SOFI Options History — May 2024 In May 2024, SOFI traded between $6.83 and $7.46. ATM implied volatility averaged 44.5%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 5.3% (HV 20d: 49.9%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.38.
Notable Days 2024-05-14 : Highest Volume — 548,324 contracts2024-05-13 : Largest IV spike — 10.7% change2024-05-14 : Highest IV Rank — 13.2%2024-05-01 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.04 $6.83 $7.46 $6.96 $6.86 Max Pain $7.00 $7.00 $7.00 $7.00 $7.00 ATM IV 44.5% 40.1% 52.2% 52.2% 43.8% Expected Move 12.8% 11.5% 15.2% 15.2% 11.8% HV 20d 49.9% 30.7% 58.3% 58.3% 30.7% HV 60d 58.0% 45.2% 61.3% 61.3% 45.2% IV Rank 4.5% 0.0% 13.2% 7.3% 6.2% IV Percentile 1.8% 0.0% 6.3% 6.3% 3.2% Term Structure 0.8% -1.9% 2.9% 0.8% 2.9% VWIV 46.3% 41.2% 55.3% 55.3% 41.2% Skew 25d -3.0% -6.5% 0.9% -6.5% -1.2% Skew 10d -5.0% -9.7% 11.7% -8.9% -3.5% Call IV 25d 47.1% 42.0% 57.3% 57.3% 44.4% Put IV 25d 44.1% 39.4% 50.8% 50.8% 43.1% Bid-Ask Spread % 15.77 4.02 27.40 14.02 19.46 Gamma HHI 0.12 0.09 0.16 0.10 0.10 Net GEX 3.3M 952.9K 8.2M 2.6M 2.0M Net DEX -155.7M -288.4M -98.5M -141.6M -106.3M Net VEX -3.0M -3.2M -2.9M -3.1M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.21 0.67 0.35 0.65 Total Volume 184,363.455 84,762 548,324 314,507 111,892 Total OI 2,657,208.091 2,476,048 2,904,399 2,896,850 2,640,004
Daily Data (22 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 2024-05-01 $6.96 $7.00 52.2% 15.2% 58.3% 7.3% 55.3% -6.5% 0.8% 2.6M -141.6M -3.1M 0.35 14.02 232,704 81,803 1,907,406 989,444 2024-05-02 $6.97 $7.00 50.9% 14.4% 57.4% 4.6% 52.3% -2.5% 1.8% 1.6M -138.1M -3.0M 0.28 16.92 136,533 38,437 1,906,940 983,623 2024-05-03 $6.92 $7.00 49.1% 13.8% 57.3% 1.2% 50.6% -2.8% 0.1% 2.6M -108.2M -3.0M 0.34 10.40 193,899 65,254 1,924,695 979,704 2024-05-06 $7.14 $7.00 45.3% 13.7% 55.5% 0.0% 48.8% -0.5% 1.8% 3.9M -184.9M -3.1M 0.31 14.56 198,914 62,145 1,671,351 873,814 2024-05-07 $7.08 $7.00 43.9% 13.0% 54.9% 0.0% 46.5% -0.6% 1.6% 4.0M -167.0M -3.0M 0.59 4.02 101,991 60,628 1,701,977 875,210 2024-05-08 $7.06 $7.00 44.1% 12.9% 53.0% 0.3% 45.9% 0.9% 0.1% 3.3M -160.5M -3.0M 0.49 11.78 81,307 40,139 1,717,203 902,015 2024-05-09 $7.04 $7.00 41.7% 12.3% 52.8% 0.0% 45.6% -1.6% 1.1% 2.2M -152.1M -3.0M 0.32 15.51 66,167 21,385 1,730,506 916,238 2024-05-10 $6.95 $7.00 40.1% 12.2% 51.8% 0.0% 43.4% -2.2% 1.2% 952.9K -118.6M -2.9M 0.39 12.25 109,018 42,128 1,729,940 923,980 2024-05-13 $7.12 $7.00 44.4% 12.8% 50.9% 7.2% 47.8% -3.2% -0.0% 3.0M -169.8M -2.9M 0.23 13.05 248,144 57,013 1,661,859 893,247 2024-05-14 $7.46 $7.00 47.9% 13.8% 53.2% 13.2% 51.6% -3.2% -0.4% 8.2M -288.4M -3.2M 0.21 14.17 451,468 96,856 1,747,206 898,736 2024-05-15 $7.29 $7.00 47.4% 13.2% 53.8% 12.3% 48.0% -4.1% -1.9% 7.3M -228.0M -3.1M 0.59 13.08 136,011 79,899 1,833,378 908,980 2024-05-16 $7.13 $7.00 43.9% 12.7% 54.4% 6.5% 46.9% -4.4% -0.1% 3.7M -181.0M -3.1M 0.31 16.40 106,234 32,949 1,850,953 948,700 2024-05-17 $7.28 $7.00 43.8% 12.5% 54.8% 6.2% 46.4% -3.5% -0.2% 4.9M -225.1M -3.1M 0.32 11.90 131,973 42,031 1,871,814 955,215 2024-05-20 $7.20 $7.00 41.4% 11.9% 54.1% 2.2% 43.7% -4.2% 1.4% 4.5M -186.2M -3.0M 0.34 25.77 100,834 34,095 1,598,343 877,705 2024-05-21 $7.08 $7.00 41.2% 11.8% 51.7% 1.9% 43.0% -3.1% 1.4% 3.9M -160.5M -3.0M 0.41 16.09 83,035 34,214 1,639,621 888,256 2024-05-22 $7.01 $7.00 41.9% 12.0% 51.8% 3.0% 43.6% -4.2% 0.8% 3.0M -142.2M -2.9M 0.67 12.14 85,009 57,183 1,655,117 900,741 2024-05-23 $6.83 $7.00 45.1% 12.9% 52.3% 8.4% 45.1% -4.5% 0.9% 1.8M -98.5M -2.9M 0.45 27.40 126,305 57,398 1,663,297 919,261 2024-05-24 $6.94 $7.00 40.8% 11.5% 51.0% 1.1% 42.2% -5.4% 2.5% 2.6M -120.5M -3.0M 0.30 17.19 79,307 23,455 1,706,484 934,417 2024-05-28 $6.89 $7.00 42.2% 12.1% 34.7% 3.5% 43.3% -2.9% 1.6% 1.9M -118.4M -2.9M 0.24 18.03 115,084 27,598 1,615,633 910,481 2024-05-29 $6.83 $7.00 44.3% 11.8% 32.1% 7.1% 42.9% -2.6% 0.9% 2.2M -106.6M -2.9M 0.31 21.10 92,149 28,646 1,668,744 920,956 2024-05-30 $6.88 $7.00 44.4% 12.2% 30.7% 7.2% 43.8% -3.0% -0.6% 3.2M -122.7M -2.9M 0.22 21.62 69,519 15,243 1,686,666 928,718 2024-05-31 $6.86 $7.00 43.8% 11.8% 30.7% 6.2% 41.2% -1.2% 2.9% 2.0M -106.3M -2.9M 0.65 19.46 67,938 43,954 1,708,264 931,740
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