SOFI Options History — June 2022

In June 2022, SOFI traded between $5.31 and $7.36. ATM implied volatility averaged 81.8%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded below realized volatility by 1.4% (HV 20d: 83.2%). Max pain ranged from $9.00 to $15.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2022-06-13: Highest Volume — 384,407 contracts
2022-06-17: Largest IV drop — 11.0% change
2022-06-16: Highest IV Rank — 56.6%
2022-06-16: Largest Expected Move — 26.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.09	$5.31	$7.36	$7.08	$5.31
Max Pain	$14.71	$9.00	$15.00	$9.00	$15.00
ATM IV	81.8%	75.8%	93.1%	80.2%	80.5%
Expected Move	23.3%	20.5%	26.9%	23.4%	22.4%
HV 20d	83.2%	69.1%	112.0%	112.0%	69.1%
HV 60d	84.8%	83.0%	87.7%	86.7%	83.0%
IV Rank	38.8%	29.4%	56.6%	36.2%	37.6%
IV Percentile	56.1%	39.8%	79.0%	52.0%	56.0%
Term Structure	0.7%	-3.5%	4.1%	-1.1%	4.0%
VWIV	83.0%	73.8%	95.1%	83.9%	80.5%
Skew 25d	6.3%	1.0%	8.9%	6.7%	8.1%
Skew 10d	9.9%	1.6%	17.0%	12.4%	1.6%
Call IV 25d	80.4%	73.0%	93.1%	79.1%	78.7%
Put IV 25d	86.7%	80.9%	98.5%	85.8%	86.8%
Bid-Ask Spread %	4.61	1.52	17.65	3.42	2.37
Gamma HHI	0.14	0.09	0.29	0.09	0.15
Net GEX	328.8K	-766.0K	1.8M	1.1M	-68.8K
Net DEX	200.9M	146.6M	243.2M	151.6M	213.0M
Net VEX	-1.7M	-2.2M	-1.4M	-2.2M	-1.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.30	3.77	0.50	0.33
Total Volume	109,576.524	54,432	384,407	98,191	54,432
Total OI	1,949,947.143	1,807,641	2,134,144	1,907,790	1,917,440

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
2022-06-01	$7.08	$9.00	80.2%	23.4%	112.0%	36.2%	83.9%	6.7%	-1.1%	1.1M	151.6M	-2.2M	0.50	3.42	65,416	32,775	1,147,889	759,901
2022-06-02	$7.36	$15.00	75.8%	21.7%	106.2%	29.4%	80.8%	8.9%	-0.7%	1.6M	146.6M	-2.2M	0.37	3.23	62,153	22,728	1,160,058	772,263
2022-06-03	$6.96	$15.00	77.5%	22.2%	107.3%	32.0%	79.7%	6.2%	-0.4%	-377.8K	175.4M	-2.0M	0.52	2.85	62,338	32,427	1,173,684	774,790
2022-06-06	$6.85	$15.00	79.2%	22.7%	105.4%	34.6%	79.8%	6.7%	0.8%	880.8K	169.9M	-2.0M	0.38	2.95	100,567	38,428	1,127,876	749,018
2022-06-07	$6.83	$15.00	78.1%	22.2%	98.2%	32.9%	80.1%	8.1%	-0.7%	1.0M	176.9M	-1.9M	0.49	2.26	52,717	25,656	1,154,290	761,889
2022-06-08	$6.67	$15.00	79.3%	23.4%	90.1%	34.8%	79.0%	6.2%	1.4%	791.9K	183.1M	-1.9M	0.48	2.26	77,469	37,155	1,167,288	770,156
2022-06-09	$6.13	$15.00	82.8%	23.8%	95.8%	40.2%	84.3%	1.0%	0.2%	57.5K	211.2M	-1.7M	0.65	2.09	82,788	53,747	1,186,457	783,151
2022-06-10	$5.94	$15.00	85.5%	24.6%	96.4%	44.5%	86.6%	3.9%	0.5%	-433.4K	217.0M	-1.6M	0.53	2.38	64,338	33,806	1,204,513	791,811
2022-06-13	$5.57	$15.00	92.5%	26.5%	72.2%	55.6%	95.1%	5.4%	-0.4%	-404.3K	218.6M	-1.4M	3.77	2.29	80,615	303,792	1,148,185	772,072
2022-06-14	$5.93	$15.00	88.0%	25.2%	74.8%	48.5%	92.6%	8.9%	1.1%	-24.0K	225.3M	-1.8M	0.79	2.49	61,893	49,119	1,175,113	886,259
2022-06-15	$5.92	$15.00	85.9%	24.6%	74.6%	45.2%	87.0%	6.6%	-0.6%	55.8K	227.2M	-1.8M	0.71	2.16	63,298	44,731	1,190,374	901,030
2022-06-16	$5.48	$15.00	93.1%	26.9%	77.2%	56.6%	92.3%	4.7%	-3.5%	-766.0K	243.2M	-1.6M	0.46	1.52	57,274	26,241	1,206,513	919,439
2022-06-17	$5.70	$15.00	82.9%	23.4%	72.3%	40.4%	85.5%	6.0%	4.1%	110.7K	238.6M	-1.7M	0.56	1.61	62,858	35,121	1,213,678	920,466
2022-06-21	$5.75	$15.00	82.1%	23.3%	71.8%	39.1%	81.7%	4.5%	1.4%	219.5K	205.2M	-1.6M	0.91	17.37	79,978	72,468	1,021,971	785,670
2022-06-22	$5.59	$15.00	82.4%	23.7%	71.9%	39.7%	83.1%	6.3%	-0.4%	29.7K	204.8M	-1.6M	0.50	17.65	41,769	20,993	1,053,222	841,043
2022-06-23	$5.79	$15.00	80.3%	23.2%	70.7%	36.3%	81.1%	7.6%	0.2%	490.9K	204.0M	-1.6M	0.44	12.68	57,739	25,419	1,066,838	846,714
2022-06-24	$6.09	$15.00	76.5%	22.0%	71.5%	30.3%	78.7%	6.9%	1.1%	1.8M	186.3M	-1.7M	0.35	7.54	80,488	27,908	1,080,067	846,229
2022-06-27	$5.95	$15.00	75.9%	20.5%	71.5%	29.4%	73.8%	8.6%	2.4%	650.4K	202.2M	-1.6M	0.30	3.20	54,537	16,330	1,043,176	832,229
2022-06-28	$5.57	$15.00	79.5%	22.8%	69.5%	35.2%	80.2%	6.0%	2.8%	125.0K	211.1M	-1.5M	0.42	2.11	59,463	25,264	1,053,724	837,700
2022-06-29	$5.50	$15.00	79.8%	21.7%	69.5%	36.4%	76.7%	5.3%	3.1%	86.0K	208.5M	-1.5M	0.51	2.39	36,233	18,636	1,063,682	841,022
2022-06-30	$5.31	$15.00	80.5%	22.4%	69.1%	37.6%	80.5%	8.1%	4.0%	-68.8K	213.0M	-1.4M	0.33	2.37	40,916	13,516	1,072,347	845,093