SELF Options History — February 2023 In February 2023, SELF traded between $5.12 and $5.69. ATM implied volatility averaged 39.7%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 14.8% (HV 20d: 24.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.12.
Notable Days 2023-02-17 : Highest Volume — 35 contracts2023-02-07 : Largest IV spike — 151.1% change2023-02-07 : Highest IV Rank — 11.0%2023-02-03 : Largest Expected Move — 17.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.39 $5.12 $5.69 $5.12 $5.63 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 39.7% 25.7% 72.0% 25.8% 54.5% Expected Move 11.7% 7.4% 17.5% 7.4% 15.6% HV 20d 24.9% 21.2% 27.2% 26.8% 21.2% HV 60d 25.2% 23.3% 27.9% 27.8% 24.6% IV Rank 3.8% 0.7% 11.0% 0.7% 7.1% IV Percentile 24.6% 1.6% 70.2% 1.6% 50.0% Term Structure -12.2% -41.5% 5.5% -0.1% -30.9% VWIV 39.6% 18.5% 51.9% 18.5% 48.7% Bid-Ask Spread % 100.42 24.32 131.10 78.25 95.79 Gamma HHI 0.89 0.53 0.98 0.92 0.66 Net GEX -241 -474 68 -110 -298 Net DEX -7.3K -19.5K 3.4K 3.4K -11.2K Net VEX -72 -86 -52 -70 -77 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.12 0.00 10.00 10.00 0.00 Total Volume 6 0 35 11 0 Total OI 126.737 94 140 106 131
Daily Data (19 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 2023-02-01 $5.12 $5.00 25.8% 7.4% 26.8% 0.7% 18.5% 0.0% -0.1% -110 3.4K -70 10.00 78.25 N/A N/A 1 10 44 62 2023-02-02 $5.18 $5.00 25.7% 16.1% 25.9% 0.7% 0.0% 0.0% -36.4% -422 2.6K -71 0.00 116.81 N/A N/A 20 0 44 72 2023-02-03 $5.20 $5.00 26.1% 17.5% 25.7% 0.8% 0.0% 0.0% -41.5% -67 -5.3K -86 0.00 111.98 N/A N/A 0 0 64 72 2023-02-06 $5.23 $5.00 28.7% 8.7% 25.1% 1.4% 0.0% 0.0% 0.1% -195 -6.5K -80 0.00 92.60 N/A N/A 0 1 64 73 2023-02-07 $5.24 $5.00 72.0% 8.0% 23.9% 11.0% 0.0% 0.0% 5.5% -298 -2.9K -85 0.00 131.10 N/A N/A 1 0 64 73 2023-02-08 $5.29 $5.00 37.7% 10.8% 24.0% 3.4% 0.0% 0.0% -10.1% -144 -8.9K -78 0.00 112.31 N/A N/A 0 0 65 73 2023-02-09 $5.27 $5.00 28.4% 8.1% 23.6% 1.3% 0.0% 0.0% 1.6% -116 -7.7K -78 0.00 117.59 N/A N/A 0 0 65 72 2023-02-10 $5.33 $5.00 38.3% 11.0% 23.6% 3.5% 0.0% 0.0% -18.2% -251 -6.2K -77 0.00 127.69 N/A N/A 0 0 65 72 2023-02-13 $5.47 $5.00 33.7% 9.7% 24.8% 2.5% 0.0% 0.0% 1.8% -226 -9.3K -73 0.00 104.63 N/A N/A 2 0 65 72 2023-02-14 $5.45 $5.00 43.4% 12.4% 24.6% 4.6% 0.0% 0.0% -6.8% 68 -11.9K -70 0.00 112.09 N/A N/A 1 0 67 72 2023-02-15 $5.52 $5.00 40.7% 11.7% 24.8% 4.0% 0.0% 0.0% -7.2% -305 -17.2K -63 0.00 110.28 N/A N/A 1 0 68 72 2023-02-16 $5.48 $5.00 49.0% 14.0% 25.1% 5.9% 0.0% 0.0% -5.4% -269 -16.1K -67 0.00 124.52 N/A N/A 0 0 68 72 2023-02-17 $5.57 $5.00 46.0% 13.2% 24.5% 5.2% 51.9% 0.0% -24.4% -308 -19.5K -52 0.09 96.87 N/A N/A 32 3 68 72 2023-02-21 $5.41 $5.00 49.9% 14.3% 27.2% 6.1% 0.0% 0.0% -34.3% -453 623 -64 0.00 107.09 N/A N/A 0 0 37 57 2023-02-22 $5.39 $5.00 36.1% 10.4% 26.3% 3.0% 39.2% 0.0% -5.5% -474 583 -63 0.00 102.73 N/A N/A 20 0 37 57 2023-02-23 $5.44 $5.00 35.9% 10.3% 26.3% 3.0% 0.0% 0.0% 1.3% -32 -5.3K -80 0.00 80.71 N/A N/A 0 1 57 57 2023-02-24 $5.52 $5.00 37.7% 10.8% 24.0% 3.4% 0.0% 0.0% -13.7% -392 -8.6K -67 0.00 24.32 N/A N/A 0 10 57 58 2023-02-27 $5.69 $5.00 45.0% 12.9% 25.9% 5.0% 48.7% 0.0% -7.0% -292 -9.7K -72 0.00 60.60 N/A N/A 11 0 57 63 2023-02-28 $5.63 $5.00 54.5% 15.6% 21.2% 7.1% 0.0% 0.0% -30.9% -298 -11.2K -77 0.00 95.79 N/A N/A 0 0 68 63
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