SELF Options History — August 2024

In August 2024, SELF traded between $4.78 and $5.22. ATM implied volatility averaged 65.9%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 41.0% (HV 20d: 24.9%). 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 16 of 22 days. Put/call ratio averaged 0.05.

Notable Days

2024-08-23: Highest Volume — 27 contracts
2024-08-09: Largest IV spike — 145.9% change
2024-08-09: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 28.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.05	$4.78	$5.22	$4.96	$5.20
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	65.9%	26.2%	252.0%	62.2%	30.0%
Expected Move	11.5%	7.5%	28.1%	17.8%	8.6%
HV 20d	24.9%	20.3%	29.2%	23.6%	20.3%
HV 60d	26.7%	23.8%	57.1%	57.1%	23.8%
IV Rank	25.8%	2.8%	100.0%	31.6%	4.4%
IV Percentile	50.6%	10.7%	100.0%	76.6%	21.0%
Term Structure	-2.2%	-64.0%	30.4%	-39.8%	8.8%
VWIV	37.0%	27.5%	47.8%	47.8%	27.5%
Bid-Ask Spread %	133.31	104.01	143.72	132.31	131.04
Gamma HHI	0.76	0.50	0.98	0.68	0.80
Net GEX	1.1K	802	1.6K	906	1.4K
Net DEX	-28.4K	-39.2K	-17.0K	-19.2K	-38.5K
Net VEX	-160	-243	-127	-127	-165
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.35	0.00	0.00
Total Volume	3.545	0	27	4	1
Total OI	353.636	320	385	320	385

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
2024-08-01	$4.96	$5.00	62.2%	17.8%	23.6%	31.6%	47.8%	0.0%	-39.8%	906	-19.2K	-127	0.00	132.31	N/A	N/A	0	4	292	28
2024-08-02	$4.99	$5.00	48.1%	13.8%	23.2%	21.1%	0.0%	0.0%	-12.3%	839	-19.5K	-150	0.00	132.37	N/A	N/A	0	0	292	32
2024-08-05	$4.78	$5.00	87.0%	28.1%	27.9%	50.1%	41.1%	0.0%	-64.0%	842	-38.7K	-229	0.00	133.30	N/A	N/A	0	4	292	32
2024-08-06	$4.81	$5.00	139.8%	23.5%	28.0%	89.4%	0.0%	0.0%	-60.5%	802	-17.0K	-159	0.00	142.68	N/A	N/A	26	0	292	36
2024-08-07	$4.93	$5.00	96.7%	11.0%	29.2%	57.3%	0.0%	0.0%	30.4%	1.0K	-34.4K	-243	0.00	134.09	N/A	N/A	0	0	316	36
2024-08-08	$4.94	$5.00	102.5%	14.9%	29.2%	61.6%	0.0%	0.0%	-16.0%	956	-22.0K	-168	0.00	141.98	N/A	N/A	1	0	316	36
2024-08-09	$4.95	$5.00	252.0%	12.3%	28.1%	100.0%	0.0%	0.0%	10.5%	987	-22.2K	-167	0.00	133.08	N/A	N/A	0	0	317	36
2024-08-12	$4.98	$5.00	138.6%	8.3%	27.4%	51.1%	0.0%	0.0%	25.4%	956	-23.7K	-168	0.00	143.72	N/A	N/A	0	0	317	36
2024-08-13	$4.99	$5.00	124.7%	9.5%	26.9%	45.2%	0.0%	0.0%	8.3%	970	-21.7K	-151	0.00	133.15	N/A	N/A	1	0	317	36
2024-08-14	$4.98	$5.00	35.7%	10.2%	25.6%	6.8%	0.0%	0.0%	7.4%	964	-22.4K	-155	0.00	133.50	N/A	N/A	0	0	318	36
2024-08-15	$5.03	$5.00	28.0%	8.0%	25.9%	3.5%	0.0%	0.0%	11.3%	931	-23.1K	-148	0.00	134.76	N/A	N/A	0	0	318	36
2024-08-16	$5.06	$5.00	26.2%	7.5%	25.9%	2.8%	0.0%	0.0%	10.4%	1.2K	-25.3K	-145	0.00	104.01	N/A	N/A	0	0	318	36
2024-08-19	$5.07	$5.00	35.9%	10.3%	24.4%	6.9%	0.0%	0.0%	0.3%	1.1K	-25.9K	-145	0.00	132.50	N/A	N/A	0	0	318	31
2024-08-20	$5.13	$5.00	34.0%	9.7%	24.7%	6.1%	0.0%	0.0%	1.8%	1.2K	-28.2K	-144	0.00	136.50	N/A	N/A	4	0	318	31
2024-08-21	$5.19	$5.00	34.1%	9.8%	24.7%	6.2%	31.7%	0.0%	-10.8%	1.4K	-32.3K	-133	0.00	132.18	N/A	N/A	0	4	318	31
2024-08-22	$5.20	$5.00	27.8%	8.0%	23.6%	3.5%	0.0%	0.0%	7.0%	1.1K	-30.5K	-145	0.00	131.04	N/A	N/A	0	0	318	35
2024-08-23	$5.18	$5.00	28.5%	8.2%	23.4%	3.8%	0.0%	0.0%	10.9%	1.1K	-29.9K	-150	0.35	134.07	N/A	N/A	20	7	318	35
2024-08-26	$5.15	$5.00	30.4%	8.7%	22.5%	4.6%	0.0%	0.0%	4.2%	1.4K	-33.9K	-158	0.00	131.34	N/A	N/A	0	0	338	41
2024-08-27	$5.22	$5.00	30.3%	8.7%	22.8%	4.5%	0.0%	0.0%	1.9%	1.6K	-38.8K	-150	0.00	133.58	N/A	N/A	0	0	338	41
2024-08-28	$5.21	$5.00	28.5%	8.2%	21.0%	3.8%	0.0%	0.0%	7.1%	1.6K	-37.8K	-149	0.00	138.52	N/A	N/A	4	0	338	41
2024-08-29	$5.21	$5.00	29.2%	8.4%	20.3%	4.1%	0.0%	0.0%	8.9%	1.5K	-39.2K	-163	0.00	133.06	N/A	N/A	2	0	343	41
2024-08-30	$5.20	$5.00	30.0%	8.6%	20.3%	4.4%	27.5%	0.0%	8.8%	1.4K	-38.5K	-165	0.00	131.04	N/A	N/A	0	1	344	41