SELF Options History — March 2022

In March 2022, SELF traded between $5.33 and $5.92. ATM implied volatility averaged 59.3%. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 33.5% (HV 20d: 25.7%). 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 9 of 23 days. Put/call ratio averaged 5.49.

Notable Days

  • 2022-03-01: Highest Volume — 156 contracts
  • 2022-03-22: Largest IV spike — 125.4% change
  • 2022-03-18: Largest Expected Move — 137.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.58$5.33$5.92$5.65$5.62
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV59.3%30.9%95.5%63.8%71.8%
Expected Move25.3%8.4%137.5%18.3%8.4%
HV 20d25.7%19.8%28.9%19.8%26.7%
HV 60d29.2%27.2%30.8%27.2%29.2%
Term Structure23.8%-66.9%404.8%-31.3%-66.9%
VWIV49.7%44.5%58.0%44.5%49.3%
Bid-Ask Spread %125.0397.63181.70114.29110.58
Gamma HHI0.570.500.830.510.54
Net GEX2.1K4503.3K1.9K2.0K
Net DEX-67.4K-88.3K-43.2K-74.9K-83.1K
Net VEX-285-401-124-398-321
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.492.6310.202.639.27
Total Volume132.652108156156113
Total OI429.087427432428432

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$5.65$5.0063.8%18.3%19.8%0.0%0.0%0.0%-31.3%1.9K-74.9K-3982.63114.29N/AN/A4311335474
2022-03-02$5.82$5.0073.0%20.9%22.7%0.0%0.0%0.0%-29.5%2.0K-86.7K-4012.63124.05N/AN/A4311335474
2022-03-03$5.92$5.0072.3%20.7%20.8%0.0%0.0%0.0%7.4%2.0K-79.4K-3263.32109.66N/AN/A3411335474
2022-03-04$5.89$5.0088.7%25.4%20.7%0.0%0.0%0.0%-11.0%1.9K-76.9K-3613.32130.64N/AN/A3411335474
2022-03-07$5.82$5.0095.5%27.4%20.8%0.0%0.0%0.0%-8.9%2.1K-74.3K-3243.32119.90N/AN/A3411335474
2022-03-08$5.83$5.0069.9%24.2%20.4%0.0%0.0%0.0%-21.1%1.9K-70.6K-3093.32112.91N/AN/A3411335474
2022-03-09$5.84$5.0066.8%27.8%19.9%0.0%0.0%0.0%-14.4%2.0K-74.5K-3243.32112.21N/AN/A3411335474
2022-03-10$5.54$5.0061.8%24.6%25.8%0.0%44.5%0.0%-35.9%2.3K-58.0K-2703.32123.33N/AN/A3411335474
2022-03-11$5.55$5.0039.4%27.5%25.9%0.0%48.1%0.0%15.4%2.4K-66.8K-3043.32115.34N/AN/A3411335475
2022-03-14$5.34$5.0063.5%14.2%28.3%0.0%48.6%0.0%-8.0%1.9K-43.2K-2723.32101.06N/AN/A3411335475
2022-03-15$5.33$5.0060.6%14.7%28.3%0.0%58.0%0.0%-4.9%2.1K-54.1K-3153.32101.33N/AN/A3411335575
2022-03-16$5.36$5.0056.8%13.0%28.4%0.0%49.3%0.0%-6.6%1.9K-46.1K-2512.9197.63N/AN/A349935575
2022-03-17$5.38$0.0039.9%68.4%28.5%0.0%0.0%0.0%307.7%2.7K-61.6K-3092.91178.63N/AN/A349935575
2022-03-18$5.40$0.0047.8%137.5%28.6%0.0%0.0%0.0%404.8%2.1K-47.0K-2092.91181.70N/AN/A349935575
2022-03-21$5.38$0.0035.2%17.9%28.6%0.0%0.0%0.0%26.0%3.3K-51.7K-1602.88124.07N/AN/A349835573
2022-03-22$5.44$0.0079.4%17.3%28.2%0.0%0.0%0.0%-14.4%450-67.5K-1249.80125.25N/AN/A109835473
2022-03-23$5.49$0.0048.8%15.7%28.5%0.0%0.0%0.0%53.0%2.2K-71.7K-3209.80143.76N/AN/A109835474
2022-03-24$5.49$0.0030.9%12.6%28.3%0.0%0.0%0.0%34.8%2.1K-88.3K-3079.80135.74N/AN/A109835474
2022-03-25$5.52$0.0033.7%12.6%28.4%0.0%0.0%0.0%7.8%2.1K-74.1K-24310.20132.56N/AN/A1010235474
2022-03-28$5.52$0.0046.9%9.6%28.3%0.0%0.0%0.0%-14.2%2.1K-65.1K-23110.20125.52N/AN/A1010235478
2022-03-29$5.63$0.0048.5%12.7%28.9%0.0%0.0%0.0%3.3%2.0K-75.4K-25610.20125.88N/AN/A1010235478
2022-03-30$5.55$0.0068.0%10.6%27.1%0.0%0.0%0.0%-46.3%2.0K-58.0K-21210.20129.64N/AN/A1010235478
2022-03-31$5.62$0.0071.8%8.4%26.7%0.0%0.0%0.0%-66.9%2.0K-83.1K-3219.27110.58N/AN/A1110235478