SELF Options History — March 2024 In March 2024, SELF traded between $4.18 and $4.45. ATM implied volatility averaged 61.3%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 47.6% (HV 20d: 13.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-14 : Highest Volume — 11 contracts2024-03-14 : Largest IV drop — 43.6% change2024-03-12 : Highest IV Rank — 76.0%2024-03-01 : Largest Expected Move — 24.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.28 $4.18 $4.45 $4.23 $4.45 Max Pain $4.88 $2.50 $5.00 $2.50 $5.00 ATM IV 61.3% 30.3% 121.4% 86.5% 35.3% Expected Move 14.1% 8.7% 24.8% 24.8% 10.1% HV 20d 13.7% 7.2% 19.4% 7.2% 19.4% HV 60d 13.4% 12.1% 15.2% 12.4% 15.2% IV Rank 31.8% 9.0% 76.0% 50.3% 12.7% IV Percentile 60.9% 25.0% 96.0% 90.1% 34.1% Term Structure -20.5% -73.2% 34.4% 34.4% -3.4% Bid-Ask Spread % 95.87 79.10 128.67 117.65 99.18 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.3K 911 1.8K 984 1.8K Net DEX -10.7K -23.5K -3.1K -22.2K -6.7K Net VEX -85 -134 -57 -125 -67 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 1.4 0 11 0 0 Total OI 262.35 214 304 302 216
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 2024-03-01 $4.23 $2.50 86.5% 24.8% 7.2% 50.3% 0.0% 0.0% 34.4% 984 -22.2K -125 0.00 117.65 N/A N/A 0 0 289 13 2024-03-04 $4.19 $5.00 105.3% 21.2% 7.6% 64.2% 0.0% 0.0% -65.0% 961 -23.5K -134 0.00 127.41 N/A N/A 0 0 289 13 2024-03-05 $4.22 $5.00 115.8% 23.3% 8.0% 71.9% 0.0% 0.0% -69.3% 943 -22.8K -118 0.00 128.67 N/A N/A 0 0 289 13 2024-03-06 $4.23 $5.00 67.3% 18.4% 7.9% 36.2% 0.0% 0.0% -65.7% 1.1K -17.1K -109 0.00 97.39 N/A N/A 0 1 289 13 2024-03-07 $4.23 $5.00 71.3% 9.0% 7.8% 39.1% 0.0% 0.0% -0.1% 911 -3.1K -58 0.00 79.10 N/A N/A 0 0 289 12 2024-03-08 $4.22 $5.00 75.5% 19.5% 7.5% 42.3% 0.0% 0.0% -67.9% 1.1K -17.6K -111 0.00 98.05 N/A N/A 7 0 289 12 2024-03-11 $4.28 $5.00 104.1% 11.5% 9.3% 63.3% 0.0% 0.0% -12.9% 1.3K -7.0K -81 0.00 81.98 N/A N/A 0 0 291 12 2024-03-12 $4.19 $5.00 121.4% 17.0% 11.8% 76.0% 0.0% 0.0% -49.6% 1.1K -13.1K -98 0.00 97.06 N/A N/A 1 0 291 12 2024-03-13 $4.23 $5.00 72.4% 20.7% 12.4% 39.9% 0.0% 0.0% -73.2% 1.1K -18.1K -111 0.00 98.69 N/A N/A 2 0 291 12 2024-03-14 $4.18 $5.00 40.8% 11.7% 13.0% 16.7% 0.0% 0.0% 0.0% 1.2K -7.7K -83 0.00 84.15 N/A N/A 11 0 292 12 2024-03-15 $4.23 $5.00 33.7% 9.6% 13.8% 11.5% 0.0% 0.0% 14.8% 1.1K -4.5K -63 0.00 91.65 N/A N/A 0 0 283 11 2024-03-18 $4.37 $5.00 30.3% 8.7% 18.2% 9.0% 0.0% 0.0% -1.4% 1.4K -5.3K -69 0.00 93.21 N/A N/A 0 0 203 11 2024-03-19 $4.32 $5.00 32.3% 9.3% 18.5% 10.5% 0.0% 0.0% -1.8% 1.3K -5.3K -67 0.00 85.23 N/A N/A 0 0 203 11 2024-03-20 $4.34 $5.00 36.1% 10.3% 18.6% 13.2% 0.0% 0.0% -1.9% 1.5K -6.8K -72 0.00 95.42 N/A N/A 0 0 203 11 2024-03-21 $4.31 $5.00 38.8% 11.1% 18.7% 15.2% 0.0% 0.0% -2.3% 1.4K -6.6K -68 0.00 84.63 N/A N/A 0 0 203 11 2024-03-22 $4.33 $5.00 40.7% 11.7% 18.6% 16.7% 0.0% 0.0% -9.7% 1.5K -8.3K -72 0.00 94.39 N/A N/A 0 0 203 11 2024-03-25 $4.33 $5.00 42.1% 12.1% 18.4% 17.7% 0.0% 0.0% -8.5% 1.5K -6.7K -67 0.00 85.25 N/A N/A 5 0 203 11 2024-03-26 $4.38 $5.00 41.1% 11.8% 18.5% 16.9% 0.0% 0.0% -3.2% 1.6K -8.1K -70 0.00 97.66 N/A N/A 0 0 204 11 2024-03-27 $4.37 $5.00 35.6% 10.2% 18.5% 12.9% 0.0% 0.0% -3.6% 1.4K -3.9K -57 0.00 80.53 N/A N/A 1 0 204 11 2024-03-28 $4.45 $5.00 35.3% 10.1% 19.4% 12.7% 0.0% 0.0% -3.4% 1.8K -6.7K -67 0.00 99.18 N/A N/A 0 0 205 11
« Feb 2024 | All History | Apr 2024 » Home SELF History March 2024