SELF Options History — October 2021 In October 2021, SELF traded between $5.11 and $5.36. ATM implied volatility averaged 33.9%. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 20.5% (HV 20d: 13.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 11 of 16 days. Put/call ratio averaged 0.39.
Notable Days 2021-10-28 : Highest Volume — 41 contracts2021-10-11 : Largest IV spike — 86.8% change2021-10-18 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.25 $5.11 $5.36 $5.34 $5.11 Max Pain $6.41 $5.00 $7.50 $7.50 $5.00 ATM IV 33.9% 26.3% 57.1% 30.6% 28.0% Expected Move 8.8% 7.5% 11.5% 7.7% 8.0% HV 20d 13.4% 13.4% 13.4% 13.4% 13.4% Term Structure 24.8% -8.0% 284.5% 6.2% -4.9% VWIV 32.3% 26.7% 37.4% 32.4% 28.4% Bid-Ask Spread % 115.21 80.10 132.76 102.07 116.54 Gamma HHI 0.90 0.78 0.96 0.84 0.96 Net GEX 417 185 678 185 678 Net DEX -14.4K -19.4K -8.5K -9.3K -16.5K Net VEX -95 -124 -56 -57 -124 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.00 0.63 0.00 0.41 Total Volume 19.438 0 41 2 41 Total OI 86.063 59 114 59 114
Daily Data (16 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-10-08 $5.34 $7.50 30.6% 7.7% 0.0% 0.0% 0.0% 0.0% 6.2% 185 -9.3K -57 0.00 102.07 N/A N/A 2 0 47 12 2021-10-11 $5.30 $7.50 57.1% 8.1% 0.0% 0.0% 0.0% 0.0% 0.6% 226 -8.5K -56 0.00 121.15 N/A N/A 0 0 47 12 2021-10-12 $5.33 $7.50 47.7% 7.6% 0.0% 0.0% 0.0% 0.0% 3.6% 221 -9.3K -58 0.50 99.45 N/A N/A 2 1 47 12 2021-10-13 $5.36 $7.50 26.3% 7.5% 0.0% 0.0% 0.0% 0.0% -0.9% 243 -9.5K -58 0.00 120.15 N/A N/A 37 0 47 12 2021-10-14 $5.33 $7.50 27.1% 7.8% 0.0% 0.0% 0.0% 0.0% 284.5% 240 -9.7K -61 0.00 80.10 N/A N/A 2 0 49 13 2021-10-15 $5.26 $7.50 26.4% 7.6% 0.0% 0.0% 0.0% 0.0% 38.4% 493 -19.4K -101 0.00 127.89 N/A N/A 2 0 79 13 2021-10-18 $5.27 $7.50 40.2% 11.5% 0.0% 0.0% 0.0% 0.0% 12.5% 514 -17.7K -103 0.00 132.69 N/A N/A 0 0 77 11 2021-10-19 $5.31 $7.50 31.7% 9.1% 0.0% 0.0% 0.0% 0.0% 12.4% 519 -18.4K -102 0.00 132.76 N/A N/A 0 0 77 11 2021-10-20 $5.31 $7.50 32.0% 9.2% 0.0% 0.0% 32.4% 0.0% 21.6% 552 -19.1K -99 0.56 124.88 N/A N/A 18 10 77 11 2021-10-21 $5.20 $5.00 32.0% 9.2% 0.0% 0.0% 32.3% 0.0% -7.2% 555 -16.9K -104 0.63 110.25 N/A N/A 19 12 78 11 2021-10-22 $5.20 $5.00 34.7% 10.0% 0.0% 0.0% 35.0% 0.0% -2.6% 446 -16.3K -120 0.63 112.39 N/A N/A 19 12 81 23 2021-10-25 $5.18 $5.00 37.0% 10.6% 0.0% 0.0% 37.4% 0.0% -8.0% 477 -14.9K -119 0.63 118.72 N/A N/A 19 12 81 23 2021-10-26 $5.14 $5.00 30.8% 8.8% 0.0% 0.0% 31.1% 0.0% 15.5% 431 -14.5K -119 0.63 117.76 N/A N/A 19 12 81 23 2021-10-27 $5.15 $5.00 26.4% 7.6% 0.0% 0.0% 26.7% 0.0% 12.8% 440 -15.0K -118 0.63 112.73 N/A N/A 19 12 81 23 2021-10-28 $5.18 $5.00 34.4% 9.9% 0.0% 0.0% 34.8% 0.0% 11.9% 453 -14.9K -118 0.41 113.88 N/A N/A 29 12 81 23 2021-10-29 $5.11 $5.00 28.0% 8.0% 13.4% 0.0% 28.4% 0.0% -4.9% 678 -16.5K -124 0.41 116.54 N/A N/A 29 12 91 23
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