SELF Options History — April 2022

In April 2022, SELF traded between $5.52 and $6.14. ATM implied volatility averaged 80.8%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 49.5% (HV 20d: 31.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 4.81.

Notable Days

2022-04-25: Highest Volume — 131 contracts
2022-04-13: Largest IV drop — 86.6% change
2022-04-12: Highest IV Rank — 92.8%
2022-04-21: Largest Expected Move — 20.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.86	$5.52	$6.14	$5.70	$6.03
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	80.8%	27.5%	204.7%	106.9%	52.1%
Expected Move	12.8%	7.9%	20.2%	15.8%	14.9%
HV 20d	31.3%	25.9%	37.3%	27.3%	37.3%
HV 60d	29.2%	28.7%	29.8%	29.3%	29.0%
IV Rank	25.9%	1.3%	92.8%	74.3%	14.0%
IV Percentile	52.7%	6.2%	99.2%	99.2%	47.1%
Term Structure	-11.6%	-54.8%	20.3%	-34.9%	-19.0%
VWIV	70.1%	28.2%	213.4%	213.4%	64.3%
Bid-Ask Spread %	92.28	31.08	137.44	137.44	80.99
Gamma HHI	0.76	0.50	0.93	0.50	0.75
Net GEX	1.2K	549	1.9K	1.9K	1.2K
Net DEX	-48.1K	-91.4K	-4.6K	-69.7K	-30.4K
Net VEX	-170	-290	-102	-290	-164
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.81	0.00	9.27	9.27	3.17
Total Volume	106.8	10	131	113	96
Total OI	367	274	436	433	332

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
2022-04-01	$5.70	$0.00	106.9%	15.8%	27.3%	0.0%	0.0%	0.0%	-34.9%	1.9K	-69.7K	-290	9.27	137.44	N/A	N/A	11	102	355	78
2022-04-04	$5.56	$0.00	106.8%	14.8%	28.3%	0.0%	0.0%	0.0%	-32.5%	1.9K	-57.7K	-230	9.27	125.28	N/A	N/A	11	102	355	78
2022-04-05	$5.61	$0.00	59.0%	10.6%	28.6%	0.0%	0.0%	0.0%	-6.9%	1.7K	-66.1K	-145	9.27	120.95	N/A	N/A	11	102	355	78
2022-04-06	$5.52	$0.00	81.7%	10.9%	29.0%	0.0%	0.0%	0.0%	-19.7%	1.9K	-54.0K	-137	9.27	111.56	N/A	N/A	11	102	355	78
2022-04-07	$5.79	$0.00	132.8%	11.5%	28.0%	0.0%	0.0%	0.0%	-16.6%	1.7K	-63.4K	-145	9.27	127.36	N/A	N/A	11	102	355	78
2022-04-08	$6.00	$0.00	168.9%	8.9%	30.4%	74.3%	0.0%	0.0%	6.3%	959	-89.8K	-169	4.86	83.39	N/A	N/A	21	102	355	78
2022-04-11	$6.03	$0.00	186.1%	11.6%	25.9%	83.2%	0.0%	0.0%	-24.4%	985	-91.4K	-180	4.86	84.54	N/A	N/A	21	102	353	78
2022-04-12	$5.84	$0.00	204.7%	8.7%	29.1%	92.8%	213.4%	0.0%	-10.1%	687	-80.8K	-121	4.73	57.24	N/A	N/A	22	104	353	78
2022-04-13	$5.79	$2.50	27.5%	7.9%	29.5%	1.3%	28.2%	0.0%	11.3%	549	-77.6K	-102	4.52	31.08	N/A	N/A	23	104	354	80
2022-04-14	$5.80	$2.50	32.2%	9.2%	29.5%	3.7%	37.8%	0.0%	-0.6%	613	-79.7K	-106	4.73	81.62	N/A	N/A	22	104	356	80
2022-04-18	$5.74	$2.50	33.5%	9.6%	29.9%	4.3%	40.2%	0.0%	20.3%	737	-4.6K	-134	4.29	97.06	N/A	N/A	17	73	210	64
2022-04-19	$5.85	$2.50	45.1%	12.9%	30.3%	10.4%	59.8%	0.0%	11.2%	850	-7.5K	-145	4.29	77.68	N/A	N/A	17	73	211	64
2022-04-20	$6.00	$2.50	59.5%	17.0%	31.2%	17.8%	51.2%	0.0%	8.3%	1.2K	-20.5K	-216	4.29	112.89	N/A	N/A	17	73	211	64
2022-04-21	$6.07	$2.50	70.5%	20.2%	31.2%	23.5%	60.1%	0.0%	-25.2%	1.1K	-14.2K	-170	1.59	100.19	N/A	N/A	46	73	211	64
2022-04-22	$5.83	$2.50	44.6%	12.8%	35.1%	10.1%	64.3%	0.0%	-3.5%	1.1K	-25.6K	-186	1.49	67.02	N/A	N/A	49	73	241	64
2022-04-25	$5.99	$2.50	50.3%	14.4%	36.2%	13.0%	71.2%	0.0%	-19.8%	1.2K	-28.7K	-167	1.26	99.67	N/A	N/A	58	73	244	64
2022-04-26	$6.01	$2.50	64.7%	18.6%	36.1%	20.5%	92.7%	0.0%	-54.8%	1.3K	-31.0K	-192	2.52	96.72	N/A	N/A	29	73	254	64
2022-04-27	$5.96	$2.50	43.6%	12.5%	35.9%	9.6%	0.0%	0.0%	-6.0%	1.2K	-31.2K	-187	0.00	57.18	N/A	N/A	10	0	255	64
2022-04-28	$6.14	$2.50	45.7%	13.1%	36.5%	10.7%	57.8%	0.0%	-16.3%	1.4K	-38.4K	-206	3.17	95.72	N/A	N/A	23	73	265	64
2022-04-29	$6.03	$2.50	52.1%	14.9%	37.3%	14.0%	64.3%	0.0%	-19.0%	1.2K	-30.4K	-164	3.17	80.99	N/A	N/A	23	73	268	64