SELF Options History — December 2021 In December 2021, SELF traded between $5.29 and $5.70. ATM implied volatility averaged 54.3%. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 35.6% (HV 20d: 18.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.44.
Notable Days 2021-12-09 : Highest Volume — 189 contracts2021-12-03 : Largest IV spike — 123.6% change2021-12-03 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $5.44 $5.29 $5.70 $5.39 $5.70 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 54.3% 25.1% 218.6% 40.1% 36.7% Expected Move 10.4% 7.0% 19.1% 11.5% 10.5% HV 20d 18.7% 14.4% 24.2% 17.6% 22.3% HV 60d 17.0% 15.4% 19.2% 15.4% 18.6% Term Structure 12.7% -47.3% 391.5% 11.3% -18.0% VWIV 42.6% 25.4% 85.2% 40.8% 42.3% Bid-Ask Spread % 92.51 29.39 122.23 88.71 74.04 Gamma HHI 0.83 0.65 0.96 0.89 0.90 Net GEX 912 534 1.3K 840 1.1K Net DEX -21.1K -32.3K -9.2K -21.5K -32.3K Net VEX -228 -271 -164 -166 -249 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.47 3.67 1.02 1.23 Total Volume 147.955 81 189 81 183 Total OI 242.409 176 310 176 310
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $5.39 $5.00 40.1% 11.5% 17.6% 0.0% 40.8% 0.0% 11.3% 840 -21.5K -166 1.02 88.71 N/A N/A 40 41 124 52 2021-12-02 $5.31 $5.00 29.8% 8.6% 18.5% 0.0% 42.8% 0.0% -19.4% 917 -19.6K -164 0.53 87.37 N/A N/A 78 41 126 52 2021-12-03 $5.34 $5.00 66.7% 19.1% 18.4% 0.0% 85.2% 0.0% -45.9% 534 -21.3K -177 0.65 112.51 N/A N/A 78 51 124 52 2021-12-06 $5.34 $5.00 53.4% 10.5% 18.3% 0.0% 37.4% 0.0% -1.1% 842 -16.3K -174 0.65 95.28 N/A N/A 78 51 124 62 2021-12-07 $5.38 $5.00 51.0% 8.9% 18.3% 0.0% 29.3% 0.0% 3.4% 853 -18.8K -169 0.47 97.63 N/A N/A 108 51 124 62 2021-12-08 $5.38 $5.00 45.3% 7.0% 18.3% 0.0% 25.4% 0.0% 9.8% 1.1K -28.7K -215 0.47 107.60 N/A N/A 108 51 154 62 2021-12-09 $5.38 $5.00 56.7% 8.1% 18.3% 0.0% 33.1% 0.0% 2.2% 931 -26.9K -237 0.75 113.32 N/A N/A 108 81 154 72 2021-12-10 $5.45 $5.00 99.9% 10.1% 18.6% 0.0% 45.0% 0.0% -10.8% 855 -15.2K -256 0.75 109.55 N/A N/A 108 81 154 102 2021-12-13 $5.45 $5.00 107.3% 12.7% 14.4% 0.0% 62.2% 0.0% -27.5% 867 -14.4K -253 0.75 112.18 N/A N/A 108 81 153 102 2021-12-14 $5.34 $5.00 218.6% 9.8% 16.2% 0.0% 42.4% 0.0% -2.9% 577 -15.3K -271 0.75 108.36 N/A N/A 108 81 153 102 2021-12-15 $5.31 $5.00 32.5% 9.3% 15.7% 0.0% 39.7% 0.0% -6.1% 896 -9.2K -242 1.62 105.43 N/A N/A 50 81 153 102 2021-12-16 $5.36 $5.00 36.9% 10.6% 16.0% 0.0% 43.6% 0.0% 391.5% 820 -12.3K -254 1.62 114.36 N/A N/A 50 81 154 102 2021-12-17 $5.35 $5.00 29.3% 8.4% 15.9% 0.0% 27.3% 0.0% 40.2% 873 -9.8K -246 1.62 122.23 N/A N/A 50 81 154 102 2021-12-20 $5.29 $5.00 27.1% 7.8% 15.9% 0.0% 27.6% 0.0% 11.3% 968 -10.1K -243 2.67 112.86 N/A N/A 30 80 154 101 2021-12-21 $5.42 $5.00 34.3% 9.8% 18.2% 0.0% 42.4% 0.0% -11.7% 933 -29.2K -235 2.67 93.81 N/A N/A 30 80 154 71 2021-12-22 $5.44 $5.00 25.1% 7.2% 18.1% 0.0% 28.1% 0.0% 2.1% 1.0K -31.1K -230 3.67 65.36 N/A N/A 30 110 154 71 2021-12-23 $5.40 $5.00 28.9% 8.3% 18.3% 0.0% 31.5% 0.0% 19.9% 994 -13.5K -236 3.37 29.39 N/A N/A 30 101 154 101 2021-12-27 $5.67 $5.00 55.1% 15.8% 24.2% 0.0% 74.3% 0.0% -19.9% 742 -25.8K -255 1.60 70.96 N/A N/A 63 101 154 102 2021-12-28 $5.70 $5.00 30.8% 8.8% 23.3% 0.0% 41.6% 0.0% 12.7% 1.1K -29.5K -225 1.60 66.45 N/A N/A 63 101 208 102 2021-12-29 $5.69 $5.00 56.3% 16.2% 23.4% 0.0% 52.2% 0.0% -47.3% 1.3K -31.4K -260 1.60 93.44 N/A N/A 63 101 208 102 2021-12-30 $5.69 $5.00 32.5% 9.3% 23.2% 0.0% 42.6% 0.0% -13.4% 1.0K -31.9K -251 1.60 54.26 N/A N/A 63 101 208 102 2021-12-31 $5.70 $5.00 36.7% 10.5% 22.3% 0.0% 42.3% 0.0% -18.0% 1.1K -32.3K -249 1.23 74.04 N/A N/A 82 101 208 102
« Nov 2021 | All History | Jan 2022 » Home SELF History December 2021