SELF Options History — June 2022 In June 2022, SELF traded between $5.62 and $6.60. ATM implied volatility averaged 66.6%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 22.9% (HV 20d: 43.7%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2022-06-27 : Highest Volume — 752 contracts2022-06-24 : Largest IV spike — 64.9% change2022-06-06 : Highest IV Rank — 52.6%2022-06-16 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $6.16 $5.62 $6.60 $5.88 $5.62 Max Pain $6.50 $5.00 $7.50 $5.00 $7.50 ATM IV 66.6% 34.3% 126.9% 89.0% 39.4% Expected Move 15.9% 9.8% 27.9% 25.5% 11.3% HV 20d 43.7% 31.8% 54.4% 31.8% 54.4% HV 60d 36.2% 32.0% 41.6% 32.0% 41.4% IV Rank 21.5% 4.8% 52.6% 33.1% 7.4% IV Percentile 56.8% 16.6% 93.9% 82.1% 24.2% Term Structure 4.6% -61.0% 144.5% -7.0% -11.6% VWIV 67.7% 37.8% 123.5% 37.8% 43.8% Skew 25d -2.6% -13.4% 8.2% -7.5% 2.2% Skew 10d 3.4% -9.3% 12.2% 12.2% -9.3% Call IV 25d 59.1% 46.5% 84.4% 56.8% 48.6% Put IV 25d 56.5% 49.3% 71.0% 49.3% 50.8% Bid-Ask Spread % 97.08 75.12 121.23 90.07 81.03 Gamma HHI 0.87 0.62 0.99 0.92 0.88 Net GEX 3.7K 666 5.7K 959 3.1K Net DEX -123.8K -186.7K -18.6K -22.2K -70.3K Net VEX -753 -971 -124 -214 -686 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.06 1.52 1.52 0.34 Total Volume 275.095 131 752 131 184 Total OI 780.286 375 1,023 376 1,013
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 2022-06-01 $5.88 $0.00 89.0% 25.5% 31.8% 33.1% 0.0% 0.0% -7.0% 959 -22.2K -214 1.52 90.07 N/A N/A 52 79 270 106 2022-06-02 $5.98 $5.00 88.9% 10.6% 32.1% 33.0% 37.8% 0.0% -13.5% 666 -18.6K -124 1.52 109.13 N/A N/A 52 79 269 106 2022-06-03 $6.32 $5.00 115.0% 15.1% 36.9% 46.5% 55.3% 0.0% 4.7% 1.7K -39.4K -204 0.50 121.23 N/A N/A 157 79 269 106 2022-06-06 $6.34 $5.00 126.9% 11.4% 36.1% 52.6% 86.3% 0.0% 9.5% 4.1K -155.7K -710 0.32 111.45 N/A N/A 253 81 626 106 2022-06-07 $6.53 $5.00 76.8% 12.8% 34.6% 26.8% 62.7% 0.0% 20.2% 5.0K -186.7K -965 0.32 90.45 N/A N/A 253 81 726 107 2022-06-08 $6.13 $5.00 42.8% 12.3% 41.9% 9.2% 44.2% 0.0% -16.4% 3.9K -135.6K -810 0.53 111.20 N/A N/A 154 82 727 107 2022-06-09 $6.24 $5.00 42.4% 12.2% 42.2% 8.9% 46.5% 0.0% -20.4% 3.7K -156.0K -849 0.53 80.33 N/A N/A 154 82 725 108 2022-06-10 $6.26 $5.00 34.3% 9.8% 42.0% 4.8% 44.1% 0.0% 29.8% 3.8K -149.5K -877 0.53 81.65 N/A N/A 155 82 724 108 2022-06-13 $6.01 $5.00 46.8% 13.4% 44.7% 11.2% 55.8% 0.0% -17.2% 3.5K -147.4K -896 0.53 90.17 N/A N/A 155 82 725 108 2022-06-14 $5.97 $7.50 45.0% 12.9% 44.6% 10.3% 50.6% 0.0% -15.2% 2.9K -106.3K -809 0.58 103.28 N/A N/A 142 82 670 108 2022-06-15 $6.22 $7.50 64.6% 18.5% 46.0% 20.4% 80.6% 0.0% -40.7% 3.7K -144.8K -915 0.58 95.04 N/A N/A 142 82 671 108 2022-06-16 $6.21 $7.50 97.3% 27.9% 45.8% 37.3% 123.5% 0.0% 144.5% 3.4K -156.2K -959 0.30 115.59 N/A N/A 142 43 671 108 2022-06-17 $6.28 $7.50 58.3% 16.7% 45.5% 17.2% 92.1% 0.0% 2.9% 3.9K -163.2K -971 0.30 111.04 N/A N/A 151 45 671 107 2022-06-21 $6.34 $7.50 66.5% 19.1% 44.7% 21.4% 74.2% 0.0% 82.9% 4.6K -129.0K -856 0.29 79.16 N/A N/A 155 45 681 106 2022-06-22 $6.50 $7.50 43.0% 12.3% 44.4% 9.3% 60.4% 0.0% 42.4% 5.1K -143.2K -894 0.33 88.15 N/A N/A 135 45 686 103 2022-06-23 $6.60 $7.50 37.4% 10.7% 44.5% 6.3% 62.6% 0.0% 24.5% 5.7K -170.1K -905 0.32 88.78 N/A N/A 140 45 696 103 2022-06-24 $6.47 $7.50 61.6% 17.7% 43.0% 18.9% 84.9% 0.0% -9.7% 4.9K -185.5K -851 0.06 110.79 N/A N/A 705 45 701 103 2022-06-27 $5.92 $7.50 85.8% 24.6% 54.0% 31.4% 101.9% -7.5% -61.0% 4.9K -123.0K -866 0.07 96.76 N/A N/A 705 47 918 103 2022-06-28 $5.87 $7.50 54.5% 15.6% 53.6% 15.2% 58.4% 8.2% 6.8% 4.6K -120.0K -886 0.13 75.12 N/A N/A 354 47 918 105 2022-06-29 $5.70 $7.50 82.3% 23.6% 54.2% 29.5% 87.4% -13.4% -59.6% 4.2K -76.0K -569 0.34 108.22 N/A N/A 137 47 908 105 2022-06-30 $5.62 $7.50 39.4% 11.3% 54.4% 7.4% 43.8% 2.2% -11.6% 3.1K -70.3K -686 0.34 81.03 N/A N/A 137 47 908 105
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