SOFI Options History — August 2022

In August 2022, SOFI traded between $5.91 and $8.38. ATM implied volatility averaged 71.5%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded below realized volatility by 36.3% (HV 20d: 107.8%). Max pain ranged from $7.00 to $12.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.39.

Notable Days

2022-08-03: Highest Volume — 637,322 contracts
2022-08-03: Largest IV drop — 25.3% change
2022-08-02: Highest IV Rank — 63.1%
2022-08-02: Largest Expected Move — 33.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.97	$5.91	$8.38	$6.36	$5.97
Max Pain	$8.13	$7.00	$12.00	$12.00	$7.00
ATM IV	71.5%	61.5%	96.3%	90.7%	73.2%
Expected Move	20.8%	17.9%	33.2%	30.1%	19.9%
HV 20d	107.8%	54.0%	121.7%	58.4%	70.1%
HV 60d	87.1%	80.0%	95.8%	80.3%	86.3%
IV Rank	23.0%	6.9%	63.1%	54.1%	25.8%
IV Percentile	27.0%	5.6%	83.3%	77.4%	29.4%
Term Structure	-0.4%	-5.5%	2.2%	-5.5%	0.1%
VWIV	73.7%	60.7%	116.4%	106.0%	71.7%
Skew 25d	4.3%	-2.1%	9.8%	9.8%	4.5%
Skew 10d	6.6%	-3.2%	18.0%	17.6%	4.4%
Call IV 25d	71.2%	60.7%	92.7%	84.5%	73.3%
Put IV 25d	75.6%	66.3%	101.6%	94.4%	77.8%
Bid-Ask Spread %	2.85	2.17	4.41	2.59	2.74
Gamma HHI	0.11	0.09	0.24	0.10	0.10
Net GEX	1.5M	139.2K	3.6M	719.9K	1.0M
Net DEX	77.9M	-58.3M	156.4M	108.7M	113.1M
Net VEX	-1.8M	-2.2M	-1.5M	-1.6M	-1.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.15	0.64	0.64	0.32
Total Volume	181,119.13	76,137	637,322	93,945	76,137
Total OI	1,728,731.652	1,562,214	1,850,442	1,562,214	1,829,873

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
2022-08-01	$6.36	$12.00	90.7%	30.1%	58.4%	54.1%	106.0%	9.8%	-5.5%	719.9K	108.7M	-1.6M	0.64	2.59	57,188	36,757	903,494	658,720
2022-08-02	$6.44	$12.00	96.3%	33.2%	54.0%	63.1%	116.4%	8.8%	-5.1%	825.1K	95.8M	-1.7M	0.47	2.62	106,754	50,462	930,930	682,213
2022-08-03	$8.38	$9.00	72.0%	22.0%	106.3%	23.9%	81.2%	8.2%	-3.0%	3.1M	-58.3M	-2.2M	0.36	2.87	467,198	170,124	970,487	715,241
2022-08-04	$8.23	$7.00	69.8%	19.3%	106.4%	20.3%	68.0%	7.2%	-2.1%	3.1M	-24.5M	-2.1M	0.52	2.89	133,405	69,343	1,024,076	784,836
2022-08-05	$7.97	$7.00	64.8%	18.5%	107.5%	12.2%	64.9%	6.7%	-1.6%	3.6M	11.7M	-2.1M	0.60	2.62	113,563	68,601	1,032,197	796,352
2022-08-08	$7.97	$7.00	65.4%	18.6%	105.7%	13.3%	64.5%	7.8%	0.7%	2.0M	37.4M	-2.0M	0.34	3.10	106,169	35,729	960,585	700,321
2022-08-09	$7.37	$7.00	65.9%	19.4%	110.7%	14.0%	66.4%	5.6%	2.1%	1.2M	89.4M	-1.8M	0.61	2.17	111,398	68,475	982,474	706,243
2022-08-10	$7.81	$7.00	61.5%	17.9%	111.5%	6.9%	60.7%	4.7%	0.9%	2.0M	49.4M	-1.9M	0.32	3.02	116,655	37,354	995,514	716,564
2022-08-11	$7.38	$8.00	65.1%	19.1%	114.3%	12.7%	65.5%	4.5%	2.2%	1.3M	79.7M	-1.9M	0.47	2.48	90,441	42,220	1,016,402	719,223
2022-08-12	$7.66	$8.00	62.9%	17.9%	113.6%	9.2%	64.6%	5.7%	-0.6%	1.6M	54.2M	-1.9M	0.39	2.86	75,521	29,600	1,028,403	728,459
2022-08-15	$7.62	$8.00	63.0%	18.1%	113.7%	9.4%	63.9%	5.3%	1.6%	1.6M	66.8M	-1.9M	0.40	2.78	70,265	27,965	978,392	694,015
2022-08-16	$7.63	$8.00	63.0%	18.1%	113.1%	9.4%	65.2%	5.1%	1.1%	1.7M	57.1M	-1.9M	0.34	2.28	137,113	46,475	996,781	705,150
2022-08-17	$6.88	$8.00	72.4%	20.8%	118.5%	24.5%	73.4%	-0.3%	-0.9%	896.9K	116.0M	-1.7M	0.51	3.32	176,364	90,003	1,023,373	714,236
2022-08-18	$6.70	$10.00	70.0%	20.0%	118.8%	20.7%	73.0%	-2.1%	0.9%	1.1M	131.8M	-1.7M	0.29	2.31	101,818	29,640	1,071,479	733,970
2022-08-19	$6.34	$9.00	70.0%	20.1%	118.7%	20.7%	72.8%	-1.3%	-0.1%	343.4K	156.4M	-1.6M	0.44	2.69	91,459	40,437	1,089,510	742,968
2022-08-22	$6.09	$9.00	73.2%	20.9%	119.1%	25.7%	73.9%	3.8%	-0.2%	139.2K	126.3M	-1.5M	0.26	2.72	101,010	25,871	952,158	643,917
2022-08-23	$6.17	$8.00	76.8%	22.2%	117.9%	31.7%	78.0%	2.5%	0.1%	612.2K	110.0M	-1.5M	0.15	3.43	144,592	22,090	986,511	651,062
2022-08-24	$6.47	$8.00	73.9%	21.2%	117.8%	27.0%	74.9%	3.5%	-0.7%	2.4M	68.8M	-1.7M	0.33	3.45	234,774	76,489	1,052,924	659,666
2022-08-25	$6.68	$7.00	71.3%	19.7%	117.7%	22.8%	69.3%	3.5%	-0.3%	2.6M	55.8M	-1.8M	0.28	2.83	181,425	50,652	1,084,566	685,698
2022-08-26	$6.15	$7.00	73.1%	20.1%	121.5%	25.7%	71.8%	0.2%	-0.4%	762.1K	115.4M	-1.6M	0.27	2.76	180,119	49,199	1,140,604	709,838
2022-08-29	$6.06	$7.00	73.5%	20.6%	121.6%	26.3%	73.7%	1.9%	1.9%	726.7K	114.0M	-1.6M	0.39	2.67	81,343	31,431	1,075,120	688,143
2022-08-30	$5.91	$7.00	75.3%	21.2%	121.7%	29.3%	75.0%	4.4%	0.3%	677.4K	116.5M	-1.6M	0.21	4.41	92,550	19,562	1,103,841	694,299
2022-08-31	$5.97	$7.00	73.2%	19.9%	70.1%	25.8%	71.7%	4.5%	0.1%	1.0M	113.1M	-1.6M	0.32	2.74	57,558	18,579	1,130,060	699,813