SELF Options History — June 2024 In June 2024, SELF traded between $4.66 and $5.00. ATM implied volatility averaged 35.3%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 5.5% (HV 20d: 29.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.11.
Notable Days 2024-06-24 : Highest Volume — 55 contracts2024-06-11 : Largest IV spike — 37.5% change2024-06-11 : Highest IV Rank — 24.6%2024-06-11 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.84 $4.66 $5.00 $5.00 $4.84 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 35.3% 24.0% 51.5% 35.2% 34.3% Expected Move 10.2% 6.9% 16.5% 10.1% 9.8% HV 20d 29.8% 19.3% 92.9% 92.9% 19.3% HV 60d 54.8% 54.5% 55.0% 55.0% 54.9% IV Rank 12.5% 4.4% 24.6% 12.6% 10.8% IV Percentile 37.0% 5.6% 61.9% 37.3% 37.3% Term Structure 4.9% -20.9% 39.1% 7.5% 14.8% VWIV 30.9% 17.6% 41.7% 37.0% 22.4% Bid-Ask Spread % 73.66 36.35 118.49 99.71 36.35 Gamma HHI 0.77 0.50 0.97 0.53 0.89 Net GEX 3.2K -192 7.2K -192 5.1K Net DEX -37.1K -75.8K -4.3K -52.0K -75.8K Net VEX -374 -516 -226 -492 -257 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.00 0.00 0.00 Total Volume 3.947 0 55 5 0 Total OI 793.684 584 889 888 584
Daily Data (19 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 2024-06-03 $5.00 $5.00 35.2% 10.1% 92.9% 12.6% 37.0% 0.0% 7.5% -192 -52.0K -492 0.00 99.71 N/A N/A 5 0 659 229 2024-06-04 $5.00 $5.00 44.5% 12.8% 92.8% 19.5% 0.0% 0.0% -3.3% 1.5K -55.1K -516 0.00 115.02 N/A N/A 1 0 660 229 2024-06-05 $4.95 $5.00 44.9% 12.9% 23.8% 19.7% 0.0% 0.0% -20.9% 971 -44.9K -488 0.00 118.49 N/A N/A 1 0 660 229 2024-06-06 $4.90 $5.00 33.4% 12.0% 23.8% 11.3% 41.7% 0.0% -1.9% -52 -29.4K -489 0.00 100.82 N/A N/A 1 0 660 229 2024-06-07 $4.91 $5.00 31.3% 9.4% 23.6% 9.7% 0.0% 0.0% 6.2% 558 -22.0K -477 0.00 99.12 N/A N/A 0 0 660 229 2024-06-10 $4.89 $5.00 37.5% 7.8% 23.4% 14.3% 0.0% 0.0% 7.4% 2.9K -16.1K -429 0.00 87.95 N/A N/A 0 0 660 229 2024-06-11 $4.82 $5.00 51.5% 16.5% 23.7% 24.6% 0.0% 0.0% -10.6% 1.1K -4.3K -410 0.00 109.21 N/A N/A 0 0 659 229 2024-06-12 $4.88 $5.00 35.5% 10.2% 24.4% 12.9% 0.0% 0.0% 2.6% 2.1K -30.4K -432 0.00 76.61 N/A N/A 0 0 659 229 2024-06-13 $4.92 $5.00 35.4% 10.1% 24.7% 12.7% 0.0% 0.0% -2.4% 2.6K -28.0K -410 0.00 67.88 N/A N/A 0 0 659 229 2024-06-14 $4.94 $5.00 35.7% 10.2% 22.4% 13.0% 0.0% 0.0% -3.0% 3.0K -32.4K -403 0.00 59.98 N/A N/A 0 0 659 229 2024-06-17 $4.86 $5.00 32.5% 9.3% 23.1% 10.6% 35.7% 0.0% -0.3% 2.2K -21.4K -378 1.00 57.74 N/A N/A 1 1 659 229 2024-06-18 $4.77 $5.00 33.2% 9.5% 23.9% 11.1% 0.0% 0.0% 1.3% 3.0K -18.2K -363 0.00 55.80 N/A N/A 0 0 659 227 2024-06-20 $4.73 $5.00 36.8% 10.6% 22.7% 13.8% 0.0% 0.0% 0.0% 5.5K -41.0K -283 0.00 59.51 N/A N/A 1 0 659 70 2024-06-21 $4.76 $5.00 24.0% 6.9% 19.4% 4.4% 17.6% 0.0% 14.9% 7.2K -32.4K -294 0.00 39.45 N/A N/A 8 0 659 70 2024-06-24 $4.66 $5.00 32.0% 9.2% 20.6% 10.2% 22.4% 0.0% 39.1% 5.5K -54.8K -289 0.00 57.24 N/A N/A 55 0 614 13 2024-06-25 $4.71 $5.00 33.2% 9.5% 20.9% 11.1% 0.0% 0.0% 14.5% 5.7K -52.1K -250 0.00 62.19 N/A N/A 1 0 571 13 2024-06-26 $4.72 $5.00 31.3% 9.0% 20.6% 8.6% 0.0% 0.0% 7.3% 6.0K -48.6K -226 0.00 58.91 N/A N/A 0 0 571 13 2024-06-27 $4.71 $5.00 29.1% 8.4% 20.0% 7.0% 0.0% 0.0% 14.2% 6.1K -45.2K -229 0.00 37.50 N/A N/A 0 0 571 13 2024-06-28 $4.84 $5.00 34.3% 9.8% 19.3% 10.8% 0.0% 0.0% 14.8% 5.1K -75.8K -257 0.00 36.35 N/A N/A 0 0 571 13
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