SLYG Options History — March 2026

In March 2026, SLYG traded between $93.28 and $102.30. ATM implied volatility averaged 29.0%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 8.8% (HV 20d: 20.2%). Max pain ranged from $99.00 to $99.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2026-03-31: Highest Volume — 9 contracts
2026-03-20: Largest IV spike — 23.3% change
2026-03-20: Highest IV Rank — 35.1%
2026-03-27: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$97.08	$93.28	$102.30	$102.30	$96.60
Max Pain	$99.00	$99.00	$99.00	$99.00	$99.00
ATM IV	29.0%	24.5%	33.9%	25.8%	30.8%
Expected Move	8.1%	6.3%	9.6%	7.4%	8.8%
HV 20d	20.2%	17.6%	26.6%	17.8%	26.6%
HV 60d	17.7%	15.6%	20.7%	15.6%	20.7%
IV Rank	26.1%	17.8%	35.1%	20.2%	29.4%
IV Percentile	88.4%	71.0%	95.6%	81.0%	91.3%
Term Structure	-1.2%	-4.4%	3.1%	-4.4%	-2.6%
VWIV	23.4%	23.4%	23.4%	23.4%	23.4%
Skew 25d	7.8%	1.5%	15.8%	4.1%	8.5%
Skew 10d	7.6%	2.7%	13.7%	8.4%	10.2%
Call IV 25d	20.0%	17.2%	24.9%	18.8%	21.7%
Put IV 25d	27.8%	21.1%	37.0%	22.9%	30.2%
Bid-Ask Spread %	101.83	55.74	143.60	133.66	59.74
Gamma HHI	0.37	0.21	0.62	0.22	0.53
Net GEX	10.1K	2.4K	18.5K	15.7K	2.8K
Net DEX	-72.5K	-178.8K	-29.1K	-176.8K	-31.9K
Net VEX	-292	-412	-188	-411	-239
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.864	0	9	0	9
Total OI	34.136	16	45	41	18

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2026-03-02	$102.30	$99.00	25.8%	7.4%	17.8%	20.2%	0.0%	4.1%	-4.4%	15.7K	-176.8K	-411	133.66	N/A	N/A	0	0	37	4
2026-03-03	$101.25	$99.00	27.7%	7.9%	17.9%	23.8%	23.4%	2.4%	-0.9%	15.1K	-152.4K	-412	132.84	N/A	N/A	1	0	37	4
2026-03-04	$101.84	$99.00	24.5%	7.0%	17.7%	17.8%	0.0%	7.5%	2.7%	15.6K	-178.8K	-411	143.60	N/A	N/A	0	0	38	4
2026-03-05	$99.47	$0.00	25.5%	6.3%	19.8%	19.6%	0.0%	8.2%	3.1%	15.6K	-142.0K	-409	139.99	N/A	N/A	0	0	38	4
2026-03-06	$97.25	$0.00	29.1%	7.7%	21.2%	26.2%	0.0%	8.9%	-0.7%	12.8K	-95.3K	-381	126.61	N/A	N/A	0	0	38	4
2026-03-09	$98.30	$0.00	26.7%	7.3%	17.7%	21.8%	0.0%	13.1%	-0.6%	14.3K	-80.9K	-336	111.82	N/A	N/A	1	0	38	4
2026-03-10	$97.92	$0.00	29.1%	7.4%	17.6%	26.3%	0.0%	3.0%	-1.0%	14.7K	-88.2K	-337	126.08	N/A	N/A	0	0	38	4
2026-03-11	$97.44	$0.00	27.0%	7.7%	17.6%	22.3%	0.0%	6.1%	-0.5%	14.1K	-79.7K	-326	126.98	N/A	N/A	0	0	38	4
2026-03-12	$95.48	$0.00	29.2%	0.0%	18.7%	26.5%	0.0%	11.8%	0.5%	11.0K	-59.0K	-298	90.38	N/A	N/A	0	0	38	4
2026-03-13	$95.01	$0.00	29.6%	0.0%	18.2%	27.3%	0.0%	7.6%	-2.0%	9.8K	-54.4K	-280	80.61	N/A	N/A	0	0	38	4
2026-03-16	$96.37	$0.00	28.8%	8.0%	18.5%	25.7%	0.0%	5.1%	-1.7%	12.5K	-53.1K	-259	90.53	N/A	N/A	3	0	38	4
2026-03-17	$97.22	$0.00	26.9%	7.7%	18.9%	22.3%	0.0%	7.9%	-2.1%	18.5K	-58.6K	-260	98.21	N/A	N/A	3	0	41	4
2026-03-18	$96.10	$0.00	27.1%	7.6%	19.2%	22.6%	0.0%	3.9%	-0.6%	13.3K	-45.8K	-237	96.01	N/A	N/A	0	0	38	4
2026-03-19	$96.46	$0.00	27.5%	8.1%	19.3%	23.4%	0.0%	12.1%	-1.3%	15.8K	-57.4K	-220	89.20	N/A	N/A	0	0	38	2
2026-03-20	$93.81	$0.00	33.9%	8.8%	20.9%	35.1%	0.0%	15.8%	-3.3%	4.4K	-29.2K	-188	95.25	N/A	N/A	0	0	38	2
2026-03-23	$96.35	$0.00	28.9%	8.4%	23.2%	25.9%	0.0%	10.5%	-2.1%	3.0K	-41.1K	-196	89.43	N/A	N/A	0	2	15	1
2026-03-24	$96.47	$0.00	31.2%	8.9%	22.7%	30.2%	0.0%	12.2%	-2.1%	2.6K	-33.9K	-250	82.70	N/A	N/A	0	0	15	3
2026-03-25	$97.12	$0.00	30.1%	8.6%	22.8%	28.1%	0.0%	7.8%	-1.3%	2.7K	-39.1K	-252	97.95	N/A	N/A	0	0	15	3
2026-03-26	$95.66	$0.00	32.0%	9.2%	23.0%	31.6%	0.0%	1.5%	-2.7%	2.6K	-37.4K	-249	85.63	N/A	N/A	0	0	15	3
2026-03-27	$94.06	$0.00	33.5%	9.6%	23.2%	34.4%	0.0%	7.4%	-1.7%	2.4K	-31.4K	-243	87.30	N/A	N/A	0	0	15	3
2026-03-30	$93.28	$0.00	33.4%	9.6%	22.8%	34.2%	0.0%	6.2%	-1.4%	2.4K	-29.1K	-230	55.74	N/A	N/A	0	0	15	3
2026-03-31	$96.60	$0.00	30.8%	8.8%	26.6%	29.4%	0.0%	8.5%	-2.6%	2.8K	-31.9K	-239	59.74	N/A	N/A	9	0	15	3