SELF Options History — July 2023 In July 2023, SELF traded between $4.89 and $5.06. ATM implied volatility averaged 40.0%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 25.5% (HV 20d: 14.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.17.
Notable Days 2023-07-24 : Highest Volume — 54 contracts2023-07-14 : Largest IV spike — 147.5% change2023-07-05 : Highest IV Rank — 10.5%2023-07-05 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.98 $4.89 $5.06 $5.02 $5.06 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 40.0% 24.5% 66.2% 61.9% 26.5% Expected Move 11.3% 6.8% 19.0% 17.8% 7.6% HV 20d 14.5% 13.3% 15.5% 14.2% 14.9% HV 60d 15.4% 14.2% 16.2% 15.5% 14.2% IV Rank 4.8% 1.4% 10.5% 9.6% 1.9% IV Percentile 31.4% 2.0% 74.6% 69.8% 6.0% Term Structure -8.9% -53.4% 22.0% -44.9% 5.9% VWIV 25.5% 21.4% 29.9% 21.4% 24.8% Bid-Ask Spread % 111.38 85.78 128.63 115.11 85.78 Gamma HHI 0.83 0.50 0.99 0.68 0.91 Net GEX -59 -718 390 -65 335 Net DEX -2.4K -12.3K 18.5K -4.0K -12.3K Net VEX -159 -182 -135 -166 -177 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 0.93 0.00 0.00 Total Volume 4.75 0 54 0 1 Total OI 391.8 185 469 453 246
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 2023-07-03 $5.02 $5.00 61.9% 17.8% 14.2% 9.6% 0.0% 0.0% -44.9% -65 -4.0K -166 0.00 115.11 N/A N/A 0 0 346 107 2023-07-05 $4.99 $5.00 66.2% 19.0% 14.2% 10.5% 0.0% 0.0% -48.8% -79 -3.2K -163 0.00 111.05 N/A N/A 0 1 346 107 2023-07-06 $4.93 $5.00 52.9% 6.8% 14.7% 7.6% 0.0% 0.0% -3.9% -151 2.4K -160 0.00 122.14 N/A N/A 0 0 346 108 2023-07-07 $4.96 $5.00 49.1% 16.4% 14.6% 6.8% 0.0% 0.0% -29.9% -52 -957 -159 0.00 120.94 N/A N/A 2 0 346 108 2023-07-10 $5.00 $5.00 39.7% 10.9% 14.7% 4.7% 0.0% 0.0% -5.6% -274 -2.1K -154 0.00 104.97 N/A N/A 0 0 346 108 2023-07-11 $4.93 $5.00 41.7% 14.7% 15.5% 5.2% 0.0% 0.0% -22.9% -266 2.2K -150 0.00 109.39 N/A N/A 0 0 346 108 2023-07-12 $4.89 $5.00 27.7% 7.9% 15.5% 2.1% 0.0% 0.0% -6.3% -242 4.6K -146 0.10 114.44 N/A N/A 10 1 346 108 2023-07-13 $4.94 $5.00 25.8% 7.4% 14.8% 1.7% 0.0% 0.0% 4.2% -128 -1.5K -161 0.00 107.74 N/A N/A 0 0 356 108 2023-07-14 $4.91 $5.00 63.9% 18.3% 14.0% 10.0% 0.0% 0.0% -22.8% -4 524 -157 0.00 119.77 N/A N/A 1 0 356 108 2023-07-17 $4.96 $5.00 58.3% 16.7% 14.6% 8.8% 0.0% 0.0% -22.8% -285 -277 -149 0.00 116.17 N/A N/A 0 0 356 108 2023-07-18 $4.97 $5.00 30.3% 8.7% 13.3% 2.7% 0.0% 0.0% 2.0% -484 2.0K -146 0.00 117.79 N/A N/A 0 0 356 108 2023-07-19 $5.05 $5.00 25.9% 7.4% 14.0% 1.7% 0.0% 0.0% 18.4% -221 -8.8K -143 0.00 112.01 N/A N/A 6 0 356 108 2023-07-20 $4.96 $5.00 35.7% 10.2% 14.9% 3.9% 0.0% 0.0% 0.0% 14 -2.8K -145 0.00 128.63 N/A N/A 0 0 361 108 2023-07-21 $4.97 $5.00 54.5% 15.6% 14.7% 8.0% 21.4% 0.0% -53.4% -718 18.5K -135 0.00 117.70 N/A N/A 0 12 361 108 2023-07-24 $5.01 $5.00 26.1% 7.5% 14.5% 1.8% 26.1% 0.0% 22.0% 119 -7.2K -144 0.93 87.95 N/A N/A 28 26 118 67 2023-07-25 $4.99 $5.00 24.5% 7.0% 14.5% 1.4% 29.9% 0.0% 21.4% 390 -7.0K -175 0.00 116.50 N/A N/A 0 2 146 93 2023-07-26 $5.02 $5.00 29.6% 8.5% 14.3% 2.5% 0.0% 0.0% 5.8% 369 -10.6K -177 0.00 106.16 N/A N/A 0 4 146 95 2023-07-27 $5.02 $5.00 28.0% 8.0% 14.2% 2.2% 0.0% 0.0% 8.5% 245 -8.7K -182 0.00 99.91 N/A N/A 0 1 146 99 2023-07-28 $5.00 $5.00 30.9% 8.9% 14.2% 2.8% 0.0% 0.0% 4.2% 311 -8.1K -181 0.00 113.50 N/A N/A 0 0 146 100 2023-07-31 $5.06 $5.00 26.5% 7.6% 14.9% 1.9% 24.8% 0.0% 5.9% 335 -12.3K -177 0.00 85.78 N/A N/A 1 0 146 100
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