SELF Options History — November 2024 In November 2024, SELF traded between $4.98 and $5.24. ATM implied volatility averaged 58.2%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 43.1% (HV 20d: 15.1%). 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 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-19 : Highest Volume — 50 contracts2024-11-26 : Largest IV spike — 93.7% change2024-11-05 : Highest IV Rank — 40.3%2024-11-01 : Largest Expected Move — 27.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.14 $4.98 $5.24 $5.05 $5.12 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 58.2% 21.4% 113.4% 95.8% 28.1% Expected Move 12.3% 6.1% 27.5% 27.5% 8.1% HV 20d 15.1% 12.5% 16.8% 14.5% 15.4% HV 60d 18.8% 18.1% 19.2% 18.1% 18.9% IV Rank 16.5% 0.7% 40.3% 32.7% 3.6% IV Percentile 54.9% 0.4% 94.0% 90.5% 7.1% Term Structure -7.7% -44.3% 15.2% -44.3% -6.5% VWIV 30.8% 21.5% 38.0% 31.7% 38.0% Bid-Ask Spread % 120.66 88.52 143.34 107.67 120.50 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 458 265 768 366 421 Net DEX -19.0K -27.1K -11.3K -14.8K -16.0K Net VEX -155 -168 -144 -168 -145 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 6 0 50 0 0 Total OI 173.95 158 183 175 168
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 2024-11-01 $5.05 $5.00 95.8% 27.5% 14.5% 32.7% 0.0% 0.0% -44.3% 366 -14.8K -168 0.00 107.67 N/A N/A 0 0 108 67 2024-11-04 $5.04 $5.00 108.4% 14.8% 13.0% 38.1% 0.0% 0.0% -25.8% 363 -14.3K -165 0.00 127.84 N/A N/A 0 0 108 67 2024-11-05 $5.06 $5.00 113.4% 14.9% 12.5% 40.3% 0.0% 0.0% -23.2% 365 -15.7K -163 0.00 126.44 N/A N/A 0 0 108 67 2024-11-06 $4.98 $5.00 47.9% 9.4% 13.6% 12.1% 0.0% 0.0% -1.4% 453 -11.3K -161 0.00 123.93 N/A N/A 0 0 108 67 2024-11-07 $5.07 $5.00 79.8% 8.9% 15.1% 25.8% 31.7% 0.0% -1.7% 469 -15.5K -161 0.00 128.48 N/A N/A 2 0 108 67 2024-11-08 $5.12 $5.00 111.7% 14.8% 14.7% 39.6% 0.0% 0.0% -7.8% 458 -17.7K -161 0.00 113.37 N/A N/A 0 0 110 67 2024-11-11 $5.21 $5.00 61.2% 10.7% 15.1% 17.8% 0.0% 0.0% 2.0% 517 -24.1K -154 0.00 131.33 N/A N/A 0 0 110 67 2024-11-12 $5.17 $5.00 65.2% 7.6% 15.1% 19.6% 21.5% 0.0% 15.2% 594 -21.5K -155 0.00 108.20 N/A N/A 1 0 110 67 2024-11-13 $5.14 $5.00 35.0% 10.0% 15.2% 6.5% 0.0% 0.0% 7.9% 504 -19.8K -153 0.00 135.42 N/A N/A 0 0 110 67 2024-11-14 $5.18 $5.00 49.3% 14.1% 15.4% 12.7% 0.0% 0.0% 3.2% 449 -21.1K -152 0.00 143.34 N/A N/A 3 0 110 67 2024-11-15 $5.16 $5.00 46.0% 13.2% 15.5% 11.3% 0.0% 0.0% -1.3% 363 -24.0K -149 0.00 140.52 N/A N/A 1 0 111 67 2024-11-18 $5.13 $5.00 33.4% 9.6% 15.7% 5.9% 32.7% 0.0% -3.4% 398 -16.8K -146 0.00 130.19 N/A N/A 0 7 99 59 2024-11-19 $5.16 $5.00 44.6% 12.8% 15.7% 10.7% 0.0% 0.0% -23.0% 265 -17.1K -152 0.00 125.91 N/A N/A 50 0 99 66 2024-11-20 $5.24 $5.00 29.6% 8.5% 16.5% 4.2% 30.2% 0.0% 0.0% 621 -27.1K -159 0.00 88.52 N/A N/A 5 0 115 66 2024-11-21 $5.23 $5.00 56.6% 16.2% 16.5% 15.8% 0.0% 0.0% -27.2% 511 -25.1K -163 0.00 124.64 N/A N/A 0 0 117 66 2024-11-22 $5.21 $5.00 32.7% 9.4% 16.5% 5.6% 0.0% 0.0% 5.8% 768 -26.9K -159 0.00 103.74 N/A N/A 50 0 117 66 2024-11-25 $5.16 $5.00 35.1% 10.1% 16.8% 6.6% 38.0% 0.0% -4.0% 440 -17.4K -148 0.00 118.94 N/A N/A 0 1 101 66 2024-11-26 $5.13 $5.00 68.1% 19.5% 14.8% 20.8% 0.0% 0.0% -23.1% 302 -15.4K -149 0.00 116.35 N/A N/A 0 0 101 67 2024-11-27 $5.17 $5.00 21.4% 6.1% 14.9% 0.7% 0.0% 0.0% 5.6% 538 -19.1K -144 0.00 97.96 N/A N/A 0 0 101 67 2024-11-29 $5.12 $5.00 28.1% 8.1% 15.4% 3.6% 0.0% 0.0% -6.5% 421 -16.0K -145 0.00 120.50 N/A N/A 0 0 101 67
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