SOFI Options History — December 2022

In December 2022, SOFI traded between $4.31 and $4.75. ATM implied volatility averaged 64.6%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 9.5% (HV 20d: 55.0%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.36.

Notable Days

  • 2022-12-14: Highest Volume — 291,457 contracts
  • 2022-12-02: Largest IV drop — 9.6% change
  • 2022-12-01: Highest IV Rank — 13.0%
  • 2022-12-07: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.51$4.31$4.75$4.75$4.54
Max Pain$5.48$5.00$6.00$5.00$5.00
ATM IV64.6%61.3%69.0%69.0%64.8%
Expected Move18.8%17.5%20.4%20.0%17.8%
HV 20d55.0%45.7%71.0%71.0%45.7%
HV 60d66.0%62.8%70.9%70.9%62.9%
IV Rank5.4%0.0%13.0%13.0%6.1%
IV Percentile4.7%0.0%10.7%8.7%7.5%
Term Structure1.7%-2.1%4.6%0.2%4.6%
VWIV66.5%60.8%72.0%69.6%62.4%
Skew 25d2.2%-3.1%5.8%3.0%1.7%
Skew 10d2.8%-7.1%10.9%5.4%2.3%
Call IV 25d65.8%60.8%69.6%67.6%65.4%
Put IV 25d68.0%63.5%72.1%70.6%67.0%
Bid-Ask Spread %2.581.2710.592.992.03
Gamma HHI0.130.110.220.120.22
Net GEX257.4K-132.3K790.2K744.1K-132.3K
Net DEX18.1M-10.5M52.8M20.3M-2.9M
Net VEX-999.5K-1.2M-909.1K-1.2M-958.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.160.720.210.32
Total Volume90,665.38149,224291,45768,68875,883
Total OI1,713,714.811,613,5151,823,1351,768,6991,681,804

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$4.75$5.0069.0%20.0%71.0%13.0%69.6%3.0%0.2%744.1K20.3M-1.2M0.212.9956,91211,7761,223,187545,512
2022-12-02$4.67$5.0062.4%17.7%68.5%1.6%62.5%5.8%3.4%162.3K33.0M-1.1M0.5010.5944,51622,2371,229,689547,321
2022-12-05$4.47$6.0064.3%20.1%69.2%4.8%68.7%2.3%1.5%-41.3K46.6M-1.0M0.321.3559,96019,4431,177,999522,523
2022-12-06$4.33$6.0065.9%20.4%69.7%7.7%72.0%0.9%3.4%-94.7K52.8M-1.0M0.291.2965,99319,2051,205,446527,493
2022-12-07$4.31$6.0066.6%20.4%69.7%8.9%71.1%3.3%2.4%-9.1K42.1M-965.6K0.161.3763,09610,1681,224,148498,954
2022-12-08$4.38$6.0066.3%19.6%69.8%8.3%69.7%3.5%0.5%131.7K35.9M-1.0M0.581.3752,20430,0661,246,170499,630
2022-12-09$4.33$6.0065.1%19.4%63.4%6.3%71.0%2.5%1.8%-92.8K41.1M-939.5K0.461.2744,03420,4241,260,331505,560
2022-12-12$4.44$6.0066.0%20.3%47.6%7.8%67.9%3.5%4.0%16.2K30.3M-973.1K0.631.2947,74330,1411,220,751496,546
2022-12-13$4.42$6.0066.3%19.9%47.6%8.3%66.9%5.7%2.7%83.0K30.4M-953.8K0.301.2765,39419,5291,237,384503,922
2022-12-14$4.66$6.0063.7%18.2%53.3%3.9%66.0%0.1%-0.5%478.3K1.9M-1.0M0.309.99223,43268,0251,246,313508,254
2022-12-15$4.64$6.0064.4%18.4%49.5%5.1%66.6%1.7%-0.2%231.1K6.6M-1.0M0.361.9874,02926,5431,278,877531,504
2022-12-16$4.66$6.0064.0%17.9%49.3%4.4%64.7%3.3%-2.1%790.2K-1.4M-1.0M0.302.1461,46818,6581,294,142528,993
2022-12-19$4.41$5.0061.9%17.6%51.5%0.7%67.0%-3.1%2.9%130.4K18.4M-953.6K0.242.0972,73417,7411,172,375455,754
2022-12-20$4.59$5.0062.5%17.9%49.3%1.7%64.3%1.0%0.7%662.7K-479.6K-1.0M0.252.1361,35915,1091,189,453456,669
2022-12-21$4.62$5.0062.6%17.9%47.0%1.9%64.2%-1.4%0.7%642.8K-1.4M-1.0M0.321.6046,96515,1661,203,423457,545
2022-12-22$4.56$5.0062.8%17.9%47.1%2.3%64.8%-0.1%1.7%561.9K448.1K-1.0M0.322.2292,64729,5051,215,148461,582
2022-12-23$4.58$5.0061.3%17.5%46.3%0.0%60.8%2.7%2.0%500.3K-10.5M-995.1K0.311.4837,69111,5331,253,952468,316
2022-12-27$4.39$5.0065.8%18.6%47.8%7.8%65.9%2.8%1.3%90.1K20.4M-909.1K0.322.2565,21521,0551,176,815436,700
2022-12-28$4.38$5.0066.0%18.8%47.0%8.1%67.9%4.1%1.2%124.3K18.6M-919.4K0.371.7261,11122,3641,192,813443,602
2022-12-29$4.58$5.0064.2%18.2%45.7%5.0%63.2%3.3%3.3%425.3K-1.9M-977.6K0.721.7459,92842,9711,208,341453,070
2022-12-30$4.54$5.0064.8%17.8%45.7%6.1%62.4%1.7%4.6%-132.3K-2.9M-958.2K0.322.0357,41218,4711,218,395463,409