SELF Options History — January 2025

In January 2025, SELF traded between $5.06 and $5.25. ATM implied volatility averaged 38.9%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 22.3% (HV 20d: 16.6%). 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 6 of 20 days. Put/call ratio averaged 0.67.

Notable Days

2025-01-03: Highest Volume — 13 contracts
2025-01-15: Largest IV drop — 49.0% change
2025-01-14: Highest IV Rank — 17.1%
2025-01-03: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.14	$5.06	$5.25	$5.21	$5.16
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	38.9%	26.3%	60.9%	44.2%	32.7%
Expected Move	9.6%	7.5%	14.0%	12.7%	9.4%
HV 20d	16.6%	15.3%	18.4%	17.2%	15.7%
HV 60d	15.5%	15.0%	16.3%	15.2%	15.6%
IV Rank	7.6%	2.1%	17.1%	9.9%	4.9%
IV Percentile	36.0%	2.8%	76.6%	55.6%	19.8%
Term Structure	-4.5%	-16.1%	6.9%	-14.8%	-5.7%
VWIV	38.6%	22.0%	60.8%	49.6%	25.3%
Bid-Ask Spread %	116.69	73.98	130.29	74.77	116.28
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	459	210	721	429	210
Net DEX	-15.8K	-37.4K	-8.7K	-22.2K	-9.5K
Net VEX	-77	-101	-62	-101	-66
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	3.33	3.33	0.00
Total Volume	1.95	0	13	0	0
Total OI	121.15	73	161	161	82

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
2025-01-02	$5.21	$5.00	44.2%	12.7%	17.2%	9.9%	0.0%	0.0%	-14.8%	429	-22.2K	-101	0.00	74.77	N/A	N/A	0	0	96	65
2025-01-03	$5.21	$5.00	49.0%	14.0%	17.2%	12.0%	49.6%	0.0%	-16.1%	417	-21.1K	-99	3.33	73.98	N/A	N/A	3	10	96	65
2025-01-06	$5.21	$5.00	47.9%	9.3%	17.2%	11.5%	0.0%	0.0%	-3.1%	554	-23.6K	-93	0.00	127.19	N/A	N/A	0	0	96	59
2025-01-07	$5.12	$5.00	51.8%	9.6%	18.4%	13.2%	0.0%	0.0%	1.7%	502	-18.1K	-93	0.00	119.46	N/A	N/A	0	0	96	59
2025-01-08	$5.08	$5.00	50.8%	9.2%	15.5%	12.7%	0.0%	0.0%	0.9%	541	-15.8K	-92	0.00	120.45	N/A	N/A	1	0	96	59
2025-01-10	$5.06	$5.00	40.2%	8.9%	15.3%	8.1%	0.0%	0.0%	-3.0%	593	-15.8K	-88	0.00	128.78	N/A	N/A	2	0	96	59
2025-01-13	$5.10	$5.00	52.3%	9.2%	15.6%	13.4%	0.0%	0.0%	3.3%	654	-19.2K	-81	0.00	129.51	N/A	N/A	0	0	97	59
2025-01-14	$5.08	$5.00	60.9%	8.8%	15.6%	17.1%	60.8%	0.0%	3.3%	642	-17.5K	-79	0.00	125.27	N/A	N/A	0	1	97	59
2025-01-15	$5.09	$5.00	31.1%	8.9%	15.6%	4.2%	35.4%	0.0%	6.9%	721	-19.9K	-74	0.00	119.77	N/A	N/A	0	2	97	59
2025-01-16	$5.13	$5.00	35.2%	10.1%	15.7%	6.0%	0.0%	0.0%	0.0%	668	-18.8K	-71	0.00	130.29	N/A	N/A	5	0	97	61
2025-01-17	$5.21	$5.00	37.0%	10.6%	16.8%	6.8%	0.0%	0.0%	-4.7%	518	-37.4K	-62	0.00	121.82	N/A	N/A	0	6	97	61
2025-01-21	$5.25	$5.00	34.5%	9.9%	15.9%	5.7%	0.0%	0.0%	-6.6%	315	-11.9K	-65	0.00	121.75	N/A	N/A	1	0	48	25
2025-01-22	$5.12	$5.00	29.9%	8.6%	17.7%	3.7%	0.0%	0.0%	-5.3%	361	-9.7K	-68	0.00	120.30	N/A	N/A	0	0	49	25
2025-01-23	$5.11	$5.00	30.5%	8.7%	17.4%	3.9%	0.0%	0.0%	-5.9%	423	-9.6K	-67	0.00	119.74	N/A	N/A	0	0	49	25
2025-01-24	$5.08	$5.00	31.2%	9.0%	17.5%	4.3%	22.0%	0.0%	-10.0%	374	-8.8K	-67	0.00	119.71	N/A	N/A	0	4	49	25
2025-01-27	$5.09	$5.00	30.6%	8.8%	17.5%	4.0%	0.0%	0.0%	1.2%	386	-8.7K	-67	0.00	119.71	N/A	N/A	0	0	49	29
2025-01-28	$5.12	$5.00	33.4%	9.6%	17.6%	5.2%	25.3%	0.0%	-14.7%	338	-9.4K	-66	0.00	120.28	N/A	N/A	0	4	49	29
2025-01-29	$5.14	$5.00	26.3%	7.5%	16.7%	2.1%	0.0%	0.0%	-6.5%	294	-9.4K	-67	0.00	104.97	N/A	N/A	0	0	49	33
2025-01-30	$5.15	$5.00	29.4%	8.4%	16.6%	3.5%	0.0%	0.0%	-6.9%	236	-9.6K	-66	0.00	119.73	N/A	N/A	0	0	49	33
2025-01-31	$5.16	$5.00	32.7%	9.4%	15.7%	4.9%	0.0%	0.0%	-5.7%	210	-9.5K	-66	0.00	116.28	N/A	N/A	0	0	49	33