SELF Options History — March 2023

In March 2023, SELF traded between $5.06 and $5.66. ATM implied volatility averaged 59.9%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 28.6% (HV 20d: 31.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 2.98.

Notable Days

2023-03-13: Highest Volume — 212 contracts
2023-03-10: Largest IV spike — 80.1% change
2023-03-13: Highest IV Rank — 20.9%
2023-03-15: Largest Expected Move — 29.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.28	$5.06	$5.66	$5.62	$5.19
Max Pain	$5.76	$5.00	$7.50	$5.00	$5.00
ATM IV	59.9%	32.2%	117.1%	59.6%	32.2%
Expected Move	14.7%	6.6%	29.6%	17.1%	9.2%
HV 20d	31.3%	21.0%	38.8%	21.1%	37.1%
HV 60d	27.6%	24.6%	30.1%	24.6%	29.1%
IV Rank	8.3%	2.2%	20.9%	8.2%	2.2%
IV Percentile	50.2%	11.9%	90.9%	56.0%	11.9%
Term Structure	6.0%	-55.2%	343.4%	-15.0%	14.7%
VWIV	99.6%	36.4%	246.2%	48.4%	136.5%
Bid-Ask Spread %	101.78	67.02	134.88	100.23	67.02
Gamma HHI	0.68	0.41	0.96	0.65	0.84
Net GEX	-425	-1.0K	185	-262	-1.0K
Net DEX	730	-12.1K	12.4K	-9.5K	10.1K
Net VEX	-117	-180	-55	-95	-138
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.98	0.00	21.00	0.00	0.33
Total Volume	13.043	0	212	1	4
Total OI	272.304	131	368	131	368

Daily Data (23 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
2023-03-01	$5.62	$5.00	59.6%	17.1%	21.1%	8.2%	0.0%	0.0%	-15.0%	-262	-9.5K	-95	0.00	100.23	N/A	N/A	1	0	68	63
2023-03-02	$5.66	$5.00	73.3%	21.0%	21.0%	11.2%	0.0%	0.0%	-55.0%	-281	-12.1K	-74	0.00	126.00	N/A	N/A	0	1	69	63
2023-03-03	$5.55	$5.00	72.0%	20.6%	22.6%	11.0%	0.0%	0.0%	-52.1%	-331	-9.5K	-83	0.00	95.09	N/A	N/A	0	0	69	62
2023-03-06	$5.58	$7.50	72.7%	8.0%	22.6%	11.1%	0.0%	0.0%	-2.7%	-475	-10.8K	-55	0.00	98.06	N/A	N/A	6	0	69	62
2023-03-07	$5.43	$7.50	45.5%	6.6%	25.1%	5.1%	0.0%	0.0%	4.1%	-676	-9.0K	-59	0.00	88.51	N/A	N/A	1	0	75	62
2023-03-08	$5.37	$7.50	70.4%	12.4%	25.5%	10.6%	0.0%	0.0%	-19.2%	-266	-8.0K	-88	0.00	98.76	N/A	N/A	0	10	75	62
2023-03-09	$5.27	$7.50	47.2%	12.5%	26.2%	5.5%	48.4%	0.0%	-3.1%	-286	2.5K	-93	0.00	116.98	N/A	N/A	0	2	75	72
2023-03-10	$5.15	$7.50	85.0%	20.5%	27.4%	13.8%	75.9%	0.0%	-25.4%	100	6.1K	-107	0.00	128.62	N/A	N/A	1	0	75	73
2023-03-13	$5.19	$7.50	117.1%	22.7%	27.3%	20.9%	246.2%	0.0%	-13.0%	-319	1.6K	-103	0.00	109.41	N/A	N/A	212	0	75	73
2023-03-14	$5.17	$7.50	93.1%	11.8%	25.3%	15.6%	0.0%	0.0%	-7.0%	-15	4.6K	-106	0.00	122.01	N/A	N/A	0	10	284	73
2023-03-15	$5.08	$5.00	103.1%	29.6%	25.8%	17.8%	103.0%	0.0%	-55.2%	185	-3.3K	-113	0.00	119.57	N/A	N/A	2	0	284	55
2023-03-16	$5.44	$5.00	59.9%	17.2%	36.0%	8.3%	0.0%	0.0%	343.4%	-35	-10.0K	-109	10.50	125.60	N/A	N/A	2	21	282	55
2023-03-17	$5.23	$5.00	79.1%	22.7%	38.5%	12.5%	0.0%	0.0%	28.4%	-226	-4.2K	-136	0.00	134.88	N/A	N/A	1	0	283	76
2023-03-20	$5.17	$5.00	41.9%	12.0%	38.0%	4.3%	0.0%	0.0%	28.2%	-430	3.8K	-136	0.00	122.73	N/A	N/A	0	0	271	75
2023-03-21	$5.28	$5.00	36.3%	10.4%	37.7%	3.1%	36.4%	0.0%	0.8%	-475	-80	-131	21.00	76.39	N/A	N/A	1	21	271	75
2023-03-22	$5.15	$5.00	35.7%	10.2%	38.7%	2.9%	0.0%	0.0%	1.8%	-749	10.7K	-148	0.00	89.02	N/A	N/A	0	0	271	96
2023-03-23	$5.06	$5.00	42.7%	12.2%	38.8%	4.5%	0.0%	0.0%	3.3%	-499	6.5K	-172	0.00	75.14	N/A	N/A	0	0	271	96
2023-03-24	$5.08	$5.00	51.1%	14.6%	38.3%	6.3%	50.8%	0.0%	-3.0%	-420	8.0K	-180	1.00	91.55	N/A	N/A	1	1	271	96
2023-03-27	$5.13	$5.00	40.3%	11.6%	36.5%	4.0%	0.0%	0.0%	0.6%	-863	12.4K	-135	0.00	99.87	N/A	N/A	0	0	270	96
2023-03-28	$5.12	$5.00	38.8%	11.1%	36.4%	3.6%	0.0%	0.0%	-11.7%	-835	11.9K	-139	0.00	89.37	N/A	N/A	0	2	270	96
2023-03-29	$5.20	$5.00	33.2%	9.5%	37.1%	2.4%	0.0%	0.0%	2.0%	-862	6.5K	-143	0.00	88.75	N/A	N/A	0	0	270	98
2023-03-30	$5.26	$5.00	48.4%	13.9%	37.3%	5.7%	0.0%	0.0%	-27.2%	-717	8.7K	-140	0.00	77.44	N/A	N/A	0	0	270	98
2023-03-31	$5.19	$5.00	32.2%	9.2%	37.1%	2.2%	136.5%	0.0%	14.7%	-1.0K	10.1K	-138	0.33	67.02	N/A	N/A	3	1	270	98