SELF Options History — October 2022

In October 2022, SELF traded between $4.81 and $5.73. ATM implied volatility averaged 53.8%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 20.6% (HV 20d: 33.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.90.

Notable Days

2022-10-21: Highest Volume — 142 contracts
2022-10-31: Largest IV spike — 39.6% change
2022-10-10: Highest IV Rank — 10.6%
2022-10-06: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.31	$4.81	$5.73	$5.73	$4.82
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	53.8%	33.1%	72.7%	47.9%	51.9%
Expected Move	15.5%	9.5%	21.8%	13.7%	14.9%
HV 20d	33.2%	27.4%	35.8%	30.7%	27.6%
HV 60d	27.6%	26.3%	28.3%	28.0%	27.9%
IV Rank	6.4%	1.8%	10.6%	5.1%	6.0%
IV Percentile	38.6%	6.7%	67.1%	30.0%	32.5%
Term Structure	16.1%	-39.9%	221.4%	-11.5%	-4.5%
VWIV	54.4%	33.8%	76.5%	47.2%	51.9%
Skew 25d	8.8%	-110.6%	61.3%	-47.5%	61.3%
Skew 10d	42.3%	-78.8%	102.1%	-59.2%	91.2%
Call IV 25d	61.3%	34.8%	163.9%	90.4%	40.4%
Put IV 25d	70.1%	40.0%	101.7%	42.9%	101.7%
Bid-Ask Spread %	104.27	58.69	132.79	79.51	80.47
Gamma HHI	0.73	0.55	0.87	0.86	0.58
Net GEX	1.6K	235	3.0K	3.0K	471
Net DEX	-49.1K	-104.7K	1.4K	-104.7K	-2.5K
Net VEX	-224	-431	-53	-430	-75
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.21	1.58	0.70	1.58
Total Volume	45.048	29	142	34	31
Total OI	622.333	459	687	675	485

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
2022-10-03	$5.73	$5.00	47.9%	13.7%	30.7%	5.1%	47.2%	-47.5%	-11.5%	3.0K	-104.7K	-430	0.70	79.51	N/A	N/A	20	14	591	84
2022-10-04	$5.66	$5.00	55.0%	15.8%	30.9%	6.7%	54.8%	-31.0%	7.9%	2.7K	-90.5K	-397	0.70	104.62	N/A	N/A	20	14	591	84
2022-10-05	$5.67	$5.00	49.7%	14.2%	30.9%	5.5%	48.6%	7.1%	-10.3%	2.7K	-93.4K	-369	0.76	75.27	N/A	N/A	21	16	591	84
2022-10-06	$5.59	$5.00	57.5%	21.8%	31.3%	7.2%	72.7%	-54.0%	-39.9%	2.7K	-89.0K	-415	0.70	132.79	N/A	N/A	23	16	592	86
2022-10-07	$5.73	$5.00	58.4%	20.9%	32.5%	7.4%	76.5%	3.1%	-16.6%	2.6K	-88.2K	-336	0.70	124.89	N/A	N/A	23	16	592	86
2022-10-10	$5.53	$5.00	72.7%	11.8%	34.6%	10.6%	42.3%	-74.1%	11.4%	2.7K	-95.2K	-431	1.09	109.74	N/A	N/A	23	25	592	86
2022-10-11	$5.62	$5.00	61.3%	18.5%	35.1%	8.1%	67.8%	-50.1%	-5.7%	2.6K	-92.1K	-410	1.09	118.69	N/A	N/A	23	25	592	95
2022-10-12	$5.51	$5.00	50.1%	14.4%	35.4%	5.6%	50.8%	25.3%	-13.7%	2.1K	-58.3K	-292	1.09	113.92	N/A	N/A	23	25	592	95
2022-10-13	$5.51	$5.00	47.0%	13.5%	35.1%	4.9%	46.5%	34.9%	-13.8%	1.8K	-55.6K	-240	1.09	105.48	N/A	N/A	23	25	592	95
2022-10-14	$5.38	$5.00	62.6%	18.0%	33.1%	8.4%	66.3%	-110.6%	-14.2%	1.3K	-38.0K	-171	1.09	123.73	N/A	N/A	23	25	592	95
2022-10-17	$5.35	$5.00	63.2%	18.1%	32.2%	8.5%	63.9%	31.3%	-21.2%	1.6K	-37.6K	-198	1.09	122.87	N/A	N/A	23	25	592	95
2022-10-18	$5.46	$5.00	61.4%	17.6%	33.1%	8.1%	60.4%	3.2%	-27.2%	1.2K	-48.2K	-132	1.09	131.62	N/A	N/A	23	25	591	94
2022-10-19	$5.23	$5.00	55.0%	15.8%	35.1%	6.7%	54.9%	40.0%	-10.2%	2.0K	-45.0K	-183	1.04	101.28	N/A	N/A	24	25	591	94
2022-10-20	$5.20	$5.00	49.7%	14.3%	35.1%	5.5%	49.9%	34.4%	221.4%	1.7K	-34.6K	-172	1.04	91.71	N/A	N/A	24	25	592	94
2022-10-21	$5.07	$5.00	64.7%	18.6%	35.7%	8.8%	63.6%	47.6%	-3.2%	735	-57.1K	-114	0.21	85.42	N/A	N/A	117	25	592	94
2022-10-24	$5.01	$5.00	43.2%	12.4%	35.8%	4.0%	43.2%	50.3%	192.4%	417	-446	-71	0.81	114.65	N/A	N/A	16	13	440	19
2022-10-25	$4.97	$5.00	53.8%	15.4%	35.6%	6.4%	54.5%	51.6%	13.9%	386	-447	-66	0.81	58.69	N/A	N/A	16	13	445	20
2022-10-26	$4.86	$5.00	54.6%	15.6%	35.3%	6.6%	54.8%	50.9%	17.8%	235	1.4K	-53	0.88	114.33	N/A	N/A	16	14	445	20
2022-10-27	$4.86	$5.00	33.1%	9.5%	35.2%	1.8%	33.8%	57.8%	55.2%	340	860	-64	0.70	110.35	N/A	N/A	20	14	450	24
2022-10-28	$4.81	$5.00	37.2%	10.7%	27.4%	2.7%	37.6%	53.2%	10.1%	668	-2.9K	-86	0.70	89.56	N/A	N/A	20	14	461	24
2022-10-31	$4.82	$5.00	51.9%	14.9%	27.6%	6.0%	51.9%	61.3%	-4.5%	471	-2.5K	-75	1.58	80.47	N/A	N/A	12	19	461	24