SELF Options History — September 2024

In September 2024, SELF traded between $5.05 and $5.45. ATM implied volatility averaged 37.6%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 17.8% (HV 20d: 19.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.27.

Notable Days

2024-09-16: Highest Volume — 99 contracts
2024-09-26: Largest IV spike — 75.2% change
2024-09-26: Highest IV Rank — 17.6%
2024-09-26: Largest Expected Move — 17.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.18	$5.05	$5.45	$5.21	$5.19
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	37.6%	25.3%	60.8%	33.3%	37.7%
Expected Move	10.0%	7.3%	17.4%	9.5%	10.8%
HV 20d	19.8%	11.4%	26.3%	11.4%	26.3%
HV 60d	24.5%	23.1%	26.3%	23.7%	23.1%
IV Rank	7.7%	2.4%	17.6%	5.8%	7.7%
IV Percentile	39.6%	7.9%	75.4%	31.3%	46.8%
Term Structure	18.6%	-56.7%	461.9%	-3.5%	-14.8%
VWIV	33.5%	25.5%	37.8%	36.3%	37.8%
Bid-Ask Spread %	107.02	78.79	123.44	113.80	119.16
Gamma HHI	0.97	0.81	1.00	0.98	1.00
Net GEX	2.0K	1.4K	2.6K	1.7K	2.1K
Net DEX	-45.2K	-65.8K	-29.9K	-39.7K	-49.6K
Net VEX	-183	-216	-150	-150	-200
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.27	0.00	4.00	0.00	1.00
Total Volume	9.65	0	99	1	1
Total OI	440.5	386	485	386	485

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
2024-09-03	$5.21	$5.00	33.3%	9.5%	11.4%	5.8%	0.0%	0.0%	-3.5%	1.7K	-39.7K	-150	0.00	113.80	N/A	N/A	1	0	344	42
2024-09-04	$5.18	$5.00	40.7%	11.7%	12.0%	9.0%	36.3%	0.0%	-3.7%	1.4K	-37.2K	-158	0.00	117.63	N/A	N/A	0	4	345	42
2024-09-05	$5.08	$5.00	42.9%	9.9%	12.0%	10.0%	0.0%	0.0%	5.6%	1.6K	-30.8K	-156	0.00	106.57	N/A	N/A	0	0	345	46
2024-09-06	$5.08	$5.00	41.2%	9.0%	12.0%	9.2%	0.0%	0.0%	6.9%	1.7K	-29.9K	-158	0.00	108.96	N/A	N/A	4	0	345	50
2024-09-09	$5.16	$5.00	49.3%	8.1%	13.0%	12.7%	25.5%	0.0%	3.2%	2.0K	-35.7K	-150	0.00	117.69	N/A	N/A	27	0	344	50
2024-09-10	$5.09	$5.00	48.6%	9.4%	14.0%	12.4%	0.0%	0.0%	-2.7%	1.9K	-36.5K	-185	0.00	118.35	N/A	N/A	0	0	367	50
2024-09-11	$5.16	$5.00	26.9%	7.7%	14.7%	3.1%	0.0%	0.0%	15.4%	2.3K	-43.0K	-180	0.00	116.68	N/A	N/A	0	0	367	50
2024-09-12	$5.15	$5.00	25.3%	7.3%	14.7%	2.4%	31.7%	0.0%	13.7%	2.6K	-42.5K	-178	4.00	123.44	N/A	N/A	1	4	367	50
2024-09-13	$5.17	$5.00	29.7%	8.5%	14.4%	4.3%	0.0%	0.0%	2.4%	2.1K	-42.5K	-181	0.00	115.15	N/A	N/A	0	6	367	54
2024-09-16	$5.45	$5.00	34.0%	9.8%	23.3%	6.1%	33.7%	0.0%	-5.8%	1.9K	-63.8K	-152	0.01	78.79	N/A	N/A	98	1	367	60
2024-09-17	$5.38	$5.00	32.6%	9.3%	24.0%	5.5%	0.0%	0.0%	-5.4%	1.7K	-65.8K	-175	3.00	87.56	N/A	N/A	2	6	403	61
2024-09-18	$5.29	$5.00	47.8%	13.7%	24.7%	12.1%	37.2%	0.0%	-25.4%	1.6K	-55.7K	-206	2.00	97.12	N/A	N/A	2	4	405	67
2024-09-19	$5.27	$5.00	30.9%	8.9%	24.5%	4.8%	0.0%	0.0%	461.9%	1.9K	-58.2K	-193	0.00	81.62	N/A	N/A	4	0	407	71
2024-09-20	$5.25	$5.00	34.1%	9.8%	24.6%	6.1%	32.6%	0.0%	-4.5%	2.1K	-58.0K	-197	2.00	88.49	N/A	N/A	2	4	410	71
2024-09-23	$5.13	$5.00	32.1%	9.2%	25.9%	5.3%	0.0%	0.0%	2.7%	2.3K	-47.0K	-201	2.00	88.09	N/A	N/A	2	4	406	62
2024-09-24	$5.09	$5.00	33.7%	9.7%	26.0%	6.0%	34.0%	0.0%	-4.7%	2.4K	-41.9K	-203	1.00	114.72	N/A	N/A	4	4	405	66
2024-09-25	$5.05	$5.00	34.7%	9.9%	25.6%	6.4%	32.9%	0.0%	-5.8%	2.3K	-39.8K	-206	0.00	114.60	N/A	N/A	0	4	407	70
2024-09-26	$5.10	$5.00	60.8%	17.4%	25.9%	17.6%	0.0%	0.0%	-56.7%	1.5K	-40.4K	-216	0.00	117.02	N/A	N/A	0	0	407	74
2024-09-27	$5.15	$5.00	35.4%	10.2%	26.2%	6.7%	33.5%	0.0%	-6.6%	2.3K	-45.5K	-206	0.00	114.88	N/A	N/A	0	4	407	74
2024-09-30	$5.19	$5.00	37.7%	10.8%	26.3%	7.7%	37.8%	0.0%	-14.8%	2.1K	-49.6K	-200	0.00	119.16	N/A	N/A	0	1	407	78