SELF Options History — July 2024

In July 2024, SELF traded between $4.66 and $5.22. ATM implied volatility averaged 43.4%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 15.3% (HV 20d: 28.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.06.

Notable Days

2024-07-12: Highest Volume — 22 contracts
2024-07-30: Largest IV spike — 78.9% change
2024-07-30: Highest IV Rank — 58.4%
2024-07-30: Largest Expected Move — 28.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.99	$4.66	$5.22	$4.66	$5.02
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	43.4%	30.3%	98.2%	34.5%	50.8%
Expected Move	12.6%	9.8%	28.1%	9.9%	14.6%
HV 20d	28.0%	22.8%	29.9%	22.8%	23.1%
HV 60d	56.3%	55.5%	57.0%	55.5%	57.0%
IV Rank	17.6%	7.8%	58.4%	10.9%	23.1%
IV Percentile	52.0%	25.0%	92.5%	38.1%	63.5%
Term Structure	-3.3%	-109.6%	145.5%	9.3%	-17.8%
VWIV	40.3%	18.3%	54.2%	18.3%	54.2%
Bid-Ask Spread %	118.09	31.58	141.50	41.69	141.50
Gamma HHI	0.80	0.55	0.98	0.91	0.55
Net GEX	5.6K	917	12.7K	5.3K	917
Net DEX	-60.4K	-169.5K	-20.9K	-39.9K	-20.9K
Net VEX	-174	-242	-131	-198	-143
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.29	0.00	0.00
Total Volume	3.227	0	22	0	0
Total OI	488.091	307	603	584	320

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
2024-07-01	$4.66	$5.00	34.5%	9.9%	22.8%	10.9%	0.0%	0.0%	9.3%	5.3K	-39.9K	-198	0.00	41.69	N/A	N/A	0	0	571	13
2024-07-02	$4.86	$5.00	36.0%	10.3%	27.9%	12.1%	18.3%	0.0%	18.2%	5.3K	-76.8K	-242	0.00	32.17	N/A	N/A	1	0	571	13
2024-07-03	$4.87	$5.00	37.5%	10.7%	27.9%	13.2%	0.0%	0.0%	18.2%	5.3K	-78.9K	-236	0.00	31.58	N/A	N/A	0	0	572	13
2024-07-05	$4.94	$0.00	32.0%	10.1%	28.3%	9.1%	0.0%	0.0%	1.3%	9.2K	-80.8K	-229	0.00	139.65	N/A	N/A	0	5	572	13
2024-07-08	$4.93	$0.00	33.4%	11.6%	28.0%	10.1%	0.0%	0.0%	-7.2%	9.7K	-77.5K	-213	0.00	131.06	N/A	N/A	0	0	572	13
2024-07-09	$4.94	$0.00	30.3%	10.1%	28.0%	7.8%	0.0%	0.0%	-2.2%	11.1K	-76.8K	-199	0.00	125.98	N/A	N/A	0	0	572	13
2024-07-10	$4.89	$0.00	35.8%	10.3%	28.2%	11.9%	0.0%	0.0%	-1.3%	10.5K	-65.6K	-198	0.00	125.17	N/A	N/A	0	0	572	13
2024-07-11	$4.88	$0.00	34.3%	9.8%	27.7%	10.8%	0.0%	0.0%	1.5%	10.3K	-61.9K	-187	0.00	141.39	N/A	N/A	0	0	572	13
2024-07-12	$4.78	$0.00	38.9%	11.1%	28.3%	14.2%	0.0%	0.0%	1.7%	6.7K	-54.8K	-179	0.00	129.56	N/A	N/A	0	22	572	13
2024-07-15	$4.87	$0.00	36.3%	10.4%	29.0%	12.3%	0.0%	0.0%	-2.4%	9.4K	-60.1K	-172	0.00	125.85	N/A	N/A	0	0	572	20
2024-07-16	$4.95	$0.00	37.8%	10.8%	29.6%	13.4%	0.0%	0.0%	-7.4%	12.7K	-74.3K	-164	0.00	117.51	N/A	N/A	0	0	572	20
2024-07-17	$5.06	$0.00	47.9%	13.7%	29.9%	20.9%	0.0%	0.0%	-4.0%	8.2K	-105.3K	-200	0.00	130.21	N/A	N/A	6	0	572	20
2024-07-18	$5.07	$0.00	44.1%	12.7%	28.9%	18.1%	0.0%	0.0%	0.0%	10.6K	-109.6K	-171	0.00	128.97	N/A	N/A	6	0	578	20
2024-07-19	$5.10	$0.00	47.0%	13.5%	28.6%	20.2%	0.0%	0.0%	145.5%	1.1K	-169.5K	-135	0.29	129.43	N/A	N/A	14	4	583	20
2024-07-22	$5.22	$0.00	48.5%	13.9%	29.4%	21.4%	0.0%	0.0%	-12.6%	1.2K	-28.2K	-133	0.00	133.96	N/A	N/A	0	0	291	16
2024-07-23	$5.19	$0.00	42.5%	12.2%	28.1%	16.9%	47.7%	0.0%	-2.4%	1.1K	-26.9K	-132	0.00	134.00	N/A	N/A	0	4	291	16
2024-07-24	$5.13	$5.00	51.6%	14.8%	28.6%	23.7%	0.0%	0.0%	-17.5%	1.1K	-25.4K	-148	0.00	133.43	N/A	N/A	0	0	291	20
2024-07-25	$5.03	$5.00	35.6%	10.2%	29.9%	11.8%	0.0%	0.0%	-28.7%	997	-22.6K	-140	0.00	116.98	N/A	N/A	0	0	291	20
2024-07-26	$5.08	$5.00	46.6%	13.3%	29.9%	19.9%	41.1%	0.0%	-31.4%	1.0K	-23.5K	-131	0.00	133.68	N/A	N/A	0	4	291	20
2024-07-29	$5.18	$5.00	54.9%	15.7%	29.2%	26.1%	0.0%	0.0%	-21.3%	1.0K	-25.1K	-135	0.00	133.52	N/A	N/A	1	0	291	24
2024-07-30	$5.14	$5.00	98.2%	28.1%	25.3%	58.4%	54.2%	0.0%	-109.6%	1.0K	-24.4K	-135	0.00	140.68	N/A	N/A	0	4	292	24
2024-07-31	$5.02	$5.00	50.8%	14.6%	23.1%	23.1%	0.0%	0.0%	-17.8%	917	-20.9K	-143	0.00	141.50	N/A	N/A	0	0	292	28