SELF Options History — December 2022

In December 2022, SELF traded between $4.79 and $5.15. ATM implied volatility averaged 40.5%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 15.3% (HV 20d: 25.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.06.

Notable Days

2022-12-08: Highest Volume — 6 contracts
2022-12-12: Largest IV spike — 130.9% change
2022-12-12: Highest IV Rank — 19.3%
2022-12-21: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.99	$4.79	$5.15	$5.04	$4.86
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	40.5%	25.9%	111.9%	32.5%	25.9%
Expected Move	9.0%	7.4%	11.3%	9.3%	7.4%
HV 20d	25.2%	16.3%	32.4%	32.2%	25.0%
HV 60d	32.7%	31.5%	33.6%	33.4%	31.7%
IV Rank	3.3%	0.0%	19.3%	1.6%	0.0%
IV Percentile	16.0%	0.0%	87.7%	4.0%	0.0%
Term Structure	4.4%	-16.8%	22.5%	1.7%	2.8%
VWIV	39.5%	21.8%	71.4%	34.3%	71.4%
Skew 25d	19.5%	-46.2%	78.0%	8.4%	-17.5%
Skew 10d	25.2%	-85.0%	118.9%	16.0%	-77.1%
Call IV 25d	55.0%	36.4%	109.4%	39.0%	83.4%
Put IV 25d	74.5%	47.5%	137.4%	47.5%	65.9%
Bid-Ask Spread %	91.13	66.95	118.04	81.92	82.92
Gamma HHI	0.96	0.84	1.00	0.87	0.99
Net GEX	-484	-1.1K	-290	-608	-416
Net DEX	11.0K	3.1K	14.9K	12.7K	14.6K
Net VEX	-74	-82	-68	-82	-68
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.50	0.00	0.00
Total Volume	1.476	0	6	0	1
Total OI	532.905	518	556	533	525

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
2022-12-01	$5.04	$5.00	32.5%	9.3%	32.2%	1.6%	0.0%	8.4%	1.7%	-608	12.7K	-82	0.00	81.92	N/A	N/A	0	0	460	73
2022-12-02	$5.06	$5.00	28.0%	8.0%	31.8%	0.7%	0.0%	64.3%	3.6%	-743	13.9K	-76	0.00	85.37	N/A	N/A	0	0	460	73
2022-12-05	$4.97	$5.00	31.7%	9.2%	32.4%	1.5%	0.0%	71.9%	16.8%	-631	13.0K	-77	0.00	88.38	N/A	N/A	0	0	460	73
2022-12-06	$4.99	$5.00	37.6%	9.3%	32.2%	2.8%	0.0%	61.4%	15.1%	-569	14.9K	-74	0.00	84.92	N/A	N/A	0	5	461	73
2022-12-07	$5.06	$5.00	75.7%	7.5%	32.3%	11.3%	0.0%	19.7%	15.7%	-667	14.2K	-78	0.00	84.19	N/A	N/A	0	0	461	78
2022-12-08	$5.13	$5.00	32.7%	10.1%	32.0%	1.7%	0.0%	42.4%	0.5%	-1.1K	11.3K	-77	0.00	99.61	N/A	N/A	6	0	461	78
2022-12-09	$5.14	$5.00	48.4%	10.1%	31.7%	5.2%	0.0%	6.7%	9.6%	-526	8.1K	-82	0.00	87.91	N/A	N/A	0	0	467	78
2022-12-12	$5.15	$5.00	111.9%	8.5%	25.8%	19.3%	0.0%	19.8%	13.5%	-365	3.1K	-70	0.00	112.77	N/A	N/A	0	0	467	78
2022-12-13	$5.14	$5.00	80.9%	10.1%	24.3%	12.4%	0.0%	49.8%	18.7%	-304	3.7K	-73	0.00	97.03	N/A	N/A	1	0	467	78
2022-12-14	$5.09	$5.00	34.4%	9.8%	19.8%	2.1%	34.3%	17.4%	3.0%	-541	9.4K	-73	0.00	87.28	N/A	N/A	5	0	467	78
2022-12-15	$5.04	$5.00	30.8%	8.8%	17.0%	1.3%	0.0%	54.6%	22.5%	-447	9.3K	-74	0.00	118.04	N/A	N/A	1	0	472	78
2022-12-16	$5.09	$5.00	29.9%	8.6%	16.3%	1.1%	0.0%	43.0%	-0.3%	-442	3.5K	-73	0.00	111.96	N/A	N/A	0	0	473	83
2022-12-19	$4.93	$5.00	28.4%	8.1%	19.7%	0.7%	32.0%	-19.0%	2.1%	-376	12.3K	-72	0.00	76.52	N/A	N/A	3	0	454	64
2022-12-20	$4.88	$5.00	31.8%	9.1%	19.6%	1.5%	0.0%	-35.6%	1.1%	-290	10.8K	-76	0.00	88.94	N/A	N/A	0	0	457	64
2022-12-21	$4.96	$5.00	39.4%	11.3%	20.6%	3.2%	0.0%	14.8%	-6.0%	-361	11.3K	-74	0.00	66.95	N/A	N/A	0	0	457	64
2022-12-22	$4.79	$5.00	28.6%	8.2%	21.9%	0.8%	21.8%	-12.8%	3.4%	-316	13.6K	-71	0.00	93.57	N/A	N/A	0	1	457	64
2022-12-23	$4.84	$5.00	36.4%	10.4%	22.4%	2.0%	0.0%	4.8%	-16.4%	-388	12.2K	-72	0.00	100.91	N/A	N/A	0	0	457	65
2022-12-27	$4.93	$5.00	31.9%	9.2%	23.5%	1.0%	0.0%	-46.2%	2.7%	-362	11.9K	-73	0.00	91.38	N/A	N/A	0	0	457	65
2022-12-28	$4.83	$5.00	27.0%	7.7%	24.2%	0.0%	38.0%	-16.7%	-1.5%	-319	12.7K	-71	0.00	75.27	N/A	N/A	5	0	457	65
2022-12-29	$4.79	$5.00	26.9%	7.7%	24.3%	0.0%	71.4%	78.0%	-16.8%	-364	14.4K	-68	0.50	97.87	N/A	N/A	2	1	457	65
2022-12-30	$4.86	$5.00	25.9%	7.4%	25.0%	0.0%	0.0%	-17.5%	2.8%	-416	14.6K	-68	0.00	82.92	N/A	N/A	1	0	459	66