SOFI Options History — July 2021

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

In July 2021, SOFI traded between $14.86 and $18.40. ATM implied volatility averaged 77.6%. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 23.0% (HV 20d: 54.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.30.

Notable Days

2021-07-21: Highest Volume — 319,823 contracts
2021-07-21: Largest IV spike — 15.3% change
2021-07-27: Largest Expected Move — 25.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.12	$14.86	$18.40	$18.40	$15.45
Max Pain	$17.86	$17.50	$20.00	$20.00	$17.50
ATM IV	77.6%	69.0%	87.4%	82.2%	75.3%
Expected Move	22.8%	20.1%	25.3%	24.1%	21.6%
HV 20d	54.6%	46.0%	66.8%	66.8%	48.4%
Term Structure	1.6%	-3.8%	11.8%	11.2%	-0.2%
VWIV	85.1%	77.0%	106.6%	106.6%	78.2%
Skew 25d	-11.3%	-36.7%	-1.9%	-36.7%	-4.2%
Skew 10d	-22.7%	-60.2%	-5.3%	-60.2%	-9.6%
Call IV 25d	87.4%	75.8%	115.9%	115.9%	78.4%
Put IV 25d	76.1%	66.7%	86.2%	79.2%	74.1%
Bid-Ask Spread %	3.66	2.10	7.23	3.95	3.70
Gamma HHI	0.14	0.09	0.23	0.13	0.23
Net GEX	2.6M	-204.6K	6.7M	830.5K	6.7M
Net DEX	-86.3M	-223.1M	18.3M	-109.5M	-134.7M
Net VEX	-1.8M	-2.1M	-1.7M	-1.9M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.13	0.55	0.27	0.38
Total Volume	137,263	73,455	319,823	166,223	73,455
Total OI	830,991.333	644,503	941,399	915,981	837,142

Daily Data (21 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
2021-07-01	$18.40	$20.00	82.2%	24.1%	66.8%	0.0%	106.6%	-36.7%	11.2%	830.5K	-109.5M	-1.9M	0.27	3.95	130,478	35,745	588,903	327,078
2021-07-02	$18.28	$20.00	71.3%	22.0%	65.0%	0.0%	95.3%	-29.0%	11.8%	-204.6K	-87.5M	-1.9M	0.55	3.72	191,009	104,922	604,933	333,975
2021-07-06	$17.34	$20.00	77.3%	24.4%	66.5%	0.0%	91.0%	-25.8%	5.3%	988.2K	-52.8M	-1.8M	0.29	2.10	133,448	38,624	536,537	284,167
2021-07-07	$16.97	$17.50	77.6%	23.7%	57.0%	0.0%	87.1%	-21.1%	5.2%	1.1M	-37.7M	-1.7M	0.29	2.30	101,414	29,685	573,234	280,572
2021-07-08	$16.55	$17.50	77.1%	23.3%	57.1%	0.0%	84.5%	-12.1%	3.1%	652.0K	-13.1M	-1.7M	0.39	3.19	88,104	34,115	590,829	281,921
2021-07-09	$16.54	$17.50	72.6%	23.1%	55.7%	0.0%	84.6%	-15.6%	2.5%	2.3M	-9.2M	-1.8M	0.34	3.35	128,973	43,635	611,983	290,587
2021-07-12	$16.38	$17.50	69.5%	21.4%	55.5%	0.0%	78.0%	-7.5%	3.6%	1.8M	-31.1M	-1.7M	0.21	2.76	83,734	17,213	578,564	270,000
2021-07-13	$15.99	$17.50	69.0%	20.1%	55.4%	0.0%	77.9%	-10.4%	0.0%	1.5M	-9.8M	-1.7M	0.28	2.69	70,184	19,876	602,950	277,973
2021-07-14	$15.51	$17.50	69.2%	20.2%	54.5%	0.0%	77.5%	-6.4%	0.8%	861.3K	18.3M	-1.7M	0.36	3.48	87,016	31,619	617,764	281,741
2021-07-15	$15.99	$17.50	74.9%	20.6%	51.5%	0.0%	77.8%	-7.5%	-3.8%	2.1M	-23.7M	-1.8M	0.35	2.86	97,221	33,657	634,076	288,537
2021-07-16	$15.27	$17.50	73.2%	20.4%	48.5%	0.0%	77.0%	-5.1%	-3.8%	1.3M	8.9M	-1.7M	0.40	2.97	78,878	31,859	651,739	289,660
2021-07-19	$15.07	$17.50	75.6%	21.5%	48.4%	0.0%	77.3%	-1.9%	0.9%	1.7M	-77.1M	-1.7M	0.26	3.95	85,628	22,058	436,515	207,988
2021-07-20	$15.15	$17.50	74.8%	21.5%	49.0%	0.0%	77.4%	-4.2%	-1.1%	2.2M	-90.6M	-1.8M	0.24	3.21	65,644	16,034	464,773	213,687
2021-07-21	$16.37	$17.50	86.3%	24.7%	58.8%	0.0%	88.9%	-9.4%	1.8%	4.3M	-213.8M	-2.0M	0.13	7.23	284,262	35,561	498,111	219,159
2021-07-22	$16.06	$17.50	87.4%	25.1%	58.6%	0.0%	91.4%	-10.1%	-0.0%	6.3M	-223.1M	-2.1M	0.14	3.06	153,644	21,666	576,681	229,754
2021-07-23	$15.77	$17.50	82.9%	23.9%	58.5%	0.0%	86.6%	-9.6%	-2.4%	5.2M	-181.5M	-2.0M	0.26	3.04	89,995	23,599	587,684	237,067
2021-07-26	$15.52	$17.50	83.9%	24.1%	46.9%	0.0%	88.0%	-5.6%	-0.4%	4.0M	-152.7M	-1.9M	0.28	6.04	61,839	17,102	538,136	216,905
2021-07-27	$14.86	$17.50	86.6%	25.3%	46.0%	0.0%	91.9%	-5.0%	0.8%	3.0M	-101.5M	-1.9M	0.48	3.25	74,095	35,771	549,101	225,520
2021-07-28	$15.40	$17.50	82.3%	23.9%	49.1%	0.0%	85.8%	-5.3%	0.7%	3.8M	-134.6M	-1.9M	0.19	6.57	75,254	14,288	564,734	231,503
2021-07-29	$15.62	$17.50	81.0%	23.4%	49.5%	0.0%	84.8%	-5.7%	-1.3%	4.5M	-154.4M	-1.9M	0.21	3.39	99,812	21,407	575,400	243,235
2021-07-30	$15.45	$17.50	75.3%	21.6%	48.4%	0.0%	78.2%	-4.2%	-0.2%	6.7M	-134.7M	-1.9M	0.38	3.70	53,153	20,302	591,495	245,647