SELF Options History — March 2025

In March 2025, SELF traded between $5.06 and $5.23. ATM implied volatility averaged 44.8%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 34.4% (HV 20d: 10.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-25: Highest Volume — 6 contracts
  • 2025-03-18: Largest IV spike — 110.3% change
  • 2025-03-19: Highest IV Rank — 21.3%
  • 2025-03-31: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.11$5.06$5.23$5.23$5.06
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV44.8%22.7%68.6%32.0%34.9%
Expected Move11.5%8.2%21.9%9.2%21.9%
HV 20d10.4%9.2%11.4%9.2%9.2%
HV 60d13.1%11.7%14.4%13.9%11.7%
IV Rank11.1%1.6%21.3%5.6%6.9%
IV Percentile56.6%1.2%90.1%21.0%40.1%
Term Structure-0.5%-33.9%37.9%-6.9%37.9%
VWIV40.6%29.3%62.0%29.3%30.4%
Bid-Ask Spread %124.98106.72138.95123.98138.95
Gamma HHI1.001.001.001.001.00
Net GEX483-81852516692
Net DEX-10.1K-14.2K-7.4K-14.2K-8.7K
Net VEX-43-52-34-47-37
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.9050600
Total OI79.71466848378

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$5.23$5.0032.0%9.2%9.2%5.6%0.0%0.0%-6.9%516-14.2K-470.00123.98N/AN/A005132
2025-03-04$5.13$5.0042.7%12.2%11.4%10.2%0.0%0.0%-24.5%551-9.3K-520.00107.64N/AN/A005132
2025-03-05$5.15$5.0032.0%9.2%11.4%5.6%29.3%0.0%11.7%501-10.8K-500.00110.97N/AN/A205132
2025-03-06$5.15$5.0043.5%12.5%10.5%10.5%0.0%0.0%3.7%579-10.2K-500.00108.32N/AN/A005132
2025-03-07$5.13$5.0043.9%12.6%10.4%10.7%0.0%0.0%-15.4%281-8.7K-510.00106.72N/AN/A005132
2025-03-10$5.13$5.0046.0%13.2%10.2%11.6%0.0%0.0%-22.4%59-8.6K-490.00130.30N/AN/A005132
2025-03-11$5.09$5.0063.6%13.9%10.3%19.2%0.0%0.0%21.1%40-7.7K-480.00127.00N/AN/A005132
2025-03-12$5.09$5.0062.5%11.2%10.2%18.7%0.0%0.0%11.7%-81-7.9K-470.00134.14N/AN/A005132
2025-03-13$5.08$5.0064.0%15.1%10.0%19.3%62.0%0.0%-33.9%73-7.4K-460.00113.13N/AN/A105132
2025-03-14$5.13$5.0028.3%12.6%10.7%4.0%0.0%0.0%-0.6%483-10.4K-440.00119.42N/AN/A005232
2025-03-17$5.14$5.0022.7%9.6%10.7%1.6%0.0%0.0%13.5%671-12.0K-390.00128.42N/AN/A004932
2025-03-18$5.12$5.0047.6%9.7%10.8%12.3%0.0%0.0%7.9%705-10.8K-400.00126.30N/AN/A004932
2025-03-19$5.13$5.0068.6%10.3%10.8%21.3%0.0%0.0%8.3%118-8.8K-410.00128.00N/AN/A004932
2025-03-20$5.13$0.0067.0%9.8%10.8%20.6%0.0%0.0%12.4%816-11.4K-370.00138.52N/AN/A004932
2025-03-21$5.09$0.0059.0%12.8%11.0%17.2%0.0%0.0%-0.5%567-11.1K-370.00137.80N/AN/A014932
2025-03-24$5.08$0.0037.9%9.8%10.9%8.1%0.0%0.0%-15.0%726-11.7K-360.00127.36N/AN/A004917
2025-03-25$5.09$0.0036.3%9.2%10.9%7.4%0.0%0.0%-9.2%838-12.3K-340.00121.66N/AN/A064917
2025-03-26$5.09$0.0027.5%8.3%10.6%3.7%30.4%0.0%7.8%852-11.7K-360.00122.49N/AN/A064923
2025-03-27$5.07$5.0044.0%8.2%9.3%10.7%0.0%0.0%-3.2%442-8.7K-410.00138.05N/AN/A304929
2025-03-28$5.08$5.0036.3%10.7%9.2%7.4%0.0%0.0%-14.2%716-9.8K-390.00135.38N/AN/A004929
2025-03-31$5.06$5.0034.9%21.9%9.2%6.9%0.0%0.0%37.9%692-8.7K-370.00138.95N/AN/A004929