SELF Options History — December 2024

In December 2024, SELF traded between $5.06 and $5.31. ATM implied volatility averaged 34.9%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 19.8% (HV 20d: 15.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.01.

Notable Days

2024-12-31: Highest Volume — 13 contracts
2024-12-30: Largest IV drop — 40.8% change
2024-12-02: Highest IV Rank — 15.7%
2024-12-02: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.17	$5.06	$5.31	$5.09	$5.31
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	34.9%	22.1%	56.2%	56.2%	26.4%
Expected Move	9.7%	6.3%	16.1%	16.1%	7.6%
HV 20d	15.1%	13.1%	15.9%	15.4%	15.8%
HV 60d	16.1%	14.5%	19.1%	18.9%	15.1%
IV Rank	6.3%	0.3%	15.7%	15.7%	2.2%
IV Percentile	29.7%	0.4%	66.3%	66.3%	3.2%
Term Structure	24.3%	-9.3%	452.8%	5.5%	14.8%
VWIV	27.7%	16.7%	38.8%	38.8%	16.7%
Bid-Ask Spread %	108.71	54.86	124.07	124.07	54.86
Gamma HHI	1.00	0.99	1.00	1.00	1.00
Net GEX	369	191	540	410	540
Net DEX	-19.8K	-34.5K	-12.9K	-13.7K	-34.5K
Net VEX	-121	-143	-81	-143	-81
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.08	0.00	0.08
Total Volume	1.333	0	13	0	13
Total OI	163.619	157	168	168	160

Daily Data (21 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
2024-12-02	$5.09	$5.00	56.2%	16.1%	15.4%	15.7%	0.0%	0.0%	5.5%	410	-13.7K	-143	0.00	124.07	N/A	N/A	0	0	101	67
2024-12-03	$5.14	$5.00	39.9%	11.4%	15.8%	8.6%	0.0%	0.0%	-3.1%	409	-16.9K	-140	0.00	112.57	N/A	N/A	0	0	101	67
2024-12-04	$5.14	$5.00	35.0%	10.0%	15.7%	6.6%	0.0%	0.0%	-1.4%	445	-17.2K	-139	0.00	123.29	N/A	N/A	0	0	101	67
2024-12-05	$5.13	$5.00	33.1%	8.3%	14.5%	5.7%	0.0%	0.0%	11.3%	439	-16.7K	-138	0.00	115.49	N/A	N/A	0	0	101	67
2024-12-06	$5.13	$5.00	34.4%	8.4%	13.1%	6.3%	0.0%	0.0%	4.8%	499	-16.6K	-137	0.00	117.53	N/A	N/A	0	0	101	67
2024-12-09	$5.27	$5.00	36.2%	8.9%	15.8%	7.1%	0.0%	0.0%	-4.7%	429	-26.0K	-122	0.00	111.73	N/A	N/A	1	0	101	67
2024-12-10	$5.22	$5.00	43.0%	9.7%	15.1%	10.0%	0.0%	0.0%	-2.4%	519	-21.3K	-130	0.00	115.42	N/A	N/A	0	0	101	67
2024-12-11	$5.20	$5.00	32.6%	9.3%	14.9%	5.5%	0.0%	0.0%	1.3%	502	-20.4K	-130	0.00	114.79	N/A	N/A	0	0	101	67
2024-12-12	$5.18	$5.00	33.2%	9.5%	14.8%	5.8%	0.0%	0.0%	7.7%	459	-19.3K	-129	0.00	105.48	N/A	N/A	0	0	101	67
2024-12-13	$5.19	$5.00	25.3%	7.3%	14.6%	2.4%	0.0%	0.0%	23.8%	319	-23.1K	-122	0.00	111.26	N/A	N/A	0	0	101	67
2024-12-16	$5.22	$5.00	34.4%	9.9%	14.6%	6.3%	0.0%	0.0%	-0.2%	263	-21.1K	-119	0.00	115.35	N/A	N/A	1	0	94	67
2024-12-17	$5.21	$5.00	35.0%	10.0%	14.5%	6.6%	0.0%	0.0%	-5.0%	316	-20.2K	-117	0.00	114.55	N/A	N/A	0	0	93	67
2024-12-18	$5.13	$5.00	34.2%	9.8%	15.4%	6.2%	0.0%	0.0%	-0.9%	245	-16.4K	-120	0.00	116.22	N/A	N/A	0	0	93	67
2024-12-19	$5.06	$5.00	33.1%	9.5%	15.0%	5.7%	0.0%	0.0%	0.0%	191	-12.9K	-120	0.00	121.97	N/A	N/A	0	0	93	67
2024-12-20	$5.11	$5.00	33.3%	9.5%	15.5%	5.8%	0.0%	0.0%	452.8%	236	-16.0K	-118	0.00	119.86	N/A	N/A	0	0	93	67
2024-12-23	$5.13	$5.00	35.0%	10.0%	15.6%	5.9%	0.0%	0.0%	-6.9%	251	-16.9K	-114	0.00	104.56	N/A	N/A	2	0	93	64
2024-12-24	$5.12	$5.00	35.8%	10.3%	15.2%	6.2%	0.0%	0.0%	-4.5%	284	-17.0K	-115	0.00	114.03	N/A	N/A	0	0	95	64
2024-12-26	$5.13	$5.00	37.4%	10.7%	15.1%	6.9%	0.0%	0.0%	-8.6%	310	-17.5K	-112	0.00	100.40	N/A	N/A	1	0	95	64
2024-12-27	$5.21	$5.00	37.3%	10.7%	15.9%	6.9%	38.8%	0.0%	-9.3%	363	-22.1K	-108	0.00	90.65	N/A	N/A	10	0	96	64
2024-12-30	$5.24	$5.00	22.1%	6.3%	15.5%	0.3%	0.0%	0.0%	10.4%	329	-29.9K	-93	0.00	78.87	N/A	N/A	0	0	96	64
2024-12-31	$5.31	$5.00	26.4%	7.6%	15.8%	2.2%	16.7%	0.0%	14.8%	540	-34.5K	-81	0.08	54.86	N/A	N/A	12	1	96	64