SLYG Options Statistics & Positioning

SLYG options trade at a 30-day at-the-money implied volatility of 29.8%, an IV rank of 53 out of 100 over the past year. The options market prices a ±$4.71 (±4.1%) move in SLYG for the front expiration. Max pain sits at $91 and the put/call open interest ratio is 0.23. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$114.16

52-week range

$87.75 – $133.93

ATM IV (30d)

29.8%

IV rank

53 / 100

Moderate

Expected move

±$4.71 (±4.1%)

Put/call OI

0.23

Call-heavy

Max pain

$91

↓ 20.3% below close

Explore SLYG Options Statistics

SLYG Implied Volatility

29.8% ATM IV (30d)

An IV rank of 53 places implied volatility in the middle of its 52-week range.

Full implied volatility analysis →

SLYG Open Interest

0.23 put/call OI ratio

22 calls and 5 puts outstanding across all expirations.

Full open interest analysis →

SLYG Max Pain

$91 max pain

20.3% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

SLYG Gamma Exposure

$1.4M net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

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SLYG Options FAQ

How often is SLYG options data on this page updated?

All SLYG statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see SLYG max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated SLYG pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.