SELF Options History — April 2024 In April 2024, SELF traded between $4.19 and $4.45. ATM implied volatility averaged 51.6%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 34.1% (HV 20d: 17.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-16 : Highest Volume — 27 contracts2024-04-03 : Largest IV spike — 136.9% change2024-04-09 : Highest IV Rank — 92.5%2024-04-03 : Largest Expected Move — 27.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.27 $4.19 $4.45 $4.45 $4.19 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 51.6% 29.6% 143.9% 39.0% 50.3% Expected Move 12.2% 8.1% 27.8% 11.2% 14.4% HV 20d 17.5% 14.0% 21.0% 19.3% 14.0% HV 60d 15.0% 14.1% 15.8% 15.2% 15.1% IV Rank 24.7% 8.5% 92.5% 15.4% 23.7% IV Percentile 55.0% 23.4% 99.2% 43.7% 61.9% Term Structure -5.5% -116.4% 62.6% -5.1% 62.6% Bid-Ask Spread % 79.35 68.46 106.44 84.17 70.86 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 648 152 1.8K 1.8K 305 Net DEX -3.5K -22.8K 2.7K -7.0K 1.4K Net VEX -44 -80 -20 -65 -35 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 1.409 0 27 0 0 Total OI 176.409 79 244 216 80
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 2024-04-01 $4.45 $5.00 39.0% 11.2% 19.3% 15.4% 0.0% 0.0% -5.1% 1.8K -7.0K -65 0.00 84.17 N/A N/A 0 0 205 11 2024-04-02 $4.36 $5.00 40.9% 11.7% 20.5% 16.8% 0.0% 0.0% -6.5% 1.3K -3.7K -51 0.00 79.94 N/A N/A 0 0 205 11 2024-04-03 $4.34 $5.00 96.9% 27.8% 20.6% 58.0% 0.0% 0.0% -116.4% 1.3K -20.2K -80 0.00 106.44 N/A N/A 0 0 204 11 2024-04-04 $4.37 $0.00 29.6% 9.0% 20.6% 8.5% 0.0% 0.0% -12.1% 638 44 -38 0.00 73.59 N/A N/A 0 0 204 11 2024-04-05 $4.33 $0.00 59.9% 8.1% 21.0% 30.7% 0.0% 0.0% -6.8% 1.5K -8.1K -61 0.00 75.12 N/A N/A 0 0 204 11 2024-04-08 $4.35 $0.00 87.8% 8.5% 21.0% 51.3% 0.0% 0.0% -7.2% 1.5K -13.0K -59 0.00 79.20 N/A N/A 0 0 204 11 2024-04-09 $4.34 $0.00 143.9% 8.5% 20.5% 92.5% 0.0% 0.0% -7.5% 1.3K -21.6K -72 0.00 88.66 N/A N/A 1 0 204 11 2024-04-10 $4.27 $0.00 33.6% 9.6% 19.8% 11.5% 0.0% 0.0% -8.4% 1.1K -22.8K -67 0.00 95.75 N/A N/A 2 0 204 11 2024-04-11 $4.23 $0.00 33.2% 9.5% 19.9% 11.1% 0.0% 0.0% -9.0% 166 2.6K -22 0.00 68.46 N/A N/A 0 0 206 11 2024-04-12 $4.21 $0.00 33.1% 9.5% 19.5% 11.1% 0.0% 0.0% -9.5% 160 2.6K -21 0.00 81.45 N/A N/A 0 0 206 11 2024-04-15 $4.21 $0.00 37.5% 10.7% 19.0% 14.3% 0.0% 0.0% -10.4% 161 2.6K -20 0.00 86.12 N/A N/A 0 0 206 11 2024-04-16 $4.19 $0.00 37.5% 10.8% 14.6% 14.3% 0.0% 0.0% -11.0% 152 2.7K -20 0.00 74.20 N/A N/A 27 0 206 11 2024-04-17 $4.21 $0.00 41.4% 11.9% 14.3% 17.2% 0.0% 0.0% -11.1% 320 1.1K -37 0.00 92.03 N/A N/A 0 0 233 11 2024-04-18 $4.20 $0.00 41.9% 12.0% 14.1% 17.5% 0.0% 0.0% 0.0% 311 1.3K -37 0.00 73.89 N/A N/A 0 0 233 11 2024-04-19 $4.27 $0.00 46.9% 13.4% 15.4% 21.2% 0.0% 0.0% 13.7% 361 726 -42 0.00 76.68 N/A N/A 0 0 233 11 2024-04-22 $4.29 $0.00 41.2% 11.8% 15.4% 17.0% 0.0% 0.0% -8.7% 373 730 -39 0.00 73.34 N/A N/A 1 0 68 11 2024-04-23 $4.25 $0.00 44.1% 12.7% 15.7% 19.2% 0.0% 0.0% 12.9% 347 1.0K -37 0.00 71.09 N/A N/A 0 0 69 11 2024-04-24 $4.21 $0.00 47.2% 13.5% 15.2% 21.4% 0.0% 0.0% 8.5% 324 1.1K -36 0.00 74.51 N/A N/A 0 0 69 11 2024-04-25 $4.20 $0.00 48.0% 13.8% 15.2% 22.0% 0.0% 0.0% 8.1% 315 1.3K -36 0.00 73.89 N/A N/A 0 0 69 11 2024-04-26 $4.27 $0.00 47.6% 13.7% 15.0% 21.8% 0.0% 0.0% -5.3% 341 41 -44 0.00 73.92 N/A N/A 0 0 69 11 2024-04-29 $4.22 $0.00 53.5% 15.3% 15.3% 26.1% 0.0% 0.0% 14.6% 317 397 -41 0.00 72.29 N/A N/A 0 0 69 11 2024-04-30 $4.19 $0.00 50.3% 14.4% 14.0% 23.7% 0.0% 0.0% 62.6% 305 1.4K -35 0.00 70.86 N/A N/A 0 0 69 11
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