SELF Options History — January 2024

In January 2024, SELF traded between $4.39 and $4.68. ATM implied volatility averaged 54.6%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 40.9% (HV 20d: 13.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.13.

Notable Days

2024-01-26: Highest Volume — 10 contracts
2024-01-23: Largest IV spike — 105.0% change
2024-01-09: Highest IV Rank — 46.3%
2024-01-31: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.53	$4.39	$4.68	$4.65	$4.43
Max Pain	$2.74	$2.50	$5.00	$5.00	$2.50
ATM IV	54.6%	27.1%	76.7%	59.8%	71.8%
Expected Move	13.8%	6.5%	20.6%	17.1%	20.6%
HV 20d	13.7%	8.9%	15.8%	13.2%	15.7%
HV 60d	21.6%	20.6%	22.6%	22.6%	20.7%
IV Rank	28.8%	7.1%	46.3%	32.9%	42.4%
IV Percentile	68.9%	17.9%	89.3%	81.0%	86.9%
Term Structure	1.2%	-8.5%	46.1%	8.7%	-4.7%
VWIV	19.6%	19.6%	19.6%	19.6%	19.6%
Bid-Ask Spread %	87.37	50.99	107.18	105.28	97.76
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	2.7K	1.7K	4.5K	3.5K	1.9K
Net DEX	-24.9K	-40.5K	-13.0K	-37.3K	-20.4K
Net VEX	-162	-216	-107	-214	-138
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	1.00	0.00	0.00
Total Volume	1.333	0	10	1	1
Total OI	294.952	234	329	328	249

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
2024-01-02	$4.65	$5.00	59.8%	17.1%	13.2%	32.9%	0.0%	0.0%	8.7%	3.5K	-37.3K	-214	0.00	105.28	N/A	N/A	1	0	305	23
2024-01-03	$4.66	$5.00	61.7%	17.7%	13.0%	34.5%	0.0%	0.0%	-8.5%	4.0K	-32.3K	-202	0.00	106.97	N/A	N/A	0	0	306	23
2024-01-04	$4.68	$2.50	31.2%	6.5%	12.9%	10.3%	0.0%	0.0%	-0.1%	4.5K	-30.1K	-203	0.00	89.99	N/A	N/A	0	0	306	23
2024-01-05	$4.67	$2.50	62.7%	7.6%	12.9%	35.2%	0.0%	0.0%	-3.3%	4.0K	-40.5K	-216	0.00	63.91	N/A	N/A	0	0	306	23
2024-01-08	$4.59	$2.50	65.4%	7.1%	14.1%	37.4%	19.6%	0.0%	9.8%	3.5K	-30.4K	-192	0.00	55.52	N/A	N/A	2	0	306	23
2024-01-09	$4.58	$2.50	76.7%	7.9%	14.0%	46.3%	0.0%	0.0%	-3.4%	3.5K	-30.4K	-188	0.00	55.62	N/A	N/A	0	0	307	21
2024-01-10	$4.54	$2.50	27.1%	7.8%	14.2%	7.1%	0.0%	0.0%	-1.9%	3.4K	-23.8K	-163	0.00	53.61	N/A	N/A	0	0	307	21
2024-01-11	$4.54	$2.50	27.5%	7.9%	12.4%	7.4%	0.0%	0.0%	-2.1%	3.0K	-31.1K	-181	0.00	100.75	N/A	N/A	0	0	307	21
2024-01-12	$4.53	$2.50	48.1%	13.8%	12.0%	23.7%	0.0%	0.0%	-2.4%	3.1K	-31.3K	-179	0.00	100.75	N/A	N/A	2	0	307	19
2024-01-16	$4.49	$2.50	45.2%	13.0%	9.0%	21.4%	0.0%	0.0%	2.5%	2.0K	-20.5K	-160	0.00	93.94	N/A	N/A	0	2	308	19
2024-01-17	$4.49	$2.50	71.1%	20.4%	8.9%	41.9%	0.0%	0.0%	-7.2%	1.9K	-22.3K	-150	0.00	107.18	N/A	N/A	0	0	308	17
2024-01-18	$4.39	$2.50	56.5%	16.2%	11.3%	30.3%	0.0%	0.0%	46.1%	1.7K	-14.3K	-122	0.00	100.53	N/A	N/A	0	0	308	17
2024-01-19	$4.50	$2.50	50.9%	14.6%	14.9%	25.9%	0.0%	0.0%	-2.3%	2.2K	-16.3K	-131	0.00	82.96	N/A	N/A	0	0	308	17
2024-01-22	$4.53	$2.50	29.2%	8.4%	15.0%	8.8%	0.0%	0.0%	3.9%	2.2K	-17.7K	-138	0.00	50.99	N/A	N/A	3	0	221	13
2024-01-23	$4.53	$2.50	59.9%	17.2%	15.0%	33.0%	0.0%	0.0%	3.7%	2.2K	-20.9K	-141	0.00	103.36	N/A	N/A	5	0	222	13
2024-01-24	$4.50	$2.50	58.1%	16.6%	15.2%	31.6%	0.0%	0.0%	-1.1%	1.7K	-29.4K	-162	0.00	100.58	N/A	N/A	0	0	227	13
2024-01-25	$4.44	$2.50	55.7%	16.0%	15.8%	29.7%	0.0%	0.0%	-1.8%	1.9K	-13.0K	-107	1.00	88.19	N/A	N/A	1	1	227	13
2024-01-26	$4.45	$2.50	60.1%	17.2%	15.7%	33.2%	0.0%	0.0%	-2.1%	2.0K	-20.2K	-140	0.00	102.52	N/A	N/A	10	0	226	14
2024-01-29	$4.45	$2.50	68.0%	19.5%	15.6%	39.4%	0.0%	0.0%	-3.4%	2.0K	-22.1K	-146	0.00	89.08	N/A	N/A	0	0	236	14
2024-01-30	$4.41	$2.50	59.5%	17.1%	15.7%	32.7%	0.0%	0.0%	-4.3%	1.9K	-18.3K	-137	0.00	85.20	N/A	N/A	0	0	236	14
2024-01-31	$4.43	$2.50	71.8%	20.6%	15.7%	42.4%	0.0%	0.0%	-4.7%	1.9K	-20.4K	-138	0.00	97.76	N/A	N/A	1	0	235	14