SOFI Options History — October 2024

In October 2024, SOFI traded between $7.64 and $11.25. ATM implied volatility averaged 66.5%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 21.5% (HV 20d: 45.0%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.45.

Notable Days

2024-10-29: Highest Volume — 1,010,692 contracts
2024-10-29: Largest IV drop — 23.0% change
2024-10-28: Highest IV Rank — 57.9%
2024-10-28: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.65	$7.64	$11.25	$7.64	$11.21
Max Pain	$8.13	$7.00	$9.00	$8.00	$9.00
ATM IV	66.5%	54.7%	74.3%	58.7%	56.6%
Expected Move	19.3%	13.0%	24.6%	13.4%	17.9%
HV 20d	45.0%	33.8%	61.2%	34.4%	61.2%
HV 60d	49.0%	46.1%	51.3%	47.6%	50.9%
IV Rank	44.9%	25.0%	57.9%	31.6%	28.4%
IV Percentile	68.4%	35.3%	84.5%	51.2%	40.9%
Term Structure	-1.8%	-5.1%	3.5%	3.5%	-0.2%
VWIV	68.8%	45.9%	87.9%	49.0%	63.3%
Skew 25d	-0.5%	-3.5%	1.5%	-0.9%	-0.9%
Skew 10d	-0.5%	-6.7%	4.1%	-3.0%	0.3%
Call IV 25d	67.8%	56.8%	76.6%	62.5%	57.9%
Put IV 25d	67.4%	55.1%	75.0%	61.6%	56.9%
Bid-Ask Spread %	13.89	3.92	35.12	17.29	13.22
Gamma HHI	0.17	0.13	0.34	0.13	0.14
Net GEX	12.1M	4.6M	23.2M	4.6M	17.5M
Net DEX	-792.3M	-1.25B	-288.7M	-288.7M	-1.14B
Net VEX	-4.1M	-4.6M	-3.3M	-3.3M	-4.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.24	1.06	0.37	0.38
Total Volume	378,559.565	130,486	1,010,692	130,486	278,197
Total OI	2,954,708.783	2,539,720	3,501,478	2,539,720	3,437,487

Daily Data (23 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
2024-10-01	$7.64	$8.00	58.7%	13.4%	34.4%	31.6%	49.0%	-0.9%	3.5%	4.6M	-288.7M	-3.3M	0.37	17.29	95,432	35,054	1,620,255	919,465
2024-10-02	$7.79	$8.00	60.4%	13.0%	35.0%	34.4%	45.9%	0.9%	1.8%	6.1M	-328.4M	-3.4M	1.06	8.08	73,444	77,613	1,644,612	933,832
2024-10-03	$7.81	$7.00	61.2%	18.0%	33.8%	35.8%	63.0%	1.5%	0.9%	6.7M	-335.0M	-3.4M	0.64	4.12	88,622	56,818	1,666,077	974,760
2024-10-04	$8.30	$8.00	61.0%	17.9%	36.0%	35.3%	63.7%	-0.0%	2.8%	8.6M	-496.3M	-3.7M	0.30	4.46	266,081	79,671	1,705,158	1,013,450
2024-10-07	$8.25	$8.00	66.5%	19.0%	36.3%	44.8%	67.2%	-0.0%	-1.5%	9.0M	-453.4M	-3.6M	0.31	4.50	179,313	55,356	1,652,980	986,604
2024-10-08	$8.41	$8.00	69.2%	18.9%	36.2%	49.3%	66.2%	-1.5%	-1.4%	10.8M	-524.5M	-3.8M	0.24	4.11	144,887	35,425	1,727,159	1,002,656
2024-10-09	$8.57	$8.00	68.2%	19.1%	34.8%	47.7%	67.1%	0.5%	-1.6%	12.8M	-567.9M	-3.8M	0.28	3.92	162,367	44,864	1,752,244	1,007,167
2024-10-10	$8.63	$8.00	69.4%	19.4%	34.5%	49.7%	68.1%	-0.6%	-1.9%	14.2M	-596.6M	-3.8M	0.29	4.56	173,908	49,909	1,789,130	1,023,197
2024-10-11	$9.00	$8.00	68.7%	19.1%	35.4%	48.5%	67.8%	-0.1%	-3.4%	12.1M	-712.7M	-4.0M	0.24	12.50	316,700	74,652	1,822,935	1,044,115
2024-10-14	$10.00	$8.00	70.9%	20.1%	48.4%	52.2%	72.0%	0.3%	-3.6%	13.2M	-944.6M	-4.1M	0.30	11.86	594,965	177,228	1,738,635	998,077
2024-10-15	$10.16	$8.00	73.6%	20.9%	48.5%	56.8%	75.1%	-0.9%	-3.3%	14.3M	-976.5M	-4.1M	0.53	16.38	371,170	198,149	1,797,153	1,065,032
2024-10-16	$10.04	$8.00	68.7%	19.7%	49.0%	48.4%	70.5%	1.3%	-2.3%	11.8M	-890.4M	-4.2M	0.52	35.12	182,441	95,124	1,844,370	1,182,913
2024-10-17	$9.86	$8.00	71.7%	20.8%	50.0%	53.5%	73.3%	1.0%	-5.1%	9.5M	-801.2M	-4.2M	0.70	28.99	203,079	143,008	1,852,206	1,211,604
2024-10-18	$10.09	$8.00	67.2%	19.5%	49.8%	46.0%	71.5%	0.2%	-2.9%	10.9M	-919.6M	-4.3M	0.43	23.83	162,984	69,416	1,904,598	1,273,057
2024-10-21	$10.43	$8.00	70.2%	21.0%	48.9%	50.9%	74.7%	0.4%	-4.1%	11.1M	-929.5M	-4.3M	0.69	12.32	188,996	131,298	1,739,581	1,178,295
2024-10-22	$10.59	$8.00	67.9%	20.3%	47.8%	47.1%	72.5%	0.4%	-3.6%	12.8M	-966.8M	-4.4M	0.46	16.63	117,561	54,629	1,789,976	1,241,667
2024-10-23	$10.36	$8.00	70.0%	21.2%	48.5%	50.6%	75.9%	-0.9%	-3.8%	11.0M	-896.3M	-4.4M	0.38	20.82	183,255	70,026	1,813,391	1,265,709
2024-10-24	$10.91	$8.00	71.5%	22.2%	50.0%	53.3%	78.7%	-2.2%	-4.8%	15.1M	-1.09B	-4.4M	0.72	20.49	441,125	317,073	1,837,392	1,290,886
2024-10-25	$11.02	$8.00	72.6%	22.7%	50.1%	55.1%	81.0%	-1.6%	-4.2%	23.2M	-1.12B	-4.6M	0.32	17.00	346,685	111,933	1,926,337	1,336,781
2024-10-28	$11.23	$9.00	74.3%	24.6%	49.1%	57.9%	87.9%	-2.3%	-3.0%	12.2M	-1.13B	-4.5M	0.47	7.39	401,591	189,791	1,851,314	1,278,373
2024-10-29	$10.43	$9.00	57.2%	18.1%	57.1%	29.3%	64.8%	-3.5%	-1.0%	9.6M	-862.0M	-4.3M	0.46	13.72	694,059	316,633	1,988,800	1,327,394
2024-10-30	$11.25	$9.00	54.7%	17.8%	61.0%	25.0%	62.7%	-1.7%	0.2%	21.9M	-1.25B	-4.5M	0.30	18.19	503,366	152,972	2,132,226	1,369,252
2024-10-31	$11.21	$9.00	56.6%	17.9%	61.2%	28.4%	63.3%	-0.9%	-0.2%	17.5M	-1.14B	-4.6M	0.38	13.22	201,969	76,228	2,065,230	1,372,257