SELF Options History — February 2022 In February 2022, SELF traded between $5.73 and $6.34. ATM implied volatility averaged 69.8%. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 39.0% (HV 20d: 30.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 2.60.
Notable Days 2022-02-03 : Highest Volume — 179 contracts2022-02-09 : Largest IV drop — 42.1% change2022-02-02 : Largest Expected Move — 29.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.03 $5.73 $6.34 $6.16 $5.73 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 69.8% 51.0% 103.9% 97.3% 59.9% Expected Move 17.2% 8.5% 29.0% 27.9% 17.2% HV 20d 30.8% 21.8% 37.6% 36.0% 21.9% HV 60d 27.0% 26.3% 27.5% 26.3% 27.2% Term Structure -38.5% -88.0% -5.7% -40.3% -30.5% VWIV 49.8% 30.8% 107.4% 97.3% 33.8% Bid-Ask Spread % 110.28 81.69 133.78 81.69 126.10 Gamma HHI 0.52 0.48 0.65 0.48 0.52 Net GEX 2.2K 1.6K 2.7K 2.7K 2.1K Net DEX -103.9K -134.0K -76.0K -106.8K -76.2K Net VEX -329 -460 -183 -446 -339 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.60 1.42 5.09 1.42 2.63 Total Volume 160.263 130 179 174 156 Total OI 442.737 421 469 469 426
Daily Data (19 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 2022-02-01 $6.16 $5.00 97.3% 27.9% 36.0% 0.0% 97.3% 0.0% -40.3% 2.7K -106.8K -446 1.42 81.69 N/A N/A 72 102 396 73 2022-02-02 $6.34 $5.00 101.0% 29.0% 37.0% 0.0% 107.4% 0.0% -88.0% 1.9K -111.1K -248 1.42 99.40 N/A N/A 72 102 394 73 2022-02-03 $6.29 $0.00 103.9% 8.5% 37.3% 0.0% 0.0% 0.0% -5.7% 1.8K -134.0K -318 1.49 90.35 N/A N/A 72 107 394 43 2022-02-04 $6.23 $0.00 94.7% 16.3% 37.6% 0.0% 0.0% 0.0% -48.8% 1.7K -131.1K -307 4.65 100.28 N/A N/A 23 107 394 47 2022-02-07 $6.13 $0.00 93.0% 17.5% 36.1% 0.0% 30.8% 0.0% -54.7% 2.7K -127.8K -401 2.49 107.58 N/A N/A 47 117 396 48 2022-02-08 $6.04 $5.00 97.4% 15.1% 36.1% 0.0% 0.0% 0.0% -34.3% 2.5K -112.0K -333 2.49 96.33 N/A N/A 47 117 385 59 2022-02-09 $6.14 $5.00 56.4% 16.2% 34.3% 0.0% 31.9% 0.0% -22.5% 2.4K -118.1K -398 5.09 110.44 N/A N/A 23 117 385 69 2022-02-10 $6.13 $5.00 55.4% 15.9% 32.6% 0.0% 32.2% 0.0% -41.6% 2.3K -118.8K -348 2.49 110.93 N/A N/A 47 117 386 69 2022-02-11 $6.03 $5.00 51.0% 14.6% 32.8% 0.0% 0.0% 0.0% -25.6% 2.3K -98.6K -314 2.49 119.02 N/A N/A 47 117 377 69 2022-02-14 $6.02 $5.00 56.9% 16.3% 31.0% 0.0% 32.1% 0.0% -34.3% 2.1K -95.2K -291 2.49 115.87 N/A N/A 47 117 377 69 2022-02-15 $6.04 $5.00 57.5% 16.5% 30.5% 0.0% 32.9% 0.0% -19.0% 2.2K -99.2K -316 2.49 119.24 N/A N/A 47 117 377 69 2022-02-16 $6.05 $5.00 54.6% 15.7% 29.0% 0.0% 0.0% 0.0% -32.5% 2.2K -97.7K -337 2.49 114.50 N/A N/A 47 117 377 69 2022-02-17 $6.00 $5.00 56.8% 16.3% 28.7% 0.0% 0.0% 0.0% -51.4% 2.0K -106.2K -278 2.49 115.13 N/A N/A 47 117 377 69 2022-02-18 $5.99 $5.00 52.2% 15.0% 25.8% 0.0% 33.8% 0.0% -38.0% 2.1K -94.5K -263 2.49 104.43 N/A N/A 47 117 377 69 2022-02-22 $5.84 $5.00 54.3% 15.6% 26.8% 0.0% 0.0% 0.0% -50.9% 2.1K -76.0K -291 2.58 117.16 N/A N/A 43 111 354 67 2022-02-23 $5.82 $5.00 58.3% 16.7% 26.1% 0.0% 0.0% 0.0% -46.5% 2.0K -81.8K -183 2.58 108.01 N/A N/A 43 111 354 72 2022-02-24 $5.75 $5.00 69.1% 19.8% 24.3% 0.0% 0.0% 0.0% -40.8% 1.6K -94.3K -460 2.58 133.78 N/A N/A 43 111 354 72 2022-02-25 $5.77 $5.00 57.1% 16.4% 21.8% 0.0% 0.0% 0.0% -27.0% 2.6K -94.4K -371 2.58 125.09 N/A N/A 43 111 354 72 2022-02-28 $5.73 $5.00 59.9% 17.2% 21.9% 0.0% 0.0% 0.0% -30.5% 2.1K -76.2K -339 2.63 126.10 N/A N/A 43 113 354 72
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