SOFI Options History — July 2022

In July 2022, SOFI traded between $5.40 and $7.02. ATM implied volatility averaged 81.8%, placing in the 39.6% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 17.5% (HV 20d: 64.3%). Max pain ranged from $6.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.70.

Notable Days

2022-07-06: Highest Volume — 174,599 contracts
2022-07-22: Largest IV spike — 5.3% change
2022-07-14: Highest IV Rank — 45.4%
2022-07-29: Largest Expected Move — 26.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.24	$5.40	$7.02	$5.40	$6.36
Max Pain	$10.80	$6.00	$15.00	$15.00	$12.00
ATM IV	81.8%	76.7%	85.3%	80.0%	84.0%
Expected Move	24.1%	21.0%	26.0%	21.0%	26.0%
HV 20d	64.3%	57.1%	75.3%	67.2%	58.4%
HV 60d	82.8%	81.6%	83.5%	82.3%	83.3%
IV Rank	39.6%	31.5%	45.4%	36.8%	43.2%
IV Percentile	57.6%	41.3%	64.3%	55.2%	63.1%
Term Structure	0.7%	-3.8%	7.9%	3.6%	-2.4%
VWIV	82.0%	74.9%	90.2%	76.9%	90.2%
Skew 25d	10.9%	7.6%	14.3%	8.7%	7.6%
Skew 10d	19.6%	13.3%	29.1%	13.3%	21.2%
Call IV 25d	77.6%	71.7%	84.0%	75.4%	82.7%
Put IV 25d	88.5%	83.6%	94.0%	84.0%	90.3%
Bid-Ask Spread %	2.68	2.26	3.26	2.35	2.45
Gamma HHI	0.13	0.09	0.16	0.14	0.10
Net GEX	942.7K	88.7K	2.6M	88.7K	643.2K
Net DEX	141.6M	57.0M	212.1M	212.1M	116.9M
Net VEX	-1.6M	-1.8M	-1.4M	-1.4M	-1.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.30	2.84	0.41	0.51
Total Volume	97,463.6	50,679	174,599	61,104	68,103
Total OI	1,744,340.3	1,544,716	1,929,230	1,925,673	1,672,413

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
2022-07-01	$5.40	$15.00	80.0%	21.0%	67.2%	36.8%	76.9%	8.7%	3.6%	88.7K	212.1M	-1.4M	0.41	2.35	43,298	17,806	1,078,137	847,536
2022-07-05	$5.78	$6.00	79.1%	25.0%	71.6%	35.4%	86.3%	13.0%	7.9%	480.4K	198.5M	-1.6M	0.30	3.21	87,131	25,822	1,030,434	776,682
2022-07-06	$5.94	$6.00	81.8%	25.4%	72.7%	39.7%	76.7%	10.5%	6.6%	1.2M	183.2M	-1.6M	0.58	2.97	110,799	63,800	1,054,938	785,217
2022-07-07	$6.23	$9.00	80.7%	23.9%	75.3%	37.9%	80.4%	14.0%	3.5%	1.6M	170.3M	-1.7M	0.37	2.95	95,841	35,076	1,069,125	791,072
2022-07-08	$6.22	$8.00	82.2%	24.3%	74.9%	40.3%	83.3%	10.9%	3.3%	922.0K	167.7M	-1.7M	0.45	2.26	76,103	33,908	1,086,086	799,029
2022-07-11	$5.96	$8.00	82.6%	24.7%	70.3%	40.9%	86.2%	9.6%	1.5%	699.4K	183.2M	-1.5M	2.84	3.26	34,463	97,890	1,042,759	759,638
2022-07-12	$6.00	$8.00	85.0%	25.0%	69.4%	44.9%	74.9%	8.8%	2.1%	419.0K	185.1M	-1.6M	1.01	2.62	85,021	86,273	1,050,820	814,012
2022-07-13	$5.91	$12.00	84.5%	25.1%	65.4%	44.0%	83.3%	9.5%	1.8%	174.6K	182.0M	-1.6M	0.79	2.80	66,316	52,386	1,056,582	833,034
2022-07-14	$5.93	$12.00	85.3%	25.2%	61.5%	45.4%	83.2%	11.4%	2.1%	244.7K	192.5M	-1.6M	1.41	2.75	26,604	37,533	1,080,107	849,123
2022-07-15	$6.26	$12.00	83.0%	24.2%	64.4%	41.7%	82.8%	9.9%	2.9%	379.0K	169.2M	-1.6M	0.41	2.30	73,930	30,633	1,083,774	832,477
2022-07-18	$6.37	$12.00	79.8%	22.8%	57.2%	36.5%	77.9%	11.3%	-2.4%	872.0K	103.4M	-1.7M	0.53	2.58	64,163	34,061	855,229	689,487
2022-07-19	$6.62	$12.00	79.5%	22.7%	57.1%	35.9%	76.4%	14.3%	-0.3%	1.4M	93.4M	-1.7M	0.42	2.56	52,320	21,755	879,145	699,993
2022-07-20	$6.95	$12.00	78.5%	22.5%	58.9%	34.4%	77.3%	12.0%	-2.4%	2.1M	68.3M	-1.8M	0.30	2.54	93,563	28,520	899,121	707,313
2022-07-21	$7.02	$12.00	76.7%	22.1%	57.2%	31.5%	77.2%	11.9%	-1.5%	2.6M	57.0M	-1.8M	0.45	2.57	52,729	23,913	921,412	711,726
2022-07-22	$6.63	$12.00	80.8%	23.5%	61.4%	38.1%	82.4%	12.3%	-3.8%	1.3M	89.4M	-1.7M	0.54	3.05	53,605	29,022	932,422	720,678
2022-07-25	$6.46	$12.00	80.8%	23.7%	60.2%	38.1%	83.6%	11.9%	-1.5%	1.2M	107.0M	-1.6M	0.89	3.13	31,346	27,889	897,130	695,993
2022-07-26	$6.14	$12.00	84.7%	25.4%	62.5%	44.4%	87.9%	9.5%	-2.6%	596.2K	123.4M	-1.5M	0.69	2.30	29,997	20,682	908,404	704,003
2022-07-27	$6.45	$12.00	82.9%	24.3%	59.3%	41.5%	84.2%	10.9%	-2.5%	1.2M	108.5M	-1.6M	0.59	2.59	44,907	26,662	912,171	706,743
2022-07-28	$6.26	$12.00	83.0%	25.6%	60.4%	41.6%	89.4%	9.2%	-2.6%	757.2K	121.4M	-1.5M	0.57	2.40	41,575	23,827	932,782	720,059
2022-07-29	$6.36	$12.00	84.0%	26.0%	58.4%	43.2%	90.2%	7.6%	-2.4%	643.2K	116.9M	-1.6M	0.51	2.45	45,153	22,950	941,771	730,642