SELF Options History — October 2024

In October 2024, SELF traded between $4.97 and $5.16. ATM implied volatility averaged 51.5%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 32.5% (HV 20d: 18.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.17.

Notable Days

2024-10-18: Highest Volume — 82 contracts
2024-10-25: Largest IV spike — 134.6% change
2024-10-30: Highest IV Rank — 50.2%
2024-10-30: Largest Expected Move — 39.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.04	$4.97	$5.16	$5.16	$5.02
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	51.5%	30.1%	136.5%	33.4%	86.7%
Expected Move	14.0%	8.4%	39.1%	9.6%	24.9%
HV 20d	18.9%	12.6%	26.4%	26.4%	14.3%
HV 60d	21.5%	18.1%	23.1%	23.1%	18.1%
IV Rank	13.6%	4.4%	50.2%	5.9%	28.8%
IV Percentile	52.3%	15.1%	97.2%	29.8%	87.7%
Term Structure	-11.4%	-142.2%	8.9%	-10.6%	-42.7%
VWIV	35.9%	31.2%	42.6%	31.2%	33.1%
Bid-Ask Spread %	114.25	87.50	129.09	115.58	101.49
Gamma HHI	1.00	0.99	1.00	1.00	1.00
Net GEX	2.0K	285	5.2K	2.5K	352
Net DEX	-27.1K	-48.0K	-8.9K	-48.0K	-12.5K
Net VEX	-177	-200	-154	-199	-162
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	2.00	0.00	0.00
Total Volume	5.478	0	82	0	5
Total OI	366.13	164	504	485	170

Daily Data (23 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
2024-10-01	$5.16	$5.00	33.4%	9.6%	26.4%	5.9%	0.0%	0.0%	-10.6%	2.5K	-48.0K	-199	0.00	115.58	N/A	N/A	0	0	407	78
2024-10-02	$5.15	$5.00	37.6%	10.8%	26.3%	7.7%	0.0%	0.0%	-4.5%	2.4K	-46.1K	-200	0.00	114.30	N/A	N/A	4	0	407	78
2024-10-03	$5.09	$5.00	42.7%	8.8%	25.7%	9.8%	0.0%	0.0%	5.1%	2.2K	-39.6K	-199	0.00	113.87	N/A	N/A	0	0	407	78
2024-10-04	$5.08	$5.00	34.6%	8.4%	25.7%	6.4%	0.0%	0.0%	5.0%	2.8K	-39.9K	-197	0.00	114.08	N/A	N/A	0	0	407	78
2024-10-07	$4.99	$5.00	54.3%	8.8%	25.8%	14.8%	31.2%	0.0%	8.9%	2.1K	-32.5K	-187	2.00	111.05	N/A	N/A	2	4	407	78
2024-10-08	$5.04	$5.00	48.9%	9.4%	25.7%	12.5%	32.3%	0.0%	4.6%	2.4K	-34.2K	-191	0.00	106.32	N/A	N/A	10	0	407	82
2024-10-09	$5.01	$5.00	31.5%	9.0%	25.2%	5.0%	0.0%	0.0%	-6.0%	3.3K	-33.4K	-194	0.00	119.43	N/A	N/A	1	0	417	82
2024-10-10	$5.03	$5.00	31.8%	9.1%	25.3%	5.2%	0.0%	0.0%	5.7%	3.6K	-36.7K	-192	0.00	122.87	N/A	N/A	0	0	418	82
2024-10-11	$4.97	$5.00	32.5%	9.3%	25.5%	5.5%	0.0%	0.0%	1.0%	2.7K	-29.7K	-188	0.00	129.09	N/A	N/A	0	2	418	82
2024-10-14	$5.04	$5.00	36.9%	10.6%	16.6%	7.3%	42.6%	0.0%	0.9%	3.6K	-37.2K	-178	0.00	107.52	N/A	N/A	0	4	418	82
2024-10-15	$5.00	$5.00	30.1%	8.6%	16.3%	4.4%	0.0%	0.0%	-0.5%	2.9K	-31.5K	-176	0.00	125.23	N/A	N/A	0	0	418	86
2024-10-16	$5.03	$5.00	39.2%	11.2%	15.9%	8.4%	0.0%	0.0%	-14.8%	3.9K	-35.3K	-172	0.00	127.53	N/A	N/A	0	0	418	86
2024-10-17	$5.03	$5.00	37.7%	10.8%	15.9%	7.7%	0.0%	0.0%	-7.7%	5.2K	-36.0K	-165	0.00	127.77	N/A	N/A	1	0	418	86
2024-10-18	$5.04	$5.00	36.0%	10.3%	16.0%	7.0%	0.0%	0.0%	2.8%	3.9K	-36.7K	-154	0.00	113.96	N/A	N/A	82	0	418	86
2024-10-21	$5.03	$5.00	35.8%	10.3%	13.9%	6.9%	36.0%	0.0%	-11.1%	383	-10.8K	-167	0.00	114.02	N/A	N/A	2	0	97	67
2024-10-22	$5.04	$5.00	41.3%	11.8%	13.7%	9.3%	0.0%	0.0%	-3.7%	306	-11.5K	-166	0.00	118.27	N/A	N/A	0	0	97	67
2024-10-23	$5.07	$5.00	59.6%	17.1%	13.6%	17.1%	40.3%	0.0%	-13.2%	304	-12.7K	-165	0.00	112.08	N/A	N/A	2	0	97	67
2024-10-24	$5.07	$5.00	40.4%	11.6%	13.1%	8.9%	0.0%	0.0%	-10.7%	355	-13.1K	-165	0.00	117.61	N/A	N/A	0	0	98	67
2024-10-25	$5.05	$5.00	94.8%	27.2%	12.6%	32.3%	0.0%	0.0%	-7.4%	299	-12.2K	-165	0.00	119.57	N/A	N/A	1	0	98	67
2024-10-28	$5.09	$5.00	70.1%	20.1%	12.6%	21.7%	33.1%	0.0%	-5.5%	320	-13.9K	-162	0.00	87.50	N/A	N/A	1	0	98	67
2024-10-29	$4.98	$5.00	91.2%	26.1%	14.5%	30.7%	0.0%	0.0%	-16.0%	285	-8.9K	-159	0.00	103.61	N/A	N/A	5	0	98	67
2024-10-30	$5.01	$5.00	136.5%	39.1%	14.8%	50.2%	0.0%	0.0%	-142.2%	389	-11.7K	-163	0.00	105.05	N/A	N/A	0	0	103	67
2024-10-31	$5.02	$5.00	86.7%	24.9%	14.3%	28.8%	0.0%	0.0%	-42.7%	352	-12.5K	-162	0.00	101.49	N/A	N/A	5	0	103	67