SELF Options History — April 2023 In April 2023, SELF traded between $5.08 and $5.29. ATM implied volatility averaged 45.2%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 20.5% (HV 20d: 24.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-13 : Highest Volume — 33 contracts2023-04-10 : Largest IV spike — 120.7% change2023-04-10 : Highest IV Rank — 15.6%2023-04-04 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.16 $5.08 $5.29 $5.16 $5.12 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 45.2% 34.5% 92.8% 60.8% 46.2% Expected Move 12.1% 9.9% 19.6% 17.4% 13.2% HV 20d 24.7% 14.5% 36.9% 36.9% 15.7% HV 60d 28.0% 26.5% 29.1% 29.1% 26.6% IV Rank 5.0% 2.7% 15.6% 8.5% 5.2% IV Percentile 34.0% 16.3% 82.9% 58.7% 41.7% Term Structure 1.2% -10.3% 37.9% 1.5% 21.4% VWIV 44.6% 41.4% 47.8% 47.8% 41.4% Bid-Ask Spread % 94.98 55.48 129.59 110.16 129.38 Gamma HHI 0.76 0.52 0.90 0.83 0.52 Net GEX -746 -1.5K -72 -742 -72 Net DEX 5.3K -9.7K 13.4K 12.6K -9.7K Net VEX -165 -202 -129 -129 -195 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.579 0 33 5 0 Total OI 400.105 372 441 372 398
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 2023-04-03 $5.16 $5.00 60.8% 17.4% 36.9% 8.5% 0.0% 0.0% 1.5% -742 12.6K -129 0.00 110.16 N/A N/A 0 5 273 99 2023-04-04 $5.15 $5.00 68.5% 19.6% 35.9% 10.2% 0.0% 0.0% -7.7% -583 10.5K -151 0.00 86.23 N/A N/A 0 0 273 104 2023-04-05 $5.16 $5.00 43.5% 12.5% 35.8% 4.6% 0.0% 0.0% -3.6% -1.0K 12.5K -135 0.00 78.38 N/A N/A 0 0 273 104 2023-04-06 $5.14 $5.00 42.1% 10.7% 35.2% 4.3% 0.0% 0.0% -4.2% -974 10.1K -144 0.00 99.34 N/A N/A 1 0 273 104 2023-04-10 $5.12 $5.00 92.8% 11.8% 34.3% 15.6% 0.0% 0.0% -2.2% -707 13.4K -131 0.00 86.66 N/A N/A 3 0 274 104 2023-04-11 $5.13 $5.00 47.9% 12.9% 34.2% 5.6% 47.8% 0.0% -8.2% -1.1K 11.8K -132 0.00 55.48 N/A N/A 0 3 276 104 2023-04-12 $5.13 $5.00 41.2% 11.8% 34.2% 4.1% 0.0% 0.0% -5.8% -1.5K 11.4K -131 0.00 78.72 N/A N/A 3 0 276 105 2023-04-13 $5.17 $5.00 37.0% 10.6% 33.6% 3.2% 0.0% 0.0% -4.3% -1.5K 8.1K -137 0.00 97.10 N/A N/A 33 0 279 105 2023-04-14 $5.27 $5.00 37.4% 10.7% 23.5% 3.3% 0.0% 0.0% -0.2% -694 -4.8K -187 0.00 84.71 N/A N/A 0 24 312 105 2023-04-17 $5.29 $5.00 35.6% 10.2% 18.9% 2.9% 0.0% 0.0% 2.1% -954 -286 -202 0.00 88.93 N/A N/A 0 0 312 129 2023-04-18 $5.21 $5.00 36.6% 10.5% 19.2% 3.1% 0.0% 0.0% -2.6% -777 9.0K -175 0.00 89.20 N/A N/A 0 0 312 129 2023-04-19 $5.14 $5.00 38.9% 11.2% 18.2% 3.6% 41.4% 0.0% -0.9% -1.4K 8.2K -189 0.00 86.45 N/A N/A 0 3 312 129 2023-04-20 $5.14 $5.00 34.7% 9.9% 15.9% 2.7% 0.0% 0.0% 37.9% -1.1K 9.0K -187 0.00 76.15 N/A N/A 0 0 312 129 2023-04-21 $5.13 $5.00 37.5% 10.8% 14.5% 3.3% 0.0% 0.0% 15.3% -223 -1.1K -187 0.00 102.16 N/A N/A 0 0 312 129 2023-04-24 $5.13 $5.00 42.3% 12.1% 14.5% 4.4% 0.0% 0.0% -4.7% -302 2.4K -175 0.00 110.48 N/A N/A 0 0 300 86 2023-04-25 $5.20 $5.00 37.5% 10.8% 14.9% 3.3% 0.0% 0.0% -1.1% -196 -2.6K -183 0.00 98.60 N/A N/A 6 0 300 86 2023-04-26 $5.08 $5.00 34.5% 9.9% 17.1% 2.7% 0.0% 0.0% -0.1% -159 -1.2K -187 0.00 116.82 N/A N/A 0 0 306 86 2023-04-27 $5.08 $5.00 42.9% 12.3% 16.1% 4.5% 0.0% 0.0% -10.3% -225 1.8K -179 0.00 129.59 N/A N/A 6 0 306 86 2023-04-28 $5.12 $5.00 46.2% 13.2% 15.7% 5.2% 0.0% 0.0% 21.4% -72 -9.7K -195 0.00 129.38 N/A N/A 0 0 312 86
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