SELF Options History — September 2025

In September 2025, SELF traded between $5.00 and $5.33. ATM implied volatility averaged 33.4%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 14.0% (HV 20d: 19.4%). 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 1.88.

Notable Days

2025-09-02: Highest Volume — 23 contracts
2025-09-05: Largest IV spike — 70.7% change
2025-09-02: Highest IV Rank — 16.0%
2025-09-02: Largest Expected Move — 15.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.12	$5.00	$5.33	$5.33	$5.01
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	33.4%	23.2%	54.9%	54.9%	23.2%
Expected Move	9.2%	6.6%	15.7%	15.7%	6.6%
HV 20d	19.4%	13.9%	22.3%	20.7%	13.9%
HV 60d	17.4%	16.8%	17.8%	16.9%	16.8%
IV Rank	6.4%	1.9%	16.0%	16.0%	1.9%
IV Percentile	27.8%	2.4%	71.4%	71.4%	2.4%
Term Structure	-2.3%	-46.6%	49.2%	-43.4%	21.0%
VWIV	30.5%	27.7%	33.0%	31.8%	27.7%
Bid-Ask Spread %	123.17	98.85	138.95	122.56	111.49
Gamma HHI	0.88	0.55	1.00	0.90	0.86
Net GEX	183	28	588	588	125
Net DEX	-12.2K	-22.5K	-6.4K	-22.5K	-6.8K
Net VEX	-120	-130	-97	-97	-120
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.88	0.00	6.67	6.67	3.00
Total Volume	2.524	0	23	23	1
Total OI	148.762	115	157	115	155

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
2025-09-02	$5.33	$5.00	54.9%	15.7%	20.7%	16.0%	0.0%	0.0%	-43.4%	588	-22.5K	-97	6.67	122.56	N/A	N/A	3	20	85	30
2025-09-03	$5.25	$5.00	51.8%	14.9%	21.3%	14.6%	0.0%	0.0%	-46.6%	414	-20.0K	-102	0.00	127.54	N/A	N/A	0	1	85	40
2025-09-04	$5.14	$5.00	26.9%	7.6%	21.8%	3.5%	31.8%	0.0%	2.7%	328	-15.0K	-105	1.00	98.85	N/A	N/A	1	1	85	41
2025-09-05	$5.21	$5.00	45.9%	9.2%	22.3%	12.0%	0.0%	0.0%	-10.9%	205	-12.4K	-130	0.00	102.16	N/A	N/A	0	0	87	62
2025-09-08	$5.17	$5.00	34.6%	8.2%	22.3%	6.9%	0.0%	0.0%	-3.2%	154	-11.8K	-126	0.40	102.55	N/A	N/A	5	2	87	62
2025-09-09	$5.15	$5.00	36.6%	8.0%	21.6%	7.8%	33.0%	0.0%	-13.8%	123	-12.9K	-127	0.20	104.17	N/A	N/A	5	1	92	64
2025-09-10	$5.16	$5.00	28.0%	8.0%	20.9%	4.0%	0.0%	0.0%	19.2%	67	-13.0K	-129	0.00	118.71	N/A	N/A	0	0	92	65
2025-09-11	$5.14	$5.00	29.1%	8.3%	18.8%	4.5%	0.0%	0.0%	-13.2%	169	-11.5K	-129	0.00	115.77	N/A	N/A	0	0	92	65
2025-09-12	$5.16	$5.00	23.6%	6.8%	18.6%	2.1%	0.0%	0.0%	-2.3%	83	-14.9K	-121	0.00	121.22	N/A	N/A	0	0	92	65
2025-09-15	$5.22	$5.00	28.4%	8.2%	18.9%	4.2%	29.6%	0.0%	-0.8%	229	-18.1K	-117	0.00	117.69	N/A	N/A	2	0	92	65
2025-09-16	$5.14	$5.00	27.4%	7.9%	19.7%	3.7%	0.0%	0.0%	3.4%	233	-12.5K	-120	0.00	135.11	N/A	N/A	0	0	88	65
2025-09-17	$5.08	$5.00	34.6%	9.9%	20.0%	6.9%	0.0%	0.0%	-18.8%	63	-10.4K	-123	0.00	134.84	N/A	N/A	0	1	88	64
2025-09-18	$5.08	$5.00	37.4%	10.7%	20.0%	8.2%	0.0%	0.0%	-22.5%	28	-10.1K	-123	0.00	133.25	N/A	N/A	0	0	88	65
2025-09-19	$5.07	$5.00	38.1%	10.9%	20.0%	8.5%	0.0%	0.0%	-21.1%	187	-11.1K	-122	0.00	132.99	N/A	N/A	0	4	88	65
2025-09-22	$5.08	$5.00	23.5%	6.7%	19.9%	2.0%	0.0%	0.0%	3.4%	141	-11.6K	-122	0.00	133.31	N/A	N/A	0	2	88	62
2025-09-23	$5.08	$5.00	33.8%	9.7%	18.9%	6.6%	0.0%	0.0%	49.2%	153	-10.4K	-124	0.00	138.95	N/A	N/A	0	0	88	64
2025-09-24	$5.07	$5.00	39.6%	11.3%	18.1%	9.2%	0.0%	0.0%	-6.6%	126	-9.8K	-123	0.00	132.79	N/A	N/A	0	0	88	64
2025-09-25	$5.01	$5.00	30.6%	8.8%	17.2%	5.2%	0.0%	0.0%	12.0%	140	-7.3K	-121	0.00	133.04	N/A	N/A	0	0	88	64
2025-09-26	$5.00	$5.00	26.1%	7.5%	17.2%	3.2%	0.0%	0.0%	21.9%	146	-6.8K	-120	0.00	137.72	N/A	N/A	0	0	88	64
2025-09-29	$5.00	$5.00	28.2%	8.1%	15.6%	4.1%	27.7%	0.0%	21.1%	149	-6.4K	-117	3.00	131.84	N/A	N/A	1	3	88	64
2025-09-30	$5.01	$5.00	23.2%	6.6%	13.9%	1.9%	0.0%	0.0%	21.0%	125	-6.8K	-120	0.00	111.49	N/A	N/A	0	1	88	67