SOFI Options History — February 2022

In February 2022, SOFI traded between $9.92 and $13.19. ATM implied volatility averaged 104.5%, placing in the 74.5% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded above realized volatility by 1.5% (HV 20d: 103.0%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.41.

Notable Days

2022-02-28: Highest Volume — 310,951 contracts
2022-02-18: Largest IV spike — 7.4% change
2022-02-23: Highest IV Rank — 95.3%
2022-02-28: Largest Expected Move — 36.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.78	$9.92	$13.19	$13.19	$11.36
Max Pain	$14.50	$12.50	$15.00	$14.00	$12.50
ATM IV	104.5%	95.4%	117.7%	98.7%	109.1%
Expected Move	30.3%	26.9%	36.0%	26.9%	36.0%
HV 20d	103.0%	92.6%	110.1%	105.1%	96.2%
HV 60d	82.9%	79.6%	85.8%	83.4%	85.2%
IV Rank	74.5%	60.1%	95.3%	65.3%	81.7%
IV Percentile	93.2%	84.8%	98.9%	92.2%	95.7%
Term Structure	-2.7%	-5.8%	-0.4%	-1.4%	-3.9%
VWIV	106.4%	94.2%	126.3%	94.4%	126.2%
Skew 25d	6.7%	5.0%	9.3%	9.1%	5.6%
Skew 10d	11.5%	6.7%	20.9%	20.9%	12.3%
Call IV 25d	103.6%	92.9%	116.1%	96.9%	105.4%
Put IV 25d	110.3%	100.9%	121.5%	105.9%	111.0%
Bid-Ask Spread %	2.82	2.24	3.32	3.21	3.32
Gamma HHI	0.10	0.08	0.13	0.12	0.09
Net GEX	4.0M	1.2M	7.5M	5.9M	3.6M
Net DEX	-85.5M	-212.2M	44.5M	-212.2M	-100.2M
Net VEX	-3.5M	-3.9M	-2.9M	-3.9M	-3.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.23	0.59	0.33	0.39
Total Volume	230,395.421	110,344	310,951	281,571	310,951
Total OI	1,597,838.105	1,457,853	1,691,726	1,522,460	1,552,364

Daily Data (19 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
2022-02-01	$13.19	$14.00	98.7%	26.9%	105.1%	65.3%	94.4%	9.1%	-1.4%	5.9M	-212.2M	-3.9M	0.33	3.21	211,142	70,429	1,017,240	505,220
2022-02-02	$12.19	$14.00	104.6%	28.3%	107.3%	74.7%	99.4%	8.1%	-1.5%	4.2M	-95.2M	-3.6M	0.51	3.03	164,249	83,816	1,045,553	516,065
2022-02-03	$11.41	$15.00	109.5%	29.9%	107.4%	82.3%	106.8%	6.5%	-1.4%	2.6M	-28.8M	-3.4M	0.40	2.99	151,973	60,586	1,089,976	530,244
2022-02-04	$11.92	$15.00	105.4%	29.4%	109.1%	75.9%	103.2%	6.3%	-2.2%	4.6M	-93.2M	-3.6M	0.40	2.65	141,439	56,894	1,129,669	546,168
2022-02-07	$11.74	$15.00	104.6%	29.0%	109.1%	74.7%	102.3%	5.8%	-2.3%	3.2M	-73.9M	-3.5M	0.59	2.71	114,186	67,472	1,037,549	485,699
2022-02-08	$12.06	$15.00	99.3%	27.7%	109.2%	66.4%	96.8%	9.3%	-2.2%	3.9M	-97.5M	-3.6M	0.33	2.85	83,082	27,262	1,064,358	517,646
2022-02-09	$12.78	$15.00	95.9%	27.4%	109.8%	60.8%	94.4%	6.9%	-0.4%	6.5M	-191.7M	-3.8M	0.40	2.44	147,838	59,764	1,079,417	518,575
2022-02-10	$12.42	$15.00	97.0%	27.5%	110.1%	62.7%	95.9%	5.0%	-1.6%	5.7M	-141.1M	-3.7M	0.54	2.71	156,249	83,687	1,098,131	530,182
2022-02-11	$12.37	$15.00	102.6%	28.9%	108.6%	71.6%	101.8%	6.7%	-2.6%	5.8M	-131.7M	-3.7M	0.42	3.11	200,666	85,194	1,109,791	537,443
2022-02-14	$11.98	$15.00	104.0%	29.6%	109.1%	73.7%	105.3%	5.5%	-3.9%	3.4M	-79.2M	-3.5M	0.30	2.24	147,033	44,743	1,046,272	512,115
2022-02-15	$12.49	$15.00	98.3%	28.1%	106.0%	64.7%	98.8%	7.0%	-2.5%	4.8M	-125.6M	-3.7M	0.31	2.88	107,009	32,943	1,079,835	523,584
2022-02-16	$13.08	$15.00	95.4%	27.3%	94.0%	60.1%	94.2%	8.0%	-3.8%	7.5M	-204.6M	-3.9M	0.23	2.41	243,709	55,465	1,099,057	530,914
2022-02-17	$12.25	$15.00	100.6%	29.0%	92.6%	68.4%	101.8%	5.8%	-2.7%	3.9M	-96.7M	-3.6M	0.43	2.76	129,628	55,971	1,129,199	538,242
2022-02-18	$11.42	$15.00	108.0%	31.4%	93.0%	80.1%	111.5%	7.2%	-3.9%	1.2M	-8.0M	-3.3M	0.45	3.16	172,944	78,343	1,144,271	547,455
2022-02-22	$10.24	$15.00	113.9%	34.5%	97.9%	89.2%	121.0%	5.5%	-2.7%	1.7M	32.0M	-2.9M	0.49	2.92	196,655	96,990	979,406	478,447
2022-02-23	$9.92	$15.00	117.7%	36.0%	98.1%	95.3%	126.3%	5.4%	-5.8%	1.5M	44.5M	-2.9M	0.33	2.36	178,996	58,171	1,045,713	498,148
2022-02-24	$10.31	$12.50	112.4%	34.4%	99.8%	87.0%	122.7%	6.6%	-3.8%	2.7M	4.3M	-3.1M	0.48	2.84	190,662	92,451	1,103,512	511,035
2022-02-25	$10.65	$12.50	108.2%	33.8%	94.4%	80.3%	118.8%	6.8%	-3.6%	3.9M	-26.0M	-3.2M	0.40	2.96	156,046	62,875	1,132,674	547,755
2022-02-28	$11.36	$12.50	109.1%	36.0%	96.2%	81.7%	126.2%	5.6%	-3.9%	3.6M	-100.2M	-3.5M	0.39	3.32	223,680	87,271	1,030,654	521,710