SLYG Options History — February 2026

In February 2026, SLYG traded between $98.87 and $102.84. ATM implied volatility averaged 23.7%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.8% (HV 20d: 17.9%). Max pain ranged from $92.00 to $99.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.04.

Notable Days

  • 2026-02-12: Highest Volume — 10 contracts
  • 2026-02-11: Largest IV drop — 24.4% change
  • 2026-02-10: Highest IV Rank — 23.0%
  • 2026-02-27: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.33$98.87$102.84$99.87$101.43
Max Pain$97.89$92.00$99.00$92.00$99.00
ATM IV23.7%20.0%27.3%20.0%25.6%
Expected Move6.6%5.7%7.3%5.7%7.3%
HV 20d17.9%15.6%20.1%16.4%17.9%
HV 60d17.0%15.3%18.5%17.6%15.6%
IV Rank16.3%9.5%23.0%9.5%19.9%
IV Percentile61.8%20.2%87.7%20.2%80.6%
Term Structure-2.1%-6.8%0.5%-0.3%-3.2%
VWIV18.6%16.3%20.8%20.8%16.3%
Skew 25d3.6%-0.9%10.2%-0.9%4.2%
Skew 10d5.9%-0.9%10.8%-0.9%10.6%
Call IV 25d17.9%15.0%22.2%19.7%19.2%
Put IV 25d21.4%18.3%27.9%18.8%23.4%
Bid-Ask Spread %132.63118.86147.86122.68147.86
Gamma HHI0.220.190.240.220.22
Net GEX19.1K13.4K26.4K26.4K14.4K
Net DEX-333.1K-450.1K-154.2K-332.8K-167.5K
Net VEX-470-564-407-502-446
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.250.000.00
Total Volume1.42101030
Total OI57.05340705541

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$99.87$92.0020.0%5.7%16.4%9.5%0.0%-0.9%-0.3%26.4K-332.8K-5020.00122.68N/AN/A30496
2026-02-03$99.22$92.0022.4%6.4%16.2%14.0%0.0%0.7%-1.4%23.8K-326.1K-5640.00119.42N/AN/A00526
2026-02-04$99.53$92.0024.6%7.1%15.7%18.0%0.0%-0.8%-6.8%23.9K-317.7K-5620.00118.86N/AN/A00526
2026-02-05$98.87$99.0025.2%6.7%15.6%19.1%0.0%1.1%-2.1%22.5K-320.0K-5500.00132.34N/AN/A00526
2026-02-06$102.20$99.0023.1%6.2%19.3%15.3%0.0%3.9%-0.7%17.8K-400.3K-4500.00129.17N/AN/A00526
2026-02-09$102.50$99.0026.9%6.4%19.2%22.3%0.0%3.8%-2.1%17.4K-410.0K-4310.00132.09N/AN/A50526
2026-02-10$102.47$99.0027.3%5.9%19.2%23.0%0.0%2.7%-0.8%17.7K-419.8K-4200.00144.64N/AN/A00576
2026-02-11$102.17$99.0020.7%5.9%19.2%10.8%0.0%2.0%0.2%18.0K-414.2K-4070.00132.64N/AN/A00576
2026-02-12$100.57$99.0020.9%6.0%20.1%11.3%20.8%6.1%0.5%22.1K-388.0K-4280.00124.32N/AN/A100576
2026-02-13$101.64$99.0023.0%6.6%19.6%15.0%0.0%3.0%-0.8%22.1K-415.1K-4830.00128.72N/AN/A10626
2026-02-17$101.94$99.0025.6%7.3%19.6%19.8%16.3%10.2%-6.3%21.5K-433.6K-4480.25123.59N/AN/A41636
2026-02-18$101.76$99.0021.4%6.1%18.9%12.1%0.0%8.2%-1.5%22.3K-429.7K-4980.00134.61N/AN/A20637
2026-02-19$101.42$99.0022.6%6.5%17.2%14.4%0.0%4.8%0.3%22.6K-413.5K-4970.00140.68N/AN/A00637
2026-02-20$102.17$99.0022.9%6.6%17.3%14.9%0.0%4.4%-0.2%14.0K-450.1K-4660.00138.77N/AN/A00637
2026-02-23$100.65$99.0024.4%7.0%16.8%17.7%0.0%3.4%-1.7%13.4K-154.2K-4500.00135.48N/AN/A00364
2026-02-24$101.72$99.0025.6%7.3%17.2%19.8%0.0%2.6%-6.7%13.5K-161.6K-4460.00136.96N/AN/A10364
2026-02-25$102.34$99.0024.0%6.9%17.2%16.9%0.0%4.6%-1.3%14.5K-184.0K-4420.00140.81N/AN/A00374
2026-02-26$102.84$99.0023.6%6.8%17.1%16.2%0.0%3.6%-4.0%15.0K-190.9K-4320.00136.30N/AN/A00374
2026-02-27$101.43$99.0025.6%7.3%17.9%19.9%0.0%4.2%-3.2%14.4K-167.5K-4460.00147.86N/AN/A00374