SELF Options History — October 2023 In October 2023, SELF traded between $4.43 and $4.86. ATM implied volatility averaged 33.0%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 17.9% (HV 20d: 15.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-10-27 : Highest Volume — 40 contracts2023-10-23 : Largest IV spike — 109.6% change2023-10-31 : Highest IV Rank — 41.0%2023-10-31 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.67 $4.43 $4.86 $4.86 $4.53 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 33.0% 25.0% 61.3% 28.0% 61.3% Expected Move 9.3% 7.2% 17.6% 8.0% 17.6% HV 20d 15.1% 9.2% 20.6% 11.4% 20.6% HV 60d 14.5% 13.4% 15.8% 13.7% 15.5% IV Rank 14.1% 6.5% 41.0% 9.4% 41.0% IV Percentile 29.2% 6.0% 84.9% 15.9% 84.9% Term Structure 5.1% -11.7% 47.3% 7.5% -3.1% VWIV 22.8% 20.1% 27.9% 20.1% 27.9% Bid-Ask Spread % 56.72 26.94 100.23 36.25 58.09 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 81 -426 929 -426 929 Net DEX 13.0K -900 24.6K 5.2K -900 Net VEX -122 -158 -82 -158 -146 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 3.727 0 40 0 1 Total OI 209.136 143 240 229 199
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 2023-10-02 $4.86 $5.00 28.0% 8.0% 11.4% 9.4% 0.0% 0.0% 7.5% -426 5.2K -158 0.00 36.25 N/A N/A 0 0 129 100 2023-10-03 $4.81 $5.00 28.3% 8.1% 11.8% 9.7% 0.0% 0.0% 0.3% -398 10.4K -153 0.00 38.89 N/A N/A 1 0 129 100 2023-10-04 $4.80 $5.00 32.2% 9.2% 11.8% 13.4% 0.0% 0.0% -0.4% -324 10.8K -150 0.00 38.90 N/A N/A 0 0 130 100 2023-10-05 $4.80 $5.00 33.3% 8.4% 9.2% 14.4% 0.0% 0.0% 6.4% -322 10.7K -149 0.00 100.23 N/A N/A 0 0 130 100 2023-10-06 $4.73 $5.00 29.7% 8.5% 9.8% 11.1% 0.0% 0.0% 7.3% -265 15.9K -138 0.00 75.46 N/A N/A 0 0 130 100 2023-10-09 $4.78 $5.00 30.3% 7.7% 10.5% 11.6% 0.0% 0.0% 9.0% -338 15.3K -139 0.00 71.76 N/A N/A 0 4 130 100 2023-10-10 $4.70 $5.00 33.8% 7.6% 11.6% 14.9% 0.0% 0.0% 8.1% -193 17.9K -129 0.00 75.49 N/A N/A 0 0 130 99 2023-10-11 $4.77 $5.00 27.4% 7.9% 12.9% 8.8% 0.0% 0.0% 5.9% -287 18.3K -127 0.00 96.80 N/A N/A 0 0 130 99 2023-10-12 $4.75 $5.00 25.5% 7.3% 12.8% 7.0% 20.1% 0.0% 7.6% -235 20.6K -123 0.00 51.98 N/A N/A 2 0 130 99 2023-10-13 $4.71 $5.00 25.5% 7.3% 12.1% 7.1% 0.0% 0.0% 6.3% -129 20.8K -120 0.00 76.70 N/A N/A 0 0 132 99 2023-10-16 $4.78 $5.00 25.0% 7.2% 13.6% 6.5% 20.4% 0.0% 6.9% -107 17.9K -118 0.00 54.41 N/A N/A 5 0 132 94 2023-10-17 $4.83 $5.00 27.9% 8.0% 14.2% 9.4% 27.9% 0.0% -0.6% -69 12.3K -127 0.00 79.60 N/A N/A 4 0 137 94 2023-10-18 $4.70 $5.00 25.0% 7.2% 16.9% 6.6% 0.0% 0.0% 2.9% 196 21.0K -111 0.00 36.44 N/A N/A 0 0 141 94 2023-10-19 $4.59 $5.00 35.6% 10.2% 18.5% 16.7% 0.0% 0.0% 47.3% 389 24.6K -104 0.00 32.15 N/A N/A 5 0 141 94 2023-10-20 $4.60 $5.00 26.8% 7.7% 18.6% 8.3% 0.0% 0.0% 9.6% 384 19.4K -115 0.00 34.11 N/A N/A 4 0 146 94 2023-10-23 $4.54 $5.00 56.1% 16.1% 18.9% 36.1% 0.0% 0.0% -5.2% 450 7.2K -95 0.00 63.48 N/A N/A 4 0 92 51 2023-10-24 $4.54 $5.00 30.0% 8.6% 18.8% 11.3% 0.0% 0.0% 7.8% 484 6.0K -103 0.00 32.83 N/A N/A 2 0 96 51 2023-10-25 $4.46 $5.00 35.4% 10.2% 19.5% 16.5% 0.0% 0.0% 4.0% 438 8.0K -91 0.00 90.01 N/A N/A 1 0 98 51 2023-10-26 $4.43 $5.00 34.8% 10.0% 19.5% 15.8% 0.0% 0.0% -1.9% 410 11.0K -82 0.00 41.99 N/A N/A 5 0 99 51 2023-10-27 $4.46 $5.00 33.1% 9.5% 19.8% 14.3% 0.0% 0.0% -2.0% 473 9.1K -93 0.00 35.38 N/A N/A 40 0 104 51 2023-10-30 $4.46 $5.00 40.0% 11.5% 19.5% 20.7% 0.0% 0.0% -11.7% 728 5.1K -121 0.00 26.94 N/A N/A 4 0 144 51 2023-10-31 $4.53 $5.00 61.3% 17.6% 20.6% 41.0% 0.0% 0.0% -3.1% 929 -900 -146 0.00 58.09 N/A N/A 1 0 148 51
« Sep 2023 | All History | Nov 2023 » Home SELF History October 2023