SELF Options History — September 2023 In September 2023, SELF traded between $4.83 and $5.10. ATM implied volatility averaged 39.5%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 26.1% (HV 20d: 13.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-12 : Highest Volume — 6 contracts2023-09-07 : Largest IV spike — 95.9% change2023-09-12 : Highest IV Rank — 31.5%2023-09-08 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.98 $4.83 $5.10 $5.03 $4.83 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 39.5% 21.3% 123.6% 28.5% 25.7% Expected Move 7.1% 6.0% 8.4% 8.2% 7.4% HV 20d 13.4% 11.8% 14.4% 13.6% 11.8% HV 60d 14.2% 13.7% 15.0% 14.6% 13.7% IV Rank 9.0% 1.1% 31.5% 3.1% 7.2% IV Percentile 27.9% 0.8% 98.8% 13.5% 7.5% Term Structure 7.0% -17.6% 14.3% -17.6% 2.1% VWIV 23.3% 23.3% 23.3% 23.3% 23.3% Bid-Ask Spread % 96.70 75.76 119.15 119.15 91.10 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -874 -2.7K -187 -2.7K -335 Net DEX 3.5K -11.3K 14.7K 14.7K 11.4K Net VEX -187 -216 -159 -216 -159 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 0.6 0 6 0 0 Total OI 263.55 229 302 291 229
Daily Data (20 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 2023-09-01 $5.03 $5.00 28.5% 8.2% 13.6% 3.1% 0.0% 0.0% -17.6% -2.7K 14.7K -216 0.00 119.15 N/A N/A 0 0 129 162 2023-09-05 $5.02 $5.00 37.5% 6.7% 13.3% 5.8% 23.3% 0.0% 6.7% -2.4K 11.6K -209 0.00 93.43 N/A N/A 4 0 129 162 2023-09-06 $5.01 $5.00 51.7% 6.8% 13.3% 10.0% 0.0% 0.0% 9.6% -1.8K 12.2K -211 0.00 94.58 N/A N/A 0 0 133 162 2023-09-07 $5.10 $5.00 101.2% 6.9% 14.4% 24.8% 0.0% 0.0% 9.5% -1.1K 7.8K -208 0.00 100.35 N/A N/A 0 0 133 162 2023-09-08 $5.05 $5.00 53.8% 8.4% 14.4% 10.7% 0.0% 0.0% 3.0% -1.9K 9.0K -207 0.00 91.91 N/A N/A 0 0 133 162 2023-09-11 $5.08 $5.00 70.9% 6.0% 13.8% 15.8% 0.0% 0.0% 11.7% -2.2K 6.5K -198 0.00 96.51 N/A N/A 0 0 133 162 2023-09-12 $5.06 $5.00 123.6% 6.1% 13.7% 31.5% 0.0% 0.0% 4.5% -1.4K 11.9K -192 0.00 88.59 N/A N/A 6 0 133 162 2023-09-13 $5.09 $5.00 23.6% 6.8% 13.8% 1.7% 0.0% 0.0% 12.6% -328 -11.0K -188 0.00 86.70 N/A N/A 1 0 139 162 2023-09-14 $5.10 $5.00 21.7% 6.2% 13.4% 1.1% 0.0% 0.0% 14.3% -310 -11.3K -189 0.00 91.54 N/A N/A 0 0 140 162 2023-09-15 $5.02 $5.00 22.9% 6.6% 14.3% 4.6% 0.0% 0.0% 10.5% -231 -6.2K -190 0.00 110.67 N/A N/A 0 1 134 162 2023-09-18 $5.00 $5.00 24.8% 7.1% 14.3% 6.4% 0.0% 0.0% 5.3% -187 -4.8K -186 0.00 114.39 N/A N/A 0 0 134 100 2023-09-19 $4.96 $5.00 25.3% 7.2% 14.3% 6.8% 0.0% 0.0% 7.7% -281 -2.4K -183 0.00 78.01 N/A N/A 0 0 134 100 2023-09-20 $4.96 $5.00 21.3% 6.1% 14.3% 3.0% 0.0% 0.0% 11.9% -383 -2.8K -182 0.00 75.76 N/A N/A 0 0 134 100 2023-09-21 $4.94 $5.00 22.3% 6.4% 13.8% 4.0% 0.0% 0.0% 11.1% -330 -1.4K -180 0.00 104.85 N/A N/A 0 0 134 100 2023-09-22 $4.92 $5.00 25.0% 7.2% 12.4% 6.5% 0.0% 0.0% 9.9% -270 -1.4K -177 0.00 83.80 N/A N/A 0 0 134 100 2023-09-25 $4.89 $5.00 28.8% 8.3% 12.2% 10.2% 0.0% 0.0% 7.3% -359 1.3K -169 0.00 117.33 N/A N/A 0 0 129 100 2023-09-26 $4.85 $5.00 26.8% 7.7% 12.3% 8.2% 0.0% 0.0% 6.9% -339 8.2K -167 0.00 100.11 N/A N/A 0 0 129 100 2023-09-27 $4.85 $5.00 27.3% 7.8% 12.3% 8.8% 0.0% 0.0% 5.0% -342 6.1K -166 0.00 90.56 N/A N/A 0 0 129 100 2023-09-28 $4.83 $5.00 27.8% 8.0% 12.0% 9.2% 0.0% 0.0% 7.5% -317 10.0K -160 0.00 104.65 N/A N/A 0 0 129 100 2023-09-29 $4.83 $5.00 25.7% 7.4% 11.8% 7.2% 0.0% 0.0% 2.1% -335 11.4K -159 0.00 91.10 N/A N/A 0 0 129 100
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