SELF Options History — February 2024

In February 2024, SELF traded between $4.25 and $4.43. ATM implied volatility averaged 84.7%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 73.0% (HV 20d: 11.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.06.

Notable Days

2024-02-22: Highest Volume — 91 contracts
2024-02-05: Largest IV spike — 87.0% change
2024-02-06: Highest IV Rank — 100.0%
2024-02-15: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.32	$4.25	$4.43	$4.43	$4.25
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	84.7%	55.4%	154.0%	125.9%	91.5%
Expected Move	20.1%	14.0%	31.9%	14.6%	26.2%
HV 20d	11.7%	7.2%	15.7%	15.7%	7.2%
HV 60d	16.2%	12.5%	20.5%	20.5%	12.5%
IV Rank	49.8%	27.4%	100.0%	85.1%	54.0%
IV Percentile	86.8%	71.0%	100.0%	99.2%	91.7%
Term Structure	3.2%	-23.9%	75.8%	5.4%	22.7%
Bid-Ask Spread %	122.42	100.57	159.94	121.82	117.58
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.1K	459	1.9K	1.7K	1.6K
Net DEX	-17.6K	-35.3K	-5.9K	-25.3K	-28.6K
Net VEX	-111	-156	-74	-141	-148
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.50	0.00	0.00
Total Volume	9.55	0	91	1	1
Total OI	224.05	127	303	249	303

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
2024-02-01	$4.43	$0.00	125.9%	14.6%	15.7%	85.1%	0.0%	0.0%	5.4%	1.7K	-25.3K	-141	0.00	121.82	N/A	N/A	1	0	235	14
2024-02-02	$4.41	$0.00	76.4%	14.0%	15.5%	46.0%	0.0%	0.0%	9.9%	1.9K	-20.1K	-137	0.00	122.98	N/A	N/A	0	0	235	14
2024-02-05	$4.37	$0.00	142.8%	14.6%	15.6%	98.4%	0.0%	0.0%	5.0%	1.6K	-25.1K	-140	0.00	116.78	N/A	N/A	0	0	235	14
2024-02-06	$4.34	$0.00	154.0%	16.0%	14.8%	100.0%	0.0%	0.0%	-10.0%	1.2K	-17.7K	-96	0.00	117.69	N/A	N/A	10	0	197	14
2024-02-07	$4.32	$0.00	59.3%	17.0%	14.8%	30.4%	0.0%	0.0%	9.3%	593	-9.3K	-89	0.00	133.25	N/A	N/A	0	0	198	14
2024-02-08	$4.34	$0.00	67.1%	19.2%	14.9%	36.1%	0.0%	0.0%	-23.9%	1.3K	-18.2K	-102	0.00	105.17	N/A	N/A	0	0	198	14
2024-02-09	$4.33	$0.00	60.3%	17.3%	14.9%	31.0%	0.0%	0.0%	-15.1%	1.2K	-20.6K	-105	0.00	115.58	N/A	N/A	0	0	198	14
2024-02-12	$4.32	$0.00	55.4%	15.9%	14.9%	27.4%	0.0%	0.0%	-8.3%	650	-5.9K	-74	0.00	100.57	N/A	N/A	0	0	198	14
2024-02-13	$4.30	$0.00	68.8%	19.7%	14.7%	37.3%	0.0%	0.0%	-8.9%	598	-8.3K	-82	0.50	118.78	N/A	N/A	2	1	198	14
2024-02-14	$4.30	$0.00	62.1%	17.8%	14.7%	32.4%	0.0%	0.0%	-9.3%	664	-7.1K	-79	0.00	111.80	N/A	N/A	0	0	200	14
2024-02-15	$4.31	$0.00	111.4%	31.9%	12.6%	68.6%	0.0%	0.0%	-13.7%	459	-13.4K	-88	0.00	159.94	N/A	N/A	2	0	200	14
2024-02-16	$4.30	$0.00	74.3%	21.3%	8.2%	41.4%	0.0%	0.0%	4.1%	588	-9.2K	-81	0.00	137.17	N/A	N/A	0	0	202	14
2024-02-20	$4.33	$0.00	73.5%	21.1%	8.3%	40.8%	0.0%	0.0%	-10.7%	651	-8.2K	-81	0.00	128.13	N/A	N/A	0	0	114	13
2024-02-21	$4.34	$0.00	66.5%	19.1%	8.4%	35.6%	0.0%	0.0%	-11.1%	710	-7.2K	-80	0.00	115.22	N/A	N/A	2	0	114	13
2024-02-22	$4.35	$2.50	71.0%	20.4%	8.3%	39.0%	0.0%	0.0%	-1.7%	680	-10.7K	-90	0.00	125.14	N/A	N/A	91	0	118	13
2024-02-23	$4.32	$2.50	78.4%	22.5%	7.4%	44.4%	0.0%	0.0%	1.9%	1.2K	-21.7K	-138	0.00	127.51	N/A	N/A	81	0	209	13
2024-02-26	$4.29	$2.50	80.8%	23.2%	7.5%	46.2%	0.0%	0.0%	0.0%	1.7K	-29.0K	-153	0.00	123.88	N/A	N/A	0	0	290	13
2024-02-27	$4.25	$2.50	86.0%	24.6%	7.9%	49.9%	0.0%	0.0%	75.8%	1.3K	-35.3K	-156	0.00	128.68	N/A	N/A	0	0	290	13
2024-02-28	$4.25	$2.50	88.6%	25.4%	7.6%	51.9%	0.0%	0.0%	43.4%	1.5K	-32.0K	-156	0.00	120.67	N/A	N/A	0	0	290	13
2024-02-29	$4.25	$2.50	91.5%	26.2%	7.2%	54.0%	0.0%	0.0%	22.7%	1.6K	-28.6K	-148	0.00	117.58	N/A	N/A	1	0	290	13