SELF Options History — January 2022

Name: SELF Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, SELF traded between $5.49 and $6.28. ATM implied volatility averaged 69.6%. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 39.6% (HV 20d: 30.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 2.13.

Notable Days

2022-01-12: Highest Volume — 253 contracts
2022-01-06: Largest IV spike — 135.6% change
2022-01-18: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.86	$5.49	$6.28	$5.66	$6.10
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	69.6%	36.3%	140.9%	61.8%	56.8%
Expected Move	15.9%	9.6%	24.4%	17.7%	16.3%
HV 20d	30.0%	22.5%	36.1%	22.6%	36.1%
HV 60d	22.3%	18.2%	26.3%	18.5%	26.3%
Term Structure	1.2%	-61.7%	251.6%	-44.0%	10.7%
VWIV	66.9%	39.9%	94.9%	73.2%	75.8%
Bid-Ask Spread %	105.39	85.45	120.46	89.79	118.73
Gamma HHI	0.66	0.48	0.92	0.92	0.51
Net GEX	1.8K	1.1K	2.7K	1.3K	2.0K
Net DEX	-72.6K	-110.8K	-40.4K	-40.4K	-96.4K
Net VEX	-330	-435	-239	-263	-380
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.13	0.66	4.30	1.23	1.42
Total Volume	175.9	127	253	183	174
Total OI	402.75	329	464	329	419

Daily Data (20 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
2022-01-03	$5.66	$5.00	61.8%	17.7%	22.6%	0.0%	73.2%	0.0%	-44.0%	1.3K	-40.4K	-263	1.23	89.79	N/A	N/A	82	101	227	102
2022-01-04	$5.69	$5.00	66.3%	19.0%	22.6%	0.0%	72.5%	0.0%	-48.8%	1.2K	-40.9K	-266	1.38	98.62	N/A	N/A	73	101	228	102
2022-01-05	$5.69	$5.00	38.4%	11.0%	22.5%	0.0%	49.9%	0.0%	-10.8%	1.1K	-42.4K	-273	1.38	87.54	N/A	N/A	73	101	228	102
2022-01-06	$5.69	$5.00	90.3%	11.9%	22.5%	0.0%	59.8%	0.0%	-25.7%	1.3K	-40.9K	-266	1.38	102.21	N/A	N/A	73	101	228	102
2022-01-07	$5.91	$5.00	103.6%	9.6%	25.7%	0.0%	39.9%	0.0%	-11.4%	1.5K	-54.3K	-239	0.91	85.45	N/A	N/A	111	101	228	102
2022-01-10	$5.82	$5.00	115.8%	13.9%	26.4%	0.0%	70.4%	0.0%	-44.1%	1.7K	-65.2K	-291	1.74	120.46	N/A	N/A	58	101	260	102
2022-01-11	$6.03	$5.00	140.9%	12.6%	28.8%	0.0%	63.5%	0.0%	-37.0%	1.4K	-73.4K	-270	0.69	94.54	N/A	N/A	147	101	262	102
2022-01-12	$6.21	$5.00	74.0%	21.2%	28.3%	0.0%	69.9%	0.0%	-19.9%	1.6K	-110.8K	-425	0.66	118.91	N/A	N/A	152	101	362	102
2022-01-13	$6.28	$5.00	42.4%	12.2%	27.9%	0.0%	58.2%	0.0%	14.9%	2.1K	-108.4K	-334	0.78	102.50	N/A	N/A	130	101	360	102
2022-01-14	$6.09	$5.00	63.8%	18.3%	31.2%	0.0%	52.1%	0.0%	-5.0%	1.8K	-103.4K	-435	0.80	111.78	N/A	N/A	130	104	364	92
2022-01-18	$6.00	$5.00	85.3%	24.4%	32.0%	0.0%	94.9%	0.0%	-61.7%	1.8K	-81.7K	-346	2.60	117.35	N/A	N/A	40	104	364	88
2022-01-19	$5.85	$5.00	54.8%	15.7%	33.3%	0.0%	77.1%	0.0%	-51.5%	2.1K	-83.9K	-396	2.31	94.04	N/A	N/A	45	104	366	88
2022-01-20	$5.77	$5.00	61.9%	17.8%	33.1%	0.0%	86.0%	0.0%	251.6%	2.4K	-69.9K	-338	2.56	102.48	N/A	N/A	45	115	371	88
2022-01-21	$5.59	$5.00	36.3%	10.4%	35.4%	0.0%	52.5%	0.0%	115.4%	2.5K	-69.7K	-377	2.56	107.71	N/A	N/A	45	115	371	73
2022-01-24	$5.49	$5.00	61.3%	17.6%	35.9%	0.0%	57.0%	0.0%	17.8%	2.7K	-61.8K	-334	4.00	101.24	N/A	N/A	29	116	339	73
2022-01-25	$5.60	$5.00	49.8%	14.3%	32.1%	0.0%	49.8%	0.0%	-12.1%	2.3K	-59.3K	-305	4.00	113.06	N/A	N/A	29	116	339	74
2022-01-26	$5.77	$5.00	63.3%	18.1%	33.8%	0.0%	89.7%	0.0%	-6.8%	2.0K	-74.1K	-330	4.30	119.99	N/A	N/A	27	116	338	74
2022-01-27	$5.94	$5.00	49.8%	14.3%	35.2%	0.0%	69.2%	0.0%	-10.2%	2.1K	-92.9K	-368	3.78	106.80	N/A	N/A	27	102	343	74
2022-01-28	$5.95	$5.00	76.0%	21.8%	35.2%	0.0%	76.0%	0.0%	1.8%	2.0K	-81.8K	-366	4.08	114.71	N/A	N/A	25	102	343	73
2022-01-31	$6.10	$5.00	56.8%	16.3%	36.1%	0.0%	75.8%	0.0%	10.7%	2.0K	-96.4K	-380	1.42	118.73	N/A	N/A	72	102	346	73