SLYG Options History — November 2025

In November 2025, SLYG traded between $88.77 and $95.97. ATM implied volatility averaged 23.1%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 4.9% (HV 20d: 18.3%). Max pain ranged from $80.00 to $95.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-11-25: Highest Volume — 6 contracts
  • 2025-11-11: Largest IV spike — 21.3% change
  • 2025-11-11: Highest IV Rank — 20.9%
  • 2025-11-18: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.60$88.77$95.97$93.01$95.11
Max Pain$92.63$80.00$95.00$80.00$95.00
ATM IV23.1%20.2%26.2%23.4%21.3%
Expected Move6.6%5.8%7.1%6.7%6.1%
HV 20d18.3%14.8%23.2%18.4%22.5%
HV 60d17.1%16.3%18.7%17.5%18.6%
IV Rank15.4%9.9%20.9%15.8%12.0%
IV Percentile61.8%24.6%83.3%65.5%42.1%
Term Structure-1.1%-4.1%1.1%1.0%-1.8%
VWIV20.6%20.6%20.6%20.6%20.6%
Skew 25d1.8%-7.5%7.0%-0.1%1.4%
Skew 10d2.7%-4.1%7.0%1.4%1.0%
Call IV 25d17.9%16.1%23.5%17.0%19.3%
Put IV 25d19.7%14.9%23.8%16.9%20.7%
Bid-Ask Spread %123.97116.26137.27125.18137.27
Gamma HHI0.250.150.530.170.41
Net GEX26.5K5.9K49.3K28.8K9.6K
Net DEX-1.0M-1.4M-63.5K-1.3M-131.0K
Net VEX-526-799-357-678-456
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.8950601
Total OI137.0532117017028

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$93.01$80.0023.4%6.7%18.4%15.8%0.0%-0.1%1.0%28.8K-1.3M-6780.00125.18N/AN/A001664
2025-11-04$92.44$80.0023.8%6.8%18.2%16.7%0.0%-7.5%-2.0%35.1K-1.3M-7990.00132.20N/AN/A001664
2025-11-05$93.78$80.0023.5%6.8%18.8%16.1%0.0%-1.8%1.1%32.3K-1.3M-7370.00123.86N/AN/A001664
2025-11-06$92.88$95.0021.2%6.6%18.8%11.8%0.0%-2.3%-0.9%28.3K-1.3M-6060.00119.36N/AN/A301664
2025-11-07$92.94$95.0025.4%6.7%16.3%19.4%0.0%4.3%-0.6%32.3K-1.3M-7060.00120.04N/AN/A001664
2025-11-10$94.03$95.0021.6%6.3%15.9%12.5%0.0%1.9%-0.7%23.3K-1.4M-4790.00125.85N/AN/A501664
2025-11-11$93.96$95.0026.2%6.1%15.1%20.9%0.0%1.5%0.4%19.5K-1.4M-4930.00128.69N/AN/A001614
2025-11-12$94.23$95.0021.3%6.1%14.8%12.0%0.0%3.5%-0.0%18.5K-1.4M-4740.00127.05N/AN/A001614
2025-11-13$91.81$95.0023.1%6.6%16.6%15.3%0.0%1.8%-2.1%32.8K-1.3M-5910.00117.49N/AN/A001614
2025-11-14$91.65$95.0023.8%6.8%16.6%16.5%0.0%4.3%-1.4%27.3K-1.3M-5060.00122.56N/AN/A001614
2025-11-17$89.62$95.0023.9%6.9%16.9%16.8%0.0%0.9%-1.5%48.5K-1.1M-5880.00116.26N/AN/A001614
2025-11-18$89.97$95.0024.9%7.1%17.0%18.6%0.0%3.4%-1.9%39.3K-1.2M-4720.00122.71N/AN/A001614
2025-11-19$89.97$95.0024.8%7.1%16.9%18.3%0.0%3.9%-2.4%36.7K-1.2M-4390.00121.63N/AN/A101614
2025-11-20$88.77$95.0023.9%6.9%16.8%16.8%0.0%1.0%-4.1%49.3K-1.1M-4260.00118.94N/AN/A001614
2025-11-21$91.59$95.0023.2%6.7%20.6%15.5%0.0%7.0%-0.8%18.7K-1.3M-3570.00117.58N/AN/A001614
2025-11-24$92.59$95.0022.6%6.5%21.1%14.3%20.6%6.5%-1.1%5.9K-63.5K-3570.00124.82N/AN/A10183
2025-11-25$95.09$95.0021.7%6.2%23.2%12.7%0.0%1.9%-0.9%7.3K-89.1K-3640.00124.70N/AN/A60193
2025-11-26$95.97$95.0020.2%5.8%22.5%9.9%0.0%1.7%-0.2%9.9K-133.3K-4610.00129.28N/AN/A00253
2025-11-28$95.11$95.0021.3%6.1%22.5%12.0%0.0%1.4%-1.8%9.6K-131.0K-4560.00137.27N/AN/A10253