SELF Options History — November 2023

In November 2023, SELF traded between $4.52 and $4.82. ATM implied volatility averaged 51.5%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 25.4% (HV 20d: 26.2%). 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 5 of 21 days. Put/call ratio averaged 0.75.

Notable Days

2023-11-06: Highest Volume — 47 contracts
2023-11-06: Largest IV spike — 258.7% change
2023-11-06: Highest IV Rank — 100.0%
2023-11-29: Largest Expected Move — 28.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.65	$4.52	$4.82	$4.63	$4.59
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	51.5%	20.7%	130.7%	42.6%	91.2%
Expected Move	12.2%	5.9%	28.2%	12.2%	26.1%
HV 20d	26.2%	20.6%	31.4%	22.4%	30.1%
HV 60d	19.2%	16.2%	22.4%	16.2%	22.4%
IV Rank	29.9%	2.4%	100.0%	23.2%	64.9%
IV Percentile	54.8%	0.8%	100.0%	62.7%	94.0%
Term Structure	-7.2%	-94.4%	42.0%	6.5%	-50.8%
VWIV	32.6%	22.0%	38.7%	38.7%	37.2%
Bid-Ask Spread %	67.83	32.27	124.53	51.23	124.53
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.5K	852	2.0K	957	1.7K
Net DEX	-12.4K	-36.2K	-1.8K	-9.8K	-1.8K
Net VEX	-203	-252	-156	-174	-184
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.00	5.00	0.00	5.00
Total Volume	4.952	0	47	6	0
Total OI	255.762	200	281	200	281

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
2023-11-01	$4.63	$5.00	42.6%	12.2%	22.4%	23.2%	0.0%	0.0%	6.5%	957	-9.8K	-174	0.00	51.23	N/A	N/A	6	0	149	51
2023-11-02	$4.66	$5.00	37.7%	14.4%	22.6%	18.6%	0.0%	0.0%	-6.3%	1.1K	-7.4K	-170	0.00	85.52	N/A	N/A	0	0	154	51
2023-11-03	$4.58	$5.00	36.4%	10.2%	22.8%	17.4%	0.0%	0.0%	-2.4%	975	-1.9K	-157	0.00	92.12	N/A	N/A	0	0	154	51
2023-11-06	$4.55	$5.00	130.7%	6.6%	22.4%	100.0%	0.0%	0.0%	22.5%	852	-6.2K	-156	0.00	77.14	N/A	N/A	47	0	154	51
2023-11-07	$4.56	$5.00	120.4%	7.5%	21.8%	90.9%	0.0%	0.0%	-8.1%	1.4K	-7.0K	-194	0.00	83.38	N/A	N/A	0	0	201	51
2023-11-08	$4.58	$5.00	47.1%	13.5%	21.1%	25.7%	0.0%	0.0%	-4.8%	1.3K	-8.4K	-193	0.00	86.41	N/A	N/A	0	0	201	51
2023-11-09	$4.63	$5.00	54.5%	15.6%	21.5%	32.4%	0.0%	0.0%	-4.6%	1.1K	-19.9K	-216	0.00	93.10	N/A	N/A	0	0	201	51
2023-11-10	$4.60	$5.00	41.8%	12.0%	21.5%	21.0%	0.0%	0.0%	-8.5%	1.5K	-9.2K	-201	0.00	92.06	N/A	N/A	0	0	201	51
2023-11-13	$4.59	$5.00	50.8%	14.6%	20.6%	29.1%	38.7%	0.0%	-19.9%	1.4K	-14.2K	-206	0.25	101.42	N/A	N/A	4	1	201	51
2023-11-14	$4.52	$5.00	29.9%	8.6%	20.6%	10.5%	0.0%	0.0%	42.0%	1.2K	-8.5K	-186	0.00	37.96	N/A	N/A	0	0	205	52
2023-11-15	$4.82	$5.00	20.7%	5.9%	30.0%	2.4%	22.0%	0.0%	4.3%	1.8K	-24.7K	-234	0.00	41.30	N/A	N/A	24	0	205	52
2023-11-16	$4.79	$5.00	25.7%	7.4%	28.7%	6.7%	0.0%	0.0%	26.9%	1.7K	-36.2K	-246	0.00	36.29	N/A	N/A	10	0	225	52
2023-11-17	$4.72	$5.00	25.1%	7.2%	29.3%	6.2%	0.0%	0.0%	-6.0%	1.7K	-19.8K	-237	0.00	63.95	N/A	N/A	1	0	225	52
2023-11-20	$4.81	$5.00	43.0%	12.3%	29.4%	22.2%	0.0%	0.0%	-5.9%	2.0K	-27.2K	-252	0.00	63.50	N/A	N/A	0	5	221	52
2023-11-21	$4.72	$5.00	23.9%	6.9%	30.4%	5.2%	0.0%	0.0%	-10.9%	2.0K	-13.0K	-222	0.00	39.69	N/A	N/A	0	0	221	54
2023-11-22	$4.64	$5.00	31.8%	9.1%	30.3%	12.2%	37.2%	0.0%	-6.4%	1.8K	-12.3K	-219	5.00	32.27	N/A	N/A	1	5	221	54
2023-11-24	$4.73	$5.00	31.9%	9.2%	30.7%	12.3%	0.0%	0.0%	-5.1%	1.8K	-17.6K	-237	0.00	45.02	N/A	N/A	0	0	222	59
2023-11-27	$4.67	$5.00	36.7%	10.5%	31.2%	16.5%	0.0%	0.0%	-7.9%	2.0K	-5.0K	-199	0.00	39.56	N/A	N/A	0	0	222	59
2023-11-28	$4.64	$5.00	61.9%	17.7%	31.4%	38.9%	0.0%	0.0%	-10.2%	1.7K	-6.0K	-199	0.00	45.68	N/A	N/A	0	0	222	59
2023-11-29	$4.61	$5.00	98.4%	28.2%	31.1%	71.3%	0.0%	0.0%	-94.4%	1.6K	-5.0K	-188	0.00	92.40	N/A	N/A	0	0	222	59
2023-11-30	$4.59	$5.00	91.2%	26.1%	30.1%	64.9%	0.0%	0.0%	-50.8%	1.7K	-1.8K	-184	0.00	124.53	N/A	N/A	0	0	222	59