SOFI Options History — October 2022

In October 2022, SOFI traded between $4.86 and $5.68. ATM implied volatility averaged 94.1%, placing in the 56.6% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 30.1% (HV 20d: 64.0%). Max pain ranged from $6.00 to $9.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.45.

Notable Days

2022-10-31: Highest Volume — 384,462 contracts
2022-10-31: Largest IV spike — 11.1% change
2022-10-31: Highest IV Rank — 81.2%
2022-10-31: Largest Expected Move — 37.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.21	$4.86	$5.68	$5.16	$5.45
Max Pain	$7.07	$6.00	$9.00	$7.50	$6.50
ATM IV	94.1%	84.0%	108.3%	88.1%	108.3%
Expected Move	27.4%	20.6%	37.9%	22.3%	37.9%
HV 20d	64.0%	56.3%	74.6%	72.9%	58.1%
HV 60d	83.0%	67.3%	87.1%	85.8%	67.3%
IV Rank	56.6%	39.1%	81.2%	46.1%	81.2%
IV Percentile	78.6%	62.3%	95.6%	70.6%	95.6%
Term Structure	-2.4%	-8.4%	2.3%	-0.4%	-4.3%
VWIV	95.4%	72.5%	133.6%	75.6%	133.6%
Skew 25d	10.0%	-2.6%	14.1%	11.3%	-2.6%
Skew 10d	19.4%	-0.4%	25.6%	19.2%	-0.4%
Call IV 25d	91.7%	81.0%	110.3%	86.2%	110.3%
Put IV 25d	101.7%	94.1%	109.9%	97.5%	107.6%
Bid-Ask Spread %	2.88	2.27	3.60	2.56	3.60
Gamma HHI	0.13	0.08	0.22	0.08	0.11
Net GEX	1.1M	148.4K	2.7M	1.0M	1.2M
Net DEX	71.3M	10.9M	110.9M	92.9M	23.1M
Net VEX	-1.3M	-1.5M	-1.2M	-1.3M	-1.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.18	0.75	0.34	0.35
Total Volume	128,313.81	69,145	384,462	118,540	384,462
Total OI	1,892,333.524	1,752,458	2,015,762	1,845,733	1,821,701

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
2022-10-03	$5.16	$7.50	88.1%	22.3%	72.9%	46.1%	75.6%	11.3%	-0.4%	1.0M	92.9M	-1.3M	0.34	2.56	88,148	30,392	1,191,677	654,056
2022-10-04	$5.38	$7.50	84.0%	20.6%	74.6%	39.1%	72.5%	13.5%	1.1%	1.6M	71.0M	-1.4M	0.18	2.27	126,763	22,322	1,218,977	658,670
2022-10-05	$5.31	$7.50	84.7%	20.7%	73.6%	40.3%	74.3%	13.0%	2.1%	1.2M	81.2M	-1.4M	0.41	2.30	65,228	26,658	1,208,529	660,218
2022-10-06	$5.30	$6.00	86.3%	25.9%	70.7%	42.9%	86.6%	10.8%	-0.1%	1.3M	74.8M	-1.3M	0.57	2.87	51,669	29,543	1,222,121	661,101
2022-10-07	$5.01	$6.00	89.5%	26.2%	71.5%	48.5%	89.4%	11.8%	2.3%	1.8M	99.3M	-1.3M	0.55	2.50	62,160	34,405	1,235,914	670,262
2022-10-10	$4.99	$6.00	92.8%	26.2%	70.8%	54.2%	89.3%	10.7%	-1.7%	148.4K	106.8M	-1.2M	0.53	2.94	51,853	27,280	1,184,749	657,338
2022-10-11	$4.97	$6.00	95.0%	27.0%	62.8%	58.1%	92.0%	9.7%	-1.1%	251.4K	101.6M	-1.2M	0.75	2.58	176,273	132,003	1,210,554	668,386
2022-10-12	$5.09	$9.00	96.6%	27.1%	59.3%	60.9%	90.9%	12.8%	-2.2%	485.1K	93.8M	-1.3M	0.24	2.63	83,494	19,923	1,231,127	677,977
2022-10-13	$5.12	$8.00	95.7%	27.2%	56.5%	59.3%	95.3%	11.9%	-1.2%	421.4K	95.1M	-1.3M	0.36	3.44	81,743	29,620	1,247,658	685,583
2022-10-14	$4.86	$8.00	97.4%	27.6%	56.3%	62.3%	96.6%	9.8%	-2.1%	269.2K	110.9M	-1.2M	0.42	2.64	67,491	28,164	1,271,269	693,712
2022-10-17	$5.07	$8.00	95.9%	27.3%	59.3%	59.6%	96.4%	10.0%	-4.2%	651.7K	87.8M	-1.3M	0.43	3.04	70,671	30,482	1,246,424	664,873
2022-10-18	$5.25	$8.00	97.9%	28.0%	60.9%	63.1%	96.0%	14.1%	-6.1%	1.2M	70.8M	-1.3M	0.33	3.01	95,644	31,866	1,271,931	674,083
2022-10-19	$4.99	$7.00	100.3%	28.8%	62.1%	67.4%	102.3%	5.1%	-8.4%	628.3K	86.4M	-1.3M	0.59	2.90	43,493	25,652	1,299,744	684,099
2022-10-20	$4.98	$7.00	98.6%	28.5%	59.5%	64.3%	100.3%	8.0%	-5.7%	483.8K	80.6M	-1.3M	0.52	3.08	47,922	25,019	1,312,663	694,249
2022-10-21	$5.14	$7.00	96.7%	28.4%	60.6%	61.1%	99.6%	12.8%	-6.4%	930.1K	65.8M	-1.3M	0.47	3.23	67,631	31,541	1,323,066	692,696
2022-10-24	$5.17	$7.00	95.7%	29.1%	59.1%	59.3%	101.4%	8.8%	0.1%	1.2M	50.6M	-1.4M	0.37	3.17	70,958	26,476	1,139,563	612,895
2022-10-25	$5.68	$7.00	92.1%	28.3%	67.5%	53.1%	97.6%	9.9%	-2.3%	1.9M	10.9M	-1.5M	0.37	2.39	137,847	50,760	1,165,128	620,875
2022-10-26	$5.57	$6.50	89.0%	27.3%	66.8%	47.7%	97.3%	10.5%	-1.8%	1.9M	22.4M	-1.4M	0.68	2.97	73,856	49,888	1,193,684	646,198
2022-10-27	$5.38	$6.50	94.4%	30.1%	60.8%	57.1%	106.1%	10.1%	-5.0%	1.6M	37.9M	-1.4M	0.60	3.21	55,913	33,684	1,211,054	663,200
2022-10-28	$5.44	$6.50	97.5%	31.2%	60.9%	62.4%	109.2%	9.2%	-3.0%	2.7M	34.2M	-1.4M	0.39	3.23	75,794	29,899	1,219,102	671,898
2022-10-31	$5.45	$6.50	108.3%	37.9%	58.1%	81.2%	133.6%	-2.6%	-4.3%	1.2M	23.1M	-1.4M	0.35	3.60	285,805	98,657	1,180,824	640,877