SOFI Options History — February 2023

In February 2023, SOFI traded between $6.37 and $7.54. ATM implied volatility averaged 61.7%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 0.1% (HV 20d: 61.7%). Max pain ranged from $6.00 to $6.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.60.

Notable Days

2023-02-02: Highest Volume — 567,880 contracts
2023-02-02: Largest IV spike — 12.9% change
2023-02-03: Highest IV Rank — 14.8%
2023-02-03: Largest Expected Move — 18.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.92	$6.37	$7.54	$7.42	$6.62
Max Pain	$6.00	$6.00	$6.00	$6.00	$6.00
ATM IV	61.7%	56.6%	65.8%	56.6%	58.9%
Expected Move	17.5%	16.0%	18.6%	17.3%	17.0%
HV 20d	61.7%	52.1%	67.8%	57.0%	52.1%
HV 60d	56.4%	53.0%	61.1%	61.1%	53.0%
IV Rank	8.2%	0.0%	14.8%	0.0%	3.7%
IV Percentile	4.5%	0.0%	11.1%	0.0%	1.2%
Term Structure	-0.1%	-2.2%	2.7%	-1.3%	-2.2%
VWIV	62.4%	57.9%	66.9%	62.1%	59.2%
Skew 25d	1.4%	-1.0%	4.3%	1.8%	2.2%
Skew 10d	3.6%	-2.9%	10.5%	6.6%	5.4%
Call IV 25d	63.1%	57.2%	69.7%	57.7%	57.2%
Put IV 25d	64.5%	59.5%	69.1%	59.5%	59.5%
Bid-Ask Spread %	5.87	2.05	16.60	2.92	11.59
Gamma HHI	0.13	0.10	0.21	0.18	0.12
Net GEX	2.0M	-168.5K	5.2M	4.9M	730.4K
Net DEX	-172.1M	-326.2M	-75.8M	-319.4M	-109.0M
Net VEX	-1.4M	-1.5M	-1.2M	-1.4M	-1.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.30	0.93	0.63	0.56
Total Volume	135,644.684	50,083	567,880	337,427	64,521
Total OI	1,451,235.632	1,281,551	1,666,199	1,479,944	1,315,754

Daily Data (19 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
2023-02-01	$7.42	$6.00	56.6%	17.3%	57.0%	0.0%	62.1%	1.8%	-1.3%	4.9M	-319.4M	-1.4M	0.63	2.92	207,216	130,211	918,569	561,375
2023-02-02	$7.54	$6.00	63.9%	17.5%	56.4%	11.7%	62.6%	-0.1%	-0.9%	4.4M	-326.2M	-1.5M	0.30	2.92	435,182	132,698	915,513	627,970
2023-02-03	$7.46	$6.00	65.8%	18.6%	56.0%	14.8%	66.9%	-0.5%	-1.5%	5.2M	-301.0M	-1.5M	0.84	2.66	153,372	128,495	992,064	674,135
2023-02-06	$7.42	$6.00	65.0%	18.3%	56.4%	13.5%	64.3%	2.1%	-1.6%	2.7M	-238.8M	-1.5M	0.47	2.37	80,267	38,091	884,882	563,315
2023-02-07	$7.34	$6.00	64.2%	18.4%	57.3%	12.2%	65.9%	0.6%	-0.2%	2.6M	-228.5M	-1.5M	0.36	3.47	95,867	34,399	909,233	571,505
2023-02-08	$7.24	$6.00	63.2%	17.7%	57.3%	10.5%	64.3%	-1.0%	-1.7%	2.7M	-214.9M	-1.5M	0.50	2.87	52,346	26,143	936,562	578,224
2023-02-09	$6.89	$6.00	63.7%	18.0%	62.0%	11.4%	64.3%	1.7%	-1.4%	1.2M	-157.0M	-1.5M	0.66	2.21	64,550	42,545	941,463	585,565
2023-02-10	$6.81	$6.00	63.1%	17.6%	62.0%	10.5%	63.1%	0.6%	-2.1%	1.5M	-141.0M	-1.4M	0.71	2.35	41,828	29,906	951,425	590,966
2023-02-13	$6.79	$6.00	62.6%	17.8%	62.1%	9.6%	64.4%	-0.9%	2.7%	1.4M	-140.7M	-1.4M	0.46	2.05	49,696	22,834	867,558	540,233
2023-02-14	$6.79	$6.00	58.5%	16.7%	61.3%	3.0%	59.5%	2.3%	2.0%	1.5M	-140.9M	-1.4M	0.57	2.84	47,937	27,232	889,560	547,643
2023-02-15	$7.24	$6.00	59.8%	17.2%	63.3%	5.2%	62.3%	0.4%	1.8%	3.2M	-209.1M	-1.4M	0.59	13.97	91,665	53,740	900,707	547,128
2023-02-16	$6.99	$6.00	61.1%	17.4%	64.4%	7.2%	61.5%	1.8%	1.4%	2.7M	-170.9M	-1.4M	0.65	2.78	49,492	31,948	921,220	564,252
2023-02-17	$6.59	$6.00	59.5%	16.8%	67.8%	4.6%	60.0%	-0.6%	2.7%	-168.5K	-111.5M	-1.3M	0.83	2.42	66,041	54,864	921,885	577,229
2023-02-21	$6.47	$6.00	64.2%	17.8%	67.8%	12.1%	63.5%	4.3%	-0.5%	422.7K	-91.2M	-1.3M	0.62	16.06	47,078	28,976	828,017	523,088
2023-02-22	$6.51	$6.00	63.2%	17.8%	67.1%	10.6%	63.3%	2.7%	-0.7%	610.6K	-98.3M	-1.3M	0.41	16.60	38,432	15,704	840,614	527,108
2023-02-23	$6.56	$6.00	62.6%	17.2%	67.1%	9.7%	60.2%	4.3%	-1.5%	696.3K	-105.0M	-1.3M	0.45	16.35	34,639	15,444	853,203	531,820
2023-02-24	$6.37	$6.00	59.2%	16.9%	67.8%	4.1%	59.8%	2.3%	2.1%	515.9K	-75.8M	-1.3M	0.88	2.97	31,612	27,757	858,060	534,081
2023-02-27	$6.44	$6.00	57.7%	16.0%	66.3%	1.8%	57.9%	2.3%	0.4%	661.6K	-90.7M	-1.2M	0.93	2.16	43,827	40,694	778,056	503,495
2023-02-28	$6.62	$6.00	58.9%	17.0%	52.1%	3.7%	59.2%	2.2%	-2.2%	730.4K	-109.0M	-1.3M	0.56	11.59	41,285	23,236	795,807	519,947