SOFI Options History — October 2021

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

In October 2021, SOFI traded between $16.03 and $20.99. ATM implied volatility averaged 69.5%. The 30-day expected move averaged 20.5%. IV traded above realized volatility by 5.7% (HV 20d: 63.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.28.

Notable Days

2021-10-11: Highest Volume — 490,451 contracts
2021-10-11: Largest IV spike — 17.3% change
2021-10-29: Largest Expected Move — 22.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.87	$16.03	$20.99	$16.43	$20.01
Max Pain	$16.57	$15.00	$17.50	$15.50	$17.50
ATM IV	69.5%	62.1%	74.6%	65.9%	72.9%
Expected Move	20.5%	18.4%	22.2%	18.4%	22.2%
HV 20d	63.9%	59.4%	71.4%	62.3%	59.4%
HV 60d	63.9%	61.6%	65.5%	62.0%	63.0%
Term Structure	0.3%	-2.5%	9.2%	3.1%	-1.6%
VWIV	73.2%	65.5%	80.2%	65.5%	80.2%
Skew 25d	-2.5%	-4.1%	-0.6%	-3.0%	-3.3%
Skew 10d	-7.8%	-19.9%	-2.4%	-8.2%	-9.2%
Call IV 25d	72.8%	61.0%	81.0%	68.7%	76.6%
Put IV 25d	70.2%	60.3%	77.0%	65.7%	73.2%
Bid-Ask Spread %	5.43	1.62	23.27	3.01	4.17
Gamma HHI	0.17	0.11	0.45	0.16	0.45
Net GEX	11.3M	6.1M	19.8M	9.7M	19.8M
Net DEX	-525.2M	-721.9M	-271.1M	-288.8M	-531.6M
Net VEX	-2.9M	-3.3M	-2.5M	-2.5M	-3.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.15	0.45	0.22	0.32
Total Volume	184,145.048	74,109	490,451	132,813	99,948
Total OI	983,162.238	827,310	1,094,330	1,022,778	1,013,998

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
2021-10-01	$16.43	$15.50	65.9%	18.4%	62.3%	0.0%	65.5%	-3.0%	3.1%	9.7M	-288.8M	-2.5M	0.22	3.01	108,870	23,943	728,042	294,736
2021-10-04	$16.03	$15.00	67.7%	20.4%	63.0%	0.0%	76.0%	-1.8%	0.4%	6.1M	-271.1M	-2.6M	0.26	13.48	67,627	17,633	683,209	266,116
2021-10-05	$16.21	$15.00	65.9%	20.5%	61.3%	0.0%	72.7%	-3.5%	-0.3%	7.4M	-301.2M	-2.6M	0.15	14.11	99,002	14,820	699,199	272,283
2021-10-06	$16.53	$15.00	64.4%	20.6%	60.9%	0.0%	73.5%	-2.4%	8.9%	8.7M	-334.6M	-2.7M	0.24	2.69	59,744	14,365	716,758	277,731
2021-10-07	$16.36	$15.00	62.1%	19.8%	61.0%	0.0%	69.8%	-2.8%	9.2%	9.1M	-313.9M	-2.6M	0.40	23.27	78,740	31,335	732,769	281,423
2021-10-08	$16.22	$15.00	62.7%	19.5%	59.8%	0.0%	70.3%	-0.6%	9.1%	6.8M	-291.9M	-2.6M	0.45	2.22	53,664	24,152	738,090	284,811
2021-10-11	$18.21	$15.00	73.6%	21.4%	71.4%	0.0%	76.9%	-4.0%	-1.1%	11.2M	-532.1M	-2.8M	0.20	12.73	408,247	82,204	689,863	263,403
2021-10-12	$18.93	$15.00	73.7%	21.2%	69.9%	0.0%	74.4%	-3.5%	-0.7%	12.2M	-637.0M	-2.9M	0.20	2.57	270,287	53,876	698,701	275,045
2021-10-13	$18.97	$17.50	74.6%	20.8%	67.5%	0.0%	73.3%	-4.1%	-2.3%	15.1M	-647.8M	-2.9M	0.24	1.83	204,292	49,493	741,290	298,736
2021-10-14	$19.52	$17.50	68.8%	19.4%	67.7%	0.0%	68.6%	-2.1%	-1.5%	17.7M	-718.8M	-2.9M	0.31	1.89	209,068	64,073	749,775	309,528
2021-10-15	$19.38	$17.50	67.0%	18.8%	67.1%	0.0%	67.1%	-2.1%	-2.3%	15.2M	-702.0M	-2.9M	0.27	1.62	142,373	38,128	777,916	316,414
2021-10-18	$20.88	$17.50	71.2%	20.2%	68.3%	0.0%	71.5%	-1.7%	-2.3%	9.9M	-675.9M	-3.0M	0.26	2.93	286,007	74,133	584,436	242,874
2021-10-19	$20.27	$17.50	70.5%	20.1%	70.1%	0.0%	71.7%	-2.5%	-1.5%	11.0M	-623.1M	-3.0M	0.33	2.13	133,847	43,521	602,665	255,127
2021-10-20	$20.97	$17.50	71.3%	20.4%	62.2%	0.0%	72.6%	-3.5%	-2.5%	14.4M	-721.9M	-3.3M	0.24	2.11	162,431	38,728	690,123	291,945
2021-10-21	$20.99	$17.50	70.1%	20.2%	62.2%	0.0%	72.0%	-2.6%	-2.3%	14.3M	-715.6M	-3.3M	0.22	2.41	206,720	44,543	701,031	300,981
2021-10-22	$20.59	$17.50	71.0%	20.6%	62.7%	0.0%	72.8%	-2.2%	-2.0%	11.6M	-649.2M	-3.2M	0.24	5.31	135,290	32,120	718,361	308,342
2021-10-25	$20.75	$17.50	71.3%	21.2%	62.7%	0.0%	74.7%	-1.3%	-1.9%	10.6M	-608.4M	-3.2M	0.27	5.63	89,539	24,191	646,204	270,234
2021-10-26	$19.97	$17.50	72.1%	21.6%	62.2%	0.0%	77.2%	-1.3%	-0.8%	9.5M	-519.4M	-3.2M	0.34	2.98	131,411	44,865	662,430	276,618
2021-10-27	$19.30	$17.50	71.6%	21.8%	59.8%	0.0%	77.9%	-2.1%	-0.9%	7.4M	-435.8M	-3.1M	0.36	2.29	85,667	30,962	685,415	294,128
2021-10-28	$19.83	$17.50	71.6%	21.9%	59.7%	0.0%	77.9%	-2.9%	-0.8%	9.8M	-509.2M	-3.2M	0.27	4.68	68,656	18,531	701,768	303,889
2021-10-29	$20.01	$17.50	72.9%	22.2%	59.4%	0.0%	80.2%	-3.3%	-1.6%	19.8M	-531.6M	-3.2M	0.32	4.17	75,630	24,318	708,396	305,602