SELF Options History — January 2023

In January 2023, SELF traded between $4.82 and $5.26. ATM implied volatility averaged 31.9%, placing in the 1.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 5.8% (HV 20d: 26.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.31.

Notable Days

2023-01-13: Highest Volume — 17 contracts
2023-01-13: Largest IV spike — 62.0% change
2023-01-13: Highest IV Rank — 5.3%
2023-01-13: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.07	$4.82	$5.26	$4.94	$5.13
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	31.9%	22.5%	49.7%	32.0%	24.9%
Expected Move	8.9%	6.4%	14.2%	9.2%	7.1%
HV 20d	26.0%	22.2%	28.2%	25.8%	27.3%
HV 60d	30.0%	28.0%	31.9%	31.9%	28.0%
IV Rank	1.6%	0.0%	5.3%	1.4%	0.5%
IV Percentile	8.3%	0.0%	32.1%	5.6%	1.2%
Term Structure	2.9%	-17.8%	21.9%	-4.0%	0.9%
VWIV	30.4%	18.5%	47.9%	30.1%	18.5%
Skew 25d	-50.8%	-141.2%	27.5%	-44.0%	-121.0%
Skew 10d	-49.0%	-162.8%	-2.9%	-79.7%	-38.6%
Call IV 25d	143.4%	60.7%	243.0%	125.5%	160.1%
Put IV 25d	92.6%	39.1%	146.5%	81.6%	39.1%
Bid-Ask Spread %	85.48	40.65	118.62	87.02	93.89
Gamma HHI	0.96	0.71	0.99	0.99	0.91
Net GEX	-323	-523	-21	-428	-82
Net DEX	6.2K	-2.1K	14.7K	12.8K	3.1K
Net VEX	-70	-73	-66	-67	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.00	2.00	2.00	1.00
Total Volume	3.2	0	17	0	0
Total OI	383.3	96	548	524	106

Daily Data (20 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
2023-01-03	$4.94	$5.00	32.0%	9.2%	25.8%	1.4%	0.0%	-44.0%	-4.0%	-428	12.8K	-67	0.00	87.02	N/A	N/A	0	0	458	66
2023-01-04	$4.85	$5.00	26.2%	7.5%	25.8%	0.1%	0.0%	27.5%	0.6%	-296	11.6K	-67	2.00	56.91	N/A	N/A	1	2	458	66
2023-01-05	$4.82	$5.00	36.7%	9.0%	25.8%	2.4%	0.0%	1.7%	7.9%	-459	14.7K	-69	0.00	82.73	N/A	N/A	0	0	459	69
2023-01-06	$4.91	$5.00	35.2%	10.0%	26.2%	2.1%	0.0%	6.9%	2.0%	-463	13.3K	-69	0.00	80.86	N/A	N/A	0	0	459	69
2023-01-09	$5.03	$5.00	34.3%	8.8%	27.3%	1.9%	0.0%	-26.9%	6.5%	-505	11.3K	-69	0.00	65.71	N/A	N/A	0	0	459	69
2023-01-10	$5.04	$5.00	37.6%	9.4%	27.3%	2.6%	0.0%	-44.1%	-7.3%	-518	11.0K	-68	0.00	76.63	N/A	N/A	2	0	459	69
2023-01-11	$5.12	$5.00	31.3%	9.0%	27.9%	1.2%	30.1%	-116.5%	4.8%	-523	8.5K	-68	0.00	102.64	N/A	N/A	6	0	460	69
2023-01-12	$5.09	$5.00	30.7%	8.8%	28.0%	1.1%	0.0%	-141.2%	8.2%	-449	8.3K	-70	0.00	113.47	N/A	N/A	2	0	463	69
2023-01-13	$5.16	$5.00	49.7%	14.2%	28.2%	5.3%	24.0%	-121.0%	11.7%	-438	6.5K	-69	0.00	114.19	N/A	N/A	17	0	464	69
2023-01-17	$5.12	$5.00	40.3%	11.6%	28.1%	3.2%	0.0%	0.0%	-17.8%	-343	2.7K	-72	0.00	118.62	N/A	N/A	2	0	477	69
2023-01-18	$5.15	$5.00	33.5%	9.6%	27.9%	1.7%	0.0%	0.0%	-10.9%	-239	1.2K	-73	0.00	91.83	N/A	N/A	0	0	479	69
2023-01-19	$5.17	$5.00	32.9%	9.4%	25.2%	1.6%	0.0%	0.0%	1.7%	-258	575	-73	0.00	86.89	N/A	N/A	0	0	479	69
2023-01-20	$5.09	$5.00	39.7%	11.4%	25.6%	3.1%	47.9%	0.0%	-4.0%	-329	-115	-69	0.00	103.61	N/A	N/A	4	0	479	69
2023-01-23	$5.13	$5.00	22.5%	6.4%	25.1%	0.0%	0.0%	0.0%	21.9%	-218	3.8K	-70	0.00	101.12	N/A	N/A	0	1	39	57
2023-01-24	$5.04	$5.00	27.6%	7.9%	22.4%	1.1%	32.1%	0.0%	18.8%	-296	6.3K	-70	0.40	72.64	N/A	N/A	5	2	39	58
2023-01-25	$5.04	$5.00	28.2%	8.1%	22.2%	1.3%	38.9%	0.0%	-0.7%	-183	4.6K	-72	0.00	49.70	N/A	N/A	11	0	44	60
2023-01-26	$5.22	$5.00	23.1%	6.6%	24.5%	0.1%	21.3%	0.0%	15.6%	-21	-2.1K	-71	0.00	89.93	N/A	N/A	5	0	49	60
2023-01-27	$5.26	$5.00	22.7%	6.5%	23.0%	0.1%	18.5%	0.0%	10.2%	-220	-915	-66	1.00	80.58	N/A	N/A	2	2	44	60
2023-01-30	$5.06	$5.00	28.2%	8.1%	27.3%	1.3%	0.0%	0.0%	-7.9%	-193	5.8K	-73	0.00	40.65	N/A	N/A	0	0	44	62
2023-01-31	$5.13	$5.00	24.9%	7.1%	27.3%	0.5%	0.0%	0.0%	0.9%	-82	3.1K	-71	0.00	93.89	N/A	N/A	0	0	44	62