SOFI Options History — April 2022

In April 2022, SOFI traded between $6.16 and $9.76. ATM implied volatility averaged 90.3%, placing in the 52.1% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 17.8% (HV 20d: 72.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.47.

Notable Days

2022-04-07: Highest Volume — 402,521 contracts
2022-04-07: Largest IV spike — 8.8% change
2022-04-27: Highest IV Rank — 72.8%
2022-04-27: Largest Expected Move — 30.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.47	$6.16	$9.76	$9.29	$6.18
Max Pain	$10.72	$10.00	$12.50	$12.50	$10.00
ATM IV	90.3%	73.3%	103.5%	74.5%	97.5%
Expected Move	26.5%	22.6%	30.9%	23.0%	29.1%
HV 20d	72.5%	52.6%	87.6%	80.5%	57.9%
HV 60d	86.0%	75.7%	91.8%	90.0%	75.7%
IV Rank	52.1%	25.3%	72.8%	27.2%	63.4%
IV Percentile	73.9%	36.7%	90.7%	41.1%	83.3%
Term Structure	-0.5%	-5.2%	8.0%	0.9%	-5.1%
VWIV	94.5%	81.9%	107.7%	82.4%	102.1%
Skew 25d	1.5%	-5.7%	7.3%	-5.7%	4.8%
Skew 10d	1.0%	-12.5%	14.3%	-12.5%	9.0%
Call IV 25d	91.9%	76.7%	102.0%	79.9%	97.2%
Put IV 25d	93.4%	74.2%	108.5%	74.2%	102.0%
Bid-Ask Spread %	2.82	2.32	4.58	2.66	2.39
Gamma HHI	0.15	0.08	0.31	0.09	0.31
Net GEX	915.3K	-636.7K	4.3M	3.3M	-636.7K
Net DEX	153.3M	35.7M	193.1M	83.8M	180.8M
Net VEX	-2.4M	-3.3M	-2.0M	-3.1M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.25	1.37	0.54	0.45
Total Volume	174,731.9	103,081	402,521	143,567	122,565
Total OI	1,971,907.1	1,850,096	2,091,523	1,983,308	2,036,043

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
2022-04-01	$9.29	$12.50	74.5%	23.0%	80.5%	27.2%	82.4%	-5.7%	0.9%	3.3M	83.8M	-3.1M	0.54	2.66	93,481	50,086	1,309,931	673,377
2022-04-04	$9.76	$12.50	73.3%	22.6%	81.8%	25.3%	81.9%	-1.8%	4.7%	4.3M	35.7M	-3.3M	0.36	2.87	124,846	45,089	1,228,292	644,736
2022-04-05	$9.13	$12.50	76.7%	23.5%	85.1%	30.7%	85.0%	-2.4%	3.7%	2.6M	98.2M	-3.0M	0.72	3.24	135,568	97,780	1,254,508	648,932
2022-04-06	$8.78	$12.50	82.8%	25.3%	85.9%	40.3%	90.2%	-3.2%	3.8%	1.1M	134.5M	-2.8M	0.44	4.14	117,208	51,021	1,278,273	672,082
2022-04-07	$8.21	$12.50	90.1%	26.6%	87.6%	51.9%	96.1%	-0.7%	3.3%	588.4K	161.6M	-2.6M	0.53	4.58	263,187	139,334	1,304,669	679,389
2022-04-08	$7.92	$11.00	89.4%	26.4%	83.6%	50.7%	95.1%	-2.7%	8.0%	2.0M	156.7M	-2.7M	0.46	2.73	104,848	47,916	1,380,029	709,197
2022-04-11	$7.71	$11.00	92.8%	26.7%	77.8%	56.0%	99.8%	-2.8%	-0.4%	986.0K	145.8M	-2.6M	0.39	2.78	154,579	60,658	1,316,956	671,904
2022-04-12	$7.48	$10.00	90.9%	26.1%	76.9%	53.1%	94.8%	-1.5%	-0.2%	874.1K	164.9M	-2.4M	0.25	2.32	146,209	36,919	1,359,757	679,469
2022-04-13	$7.63	$10.00	90.5%	25.2%	76.2%	52.4%	92.0%	0.4%	-2.6%	1.3M	154.6M	-2.5M	0.32	2.71	89,812	29,127	1,394,430	681,887
2022-04-14	$7.30	$10.00	88.5%	25.2%	74.2%	49.2%	91.2%	0.3%	-1.1%	965.6K	177.9M	-2.3M	1.37	2.92	101,642	139,581	1,409,321	682,202
2022-04-18	$7.10	$10.00	88.3%	25.1%	63.4%	48.9%	90.4%	0.6%	-1.2%	69.7K	169.7M	-2.3M	0.35	2.49	141,310	49,418	1,134,964	715,132
2022-04-19	$7.42	$10.00	85.7%	24.5%	66.6%	44.9%	85.5%	6.1%	-0.8%	896.5K	153.4M	-2.4M	0.34	2.77	107,002	36,388	1,169,311	729,721
2022-04-20	$6.99	$10.00	88.6%	25.4%	67.3%	49.5%	90.2%	3.1%	-1.8%	25.8K	179.9M	-2.2M	0.34	2.62	97,908	32,969	1,189,068	733,582
2022-04-21	$6.55	$10.00	93.1%	26.8%	69.3%	56.6%	94.7%	2.8%	-2.5%	-392.4K	193.1M	-2.0M	0.32	2.43	142,840	45,517	1,210,571	733,187
2022-04-22	$6.44	$10.00	99.5%	28.9%	68.9%	66.6%	101.8%	6.3%	-5.2%	-418.3K	183.2M	-2.1M	0.81	2.44	78,784	63,764	1,241,577	739,001
2022-04-25	$6.51	$10.00	101.1%	29.7%	69.0%	69.2%	103.5%	6.3%	-3.8%	-240.6K	170.8M	-2.1M	0.30	2.49	115,072	34,988	1,161,198	727,695
2022-04-26	$6.34	$10.00	103.1%	30.3%	67.9%	72.3%	107.7%	5.7%	-3.4%	-95.6K	174.3M	-2.0M	0.32	2.86	100,510	32,253	1,203,392	741,174
2022-04-27	$6.16	$10.00	103.5%	30.9%	52.6%	72.8%	106.0%	7.3%	-4.3%	100.3K	184.1M	-2.0M	0.40	2.57	73,713	29,368	1,234,437	747,402
2022-04-28	$6.43	$10.00	95.6%	28.5%	57.6%	60.4%	99.5%	6.9%	-2.5%	1.1M	163.7M	-2.1M	0.44	2.47	112,433	48,945	1,256,157	755,189
2022-04-29	$6.18	$10.00	97.5%	29.1%	57.9%	63.4%	102.1%	4.8%	-5.1%	-636.7K	180.8M	-2.0M	0.45	2.39	84,496	38,069	1,279,342	756,701