SOFI Options History — January 2022

In January 2022, SOFI traded between $10.96 and $15.76. ATM implied volatility averaged 85.9%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 11.2% (HV 20d: 74.7%). Max pain ranged from $13.50 to $16.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.39.

Notable Days

2022-01-20: Highest Volume — 1,142,670 contracts
2022-01-24: Largest IV spike — 14.0% change
2022-01-24: Highest IV Rank — 90.3%
2022-01-24: Largest Expected Move — 33.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.42	$10.96	$15.76	$15.76	$12.33
Max Pain	$15.05	$13.50	$16.00	$16.00	$13.50
ATM IV	85.9%	69.0%	114.6%	69.0%	98.5%
Expected Move	25.2%	19.5%	33.4%	19.5%	27.0%
HV 20d	74.7%	57.2%	101.2%	61.5%	101.2%
HV 60d	75.0%	69.7%	82.1%	73.7%	82.1%
IV Rank	45.1%	18.6%	90.3%	18.6%	65.0%
IV Percentile	69.1%	27.2%	98.1%	27.2%	92.2%
Term Structure	2.7%	-2.4%	8.1%	5.1%	-1.4%
VWIV	90.2%	71.3%	118.7%	71.3%	95.8%
Skew 25d	1.0%	-4.9%	9.3%	-3.8%	9.0%
Skew 10d	-0.2%	-10.8%	18.8%	-8.9%	18.8%
Call IV 25d	87.6%	72.2%	113.7%	72.8%	99.3%
Put IV 25d	88.7%	68.9%	121.5%	68.9%	108.3%
Bid-Ask Spread %	3.29	2.25	12.86	3.15	3.20
Gamma HHI	0.10	0.08	0.14	0.11	0.13
Net GEX	3.4M	246.3K	9.6M	6.5M	3.5M
Net DEX	-96.8M	-355.5M	56.5M	-264.1M	-99.5M
Net VEX	-3.6M	-4.1M	-3.1M	-4.1M	-3.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.28	0.52	0.37	0.30
Total Volume	300,746.9	110,986	1,142,670	126,592	287,209
Total OI	1,500,650.95	1,344,419	1,751,502	1,352,082	1,467,359

Daily Data (20 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
2022-01-03	$15.76	$16.00	69.0%	19.5%	61.5%	18.6%	71.3%	-3.8%	5.1%	6.5M	-264.1M	-4.1M	0.37	3.15	92,261	34,331	904,193	447,889
2022-01-04	$15.06	$16.00	69.8%	19.5%	62.2%	19.8%	72.2%	-3.9%	1.3%	4.9M	-184.2M	-3.9M	0.36	2.85	119,395	43,301	933,022	457,515
2022-01-05	$14.12	$15.50	74.4%	20.7%	62.8%	27.1%	76.1%	-3.1%	-2.1%	2.6M	-86.4M	-3.7M	0.39	2.90	113,856	44,131	961,149	473,247
2022-01-06	$13.87	$15.00	75.0%	23.0%	62.0%	28.0%	82.7%	-2.3%	0.9%	2.2M	-56.6M	-3.7M	0.42	2.56	150,003	62,434	993,159	486,742
2022-01-07	$13.77	$15.00	73.2%	22.9%	58.5%	25.2%	81.4%	-1.9%	1.9%	2.8M	-65.8M	-3.7M	0.41	12.86	101,576	41,183	1,021,796	492,460
2022-01-10	$13.28	$15.00	76.9%	23.2%	57.2%	31.0%	82.1%	2.1%	3.4%	1.9M	-25.1M	-3.5M	0.36	2.36	134,129	48,309	964,891	472,194
2022-01-11	$13.97	$15.00	70.5%	21.8%	60.0%	20.9%	77.0%	-1.8%	5.7%	3.9M	-101.5M	-3.7M	0.28	2.25	114,089	32,240	991,791	485,530
2022-01-12	$13.90	$15.00	70.5%	21.7%	59.9%	20.9%	77.3%	-0.7%	5.4%	4.2M	-91.5M	-3.7M	0.42	2.39	78,081	32,905	1,017,055	489,599
2022-01-13	$13.17	$15.00	72.7%	21.9%	61.3%	24.3%	79.0%	-2.4%	4.2%	1.8M	-12.3M	-3.4M	0.35	2.49	97,732	34,228	1,029,117	497,305
2022-01-14	$13.14	$15.00	74.3%	22.1%	59.0%	27.0%	78.8%	-1.6%	4.4%	1.7M	-18.9M	-3.5M	0.44	2.35	102,137	45,021	1,054,631	505,304
2022-01-18	$12.08	$15.00	83.6%	24.0%	64.8%	41.6%	87.3%	-1.6%	2.5%	1.1M	46.2M	-3.1M	0.44	2.39	130,316	56,929	1,012,054	481,192
2022-01-19	$13.92	$15.00	88.7%	25.4%	84.2%	49.6%	90.7%	-2.7%	-0.7%	5.4M	-182.8M	-3.8M	0.28	2.52	502,490	143,136	1,055,388	491,394
2022-01-20	$14.90	$15.00	90.6%	26.0%	87.4%	52.6%	94.5%	-4.9%	-0.7%	9.6M	-355.5M	-4.1M	0.39	2.77	819,370	323,300	1,127,728	512,457
2022-01-21	$13.97	$15.00	100.5%	29.0%	90.2%	68.1%	105.6%	-2.4%	-0.0%	3.6M	-144.3M	-3.9M	0.52	3.15	348,330	181,888	1,187,087	564,415
2022-01-24	$13.14	$15.00	114.6%	33.4%	92.5%	90.3%	118.7%	7.8%	-2.4%	3.6M	-140.4M	-3.7M	0.45	3.89	319,784	143,725	907,726	436,693
2022-01-25	$12.87	$15.00	105.6%	31.4%	91.8%	76.2%	111.9%	8.1%	4.7%	3.9M	-134.0M	-3.7M	0.51	3.20	188,263	96,080	956,672	459,444
2022-01-26	$12.70	$15.00	99.5%	29.8%	91.4%	66.5%	104.4%	8.1%	6.0%	3.6M	-103.2M	-3.7M	0.36	3.19	245,234	88,648	1,000,555	507,930
2022-01-27	$11.44	$15.00	104.5%	30.8%	97.3%	74.5%	109.5%	9.2%	7.3%	1.2M	27.4M	-3.2M	0.34	2.80	217,222	73,227	1,034,970	519,828
2022-01-28	$10.96	$15.00	104.9%	30.6%	88.8%	75.0%	107.6%	9.3%	8.1%	246.3K	56.5M	-3.1M	0.42	2.49	230,838	97,607	1,079,232	532,306
2022-01-31	$12.33	$13.50	98.5%	27.0%	101.2%	65.0%	95.8%	9.0%	-1.4%	3.5M	-99.5M	-3.6M	0.30	3.20	220,349	66,860	974,832	492,527