SELF Options History — May 2024 In May 2024, SELF traded between $4.17 and $5.35. ATM implied volatility averaged 47.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 30.2% (HV 20d: 77.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.89.
Notable Days 2024-05-07 : Highest Volume — 929 contracts2024-05-16 : Largest IV spike — 85.4% change2024-05-07 : Highest IV Rank — 47.4%2024-05-01 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.89 $4.17 $5.35 $4.21 $5.05 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 47.1% 25.7% 82.5% 74.8% 25.7% Expected Move 12.5% 7.4% 21.4% 21.4% 7.4% HV 20d 77.3% 13.4% 92.8% 14.1% 92.8% HV 60d 47.0% 15.0% 55.0% 15.0% 55.0% IV Rank 21.4% 5.6% 47.4% 41.7% 5.6% IV Percentile 49.8% 11.5% 86.9% 83.3% 11.5% Term Structure 0.5% -75.2% 66.0% -15.4% 11.5% VWIV 35.7% 20.2% 55.1% 55.1% 22.3% Bid-Ask Spread % 89.48 50.34 118.62 75.95 107.31 Gamma HHI 0.72 0.51 1.00 1.00 0.53 Net GEX 894 -2.3K 5.5K 314 1.1K Net DEX -41.8K -124.7K 1.6K 1.4K -65.8K Net VEX -404 -562 -31 -34 -531 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.89 0.00 24.11 0.00 0.00 Total Volume 66.818 0 929 0 1 Total OI 721.545 80 1,038 80 888
Daily Data (22 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 2024-05-01 $4.21 $0.00 74.8% 21.4% 14.1% 41.7% 0.0% 0.0% -15.4% 314 1.4K -34 0.00 75.95 N/A N/A 0 0 69 11 2024-05-02 $4.21 $0.00 58.3% 16.7% 13.8% 29.6% 0.0% 0.0% 45.7% 320 1.2K -35 0.00 73.08 N/A N/A 0 0 69 11 2024-05-03 $4.19 $0.00 59.6% 17.1% 13.6% 30.5% 0.0% 0.0% 66.0% 303 1.5K -33 0.00 73.08 N/A N/A 0 0 69 11 2024-05-06 $4.17 $0.00 71.0% 19.1% 13.4% 38.9% 0.0% 0.0% -75.2% 291 1.6K -31 0.00 94.51 N/A N/A 5 0 69 11 2024-05-07 $5.35 $0.00 82.5% 16.7% 90.2% 47.4% 55.1% 0.0% -2.8% 371 -24.3K -91 0.18 50.34 N/A N/A 788 141 74 11 2024-05-08 $5.29 $5.00 54.5% 10.9% 90.0% 26.8% 40.1% 0.0% 3.9% 4.3K -124.7K -403 24.11 75.47 N/A N/A 9 217 639 130 2024-05-09 $5.22 $5.00 29.4% 9.9% 90.1% 8.3% 0.0% 0.0% -2.0% -228 -97.1K -537 0.50 92.56 N/A N/A 2 1 643 327 2024-05-10 $5.16 $5.00 52.1% 8.9% 90.3% 25.0% 0.0% 0.0% 7.0% -150 -71.6K -530 0.00 115.74 N/A N/A 22 0 645 325 2024-05-13 $5.13 $5.00 51.5% 20.8% 90.4% 24.6% 34.5% 0.0% 17.1% 2.6K -67.6K -512 0.00 101.01 N/A N/A 17 0 644 324 2024-05-14 $5.12 $5.00 73.4% 10.3% 90.4% 40.7% 39.3% 0.0% 7.5% -132 -59.5K -451 0.00 118.62 N/A N/A 14 0 648 324 2024-05-15 $5.11 $5.00 36.4% 10.4% 90.5% 13.5% 36.4% 0.0% 8.5% 771 -65.1K -499 0.22 109.51 N/A N/A 64 14 653 324 2024-05-16 $4.96 $5.00 67.4% 19.3% 91.5% 36.3% 20.2% 0.0% -62.8% -2.3K -34.0K -507 2.80 115.68 N/A N/A 5 14 714 324 2024-05-17 $4.96 $5.00 32.6% 9.3% 91.5% 10.7% 0.0% 0.0% -11.6% 5.5K -14.7K -507 6.14 108.06 N/A N/A 7 43 711 303 2024-05-20 $4.98 $5.00 37.0% 10.6% 91.5% 13.9% 37.2% 0.0% -0.1% 133 -29.0K -496 0.00 89.08 N/A N/A 43 0 568 228 2024-05-21 $5.07 $5.00 34.2% 9.8% 91.3% 11.8% 0.0% 0.0% 0.2% 812 -59.6K -548 0.00 74.31 N/A N/A 49 0 597 228 2024-05-22 $4.89 $5.00 39.4% 11.3% 92.5% 15.7% 39.5% 0.0% -11.9% 2.8K -33.8K -562 0.00 88.27 N/A N/A 1 0 646 228 2024-05-23 $4.87 $5.00 26.3% 7.5% 92.5% 6.1% 0.0% 0.0% 25.3% -1.2K -28.6K -521 0.00 110.75 N/A N/A 2 0 647 228 2024-05-24 $4.90 $5.00 32.0% 9.2% 92.5% 10.3% 33.7% 0.0% -11.3% 966 -32.0K -520 0.14 52.31 N/A N/A 7 1 649 228 2024-05-28 $4.94 $5.00 31.4% 9.0% 92.2% 9.8% 0.0% 0.0% 3.3% 612 -33.7K -514 0.00 92.97 N/A N/A 0 0 656 229 2024-05-29 $4.86 $5.00 33.0% 9.5% 92.5% 11.0% 34.9% 0.0% -1.9% 1.1K -25.2K -514 0.00 64.37 N/A N/A 1 0 656 229 2024-05-30 $5.01 $5.00 34.4% 9.9% 92.8% 12.0% 22.3% 0.0% 9.1% 1.4K -58.7K -519 0.00 85.54 N/A N/A 2 0 657 229 2024-05-31 $5.05 $5.00 25.7% 7.4% 92.8% 5.6% 0.0% 0.0% 11.5% 1.1K -65.8K -531 0.00 107.31 N/A N/A 1 0 659 229
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