SOFI Options History — November 2022

In November 2022, SOFI traded between $4.44 and $5.95. ATM implied volatility averaged 69.4%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded below realized volatility by 8.3% (HV 20d: 77.7%). Max pain ranged from $5.00 to $6.50. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.36.

Notable Days

2022-11-01: Highest Volume — 624,499 contracts
2022-11-30: Largest IV drop — 8.9% change
2022-11-02: Highest IV Rank — 21.8%
2022-11-02: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.16	$4.44	$5.95	$5.72	$4.79
Max Pain	$5.12	$5.00	$6.50	$6.00	$5.00
ATM IV	69.4%	62.6%	74.0%	73.8%	64.2%
Expected Move	20.3%	18.7%	22.5%	22.2%	19.3%
HV 20d	77.7%	58.8%	86.9%	58.8%	80.9%
HV 60d	69.8%	67.6%	71.3%	68.2%	71.2%
IV Rank	13.7%	1.9%	21.8%	21.3%	4.7%
IV Percentile	10.4%	0.4%	21.8%	20.2%	2.4%
Term Structure	0.5%	-3.4%	5.7%	-1.8%	2.0%
VWIV	72.0%	65.6%	81.4%	79.5%	69.6%
Skew 25d	3.3%	-1.0%	7.7%	1.3%	6.3%
Skew 10d	5.6%	-3.5%	16.3%	2.4%	9.8%
Call IV 25d	69.9%	60.6%	78.2%	74.1%	65.2%
Put IV 25d	73.2%	66.3%	77.8%	75.3%	71.5%
Bid-Ask Spread %	2.91	2.26	3.78	3.18	2.83
Gamma HHI	0.18	0.13	0.48	0.28	0.13
Net GEX	1.3M	-341.6K	6.7M	3.4M	673.6K
Net DEX	34.0M	-65.4M	82.9M	-9.5M	18.7M
Net VEX	-1.2M	-1.5M	-1.0M	-1.5M	-1.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.36	0.15	0.73	0.26	0.15
Total Volume	176,436.524	48,122	624,499	624,499	111,333
Total OI	1,887,128.19	1,604,137	2,114,896	2,043,246	1,758,701

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
2022-11-01	$5.72	$6.00	73.8%	22.2%	58.8%	21.3%	79.5%	1.3%	-1.8%	3.4M	-9.5M	-1.5M	0.26	3.18	497,603	126,896	1,351,210	692,036
2022-11-02	$5.11	$6.50	74.0%	22.5%	71.6%	21.8%	81.4%	-0.4%	-1.3%	254.5K	82.9M	-1.3M	0.34	3.55	252,410	86,144	1,334,772	701,415
2022-11-03	$5.36	$5.00	69.8%	20.5%	73.8%	14.4%	71.5%	0.9%	1.9%	1.1M	51.0M	-1.3M	0.21	2.64	161,271	33,376	1,351,269	725,044
2022-11-04	$5.19	$5.00	70.5%	20.3%	71.8%	15.6%	73.2%	0.8%	2.9%	1.4M	64.1M	-1.3M	0.46	3.78	128,965	59,001	1,393,273	721,623
2022-11-07	$5.15	$5.00	68.8%	20.4%	71.8%	12.7%	71.6%	3.0%	2.0%	1.4M	52.5M	-1.3M	0.30	3.15	80,808	24,481	1,269,040	613,557
2022-11-08	$5.12	$5.00	68.9%	20.7%	71.9%	12.8%	71.8%	4.7%	2.6%	1.3M	56.3M	-1.2M	0.20	3.51	90,585	17,913	1,278,987	622,748
2022-11-09	$4.97	$5.00	67.6%	19.9%	72.2%	10.6%	70.9%	5.1%	1.2%	969.9K	68.4M	-1.2M	0.44	2.97	70,007	31,126	1,300,581	625,248
2022-11-10	$5.34	$5.00	62.6%	19.2%	76.7%	1.9%	65.6%	5.9%	5.7%	2.7M	32.2M	-1.3M	0.31	2.57	142,817	43,924	1,320,921	637,585
2022-11-11	$5.95	$5.00	63.0%	18.7%	82.5%	2.6%	66.3%	5.8%	3.7%	6.7M	-65.4M	-1.4M	0.27	2.77	261,881	71,608	1,341,621	645,137
2022-11-14	$5.92	$5.00	67.3%	19.5%	81.8%	10.0%	68.9%	7.4%	-0.4%	2.5M	-21.6M	-1.4M	0.39	2.87	112,064	43,987	1,244,175	631,864
2022-11-15	$5.89	$5.00	68.9%	19.8%	81.3%	12.9%	69.6%	7.7%	-0.7%	2.6M	-21.0M	-1.4M	0.31	2.89	101,376	31,306	1,269,534	648,060
2022-11-16	$5.52	$5.00	68.3%	19.6%	82.7%	11.9%	69.9%	2.0%	0.6%	1.4M	27.8M	-1.3M	0.49	2.49	89,646	43,671	1,286,468	650,720
2022-11-17	$5.38	$5.00	70.4%	20.2%	83.4%	15.4%	71.4%	2.9%	-1.3%	1.0M	42.2M	-1.3M	0.39	2.49	69,845	27,360	1,292,832	649,515
2022-11-18	$5.22	$5.00	69.9%	20.0%	83.5%	14.6%	70.9%	2.3%	0.4%	776.3K	52.9M	-1.2M	0.52	2.26	69,299	35,898	1,309,009	652,301
2022-11-21	$4.88	$5.00	72.1%	21.0%	86.9%	18.4%	75.7%	-1.0%	-3.4%	288.6K	32.9M	-1.1M	0.73	2.88	138,801	101,686	1,105,114	499,023
2022-11-22	$4.67	$5.00	73.3%	21.3%	80.0%	20.4%	76.0%	1.3%	-2.5%	-217.3K	51.3M	-1.1M	0.58	3.08	117,810	67,856	1,150,827	546,065
2022-11-23	$4.68	$5.00	72.7%	20.1%	80.1%	19.4%	71.4%	5.8%	-0.6%	-124.7K	48.0M	-1.1M	0.28	2.40	107,251	29,514	1,200,485	561,238
2022-11-25	$4.56	$5.00	70.9%	20.2%	79.7%	16.4%	73.1%	-1.0%	-0.1%	-341.6K	53.1M	-1.1M	0.43	3.01	33,585	14,537	1,234,178	566,357
2022-11-28	$4.44	$5.00	69.8%	20.4%	79.7%	14.5%	73.0%	3.7%	-0.6%	-201.0K	54.9M	-1.0M	0.25	3.01	86,903	21,773	1,171,218	537,570
2022-11-29	$4.54	$5.00	70.5%	20.2%	80.4%	15.6%	71.4%	5.4%	0.9%	69.3K	42.8M	-1.1M	0.34	2.67	51,345	17,505	1,196,646	541,725
2022-11-30	$4.79	$5.00	64.2%	19.3%	80.9%	4.7%	69.6%	6.3%	2.0%	673.6K	18.7M	-1.2M	0.15	2.83	97,083	14,250	1,212,516	546,185