SOFI Options History — August 2021

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

In August 2021, SOFI traded between $13.73 and $17.32. ATM implied volatility averaged 71.1%. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 3.4% (HV 20d: 67.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.26.

Notable Days

2021-08-13: Highest Volume — 427,653 contracts
2021-08-13: Largest IV drop — 22.0% change
2021-08-12: Largest Expected Move — 25.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.18	$13.73	$17.32	$15.77	$14.14
Max Pain	$15.34	$15.00	$17.50	$17.50	$15.00
ATM IV	71.1%	59.7%	90.9%	73.9%	59.7%
Expected Move	20.1%	15.3%	25.1%	22.1%	15.3%
HV 20d	67.7%	48.8%	79.3%	49.5%	73.3%
HV 60d	63.3%	58.3%	66.2%	59.6%	62.8%
Term Structure	0.3%	-3.3%	2.9%	-0.0%	2.3%
VWIV	72.3%	54.5%	89.9%	79.2%	54.5%
Skew 25d	-5.1%	-9.6%	-1.9%	-3.2%	-2.4%
Skew 10d	-9.9%	-20.1%	-2.5%	-2.5%	-7.2%
Call IV 25d	75.2%	62.7%	97.6%	77.4%	62.7%
Put IV 25d	70.1%	60.3%	88.0%	74.2%	60.4%
Bid-Ask Spread %	4.09	1.74	15.78	3.49	3.15
Gamma HHI	0.13	0.09	0.27	0.10	0.12
Net GEX	4.3M	-22.9K	8.8M	4.3M	3.7M
Net DEX	-143.9M	-335.6M	4.7M	-155.1M	-112.8M
Net VEX	-1.9M	-2.1M	-1.6M	-1.9M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.13	0.65	0.21	0.25
Total Volume	162,965.773	63,431	427,653	218,222	63,431
Total OI	859,512.773	737,264	1,061,076	763,265	815,225

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 Vol	Put Vol	Call OI	Put OI
2021-08-02	$15.77	$17.50	73.9%	22.1%	49.5%	0.0%	79.2%	-3.2%	-0.0%	4.3M	-155.1M	-1.9M	0.21	3.49	179,649	38,573	533,134	230,131
2021-08-03	$15.06	$17.50	76.2%	22.5%	48.8%	0.0%	82.4%	-5.2%	-3.0%	3.0M	-102.7M	-1.8M	0.22	6.97	90,206	19,499	540,550	235,116
2021-08-04	$16.32	$17.50	78.9%	24.1%	57.4%	0.0%	87.0%	-6.3%	-1.4%	5.8M	-208.9M	-2.0M	0.17	3.30	208,393	36,431	568,332	252,990
2021-08-05	$16.01	$15.00	77.7%	21.2%	57.1%	0.0%	78.0%	-8.3%	-3.3%	7.0M	-202.4M	-2.0M	0.28	2.43	96,243	27,041	598,116	261,826
2021-08-06	$16.68	$15.00	74.8%	21.8%	59.1%	0.0%	76.5%	-7.0%	2.6%	8.3M	-260.2M	-2.0M	0.20	2.61	153,971	31,319	607,192	259,445
2021-08-09	$16.85	$15.00	80.6%	22.8%	59.1%	0.0%	81.6%	-8.5%	0.5%	5.2M	-260.4M	-2.0M	0.20	2.77	139,923	27,592	565,293	243,299
2021-08-10	$16.97	$15.00	78.8%	22.5%	58.3%	0.0%	80.4%	-8.4%	-1.3%	5.7M	-276.4M	-2.1M	0.17	2.56	101,377	17,746	577,609	248,581
2021-08-11	$16.81	$15.00	86.9%	24.7%	57.2%	0.0%	87.7%	-9.5%	-0.9%	6.0M	-277.7M	-2.1M	0.28	2.29	134,550	38,252	612,870	260,053
2021-08-12	$17.32	$15.00	90.9%	25.1%	57.1%	0.0%	89.9%	-9.6%	-3.3%	6.7M	-335.6M	-2.1M	0.13	13.46	302,751	39,301	616,738	264,030
2021-08-13	$14.95	$15.00	70.9%	20.2%	76.8%	0.0%	73.4%	-7.3%	-1.3%	-22.9K	-46.4M	-1.7M	0.35	2.00	316,628	111,025	648,960	265,316
2021-08-16	$14.32	$15.00	69.3%	19.9%	78.1%	0.0%	70.7%	-5.8%	1.2%	1.3M	-25.3M	-1.6M	0.28	1.74	156,122	43,738	626,803	232,359
2021-08-17	$13.73	$15.00	69.6%	20.0%	79.3%	0.0%	73.1%	-4.6%	2.9%	1.2M	4.7M	-1.7M	0.33	2.48	140,538	47,000	687,295	269,126
2021-08-18	$14.28	$15.00	70.1%	20.1%	75.1%	0.0%	72.0%	-3.8%	1.8%	2.1M	-39.6M	-1.8M	0.26	3.04	133,715	34,178	716,514	284,156
2021-08-19	$13.86	$15.00	70.9%	20.3%	75.4%	0.0%	72.5%	-3.3%	0.2%	2.3M	-18.4M	-1.8M	0.36	15.78	72,708	26,279	745,826	295,037
2021-08-20	$14.14	$15.00	65.1%	18.6%	75.9%	0.0%	66.2%	-2.7%	0.8%	2.9M	-45.1M	-1.9M	0.65	2.95	56,971	37,269	764,837	296,239
2021-08-23	$14.43	$15.00	60.7%	16.9%	76.3%	0.0%	60.7%	-2.1%	0.7%	3.6M	-123.7M	-1.9M	0.20	3.48	93,923	18,315	522,027	215,237
2021-08-24	$14.76	$15.00	61.9%	17.2%	75.4%	0.0%	62.6%	-1.9%	1.6%	4.5M	-153.2M	-2.0M	0.22	3.41	105,460	23,389	534,754	225,759
2021-08-25	$14.89	$15.00	60.6%	16.6%	74.2%	0.0%	59.3%	-2.7%	1.8%	8.8M	-185.3M	-2.0M	0.16	3.07	118,755	19,304	578,747	230,384
2021-08-26	$14.32	$15.00	63.2%	17.5%	75.1%	0.0%	62.0%	-2.6%	1.0%	5.8M	-125.4M	-1.9M	0.25	3.20	70,072	17,500	605,204	232,213
2021-08-27	$14.06	$15.00	61.7%	16.6%	75.3%	0.0%	60.1%	-3.5%	2.9%	3.4M	-98.7M	-1.9M	0.37	2.95	74,251	27,315	627,119	235,847
2021-08-30	$14.19	$15.00	61.5%	16.7%	74.9%	0.0%	60.0%	-3.5%	1.5%	3.6M	-117.0M	-1.9M	0.25	2.83	75,360	19,184	559,331	219,661
2021-08-31	$14.14	$15.00	59.7%	15.3%	73.3%	0.0%	54.5%	-2.4%	2.3%	3.7M	-112.8M	-2.0M	0.25	3.15	50,942	12,489	583,645	231,580