SELF Options History — May 2023 In May 2023, SELF traded between $5.00 and $5.16. ATM implied volatility averaged 47.9%, placing in the 5.6% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 29.6% (HV 20d: 18.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.16.
Notable Days 2023-05-17 : Highest Volume — 21 contracts2023-05-26 : Largest IV spike — 89.2% change2023-05-02 : Highest IV Rank — 13.1%2023-05-04 : Largest Expected Move — 29.6%Monthly Statistics Metric Avg Min Max Open Close Price $5.06 $5.00 $5.16 $5.14 $5.00 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 47.9% 34.7% 81.8% 44.0% 38.9% Expected Move 14.0% 10.0% 29.6% 12.6% 11.1% HV 20d 18.4% 14.3% 20.0% 15.2% 14.3% HV 60d 26.2% 24.8% 27.2% 26.5% 24.8% IV Rank 5.6% 2.7% 13.1% 4.8% 3.6% IV Percentile 42.6% 17.1% 79.4% 38.1% 28.2% Term Structure -12.1% -75.7% 14.1% 1.2% -7.2% VWIV 48.9% 34.7% 82.3% 82.3% 36.6% Bid-Ask Spread % 118.97 95.31 158.78 113.69 123.78 Gamma HHI 0.63 0.49 0.86 0.53 0.78 Net GEX 104 -194 732 -74 493 Net DEX -5.2K -10.1K 738 -3.7K -8.1K Net VEX -187 -208 -173 -183 -208 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.16 0.00 1.00 0.00 0.00 Total Volume 3.909 0 21 1 0 Total OI 418.636 398 452 398 452
Daily Data (22 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 2023-05-01 $5.14 $5.00 44.0% 12.6% 15.2% 4.8% 0.0% 0.0% 1.2% -74 -3.7K -183 0.00 113.69 N/A N/A 1 0 312 86 2023-05-02 $5.00 $5.00 81.8% 23.4% 17.9% 13.1% 82.3% 0.0% 14.1% 21 -8.9K -190 0.00 158.78 N/A N/A 0 1 312 86 2023-05-03 $5.06 $5.00 44.5% 12.8% 18.5% 4.9% 0.0% 0.0% -9.7% -142 598 -174 0.00 120.20 N/A N/A 0 1 312 86 2023-05-04 $5.02 $5.00 61.9% 29.6% 18.7% 8.7% 0.0% 0.0% -75.7% -162 -3.9K -189 1.00 156.98 N/A N/A 1 1 312 87 2023-05-05 $5.07 $5.00 44.3% 11.6% 19.1% 4.8% 0.0% 0.0% -9.1% -194 738 -175 0.00 121.69 N/A N/A 0 0 313 88 2023-05-08 $5.05 $5.00 50.2% 10.8% 19.1% 6.1% 0.0% 0.0% -2.2% -58 -3.8K -182 0.00 129.41 N/A N/A 0 0 313 88 2023-05-09 $5.03 $5.00 41.4% 10.6% 19.1% 4.2% 0.0% 0.0% -0.5% -173 -9 -173 0.00 107.73 N/A N/A 5 0 313 88 2023-05-10 $5.07 $5.00 39.1% 11.2% 19.3% 3.7% 0.0% 0.0% -8.1% -157 -1.0K -179 0.00 110.47 N/A N/A 0 0 318 88 2023-05-11 $5.05 $5.00 47.7% 13.7% 19.1% 5.6% 0.0% 0.0% -15.1% -121 -1.7K -179 0.00 112.17 N/A N/A 0 5 318 88 2023-05-12 $5.13 $5.00 62.7% 18.0% 18.7% 8.9% 0.0% 0.0% -16.5% -101 -4.4K -178 0.00 141.88 N/A N/A 0 0 318 83 2023-05-15 $5.10 $5.00 52.7% 15.1% 18.6% 6.7% 0.0% 0.0% -24.8% -56 -3.5K -176 0.00 126.16 N/A N/A 5 0 318 83 2023-05-16 $5.16 $5.00 39.8% 11.4% 18.5% 3.8% 0.0% 0.0% -6.5% 29 -7.0K -178 0.00 109.25 N/A N/A 0 0 322 83 2023-05-17 $5.05 $5.00 43.8% 12.5% 19.4% 4.7% 34.7% 0.0% -3.5% -48 -3.0K -175 0.00 110.54 N/A N/A 21 0 322 83 2023-05-18 $5.06 $5.00 44.5% 12.7% 19.5% 4.9% 0.0% 0.0% -5.3% 323 -9.1K -189 0.00 115.40 N/A N/A 0 10 342 83 2023-05-19 $5.04 $5.00 35.8% 10.3% 19.5% 2.9% 0.0% 0.0% -3.8% 157 -6.4K -195 0.00 109.08 N/A N/A 0 0 342 93 2023-05-22 $5.10 $5.00 44.7% 12.8% 20.0% 4.9% 42.1% 0.0% -10.3% 264 -7.0K -193 0.00 101.65 N/A N/A 12 0 341 92 2023-05-23 $5.07 $5.00 41.1% 11.8% 19.4% 4.1% 0.0% 0.0% -9.9% 425 -9.2K -194 0.00 103.21 N/A N/A 0 0 353 92 2023-05-24 $5.05 $5.00 44.0% 12.6% 17.6% 4.8% 0.0% 0.0% -25.9% 370 -10.1K -198 0.00 101.09 N/A N/A 0 0 356 92 2023-05-25 $5.04 $5.00 40.4% 11.6% 17.6% 4.0% 0.0% 0.0% -6.3% 463 -8.0K -202 0.25 95.31 N/A N/A 4 1 356 92 2023-05-26 $5.02 $5.00 76.4% 21.9% 17.4% 11.9% 0.0% 0.0% -38.6% 292 -8.3K -204 0.00 123.01 N/A N/A 0 0 360 92 2023-05-30 $5.02 $5.00 34.7% 10.0% 17.3% 2.7% 36.6% 0.0% -2.8% 732 -8.4K -199 0.00 125.82 N/A N/A 18 0 360 92 2023-05-31 $5.00 $5.00 38.9% 11.1% 14.3% 3.6% 0.0% 0.0% -7.2% 493 -8.1K -208 0.00 123.78 N/A N/A 0 0 360 92
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