SOFI Options History — December 2021

In December 2021, SOFI traded between $14.32 and $16.81. ATM implied volatility averaged 78.0%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded above realized volatility by 8.4% (HV 20d: 69.6%). Max pain ranged from $15.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.38.

Notable Days

2021-12-30: Highest Volume — 315,659 contracts
2021-12-03: Largest IV spike — 17.2% change
2021-12-03: Highest IV Rank — 49.2%
2021-12-03: Largest Expected Move — 26.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.32	$14.32	$16.81	$16.45	$15.84
Max Pain	$17.25	$15.50	$17.50	$17.50	$16.00
ATM IV	78.0%	68.8%	88.5%	76.9%	71.0%
Expected Move	22.3%	19.3%	26.1%	22.7%	19.9%
HV 20d	69.6%	62.0%	84.1%	75.8%	68.9%
HV 60d	72.9%	70.7%	75.0%	71.7%	73.8%
IV Rank	32.9%	18.3%	49.2%	28.7%	21.7%
IV Percentile	62.1%	27.0%	87.4%	61.1%	37.7%
Term Structure	1.4%	-2.2%	3.9%	2.3%	0.5%
VWIV	81.4%	71.0%	92.6%	82.8%	72.8%
Skew 25d	-0.9%	-4.2%	3.7%	-1.0%	-2.9%
Skew 10d	-6.9%	-11.5%	-1.9%	-6.3%	-8.7%
Call IV 25d	81.0%	71.2%	92.4%	80.1%	74.2%
Put IV 25d	80.1%	69.5%	93.0%	79.0%	71.3%
Bid-Ask Spread %	2.95	2.30	4.24	4.24	2.78
Gamma HHI	0.12	0.09	0.21	0.10	0.14
Net GEX	4.6M	1.5M	10.0M	1.5M	9.0M
Net DEX	-168.2M	-340.7M	2.3M	-83.7M	-295.6M
Net VEX	-4.0M	-4.2M	-3.5M	-3.8M	-4.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.23	0.85	0.40	0.27
Total Volume	173,531.818	99,344	315,659	172,421	239,990
Total OI	1,372,534.955	1,224,740	1,507,683	1,224,740	1,445,995

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
2021-12-01	$16.45	$17.50	76.9%	22.7%	75.8%	0.0%	82.8%	-1.0%	2.3%	1.5M	-83.7M	-3.8M	0.40	4.24	122,943	49,478	793,824	430,916
2021-12-02	$16.44	$17.50	75.5%	21.6%	75.2%	28.7%	78.3%	3.7%	3.9%	2.1M	-70.3M	-3.8M	0.54	3.70	85,643	46,132	810,726	440,299
2021-12-03	$15.10	$17.50	88.5%	26.1%	77.6%	49.2%	92.6%	2.7%	1.0%	1.7M	2.3M	-3.5M	0.33	3.35	232,057	76,670	828,166	445,136
2021-12-06	$15.68	$17.50	84.2%	24.2%	80.4%	42.5%	86.9%	2.1%	3.8%	3.7M	-173.9M	-3.9M	0.31	3.58	121,241	37,616	860,342	410,308
2021-12-07	$16.48	$17.50	76.3%	22.3%	83.4%	30.1%	80.7%	0.6%	2.6%	5.9M	-261.2M	-4.2M	0.26	2.30	115,665	30,562	895,283	420,639
2021-12-08	$16.81	$17.50	75.5%	21.9%	84.1%	28.8%	78.9%	0.1%	3.2%	6.6M	-290.5M	-4.2M	0.31	2.55	114,384	35,893	902,154	423,696
2021-12-09	$15.75	$17.50	79.4%	23.0%	81.8%	34.9%	82.3%	-0.4%	0.9%	4.0M	-166.0M	-4.0M	0.48	2.85	129,561	61,747	914,401	429,858
2021-12-10	$14.97	$17.50	78.8%	22.8%	63.1%	33.9%	82.2%	-1.1%	1.1%	1.5M	-85.1M	-3.9M	0.51	2.37	134,916	68,482	949,710	450,645
2021-12-13	$14.56	$17.50	80.8%	23.2%	63.1%	37.2%	87.8%	-0.1%	1.1%	2.7M	-91.3M	-3.8M	0.85	2.34	123,629	104,503	922,621	430,706
2021-12-14	$14.65	$17.50	81.7%	23.4%	63.0%	38.6%	85.8%	0.6%	-0.4%	3.0M	-95.9M	-4.0M	0.38	2.81	72,135	27,209	959,130	474,281
2021-12-15	$15.08	$17.50	84.6%	24.2%	64.7%	43.1%	87.2%	-2.0%	-0.0%	4.1M	-167.5M	-4.1M	0.34	3.27	97,454	32,922	965,624	477,126
2021-12-16	$14.32	$17.50	86.7%	25.0%	65.7%	46.5%	91.6%	-4.2%	0.2%	2.9M	-99.0M	-3.9M	0.33	3.25	116,792	39,008	989,018	480,264
2021-12-17	$14.55	$17.50	85.7%	24.3%	66.7%	44.9%	89.1%	-2.8%	-2.2%	4.1M	-127.8M	-4.0M	0.43	2.89	136,837	59,051	1,016,166	491,517
2021-12-20	$14.56	$17.50	87.5%	25.0%	67.0%	47.7%	90.8%	0.2%	0.1%	4.3M	-175.1M	-4.1M	0.31	3.03	99,707	31,379	900,656	443,169
2021-12-21	$14.92	$17.50	76.6%	22.0%	66.0%	30.5%	81.4%	-1.9%	2.9%	5.4M	-202.4M	-4.1M	0.35	2.83	99,804	34,771	925,748	454,268
2021-12-22	$15.03	$17.50	73.9%	21.2%	63.8%	26.3%	78.2%	-1.7%	2.2%	6.5M	-215.6M	-4.1M	0.36	2.98	110,094	39,542	954,058	458,732
2021-12-23	$15.04	$17.50	68.8%	19.6%	62.0%	18.3%	72.0%	-1.8%	3.1%	8.3M	-205.4M	-4.1M	0.37	2.59	94,051	34,489	966,687	466,289
2021-12-27	$15.43	$17.50	69.8%	19.4%	63.2%	19.7%	71.1%	-0.1%	2.0%	6.2M	-237.9M	-4.1M	0.33	2.58	102,646	34,241	916,787	443,028
2021-12-28	$14.92	$16.50	73.5%	20.4%	63.3%	25.7%	74.9%	-2.1%	-0.1%	5.1M	-195.2M	-4.0M	0.23	3.14	144,960	33,098	938,409	449,212
2021-12-29	$14.47	$16.50	70.1%	19.3%	63.1%	20.3%	71.0%	-3.9%	1.6%	3.3M	-123.1M	-3.8M	0.28	2.76	101,833	28,906	936,132	458,819
2021-12-30	$15.95	$15.50	70.7%	19.7%	68.8%	21.3%	71.2%	-4.2%	0.8%	10.0M	-340.7M	-4.2M	0.36	2.73	232,088	83,571	960,870	464,354
2021-12-31	$15.84	$16.00	71.0%	19.9%	68.9%	21.7%	72.8%	-2.9%	0.5%	9.0M	-295.6M	-4.2M	0.27	2.78	189,040	50,950	967,148	478,847