SELF Options History — June 2023 In June 2023, SELF traded between $4.93 and $5.17. ATM implied volatility averaged 53.4%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 39.7% (HV 20d: 13.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2023-06-14 : Highest Volume — 10 contracts2023-06-08 : Largest IV spike — 158.7% change2023-06-08 : Highest IV Rank — 22.2%2023-06-20 : Largest Expected Move — 17.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.03 $4.93 $5.17 $5.04 $5.04 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 53.4% 18.1% 122.8% 40.0% 49.5% Expected Move 10.3% 5.2% 17.4% 11.5% 14.2% HV 20d 13.8% 11.7% 14.7% 13.9% 14.4% HV 60d 18.8% 15.5% 24.3% 24.3% 15.5% IV Rank 7.1% 0.0% 22.2% 3.9% 6.9% IV Percentile 43.0% 0.0% 94.4% 31.0% 54.0% Term Structure 1.0% -46.1% 36.6% -4.2% 3.1% VWIV 31.7% 31.7% 31.7% 31.7% 31.7% Bid-Ask Spread % 96.58 66.30 131.26 131.26 89.45 Gamma HHI 0.74 0.51 0.93 0.78 0.71 Net GEX 105 -343 599 508 -87 Net DEX -7.7K -18.8K 2.7K -9.8K -5.4K Net VEX -184 -206 -171 -206 -171 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.00 1.00 0.00 1.00 Total Volume 0.952 0 10 0 0 Total OI 449.81 438 453 452 453
Daily Data (21 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 2023-06-01 $5.04 $5.00 40.0% 11.5% 13.9% 3.9% 0.0% 0.0% -4.2% 508 -9.8K -206 0.00 131.26 N/A N/A 0 0 360 92 2023-06-02 $5.00 $5.00 41.5% 11.9% 13.9% 4.2% 0.0% 0.0% -12.7% 491 -7.4K -205 0.00 118.52 N/A N/A 0 0 360 92 2023-06-05 $5.03 $5.00 83.3% 7.2% 13.6% 13.5% 0.0% 0.0% 8.4% 303 -7.4K -196 0.00 97.39 N/A N/A 0 0 360 92 2023-06-06 $5.01 $5.00 45.2% 8.8% 13.6% 5.0% 0.0% 0.0% 0.9% 536 -8.6K -197 0.00 108.65 N/A N/A 1 0 360 92 2023-06-07 $5.05 $5.00 47.5% 8.2% 13.9% 5.5% 0.0% 0.0% 3.9% 524 -11.9K -193 0.00 88.18 N/A N/A 0 0 360 92 2023-06-08 $5.08 $5.00 122.8% 11.0% 13.7% 22.2% 0.0% 0.0% -9.2% 287 -13.3K -197 0.00 108.87 N/A N/A 0 0 360 92 2023-06-09 $5.07 $5.00 113.0% 9.5% 13.7% 20.0% 0.0% 0.0% 0.6% 309 -12.0K -195 0.00 82.63 N/A N/A 0 0 361 92 2023-06-12 $5.09 $5.00 64.8% 7.0% 12.5% 9.4% 0.0% 0.0% 5.7% 599 -14.6K -184 0.00 84.92 N/A N/A 0 1 361 92 2023-06-13 $5.17 $5.00 121.8% 15.5% 13.5% 22.0% 0.0% 0.0% -46.1% 171 -18.8K -183 0.00 113.04 N/A N/A 0 0 361 92 2023-06-14 $5.09 $5.00 28.1% 8.1% 14.0% 1.3% 31.7% 0.0% 7.1% 88 -12.2K -182 0.00 91.35 N/A N/A 0 10 346 92 2023-06-15 $5.09 $5.00 33.5% 9.6% 11.7% 2.4% 0.0% 0.0% 0.0% -95 -9.2K -187 0.00 103.00 N/A N/A 0 0 346 102 2023-06-16 $5.00 $5.00 50.3% 14.4% 13.3% 6.1% 0.0% 0.0% -4.4% -22 -4.9K -184 0.00 105.60 N/A N/A 0 0 346 102 2023-06-20 $4.95 $5.00 60.7% 17.4% 13.7% 8.5% 0.0% 0.0% -13.9% 23 -808 -179 0.00 73.97 N/A N/A 0 0 346 101 2023-06-21 $5.01 $5.00 29.5% 8.5% 13.7% 1.6% 0.0% 0.0% -1.2% -137 -7.9K -177 0.00 76.46 N/A N/A 0 0 346 101 2023-06-22 $4.98 $5.00 20.4% 5.8% 13.7% 0.0% 0.0% 0.0% 16.5% -268 -5.6K -176 0.00 66.30 N/A N/A 0 0 346 101 2023-06-23 $4.93 $5.00 18.1% 5.2% 14.1% 0.0% 0.0% 0.0% 11.6% -343 2.7K -174 0.00 66.78 N/A N/A 0 2 346 101 2023-06-26 $4.96 $5.00 32.9% 9.4% 14.3% 3.2% 0.0% 0.0% 11.1% -86 -1.2K -173 0.00 105.88 N/A N/A 0 1 346 102 2023-06-27 $5.00 $5.00 29.3% 8.4% 14.6% 2.5% 0.0% 0.0% 1.1% -183 -3.0K -171 1.00 112.35 N/A N/A 1 1 346 103 2023-06-28 $5.03 $5.00 58.5% 16.8% 14.7% 8.9% 0.0% 0.0% 36.6% -195 -5.6K -171 0.00 103.04 N/A N/A 0 3 346 104 2023-06-29 $5.03 $5.00 31.4% 9.0% 14.7% 2.9% 0.0% 0.0% 4.6% -215 -4.2K -173 0.00 100.48 N/A N/A 0 0 346 107 2023-06-30 $5.04 $5.00 49.5% 14.2% 14.4% 6.9% 0.0% 0.0% 3.1% -87 -5.4K -171 0.00 89.45 N/A N/A 0 0 346 107
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