SELF Options History — December 2023 In December 2023, SELF traded between $4.58 and $4.82. ATM implied volatility averaged 54.6%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 32.5% (HV 20d: 22.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.03.
Notable Days 2023-12-18 : Highest Volume — 85 contracts2023-12-28 : Largest IV spike — 122.5% change2023-12-05 : Highest IV Rank — 100.0%2023-12-28 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.66 $4.58 $4.82 $4.61 $4.63 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 54.6% 19.8% 144.8% 43.5% 42.4% Expected Move 8.3% 5.7% 15.0% 12.5% 12.1% HV 20d 22.1% 13.2% 30.0% 30.0% 13.2% HV 60d 22.4% 21.8% 22.8% 22.0% 22.6% IV Rank 29.3% 1.4% 100.0% 22.6% 19.2% IV Percentile 50.8% 0.4% 100.0% 65.5% 60.7% Term Structure 4.6% -24.4% 28.1% -24.4% 9.5% VWIV 22.8% 19.3% 26.4% 19.3% 22.7% Bid-Ask Spread % 83.32 41.20 117.18 117.18 86.27 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.5K 1.6K 3.9K 1.7K 3.9K Net DEX -17.5K -36.7K -3.5K -6.5K -31.3K Net VEX -209 -226 -187 -201 -217 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.23 0.00 0.00 Total Volume 8.55 0 85 2 0 Total OI 303.95 279 364 281 328
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 2023-12-01 $4.61 $5.00 43.5% 12.5% 30.0% 22.6% 0.0% 0.0% -24.4% 1.7K -6.5K -201 0.00 117.18 N/A N/A 2 0 222 59 2023-12-04 $4.64 $5.00 82.3% 10.0% 29.5% 57.0% 0.0% 0.0% 3.8% 1.6K -14.9K -217 0.00 113.76 N/A N/A 2 0 224 59 2023-12-05 $4.67 $5.00 144.8% 6.8% 29.4% 100.0% 0.0% 0.0% 7.1% 1.8K -9.2K -197 0.00 81.30 N/A N/A 0 0 226 59 2023-12-06 $4.67 $5.00 81.0% 7.4% 29.4% 49.7% 0.0% 0.0% 2.1% 1.8K -10.2K -202 0.00 108.54 N/A N/A 0 0 226 59 2023-12-07 $4.70 $5.00 125.1% 5.8% 29.4% 84.5% 0.0% 0.0% 12.0% 1.9K -9.5K -197 0.00 94.48 N/A N/A 0 0 226 59 2023-12-08 $4.71 $5.00 124.0% 6.5% 29.2% 83.6% 19.3% 0.0% 4.8% 1.9K -13.3K -204 0.00 107.21 N/A N/A 0 2 226 59 2023-12-11 $4.71 $5.00 56.7% 7.4% 29.1% 30.5% 0.0% 0.0% 4.8% 2.0K -11.8K -201 0.00 68.58 N/A N/A 1 0 226 60 2023-12-12 $4.79 $5.00 70.6% 5.8% 29.6% 41.4% 0.0% 0.0% 8.8% 2.2K -14.8K -207 0.00 74.30 N/A N/A 35 0 226 60 2023-12-13 $4.82 $5.00 25.2% 7.2% 28.9% 5.6% 26.4% 0.0% 5.2% 2.2K -19.9K -215 0.00 98.85 N/A N/A 0 13 226 60 2023-12-14 $4.70 $5.00 27.1% 7.8% 19.8% 7.1% 0.0% 0.0% 0.0% 1.9K -10.8K -219 0.00 86.50 N/A N/A 0 0 224 70 2023-12-15 $4.67 $5.00 22.7% 6.5% 19.9% 3.7% 0.0% 0.0% 8.4% 1.8K -7.1K -205 0.00 75.82 N/A N/A 0 0 224 65 2023-12-18 $4.63 $5.00 22.8% 6.5% 19.4% 3.7% 0.0% 0.0% 10.3% 1.8K -3.5K -187 0.00 73.98 N/A N/A 85 0 215 64 2023-12-19 $4.61 $5.00 25.3% 7.2% 18.0% 5.7% 0.0% 0.0% 3.2% 3.0K -11.0K -226 0.00 81.08 N/A N/A 0 0 300 64 2023-12-20 $4.58 $5.00 19.8% 5.7% 16.9% 1.4% 22.7% 0.0% 13.8% 3.1K -27.4K -206 0.23 41.20 N/A N/A 13 3 300 20 2023-12-21 $4.58 $5.00 28.6% 8.2% 15.9% 8.3% 0.0% 0.0% 4.1% 3.7K -27.7K -225 0.00 76.79 N/A N/A 12 0 313 22 2023-12-22 $4.58 $5.00 31.9% 9.1% 14.1% 10.9% 0.0% 0.0% -5.3% 3.7K -26.9K -218 0.00 59.71 N/A N/A 0 0 305 22 2023-12-26 $4.59 $5.00 42.5% 12.2% 13.5% 19.3% 0.0% 0.0% -4.5% 3.2K -35.1K -225 0.00 60.15 N/A N/A 2 0 305 22 2023-12-27 $4.61 $5.00 23.5% 6.7% 13.5% 4.3% 0.0% 0.0% -4.7% 3.7K -22.5K -192 0.00 79.39 N/A N/A 0 0 305 22 2023-12-28 $4.62 $5.00 52.3% 15.0% 13.3% 27.0% 0.0% 0.0% 28.1% 3.5K -36.7K -223 0.00 81.37 N/A N/A 0 1 305 22 2023-12-29 $4.63 $5.00 42.4% 12.1% 13.2% 19.2% 0.0% 0.0% 9.5% 3.9K -31.3K -217 0.00 86.27 N/A N/A 0 0 305 23
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