SOFI Options History — November 2024

In November 2024, SOFI traded between $10.95 and $16.45. ATM implied volatility averaged 58.0%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 2.0% (HV 20d: 60.0%). Max pain ranged from $9.00 to $14.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.34.

Notable Days

  • 2024-11-11: Highest Volume — 828,866 contracts
  • 2024-11-11: Largest IV spike — 16.8% change
  • 2024-11-11: Highest IV Rank — 39.4%
  • 2024-11-25: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.81$10.95$16.45$11.02$16.45
Max Pain$11.47$9.00$14.00$9.00$14.00
ATM IV58.0%47.9%63.1%55.3%57.5%
Expected Move16.8%13.9%18.3%17.1%17.1%
HV 20d60.0%48.3%65.4%60.2%48.3%
HV 60d52.3%49.6%54.8%50.8%49.6%
IV Rank30.7%13.3%39.4%26.1%29.9%
IV Percentile49.0%21.4%65.9%37.3%44.4%
Term Structure-0.8%-3.6%2.1%0.6%0.7%
VWIV59.9%50.0%65.8%59.9%59.7%
Skew 25d-3.9%-8.3%2.2%2.2%-1.6%
Skew 10d-4.8%-14.7%20.2%2.0%-5.0%
Call IV 25d61.2%49.7%67.6%55.0%59.1%
Put IV 25d57.4%48.8%61.7%57.2%57.5%
Bid-Ask Spread %24.2916.2434.6517.9028.94
Gamma HHI0.170.120.270.270.23
Net GEX19.8M12.3M32.1M22.3M32.1M
Net DEX-1.55B-2.04B-936.3M-1.06B-2.04B
Net VEX-5.0M-5.7M-4.4M-4.4M-5.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.210.540.440.30
Total Volume354,979.15210,296828,866323,415256,010
Total OI3,090,819.82,791,6183,460,1833,460,1833,081,640

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$11.02$9.0055.3%17.1%60.2%26.1%59.9%2.2%0.6%22.3M-1.06B-4.4M0.4417.90224,29299,1232,083,1651,377,018
2024-11-04$10.95$10.0054.0%15.6%60.2%23.8%55.1%-1.5%0.1%12.3M-936.3M-4.4M0.5424.49150,96480,9291,784,4561,216,776
2024-11-05$11.45$10.0054.5%15.8%61.2%24.6%55.6%-0.3%-0.1%14.7M-1.09B-4.5M0.2923.09251,34072,4321,827,0281,255,685
2024-11-06$11.86$10.0048.6%14.1%61.6%14.6%50.7%0.7%0.9%21.2M-1.23B-4.4M0.3323.84274,19990,8021,856,2461,275,649
2024-11-07$11.91$10.0047.9%13.9%61.6%13.3%50.0%-1.3%-3.4%23.0M-1.23B-4.5M0.2723.04222,14359,5281,872,7901,292,891
2024-11-08$12.93$10.0054.0%15.7%65.4%23.8%55.9%-2.7%-0.6%22.3M-1.60B-4.7M0.2116.24525,998108,9961,885,2881,301,199
2024-11-11$14.04$10.0063.1%17.6%61.8%39.4%63.3%-6.7%-1.7%18.3M-1.79B-4.8M0.2417.04669,852159,0141,790,5671,226,437
2024-11-12$13.79$11.0062.6%17.2%63.0%38.6%61.5%-8.3%-1.6%19.8M-1.66B-4.9M0.2830.55273,63476,4131,897,9461,296,471
2024-11-13$13.59$11.0059.1%17.2%63.2%32.5%61.0%-4.6%2.1%18.7M-1.60B-5.0M0.3434.65238,11581,3891,955,1891,332,867
2024-11-14$13.48$12.0057.1%16.1%62.6%29.1%59.3%-7.1%-1.4%18.1M-1.53B-5.1M0.3931.26178,90368,9761,978,8631,355,374
2024-11-15$13.64$12.0060.5%17.5%62.5%34.9%62.2%-6.4%0.8%16.6M-1.58B-5.1M0.3033.96251,34475,0371,991,0831,356,009
2024-11-18$14.00$12.0060.6%17.4%62.3%35.1%62.2%-6.6%-2.3%16.4M-1.45B-5.1M0.3622.73219,49479,0881,729,0641,062,554
2024-11-19$14.39$12.0060.3%17.3%62.5%34.6%61.6%-6.3%-3.6%19.1M-1.56B-5.2M0.3319.56171,25156,0381,777,1771,102,744
2024-11-20$14.61$12.0061.8%17.7%60.9%37.1%63.1%-4.6%-1.4%20.1M-1.60B-5.3M0.3122.28210,40964,7601,795,0651,124,572
2024-11-21$15.23$12.0061.6%17.8%60.2%36.9%62.4%-5.1%-1.5%22.1M-1.80B-5.3M0.3624.49417,602148,9961,802,7301,144,003
2024-11-22$15.64$13.0061.5%17.9%60.3%36.7%63.8%-5.0%-3.0%23.0M-1.88B-5.5M0.2620.69347,47690,0321,832,4901,195,409
2024-11-25$15.71$13.0061.6%18.3%60.4%36.8%65.8%-4.3%0.4%17.7M-1.80B-5.4M0.4326.31225,89397,8291,760,0001,139,032
2024-11-26$15.39$13.0059.0%17.4%52.2%32.4%62.3%-3.8%-1.3%16.8M-1.69B-5.6M0.4223.59147,72062,5761,822,8351,186,512
2024-11-27$16.12$13.5059.5%17.7%49.0%33.3%62.5%-4.3%0.1%22.1M-1.93B-5.7M0.3421.09202,11968,8671,843,9091,207,663
2024-11-29$16.45$14.0057.5%17.1%48.3%29.9%59.7%-1.6%0.7%32.1M-2.04B-5.6M0.3028.94197,62458,3861,857,7561,223,884