SELF Options History — August 2022

In August 2022, SELF traded between $5.50 and $6.17. ATM implied volatility averaged 149.8%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 46.5%. IV traded above realized volatility by 123.6% (HV 20d: 26.2%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.22.

Notable Days

2022-08-01: Highest Volume — 51 contracts
2022-08-11: Largest IV spike — 457.8% change
2022-08-11: Highest IV Rank — 100.0%
2022-08-17: Largest Expected Move — 136.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.85	$5.50	$6.17	$5.58	$5.81
Max Pain	$6.13	$5.00	$10.00	$5.00	$10.00
ATM IV	149.8%	46.2%	474.4%	107.6%	62.5%
Expected Move	46.5%	11.4%	136.0%	30.9%	17.9%
HV 20d	26.2%	21.0%	33.8%	33.8%	23.8%
HV 60d	39.6%	37.1%	40.7%	40.7%	37.4%
IV Rank	39.6%	8.3%	100.0%	42.6%	8.3%
IV Percentile	81.8%	31.4%	100.0%	91.6%	56.4%
Term Structure	-141.3%	-457.1%	339.2%	339.2%	-30.0%
VWIV	118.6%	1.8%	340.4%	112.0%	77.6%
Skew 25d	13.1%	-17.9%	74.8%	63.2%	19.1%
Skew 10d	36.6%	-21.1%	133.4%	37.1%	83.3%
Call IV 25d	56.5%	29.8%	118.0%	57.1%	35.1%
Put IV 25d	69.6%	23.8%	188.7%	120.4%	54.2%
Bid-Ask Spread %	142.14	94.15	182.88	98.10	112.33
Gamma HHI	0.85	0.63	0.90	0.73	0.87
Net GEX	3.5K	2.7K	4.5K	4.2K	3.0K
Net DEX	-104.4K	-125.6K	-79.8K	-117.9K	-79.8K
Net VEX	-630	-769	-442	-740	-555
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.22	0.00	10.00	0.55	3.55
Total Volume	17.696	0	51	51	50
Total OI	833.87	651	928	925	688

Daily Data (23 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
2022-08-01	$5.58	$5.00	107.6%	30.9%	33.8%	42.6%	112.0%	63.2%	339.2%	4.2K	-117.9K	-740	0.55	98.10	N/A	N/A	33	18	839	86
2022-08-02	$5.59	$5.00	50.5%	14.5%	31.9%	13.1%	45.0%	-6.7%	13.5%	2.7K	-112.1K	-769	0.55	94.15	N/A	N/A	33	18	839	86
2022-08-03	$5.50	$5.00	97.8%	28.0%	32.2%	37.6%	102.9%	60.4%	-44.4%	3.4K	-81.0K	-623	0.55	122.07	N/A	N/A	33	18	839	86
2022-08-04	$5.60	$0.00	73.7%	67.0%	30.6%	25.1%	0.0%	19.5%	-197.0%	3.3K	-87.9K	-442	0.56	170.48	N/A	N/A	32	18	840	86
2022-08-05	$5.57	$0.00	86.0%	13.5%	30.5%	31.5%	0.0%	71.4%	-8.9%	3.3K	-82.4K	-602	0.56	109.11	N/A	N/A	32	18	840	86
2022-08-08	$5.60	$0.00	96.0%	11.4%	30.2%	36.7%	1.8%	29.2%	-43.2%	3.4K	-92.5K	-661	0.83	166.57	N/A	N/A	23	19	840	86
2022-08-09	$5.60	$5.00	100.5%	90.7%	28.2%	39.0%	0.0%	31.5%	-395.9%	3.5K	-94.9K	-601	0.00	181.19	N/A	N/A	0	0	841	87
2022-08-10	$5.60	$5.00	46.2%	13.2%	28.1%	10.9%	0.0%	-1.1%	-6.3%	3.3K	-81.6K	-592	0.00	152.50	N/A	N/A	0	0	841	87
2022-08-11	$5.73	$5.00	257.8%	73.9%	29.1%	100.0%	0.0%	-17.9%	-457.1%	3.9K	-99.3K	-634	0.00	181.54	N/A	N/A	5	0	841	87
2022-08-12	$5.82	$5.00	323.9%	92.9%	26.2%	100.0%	0.0%	74.8%	-443.8%	4.5K	-123.8K	-704	0.00	182.88	N/A	N/A	0	0	836	87
2022-08-15	$5.97	$5.00	277.6%	79.6%	24.3%	84.5%	0.0%	8.6%	-388.3%	3.4K	-103.4K	-621	0.00	182.88	N/A	N/A	4	0	836	87
2022-08-16	$6.11	$5.00	271.3%	77.8%	22.8%	82.4%	0.0%	-10.8%	-371.2%	3.8K	-113.7K	-698	0.00	180.99	N/A	N/A	2	0	838	87
2022-08-17	$6.00	$5.00	474.4%	136.0%	23.4%	100.0%	0.0%	-2.0%	-419.6%	3.7K	-124.9K	-649	0.00	182.88	N/A	N/A	0	0	838	87
2022-08-18	$6.05	$5.00	323.6%	92.8%	23.5%	66.4%	0.0%	6.1%	-396.1%	3.7K	-117.1K	-713	0.00	162.25	N/A	N/A	10	0	838	87
2022-08-19	$6.17	$5.00	75.4%	21.6%	23.3%	11.2%	0.0%	3.8%	-29.1%	3.8K	-125.6K	-664	0.00	122.35	N/A	N/A	0	0	802	87
2022-08-22	$6.07	$5.00	132.2%	37.9%	24.3%	23.8%	340.4%	-10.3%	-148.2%	3.5K	-113.3K	-626	0.00	165.01	N/A	N/A	0	1	579	72
2022-08-23	$6.10	$7.50	100.6%	28.8%	24.0%	16.8%	0.0%	-12.5%	-66.9%	3.4K	-117.2K	-551	0.00	115.32	N/A	N/A	0	10	579	73
2022-08-24	$6.08	$7.50	84.8%	24.3%	23.7%	13.3%	0.0%	-16.3%	16.4%	3.5K	-111.7K	-656	0.00	111.14	N/A	N/A	0	5	579	81
2022-08-25	$6.14	$7.50	77.0%	22.1%	21.0%	11.5%	0.0%	-12.9%	-17.9%	3.5K	-118.6K	-583	0.00	94.20	N/A	N/A	2	0	579	85
2022-08-26	$6.06	$7.50	113.8%	32.6%	21.9%	19.8%	0.0%	2.9%	-44.1%	3.5K	-108.0K	-612	0.00	122.97	N/A	N/A	0	0	580	85
2022-08-29	$5.97	$7.50	85.9%	24.6%	22.9%	13.5%	150.4%	0.7%	-41.6%	3.4K	-110.7K	-636	10.00	126.36	N/A	N/A	2	20	580	85
2022-08-30	$5.94	$10.00	126.7%	36.3%	23.1%	22.6%	0.0%	1.5%	-69.8%	3.0K	-83.5K	-557	0.00	131.91	N/A	N/A	1	0	582	105
2022-08-31	$5.81	$10.00	62.5%	17.9%	23.8%	8.3%	77.6%	19.1%	-30.0%	3.0K	-79.8K	-555	3.55	112.33	N/A	N/A	11	39	583	105