SOFI Options History — September 2022

In September 2022, SOFI traded between $4.86 and $6.41. ATM implied volatility averaged 74.1%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 5.8% (HV 20d: 68.4%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.35.

Notable Days

2022-09-15: Highest Volume — 228,570 contracts
2022-09-29: Largest IV spike — 10.6% change
2022-09-29: Highest IV Rank — 39.9%
2022-09-27: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.71	$4.86	$6.41	$5.84	$4.89
Max Pain	$8.26	$7.00	$9.00	$7.00	$7.50
ATM IV	74.1%	65.6%	84.5%	72.9%	81.7%
Expected Move	21.2%	19.0%	24.4%	19.7%	22.0%
HV 20d	68.4%	62.4%	76.2%	70.1%	69.5%
HV 60d	85.1%	83.5%	86.4%	86.4%	85.0%
IV Rank	25.4%	13.6%	39.9%	25.4%	35.1%
IV Percentile	32.3%	9.1%	63.5%	27.8%	56.0%
Term Structure	3.0%	-1.6%	13.1%	0.7%	10.3%
VWIV	74.0%	64.6%	84.1%	70.7%	78.6%
Skew 25d	7.0%	2.7%	11.1%	6.6%	7.4%
Skew 10d	10.0%	3.4%	17.1%	3.4%	14.0%
Call IV 25d	72.1%	62.7%	83.2%	73.2%	76.2%
Put IV 25d	79.1%	71.3%	89.9%	79.8%	83.6%
Bid-Ask Spread %	2.52	1.76	3.05	3.02	2.27
Gamma HHI	0.14	0.10	0.23	0.10	0.13
Net GEX	923.2K	-311.6K	3.2M	638.6K	262.3K
Net DEX	106.5M	59.2M	128.5M	128.4M	122.0M
Net VEX	-1.4M	-1.6M	-1.2M	-1.5M	-1.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.23	0.65	0.37	0.26
Total Volume	124,996.381	59,955	228,570	107,736	153,756
Total OI	1,834,448.286	1,753,224	1,912,144	1,839,474	1,912,144

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
2022-09-01	$5.84	$7.00	72.9%	19.7%	70.1%	25.4%	70.7%	6.6%	0.7%	638.6K	128.4M	-1.5M	0.37	3.02	78,774	28,962	1,139,074	700,400
2022-09-02	$5.73	$7.00	71.8%	19.0%	69.9%	23.6%	64.6%	2.7%	1.2%	486.9K	127.8M	-1.5M	0.34	2.64	77,660	26,431	1,156,017	696,196
2022-09-06	$5.65	$7.50	74.1%	20.5%	69.6%	27.2%	72.2%	5.4%	-0.1%	377.3K	124.8M	-1.4M	0.34	1.97	58,249	19,563	1,086,332	672,957
2022-09-07	$5.83	$7.50	68.1%	19.7%	67.7%	17.6%	69.2%	7.9%	1.4%	736.9K	120.2M	-1.4M	0.65	2.38	113,180	73,454	1,101,247	677,071
2022-09-08	$6.13	$9.00	71.8%	20.5%	66.7%	23.6%	71.2%	4.7%	-0.5%	1.8M	90.6M	-1.5M	0.23	2.76	150,126	33,946	1,125,297	684,000
2022-09-09	$6.30	$9.00	65.6%	19.7%	65.9%	13.6%	67.6%	6.4%	0.8%	2.5M	61.4M	-1.6M	0.24	2.13	100,579	24,381	1,194,015	694,714
2022-09-12	$6.41	$9.00	65.8%	20.3%	64.5%	13.9%	69.2%	10.3%	5.1%	2.9M	63.2M	-1.6M	0.27	2.26	77,904	20,901	1,143,792	680,722
2022-09-13	$5.80	$9.00	69.5%	19.7%	72.1%	19.9%	69.5%	6.4%	-0.9%	986.7K	124.4M	-1.4M	0.24	1.76	138,591	33,832	1,163,386	687,801
2022-09-14	$6.14	$9.00	69.1%	20.1%	76.2%	19.2%	68.8%	7.7%	2.6%	1.8M	89.5M	-1.5M	0.32	2.85	108,609	35,247	1,148,176	697,596
2022-09-15	$6.40	$9.00	71.2%	21.2%	70.0%	22.5%	70.6%	7.5%	3.2%	3.2M	59.2M	-1.6M	0.29	3.05	176,949	51,621	1,174,634	709,424
2022-09-16	$6.06	$9.00	74.2%	21.0%	71.9%	27.4%	74.6%	8.2%	-1.6%	1.1M	100.5M	-1.5M	0.57	2.72	72,195	41,503	1,186,948	720,992
2022-09-19	$6.07	$9.00	71.0%	20.3%	69.4%	22.2%	71.9%	11.1%	0.7%	750.7K	102.3M	-1.5M	0.36	2.35	60,132	21,933	1,076,149	677,075
2022-09-20	$5.92	$9.00	73.6%	21.1%	68.5%	22.9%	74.7%	6.6%	0.6%	706.9K	96.1M	-1.5M	0.31	2.49	45,762	14,193	1,101,921	675,523
2022-09-21	$5.71	$9.00	75.8%	21.7%	69.3%	26.6%	77.1%	7.3%	0.1%	191.4K	113.3M	-1.4M	0.27	2.92	82,528	22,416	1,117,576	682,485
2022-09-22	$5.41	$9.00	74.9%	21.5%	68.7%	23.2%	76.4%	4.5%	-0.7%	-311.6K	121.9M	-1.4M	0.32	2.76	107,694	34,495	1,146,761	681,815
2022-09-23	$5.32	$8.00	77.1%	22.1%	67.0%	27.1%	79.3%	6.8%	0.9%	325.6K	122.9M	-1.3M	0.47	2.64	83,644	39,718	1,182,020	684,155
2022-09-26	$5.12	$7.50	83.4%	24.1%	62.4%	38.0%	82.7%	8.1%	7.8%	249.9K	114.9M	-1.3M	0.28	2.27	87,954	24,373	1,136,608	655,995
2022-09-27	$5.06	$7.50	84.0%	24.4%	62.4%	39.1%	83.8%	6.7%	8.9%	232.1K	116.7M	-1.2M	0.28	2.55	69,767	19,311	1,165,482	663,084
2022-09-28	$5.27	$7.50	76.4%	21.8%	64.5%	25.8%	77.6%	8.3%	13.1%	512.0K	106.9M	-1.3M	0.48	2.34	55,618	26,619	1,184,310	666,436
2022-09-29	$4.86	$7.50	84.5%	24.2%	69.5%	39.9%	84.1%	6.2%	9.7%	-103.2K	128.5M	-1.2M	0.35	2.84	98,318	34,036	1,197,501	675,583
2022-09-30	$4.89	$7.50	81.7%	22.0%	69.5%	35.1%	78.6%	7.4%	10.3%	262.3K	122.0M	-1.2M	0.26	2.27	121,879	31,877	1,231,308	680,836