SOFI Options History — June 2024

In June 2024, SOFI traded between $6.30 and $7.06. ATM implied volatility averaged 44.1%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 14.2% (HV 20d: 29.9%). Max pain ranged from $7.00 to $7.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.31.

Notable Days

2024-06-14: Highest Volume — 360,582 contracts
2024-06-14: Largest IV spike — 15.7% change
2024-06-14: Highest IV Rank — 15.3%
2024-06-14: Largest Expected Move — 14.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.67	$6.30	$7.06	$6.76	$6.58
Max Pain	$7.00	$7.00	$7.00	$7.00	$7.00
ATM IV	44.1%	40.4%	49.1%	44.7%	48.7%
Expected Move	12.5%	11.0%	14.1%	13.0%	11.0%
HV 20d	29.9%	24.2%	31.9%	31.0%	31.9%
HV 60d	43.4%	41.6%	45.2%	45.2%	41.6%
IV Rank	6.8%	0.4%	15.3%	7.8%	14.6%
IV Percentile	6.2%	0.4%	14.7%	6.0%	14.7%
Term Structure	6.2%	0.2%	19.3%	1.2%	19.3%
VWIV	46.5%	41.1%	57.8%	45.7%	41.1%
Skew 25d	-2.9%	-8.3%	0.1%	-1.4%	-3.3%
Skew 10d	-5.2%	-12.0%	-1.5%	-3.4%	-1.5%
Call IV 25d	47.4%	43.9%	56.5%	45.8%	44.2%
Put IV 25d	44.5%	40.9%	50.1%	44.4%	40.9%
Bid-Ask Spread %	13.68	4.13	27.44	27.44	17.70
Gamma HHI	0.14	0.10	0.44	0.10	0.12
Net GEX	3.7M	955.2K	16.2M	1.8M	2.2M
Net DEX	-108.6M	-188.5M	-39.6M	-100.4M	-145.5M
Net VEX	-2.9M	-3.0M	-2.7M	-2.8M	-2.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.18	0.76	0.21	0.30
Total Volume	150,996.368	69,551	360,582	150,465	121,096
Total OI	2,729,480.895	2,536,911	2,988,573	2,536,911	2,757,727

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
2024-06-03	$6.76	$7.00	44.7%	13.0%	31.0%	7.8%	45.7%	-1.4%	1.2%	1.8M	-100.4M	-2.8M	0.21	27.44	124,265	26,200	1,611,782	925,129
2024-06-04	$6.72	$7.00	42.9%	11.4%	28.6%	4.7%	42.1%	-1.7%	0.9%	2.1M	-93.6M	-2.8M	0.29	26.72	78,438	22,588	1,657,793	934,531
2024-06-05	$6.89	$7.00	42.5%	11.7%	30.2%	4.1%	41.1%	-1.9%	1.4%	3.7M	-126.0M	-2.9M	0.30	12.02	120,806	35,887	1,690,188	941,032
2024-06-06	$7.01	$7.00	42.0%	13.0%	30.9%	3.3%	46.7%	-2.7%	2.6%	7.0M	-170.3M	-3.0M	0.27	13.46	94,424	25,568	1,722,006	949,102
2024-06-07	$6.99	$7.00	42.0%	13.0%	30.9%	3.3%	47.4%	-2.4%	1.3%	16.2M	-164.6M	-2.9M	0.32	14.07	93,289	29,778	1,778,800	949,448
2024-06-10	$7.04	$7.00	42.5%	13.0%	30.6%	4.0%	46.3%	-0.6%	3.1%	4.2M	-166.9M	-2.9M	0.25	4.29	108,229	26,552	1,699,863	932,397
2024-06-11	$6.97	$7.00	43.3%	12.9%	29.5%	5.4%	47.0%	-2.2%	1.8%	5.1M	-158.4M	-2.9M	0.26	4.63	55,973	14,357	1,745,314	942,132
2024-06-12	$7.06	$7.00	40.4%	12.4%	24.2%	0.4%	45.4%	0.1%	7.5%	6.1M	-188.5M	-3.0M	0.26	7.45	215,706	56,526	1,760,899	948,786
2024-06-13	$6.83	$7.00	42.4%	12.6%	25.6%	4.0%	46.4%	-0.9%	4.5%	3.8M	-113.1M	-2.8M	0.38	4.51	96,337	36,668	1,779,867	947,432
2024-06-14	$6.46	$7.00	49.1%	14.1%	31.0%	15.3%	53.3%	-4.2%	0.2%	955.2K	-46.5M	-2.7M	0.76	5.61	204,801	155,781	1,807,343	955,286
2024-06-17	$6.45	$7.00	48.3%	13.9%	29.6%	13.9%	57.8%	-4.6%	0.6%	1.1M	-46.2M	-2.8M	0.20	8.14	247,395	50,384	1,783,771	1,014,066
2024-06-18	$6.41	$7.00	46.3%	13.3%	29.5%	10.6%	53.5%	-8.3%	1.6%	2.1M	-58.8M	-2.9M	0.24	14.58	95,319	23,279	1,902,608	1,031,503
2024-06-20	$6.31	$7.00	47.3%	13.4%	29.5%	12.1%	51.5%	-5.9%	2.8%	1.2M	-39.6M	-2.8M	0.33	4.13	109,485	36,450	1,915,848	1,028,010
2024-06-21	$6.30	$7.00	45.1%	12.8%	29.4%	8.4%	47.4%	-2.8%	1.4%	997.5K	-46.3M	-2.9M	0.53	4.73	90,306	47,463	1,960,971	1,027,602
2024-06-24	$6.53	$7.00	41.7%	11.6%	31.8%	2.7%	42.8%	-2.5%	16.4%	1.7M	-100.9M	-2.9M	0.18	19.05	153,442	27,791	1,674,620	939,941
2024-06-25	$6.42	$7.00	42.0%	11.9%	31.4%	3.2%	42.6%	-3.9%	18.3%	2.4M	-88.6M	-2.8M	0.34	21.91	57,597	19,644	1,741,723	946,744
2024-06-26	$6.45	$7.00	41.8%	11.7%	31.5%	2.8%	43.1%	-3.9%	16.1%	3.0M	-92.0M	-2.8M	0.19	27.35	58,279	11,272	1,763,757	955,484
2024-06-27	$6.51	$7.00	45.2%	11.4%	31.8%	8.6%	42.5%	-1.7%	17.2%	4.4M	-117.2M	-2.9M	0.27	22.20	76,562	20,994	1,778,948	957,684
2024-06-28	$6.58	$7.00	48.7%	11.0%	31.9%	14.6%	41.1%	-3.3%	19.3%	2.2M	-145.5M	-2.9M	0.30	17.70	93,277	27,819	1,796,663	961,064