SELF Options History — August 2023 In August 2023, SELF traded between $4.96 and $5.22. ATM implied volatility averaged 48.3%, placing in the 7.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 33.5% (HV 20d: 14.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 4.67.
Notable Days 2023-08-31 : Highest Volume — 94 contracts2023-08-16 : Largest IV spike — 219.8% change2023-08-04 : Highest IV Rank — 21.0%2023-08-16 : Largest Expected Move — 25.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.07 $4.96 $5.22 $5.15 $4.98 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 48.3% 22.3% 114.0% 36.4% 40.1% Expected Move 11.9% 6.4% 25.2% 10.4% 11.5% HV 20d 14.8% 12.7% 16.3% 16.0% 12.9% HV 60d 14.4% 13.9% 14.6% 14.5% 14.6% IV Rank 7.0% 1.3% 21.0% 4.0% 6.6% IV Percentile 40.3% 0.8% 93.7% 28.2% 43.3% Term Structure -13.6% -129.1% 6.7% -1.9% -19.5% VWIV 29.2% 22.1% 45.0% 45.0% 26.4% Bid-Ask Spread % 116.49 67.87 146.46 120.27 123.95 Gamma HHI 0.93 0.51 1.00 0.98 1.00 Net GEX -406 -2.5K 656 244 -1.1K Net DEX -4.9K -29.0K 20.3K -17.7K 20.3K Net VEX -177 -205 -148 -173 -196 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.67 0.00 24.00 1.00 0.00 Total Volume 8.13 0 94 1 94 Total OI 262.739 247 290 247 290
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 2023-08-01 $5.15 $5.00 36.4% 10.4% 16.0% 4.0% 0.0% 0.0% -1.9% 244 -17.7K -173 0.00 120.27 N/A N/A 0 1 147 100 2023-08-02 $5.22 $5.00 45.0% 12.9% 16.3% 5.9% 45.0% 0.0% -13.5% -124 -29.0K -148 1.00 121.65 N/A N/A 1 1 147 101 2023-08-03 $5.21 $5.00 44.0% 8.8% 15.5% 5.7% 0.0% 0.0% 6.5% 225 -19.7K -172 0.00 137.40 N/A N/A 0 0 147 101 2023-08-04 $5.21 $5.00 114.0% 10.0% 15.5% 21.0% 0.0% 0.0% -2.8% -1 -19.4K -165 0.00 101.19 N/A N/A 0 0 147 101 2023-08-07 $5.16 $5.00 103.4% 21.7% 15.9% 18.7% 0.0% 0.0% 1.9% 302 -16.4K -165 0.00 134.72 N/A N/A 0 0 147 101 2023-08-08 $5.14 $5.00 55.3% 6.5% 15.0% 8.2% 0.0% 0.0% 0.8% 5 -17.9K -160 0.00 122.96 N/A N/A 0 0 147 101 2023-08-09 $5.19 $5.00 24.9% 7.1% 14.7% 1.5% 0.0% 0.0% -0.5% 84 -21.2K -157 0.00 124.63 N/A N/A 0 0 147 101 2023-08-10 $5.14 $5.00 35.5% 10.2% 15.1% 3.8% 0.0% 0.0% -0.3% 267 -18.1K -157 0.00 126.46 N/A N/A 0 0 147 101 2023-08-11 $5.07 $5.00 28.7% 8.2% 15.8% 2.3% 0.0% 0.0% -1.1% 214 -13.1K -157 0.00 116.07 N/A N/A 0 0 147 101 2023-08-14 $5.04 $5.00 85.3% 24.4% 15.7% 14.7% 0.0% 0.0% -129.1% 383 -7.0K -160 0.00 111.24 N/A N/A 0 1 147 106 2023-08-15 $5.03 $5.00 27.5% 7.9% 15.7% 2.1% 0.0% 0.0% 6.7% -4 -7.4K -157 0.00 146.46 N/A N/A 0 0 147 107 2023-08-16 $4.99 $5.00 88.0% 25.2% 14.9% 15.3% 28.3% 0.0% -125.3% 252 -5.9K -154 24.00 123.49 N/A N/A 1 24 147 107 2023-08-17 $5.04 $5.00 84.0% 24.1% 13.9% 14.5% 0.0% 0.0% -0.2% -563 -2.5K -179 0.00 133.13 N/A N/A 0 0 148 131 2023-08-18 $5.05 $5.00 63.9% 18.3% 13.9% 10.0% 0.0% 0.0% 5.3% 656 -14.0K -170 3.00 141.00 N/A N/A 6 18 148 131 2023-08-21 $5.01 $5.00 31.8% 9.1% 13.9% 4.1% 0.0% 0.0% -6.1% -534 3.4K -198 0.00 111.02 N/A N/A 0 4 128 131 2023-08-22 $5.02 $5.00 26.9% 7.7% 13.8% 2.6% 24.4% 0.0% 2.4% -690 4.9K -198 0.00 67.87 N/A N/A 0 5 128 131 2023-08-23 $5.07 $5.00 26.8% 7.7% 14.1% 2.6% 28.9% 0.0% -0.3% -981 5.0K -199 0.00 95.61 N/A N/A 0 7 128 136 2023-08-24 $4.98 $5.00 25.6% 7.3% 15.6% 2.2% 22.1% 0.0% -3.4% -1.4K 11.9K -201 0.00 85.06 N/A N/A 0 12 128 143 2023-08-25 $5.01 $5.00 27.3% 7.8% 15.7% 2.8% 26.4% 0.0% -2.3% -1.4K 12.8K -205 0.00 88.55 N/A N/A 0 10 128 152 2023-08-28 $5.03 $5.00 22.3% 6.4% 15.1% 1.3% 0.0% 0.0% -7.8% -2.5K 12.3K -202 0.00 107.99 N/A N/A 0 0 128 162 2023-08-29 $5.01 $5.00 35.5% 10.2% 13.6% 5.2% 0.0% 0.0% -7.1% -1.2K 10.8K -200 0.00 113.90 N/A N/A 1 0 128 162 2023-08-30 $4.96 $5.00 38.8% 11.1% 12.7% 6.2% 0.0% 0.0% -15.0% -1.4K 15.5K -196 0.00 124.66 N/A N/A 1 0 128 162 2023-08-31 $4.98 $5.00 40.1% 11.5% 12.9% 6.6% 0.0% 0.0% -19.5% -1.1K 20.3K -196 0.00 123.95 N/A N/A 94 0 128 162
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