SOFI Options History — May 2022

In May 2022, SOFI traded between $5.26 and $7.79. ATM implied volatility averaged 95.5%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 3.0% (HV 20d: 92.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.53.

Notable Days

2022-05-10: Highest Volume — 397,428 contracts
2022-05-13: Largest IV drop — 10.2% change
2022-05-10: Highest IV Rank — 97.6%
2022-05-10: Largest Expected Move — 33.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.73	$5.26	$7.79	$6.25	$7.40
Max Pain	$8.71	$7.50	$10.00	$10.00	$9.50
ATM IV	95.5%	76.5%	119.2%	101.5%	76.9%
Expected Move	27.8%	22.3%	33.8%	31.6%	22.3%
HV 20d	92.5%	55.1%	110.6%	59.1%	110.5%
HV 60d	84.1%	74.4%	90.2%	75.0%	86.5%
IV Rank	60.3%	30.4%	97.6%	69.8%	31.0%
IV Percentile	76.6%	42.7%	99.6%	89.5%	45.0%
Term Structure	-0.6%	-3.4%	4.3%	-2.3%	0.3%
VWIV	99.0%	78.7%	118.3%	107.4%	79.2%
Skew 25d	6.6%	2.4%	9.5%	7.0%	8.5%
Skew 10d	12.4%	-2.2%	19.9%	13.1%	17.3%
Call IV 25d	94.6%	74.9%	120.7%	96.6%	75.5%
Put IV 25d	101.2%	81.1%	123.1%	103.6%	83.9%
Bid-Ask Spread %	2.98	2.39	4.52	2.82	2.70
Gamma HHI	0.14	0.06	0.44	0.29	0.11
Net GEX	1.6M	-551.7K	4.8M	-551.7K	1.7M
Net DEX	119.6M	48.0M	165.2M	165.2M	135.8M
Net VEX	-2.1M	-2.6M	-1.6M	-2.0M	-2.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.28	1.28	0.30	0.40
Total Volume	185,657.333	74,676	397,428	99,138	105,936
Total OI	1,959,115.286	1,815,537	2,114,258	1,905,825	1,878,580

Daily Data (21 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
2022-05-02	$6.25	$10.00	101.5%	31.6%	59.1%	69.8%	107.4%	7.0%	-2.3%	-551.7K	165.2M	-2.0M	0.30	2.82	76,371	22,767	1,173,922	731,903
2022-05-03	$6.36	$10.00	99.7%	31.9%	55.1%	66.9%	113.2%	6.4%	-0.5%	-292.5K	151.2M	-2.0M	0.42	2.49	55,629	23,412	1,201,845	733,482
2022-05-04	$7.08	$10.00	97.7%	30.9%	69.0%	63.8%	109.2%	6.7%	-2.5%	1.8M	91.8M	-2.4M	0.28	2.81	200,849	55,456	1,221,382	740,668
2022-05-05	$6.81	$7.50	99.1%	27.2%	69.0%	65.9%	96.9%	7.5%	-2.1%	1.9M	107.0M	-2.2M	0.48	3.23	93,008	44,807	1,253,718	750,658
2022-05-06	$6.44	$7.50	106.4%	30.4%	67.9%	77.5%	103.1%	7.6%	-2.6%	1.8M	127.2M	-2.1M	0.51	2.49	89,082	45,358	1,268,354	756,523
2022-05-09	$5.83	$7.50	115.2%	31.9%	74.3%	91.4%	113.4%	4.2%	-3.4%	804.7K	142.3M	-1.9M	0.42	2.63	95,237	40,224	1,195,232	671,465
2022-05-10	$5.26	$7.50	119.2%	33.8%	80.5%	97.6%	118.3%	2.4%	0.8%	471.1K	154.2M	-1.6M	0.66	4.52	239,586	157,842	1,218,806	683,187
2022-05-11	$5.45	$7.50	108.5%	32.3%	82.6%	80.8%	111.0%	4.4%	4.3%	706.6K	150.1M	-1.7M	0.39	3.39	157,219	60,806	1,273,681	718,264
2022-05-12	$5.59	$7.50	109.1%	31.1%	83.0%	81.7%	111.9%	6.4%	-1.1%	997.7K	141.2M	-1.7M	0.60	2.67	153,753	92,738	1,290,716	723,213
2022-05-13	$6.71	$7.50	98.0%	28.6%	107.9%	64.2%	98.2%	9.5%	2.3%	1.4M	77.4M	-2.2M	0.47	2.39	250,421	118,372	1,318,100	738,880
2022-05-16	$6.97	$7.50	90.4%	25.8%	108.5%	52.2%	94.0%	6.0%	-1.4%	1.9M	96.4M	-2.2M	0.46	2.83	119,745	54,927	1,217,151	691,063
2022-05-17	$7.03	$7.50	86.5%	24.8%	107.3%	46.1%	89.3%	9.2%	-0.6%	2.1M	104.2M	-2.2M	1.06	3.55	127,773	135,131	1,243,483	705,679
2022-05-18	$7.21	$7.50	90.0%	25.8%	105.5%	51.6%	91.3%	8.5%	-0.9%	2.3M	87.6M	-2.4M	0.60	3.49	135,021	81,043	1,266,675	740,417
2022-05-19	$7.79	$10.00	88.8%	25.6%	105.7%	49.7%	90.3%	7.4%	-1.4%	3.3M	48.0M	-2.6M	0.47	2.69	171,834	80,841	1,294,979	764,620
2022-05-20	$7.43	$10.00	91.1%	26.3%	107.3%	53.3%	95.2%	6.4%	-2.4%	2.9M	94.6M	-2.4M	0.51	3.02	133,309	67,789	1,324,536	789,722
2022-05-23	$7.25	$10.00	90.0%	26.0%	107.8%	51.7%	105.3%	5.9%	-0.6%	1.7M	111.2M	-2.3M	1.28	2.85	75,424	96,803	1,124,361	691,176
2022-05-24	$6.77	$10.00	92.5%	27.3%	110.5%	55.6%	98.1%	5.2%	-0.7%	946.5K	144.5M	-2.2M	0.61	3.21	66,020	40,600	1,154,503	752,609
2022-05-25	$7.06	$9.50	85.6%	25.1%	110.6%	44.8%	90.0%	6.0%	0.5%	1.3M	127.9M	-2.2M	0.38	2.93	54,167	20,509	1,161,694	768,307
2022-05-26	$7.12	$9.00	82.5%	24.0%	109.8%	39.8%	84.8%	7.5%	0.1%	1.3M	140.4M	-2.2M	0.47	3.06	71,609	33,382	1,171,301	771,135
2022-05-27	$7.55	$10.00	76.5%	22.3%	110.0%	30.4%	78.7%	6.2%	1.3%	4.8M	112.9M	-2.3M	0.29	2.78	118,983	35,021	1,185,564	779,867
2022-05-31	$7.40	$9.50	76.9%	22.3%	110.5%	31.0%	79.2%	8.5%	0.3%	1.7M	135.8M	-2.2M	0.40	2.70	75,515	30,421	1,127,625	750,955