SELF Options History — May 2022 In May 2022, SELF traded between $5.55 and $6.13. ATM implied volatility averaged 82.3%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 50.1% (HV 20d: 32.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 3.12.
Notable Days 2022-05-20 : Highest Volume — 161 contracts2022-05-25 : Largest IV spike — 70.8% change2022-05-10 : Highest IV Rank — 64.0%2022-05-04 : Largest Expected Move — 40.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.80 $5.55 $6.13 $6.07 $5.88 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 82.3% 37.6% 149.0% 94.7% 52.6% Expected Move 20.1% 10.8% 40.6% 27.1% 15.1% HV 20d 32.3% 27.9% 37.1% 37.1% 32.0% HV 60d 30.3% 29.0% 32.2% 29.0% 32.0% IV Rank 29.6% 6.5% 64.0% 36.0% 14.2% IV Percentile 69.6% 23.5% 97.3% 87.2% 45.3% Term Structure -24.4% -70.7% 5.0% 5.0% -22.3% VWIV 108.6% 81.2% 159.6% 81.2% 159.6% Bid-Ask Spread % 113.16 34.44 138.93 116.78 34.44 Gamma HHI 0.72 0.52 0.98 0.71 0.98 Net GEX 996 451 1.5K 1.4K 877 Net DEX -21.4K -36.6K -11.3K -32.1K -18.2K Net VEX -183 -257 -121 -199 -189 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.12 0.99 5.71 3.84 1.52 Total Volume 104.714 58 161 92 131 Total OI 352.238 330 380 332 376
Daily Data (21 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 2022-05-02 $6.07 $2.50 94.7% 27.1% 37.1% 36.0% 81.2% 0.0% 5.0% 1.4K -32.1K -199 3.84 116.78 N/A N/A 19 73 268 64 2022-05-03 $6.13 $2.50 98.3% 28.2% 35.6% 37.9% 84.9% 0.0% -22.3% 1.5K -36.6K -220 3.32 117.08 N/A N/A 22 73 269 64 2022-05-04 $6.04 $2.50 141.7% 40.6% 36.3% 60.2% 159.6% 0.0% -70.7% 1.4K -30.8K -190 3.32 121.62 N/A N/A 22 73 269 64 2022-05-05 $5.93 $0.00 127.6% 17.7% 36.4% 53.0% 0.0% 0.0% -45.5% 1.5K -36.1K -216 3.32 119.84 N/A N/A 22 73 269 64 2022-05-06 $5.83 $0.00 115.6% 21.4% 33.1% 46.8% 0.0% 0.0% -11.8% 1.1K -22.0K -161 3.32 127.56 N/A N/A 22 73 269 64 2022-05-09 $5.65 $0.00 142.9% 22.0% 32.2% 60.9% 0.0% 0.0% -21.7% 1.2K -22.7K -186 3.32 123.96 N/A N/A 22 73 269 64 2022-05-10 $5.55 $0.00 149.0% 19.8% 32.5% 64.0% 0.0% 0.0% -18.5% 1.2K -22.0K -181 3.32 138.93 N/A N/A 22 73 268 64 2022-05-11 $5.56 $0.00 52.6% 15.1% 30.8% 14.2% 0.0% 0.0% -22.7% 1.0K -13.9K -133 4.87 114.99 N/A N/A 15 73 268 64 2022-05-12 $5.65 $0.00 50.1% 14.4% 31.4% 12.9% 0.0% 0.0% -12.5% 1.1K -20.6K -159 2.93 120.62 N/A N/A 15 44 267 64 2022-05-13 $5.58 $0.00 65.0% 18.6% 31.6% 20.6% 0.0% 0.0% -11.0% 1.2K -19.8K -159 3.14 117.68 N/A N/A 14 44 266 65 2022-05-16 $5.66 $0.00 70.8% 20.3% 31.9% 23.6% 0.0% 0.0% -46.1% 895 -13.3K -121 5.71 110.73 N/A N/A 14 80 265 65 2022-05-17 $5.81 $0.00 62.2% 17.8% 32.6% 19.2% 0.0% 0.0% -68.4% 451 -14.1K -156 5.71 128.19 N/A N/A 14 80 265 105 2022-05-18 $5.76 $0.00 37.6% 10.8% 31.3% 6.5% 0.0% 0.0% -5.5% 639 -17.6K -182 5.71 99.44 N/A N/A 14 80 265 105 2022-05-19 $5.87 $0.00 51.9% 14.9% 31.8% 13.8% 0.0% 0.0% -37.6% 462 -15.2K -151 3.48 118.62 N/A N/A 23 80 265 105 2022-05-20 $5.75 $0.00 53.9% 15.5% 29.3% 14.9% 0.0% 0.0% -30.0% 705 -21.7K -206 0.99 123.20 N/A N/A 81 80 275 105 2022-05-23 $5.65 $0.00 63.7% 18.3% 27.9% 20.0% 0.0% 0.0% -13.0% 842 -14.4K -237 1.52 90.95 N/A N/A 52 79 268 106 2022-05-24 $5.69 $0.00 46.8% 13.4% 28.1% 11.2% 0.0% 0.0% -6.4% 764 -11.3K -191 1.52 110.04 N/A N/A 52 79 270 106 2022-05-25 $5.96 $0.00 79.9% 22.9% 32.9% 28.3% 0.0% 0.0% -3.2% 1.1K -28.7K -257 1.52 115.80 N/A N/A 52 79 270 106 2022-05-26 $5.88 $0.00 94.6% 27.1% 31.3% 35.9% 0.0% 0.0% -29.8% 658 -16.3K -152 1.52 112.94 N/A N/A 52 79 270 106 2022-05-27 $5.99 $0.00 77.4% 22.2% 31.5% 27.0% 0.0% 0.0% -18.5% 1.0K -22.8K -193 1.52 113.06 N/A N/A 52 79 270 106 2022-05-31 $5.88 $0.00 52.6% 15.1% 32.0% 14.2% 0.0% 0.0% -22.3% 877 -18.2K -189 1.52 34.44 N/A N/A 52 79 270 106
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