SOFI Options History — June 2021

Name: SOFI Options Analytics - June 2021
Creator: Options Analysis Suite

In June 2021, SOFI traded between $18.79 and $23.14. ATM implied volatility averaged 96.9%. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 26.6% (HV 20d: 70.3%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.30.

Notable Days

2021-06-29: Highest Volume — 387,716 contracts
2021-06-22: Largest IV spike — 24.9% change
2021-06-29: Largest Expected Move — 35.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.35	$18.79	$23.14	$20.86	$19.11
Max Pain	$19.34	$17.50	$20.00	$17.50	$20.00
ATM IV	96.9%	81.2%	120.7%	93.1%	97.7%
Expected Move	27.3%	23.3%	35.3%	25.9%	31.6%
HV 20d	70.3%	67.6%	72.6%	72.6%	67.6%
Term Structure	-0.7%	-9.0%	12.5%	-5.8%	1.4%
VWIV	100.9%	86.5%	136.1%	94.4%	116.3%
Skew 25d	-17.1%	-55.4%	-2.3%	-15.8%	-37.4%
Skew 10d	-35.3%	-86.2%	-8.1%	-52.4%	-63.7%
Call IV 25d	108.2%	92.2%	155.7%	106.2%	129.7%
Put IV 25d	91.1%	78.3%	104.0%	90.4%	92.3%
Bid-Ask Spread %	16.64	2.68	33.18	23.70	2.68
Gamma HHI	0.15	0.09	0.44	0.14	0.16
Net GEX	4.6M	1.2M	11.3M	3.7M	3.2M
Net DEX	-241.4M	-368.0M	-37.5M	-244.4M	-184.3M
Net VEX	-1.6M	-1.9M	-1.4M	-1.6M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.13	0.98	0.33	0.37
Total Volume	146,629.895	49,212	387,716	79,322	255,655
Total OI	587,493.263	493,622	853,038	522,083	853,038

Daily Data (19 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 Vol	Put Vol	Call OI	Put OI
2021-06-04	$20.86	$17.50	93.1%	25.9%	0.0%	0.0%	94.4%	-15.8%	-5.8%	3.7M	-244.4M	-1.6M	0.33	23.70	59,841	19,481	360,961	161,122
2021-06-07	$21.14	$17.50	88.7%	25.0%	0.0%	0.0%	97.6%	-13.2%	-2.8%	4.4M	-262.8M	-1.5M	0.35	21.80	36,414	12,798	362,229	166,441
2021-06-08	$22.95	$17.50	105.8%	28.7%	0.0%	0.0%	101.6%	-10.4%	-7.2%	4.8M	-364.7M	-1.7M	0.15	30.75	94,275	14,096	372,520	172,617
2021-06-09	$22.64	$17.50	96.9%	27.2%	0.0%	0.0%	97.3%	-19.3%	-9.0%	6.1M	-349.2M	-1.6M	0.13	29.33	108,418	14,331	392,902	176,187
2021-06-10	$23.14	$17.50	92.4%	27.1%	0.0%	0.0%	95.2%	-11.5%	-1.5%	7.0M	-368.0M	-1.6M	0.21	32.27	63,349	13,309	390,313	176,604
2021-06-11	$22.47	$20.00	86.4%	24.8%	0.0%	0.0%	92.9%	-20.7%	-7.4%	6.1M	-306.8M	-1.5M	0.15	33.18	51,824	7,712	388,988	182,022
2021-06-14	$21.82	$20.00	87.9%	25.4%	0.0%	0.0%	98.7%	-13.9%	1.2%	5.6M	-262.1M	-1.5M	0.36	28.59	70,416	25,287	374,882	177,914
2021-06-15	$20.83	$20.00	83.3%	23.9%	0.0%	0.0%	94.9%	-8.9%	10.5%	4.7M	-207.9M	-1.5M	0.28	26.17	58,389	16,210	381,113	179,764
2021-06-16	$21.93	$20.00	91.6%	26.3%	0.0%	0.0%	96.3%	-13.4%	1.9%	5.9M	-263.0M	-1.5M	0.15	17.20	109,355	16,322	390,262	188,233
2021-06-17	$22.77	$20.00	85.7%	24.6%	0.0%	0.0%	86.8%	-8.1%	12.5%	7.7M	-308.3M	-1.5M	0.17	15.34	91,803	15,993	394,021	189,753
2021-06-18	$22.60	$20.00	88.4%	25.3%	0.0%	0.0%	93.0%	-12.5%	4.3%	11.3M	-277.3M	-1.5M	0.14	6.63	90,313	12,205	393,954	195,985
2021-06-21	$22.45	$20.00	81.2%	23.3%	0.0%	0.0%	86.5%	-13.0%	8.2%	4.4M	-268.4M	-1.4M	0.22	11.51	61,751	13,805	340,264	153,358
2021-06-22	$21.45	$20.00	101.4%	29.1%	0.0%	0.0%	101.3%	-7.1%	-5.8%	3.3M	-208.9M	-1.5M	0.48	10.23	92,976	44,688	347,987	162,360
2021-06-23	$21.48	$20.00	105.8%	30.3%	0.0%	0.0%	105.8%	-7.7%	-8.9%	2.4M	-194.3M	-1.5M	0.22	4.11	132,455	29,171	359,196	189,772
2021-06-24	$20.93	$20.00	118.1%	28.6%	0.0%	0.0%	107.9%	-2.3%	4.0%	1.2M	-144.7M	-1.5M	0.26	4.54	115,313	29,624	374,098	212,056
2021-06-25	$18.79	$20.00	99.7%	27.6%	72.6%	0.0%	102.1%	-20.1%	-0.5%	1.2M	-37.5M	-1.5M	0.98	8.18	138,711	136,449	387,999	230,117
2021-06-28	$19.34	$20.00	120.7%	29.4%	71.6%	0.0%	111.6%	-35.0%	-1.6%	1.3M	-143.7M	-1.7M	0.48	4.69	233,185	112,328	404,070	242,718
2021-06-29	$18.98	$20.00	115.9%	35.3%	69.5%	0.0%	136.1%	-55.4%	-6.5%	2.7M	-189.7M	-1.9M	0.28	5.24	303,383	84,333	476,227	260,325
2021-06-30	$19.11	$20.00	97.7%	31.6%	67.6%	0.0%	116.3%	-37.4%	1.4%	3.2M	-184.3M	-1.9M	0.37	2.68	186,489	69,166	552,955	300,083