9K0.00156.14N/AN/A001933
2025-10-03$95.02$93.0021.7%6.2%14.9%12.7%0.0%-1.3%-3.9%42.4K-1.5M-1.6K0.00156.75N/AN/A001933
2025-10-06$94.78$80.0022.6%5.6%14.9%14.3%0.0%5.1%0.3%40.0K-1.5M-1.5K0.00123.88N/AN/A001933
2025-10-07$93.86$80.0023.3%5.6%15.0%15.7%0.0%1.2%0.5%43.0K-1.5M-1.5K0.00121.41N/AN/A001933
2025-10-08$94.56$80.0023.7%5.7%15.2%16.4%0.0%2.6%0.7%43.9K-1.5M-1.5K0.00124.96N/AN/A001933
2025-10-09$93.63$80.0025.4%5.7%13.7%19.5%0.0%2.1%0.1%44.0K-1.5M-1.5K0.00125.46N/AN/A001933
2025-10-10$91.26$80.0033.2%5.3%15.9%33.8%0.0%0.5%3.3%48.0K-1.3M-1.7K0.03118.50N/AN/A3611933
2025-10-13$92.63$80.0034.7%6.2%16.9%36.6%0.0%2.2%-0.5%43.7K-1.3M-1.2K0.00127.76N/AN/A001744
2025-10-14$93.93$80.0034.3%7.0%17.7%35.8%0.0%3.9%-2.7%44.5K-1.3M-1.2K0.00120.75N/AN/A101744
2025-10-15$94.84$80.0022.6%6.5%18.0%14.4%0.0%3.7%-1.4%37.4K-1.4M-9480.00119.66N/AN/A001734
2025-10-16$93.42$80.0022.9%6.6%16.8%15.0%23.1%0.4%0.8%42.6K-1.3M-1.1K0.00116.97N/AN/A301734
2025-10-17$93.58$80.0024.7%7.1%16.4%18.2%0.0%4.2%-0.9%43.6K-1.3M-1.1K0.00124.59N/AN/A001744
2025-10-20$95.10$80.0024.2%6.9%17.4%17.3%23.6%7.7%-3.1%26.7K-1.4M-9020.00121.07N/AN/A301634
2025-10-21$95.30$80.0021.3%6.1%17.5%12.0%0.0%2.8%-0.2%27.0K-1.4M-7860.00123.57N/AN/A001654
2025-10-22$94.42$80.0021.7%6.2%17.2%12.8%0.0%2.0%0.6%26.7K-1.4M-8150.00121.97N/AN/A001654
2025-10-23$95.17$80.0021.7%6.2%17.0%12.6%0.0%2.4%-0.4%19.9K-1.4M-6150.00126.07N/AN/A001654
2025-10-24$95.81$80.0017.7%5.1%16.9%5.4%0.0%4.2%4.1%17.9K-1.5M-5650.00129.39N/AN/A001654
2025-10-27$96.13$80.0017.9%5.1%16.9%5.7%0.0%5.1%5.0%18.3K-1.5M-5830.00128.84N/AN/A001654
2025-10-28$95.36$80.0020.7%5.9%17.2%10.9%17.9%3.2%-2.2%18.9K-1.4M-5670.00125.61N/AN/A201654
2025-10-29$93.70$80.0020.9%6.0%18.3%11.2%0.0%1.6%-0.2%23.7K-1.4M-6670.00123.97N/AN/A001664
2025-10-30$92.88$80.0021.5%6.2%18.5%12.3%0.0%-5.5%-3.9%31.9K-1.3M-8090.00122.70N/AN/A001664
2025-10-31$93.16$80.0021.0%6.0%18.4%11.5%19.1%-4.6%0.7%23.7K-1.4M-5670.00125.16N/AN/A301664