SELF Options History — March 2026

In March 2026, SELF traded between $5.05 and $5.20. ATM implied volatility averaged 64.0%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 49.7% (HV 20d: 14.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.16.

Notable Days

  • 2026-03-18: Highest Volume — 62 contracts
  • 2026-03-27: Largest IV spike — 385.8% change
  • 2026-03-25: Highest IV Rank — 41.3%
  • 2026-03-27: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.11$5.05$5.20$5.19$5.06
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV64.0%19.7%109.4%63.3%66.4%
Expected Move15.1%5.6%27.4%18.2%19.0%
HV 20d14.3%11.8%16.5%11.8%13.4%
HV 60d12.9%11.9%13.7%13.7%11.9%
IV Rank21.6%2.2%41.3%21.3%22.6%
IV Percentile63.1%0.8%94.0%73.4%73.0%
Term Structure-1.7%-43.1%63.5%-38.1%-26.9%
VWIV72.8%54.8%95.7%54.8%95.7%
Bid-Ask Spread %73.1027.22138.64126.2055.75
Gamma HHI0.950.831.001.000.94
Net GEX-191-1.3K1.8K501-781
Net DEX-7.4K-21.0K4.7K-21.0K2.4K
Net VEX-344-384-303-334-378
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.004.640.500.00
Total Volume5.31806211
Total OI689.364397853806429

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$5.19$5.0063.3%18.2%11.8%21.3%54.8%0.0%-38.1%501-21.0K-3340.00126.20N/AN/A01182624
2026-03-03$5.20$5.0082.7%23.7%11.8%29.7%67.9%0.0%0.1%497-15.4K-3440.50138.64N/AN/A42182625
2026-03-04$5.14$5.0073.8%21.2%12.5%25.8%0.0%0.0%-43.1%161-10.5K-3480.00126.28N/AN/A00184627
2026-03-05$5.13$5.0076.4%14.0%12.5%26.9%0.0%0.0%-11.0%-457-10.3K-3430.00130.73N/AN/A00184627
2026-03-06$5.14$5.0066.1%14.1%12.5%22.5%0.0%0.0%-11.2%-498-11.4K-3400.00118.03N/AN/A00184627
2026-03-09$5.16$5.0088.6%14.6%12.5%32.3%0.0%0.0%-11.9%-459-12.8K-3320.00126.28N/AN/A00184627
2026-03-10$5.19$5.0092.4%14.7%12.2%34.0%0.0%0.0%-20.2%-667-16.6K-3220.00128.13N/AN/A00184627
2026-03-11$5.07$5.0039.1%11.2%14.9%10.7%0.0%0.0%-14.6%-38-5.2K-3270.00129.81N/AN/A00184627
2026-03-12$5.10$5.0053.5%7.9%15.1%17.0%0.0%0.0%-14.5%-488-7.5K-3220.0027.81N/AN/A10184627
2026-03-13$5.13$5.0041.8%0.0%14.7%11.9%0.0%0.0%-2.8%-658-13.1K-3170.0027.81N/AN/A00185627
2026-03-16$5.06$5.0052.2%11.1%15.6%16.4%0.0%0.0%-13.5%-490-3.9K-3110.0028.21N/AN/A00185627
2026-03-17$5.08$5.0059.5%17.1%15.5%19.6%0.0%0.0%-18.5%-200-5.8K-3090.0046.14N/AN/A00185626
2026-03-18$5.06$5.0046.9%14.0%15.5%14.1%0.0%0.0%39.0%489-5.4K-3034.6427.22N/AN/A1151185626
2026-03-19$5.07$5.0048.1%14.1%15.4%14.6%0.0%0.0%40.9%1054.1K-3610.0038.18N/AN/A00176677
2026-03-20$5.06$5.0020.0%8.0%15.4%2.4%0.0%0.0%63.5%1.8K-11.2K-3533.0052.79N/AN/A39176677
2026-03-23$5.05$5.0037.9%11.4%15.3%10.2%0.0%0.0%7.0%-3354.7K-3510.0061.14N/AN/A200157240
2026-03-24$5.11$5.00102.4%14.9%15.8%38.3%0.0%0.0%-7.1%-1.3K-10.3K-3660.0028.18N/AN/A01177240
2026-03-25$5.15$5.00109.4%14.6%16.0%41.3%0.0%0.0%40.9%-1.3K-9.7K-3780.0076.03N/AN/A00177241
2026-03-26$5.10$5.0019.7%5.6%16.4%2.2%0.0%0.0%21.9%1.3K-8.1K-3760.0028.18N/AN/A10177241
2026-03-27$5.06$5.0095.7%27.4%16.5%35.4%95.7%0.0%-10.4%-816839-3840.0059.23N/AN/A07178241
2026-03-30$5.06$5.0073.2%21.0%13.5%25.6%0.0%0.0%-7.9%-6443.1K-3780.0027.43N/AN/A50178248
2026-03-31$5.06$5.0066.4%19.0%13.4%22.6%0.0%0.0%-26.9%-7812.4K-3780.0055.75N/AN/A01181248