SOFI Options History — March 2022

In March 2022, SOFI traded between $7.90 and $11.67. ATM implied volatility averaged 85.5%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 0.1% (HV 20d: 85.4%). Max pain ranged from $12.00 to $12.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.40.

Notable Days

2022-03-02: Highest Volume — 599,077 contracts
2022-03-02: Largest IV drop — 24.9% change
2022-03-01: Highest IV Rank — 90.8%
2022-03-01: Largest Expected Move — 39.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.57	$7.90	$11.67	$11.34	$9.50
Max Pain	$12.46	$12.00	$12.50	$12.50	$12.50
ATM IV	85.5%	74.0%	114.9%	114.9%	77.2%
Expected Move	25.9%	22.4%	39.0%	39.0%	23.5%
HV 20d	85.4%	78.7%	95.1%	85.9%	83.2%
HV 60d	87.7%	83.8%	91.0%	85.2%	90.7%
IV Rank	44.5%	26.5%	90.8%	90.8%	31.5%
IV Percentile	65.8%	40.3%	97.8%	97.8%	53.4%
Term Structure	-0.9%	-5.5%	2.4%	-5.5%	0.9%
VWIV	91.9%	80.0%	136.3%	136.3%	84.0%
Skew 25d	2.3%	-3.8%	6.6%	3.4%	-3.1%
Skew 10d	2.8%	-10.6%	12.3%	6.9%	-10.6%
Call IV 25d	86.6%	76.0%	113.8%	113.8%	80.6%
Put IV 25d	88.9%	76.7%	117.2%	117.2%	77.4%
Bid-Ask Spread %	3.50	2.12	17.43	2.89	3.05
Gamma HHI	0.12	0.09	0.25	0.09	0.10
Net GEX	1.8M	-2.4M	4.9M	3.9M	4.4M
Net DEX	91.1M	-111.0M	216.8M	-111.0M	40.2M
Net VEX	-3.0M	-3.7M	-2.3M	-3.6M	-3.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.20	0.61	0.61	0.41
Total Volume	251,738.435	134,697	599,077	395,443	159,733
Total OI	1,815,578.087	1,646,322	1,977,037	1,646,322	1,961,209

Daily Data (23 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
2022-03-01	$11.34	$12.50	114.9%	39.0%	85.9%	90.8%	136.3%	3.4%	-5.5%	3.9M	-111.0M	-3.6M	0.61	2.89	245,954	149,489	1,089,794	556,528
2022-03-02	$11.67	$12.50	86.2%	26.5%	82.6%	45.7%	92.9%	6.6%	-0.5%	4.6M	-84.2M	-3.7M	0.55	3.60	387,536	211,541	1,150,035	632,627
2022-03-03	$10.64	$12.50	87.4%	26.4%	84.3%	47.6%	94.4%	2.7%	-1.8%	670.4K	68.7M	-3.3M	0.50	2.58	230,153	115,490	1,174,974	681,896
2022-03-04	$9.97	$12.50	90.2%	27.2%	84.2%	52.0%	98.1%	4.5%	-2.3%	-2.4M	158.3M	-3.1M	0.56	2.64	157,230	87,342	1,202,924	713,087
2022-03-07	$9.65	$12.50	93.4%	28.7%	82.5%	57.0%	99.8%	3.6%	-3.2%	-247.8K	144.6M	-2.9M	0.34	2.87	164,340	55,853	1,050,427	634,460
2022-03-08	$9.73	$12.50	91.1%	28.3%	82.7%	53.4%	97.3%	6.2%	-2.5%	305.4K	137.3M	-2.9M	0.48	3.07	135,507	64,969	1,091,389	641,090
2022-03-09	$9.83	$12.50	85.5%	25.1%	82.0%	44.6%	89.1%	4.2%	0.1%	492.6K	127.0M	-3.0M	0.36	2.66	113,246	41,147	1,122,687	661,812
2022-03-10	$9.40	$12.00	85.7%	25.0%	78.7%	44.9%	88.4%	5.3%	-1.2%	-518.4K	175.8M	-2.9M	0.40	2.57	122,886	48,618	1,152,436	671,647
2022-03-11	$8.65	$12.00	92.5%	28.6%	82.2%	55.6%	100.5%	2.7%	2.4%	-892.9K	216.8M	-2.6M	0.43	2.51	156,829	67,907	1,172,056	682,994
2022-03-14	$7.90	$12.50	98.8%	27.7%	85.9%	65.5%	98.9%	-0.9%	-2.9%	-168.6K	213.0M	-2.3M	0.42	3.56	150,670	63,402	1,130,897	653,566
2022-03-15	$8.21	$12.50	98.6%	28.3%	88.5%	65.2%	98.2%	3.0%	-4.3%	297.9K	187.3M	-2.5M	0.39	3.26	134,403	52,173	1,169,953	661,733
2022-03-16	$8.49	$12.50	91.6%	27.3%	87.8%	54.1%	93.9%	2.5%	-2.7%	881.0K	169.3M	-2.6M	0.45	2.47	185,200	83,632	1,206,457	669,908
2022-03-17	$8.94	$12.50	81.0%	24.4%	88.3%	37.5%	85.9%	4.0%	0.1%	2.0M	143.2M	-2.7M	0.42	3.58	148,658	62,588	1,243,099	679,432
2022-03-18	$9.82	$12.50	77.8%	23.5%	95.1%	32.4%	83.1%	2.6%	-0.5%	2.3M	30.1M	-3.2M	0.38	3.28	268,106	102,433	1,277,486	699,551
2022-03-21	$9.52	$12.50	79.3%	23.7%	92.8%	34.7%	85.5%	0.9%	0.3%	2.6M	68.6M	-3.0M	0.37	2.80	129,085	47,573	1,068,796	594,880
2022-03-22	$9.73	$12.50	78.2%	23.6%	85.5%	33.1%	84.7%	1.9%	-0.5%	3.6M	39.8M	-3.2M	0.35	2.86	151,255	52,743	1,121,346	608,516
2022-03-23	$9.43	$12.50	77.6%	23.7%	85.5%	32.2%	86.8%	-0.1%	0.4%	3.2M	72.1M	-3.0M	0.40	2.37	109,056	44,064	1,161,713	625,793
2022-03-24	$9.45	$12.50	76.5%	23.3%	84.1%	30.4%	83.8%	3.6%	1.3%	3.1M	72.9M	-3.1M	0.34	2.46	109,490	36,729	1,182,599	642,564
2022-03-25	$9.04	$12.50	76.7%	23.4%	84.1%	30.7%	87.5%	0.4%	-0.2%	84.8K	112.5M	-2.9M	0.40	2.12	134,417	53,844	1,203,706	651,553
2022-03-28	$9.20	$12.50	75.3%	23.1%	80.2%	28.5%	82.3%	4.0%	-0.2%	2.3M	100.0M	-3.0M	0.32	17.43	102,373	32,324	1,133,311	630,129
2022-03-29	$10.13	$12.50	74.0%	22.4%	88.8%	26.5%	80.0%	-0.4%	1.2%	4.8M	-8.2M	-3.4M	0.20	2.72	362,840	71,283	1,168,953	643,092
2022-03-30	$9.76	$12.50	76.4%	23.3%	88.5%	30.2%	82.9%	-3.8%	0.0%	4.9M	20.3M	-3.3M	0.25	3.08	309,456	76,417	1,234,126	651,065
2022-03-31	$9.50	$12.50	77.2%	23.5%	83.2%	31.5%	84.0%	-3.1%	0.9%	4.4M	40.2M	-3.3M	0.41	3.05	113,083	46,650	1,296,676	664,533