SOFI Options History — December 2024

In December 2024, SOFI traded between $15.04 and $16.87. ATM implied volatility averaged 64.7%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 15.5% (HV 20d: 49.2%). Max pain ranged from $8.00 to $14.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2024-12-18: Highest Volume — 450,813 contracts
2024-12-23: Largest IV drop — 9.2% change
2024-12-18: Highest IV Rank — 61.6%
2024-12-18: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.86	$15.04	$16.87	$15.93	$15.43
Max Pain	$9.90	$8.00	$14.00	$14.00	$10.00
ATM IV	64.7%	56.9%	76.0%	60.1%	71.9%
Expected Move	18.7%	16.4%	21.8%	18.4%	17.5%
HV 20d	49.2%	38.5%	56.0%	50.1%	54.8%
HV 60d	52.6%	49.3%	56.6%	49.4%	56.0%
IV Rank	42.2%	28.8%	61.6%	34.3%	54.5%
IV Percentile	65.8%	42.1%	87.3%	55.6%	81.3%
Term Structure	3.2%	-2.3%	12.9%	1.4%	-0.2%
VWIV	66.5%	58.4%	78.4%	64.8%	63.3%
Skew 25d	-3.8%	-7.1%	-0.7%	-4.1%	-2.4%
Skew 10d	-8.1%	-25.2%	-1.0%	-9.2%	-25.2%
Call IV 25d	68.0%	59.3%	80.2%	63.2%	76.4%
Put IV 25d	64.2%	56.1%	75.6%	59.1%	74.1%
Bid-Ask Spread %	10.23	2.78	23.80	23.80	6.93
Gamma HHI	0.11	0.08	0.16	0.11	0.09
Net GEX	18.3M	11.1M	27.6M	16.5M	14.6M
Net DEX	-1.75B	-2.12B	-1.48B	-1.77B	-1.52B
Net VEX	-6.1M	-6.5M	-5.5M	-5.5M	-6.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.26	0.58	0.48	0.46
Total Volume	275,751.619	113,801	450,813	349,733	167,069
Total OI	3,187,708.19	2,910,678	3,439,984	2,910,678	3,186,445

Daily Data (21 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
2024-12-02	$15.93	$14.00	60.1%	18.4%	50.1%	34.3%	64.8%	-4.1%	1.4%	16.5M	-1.77B	-5.5M	0.48	23.80	236,626	113,107	1,758,154	1,152,524
2024-12-03	$15.93	$14.00	58.2%	18.1%	49.7%	31.0%	65.5%	-4.2%	2.2%	16.3M	-1.78B	-5.6M	0.31	23.58	167,665	51,572	1,816,237	1,206,558
2024-12-04	$16.27	$14.00	56.9%	17.5%	48.8%	28.8%	62.7%	-3.5%	1.8%	19.2M	-1.90B	-5.7M	0.35	17.46	176,510	61,524	1,856,785	1,226,573
2024-12-05	$15.77	$8.00	59.4%	18.8%	51.2%	33.2%	65.8%	-4.2%	1.6%	15.8M	-1.75B	-5.8M	0.52	3.65	162,446	83,860	1,886,892	1,239,803
2024-12-06	$15.98	$9.00	61.0%	19.2%	51.1%	35.8%	67.7%	-3.7%	3.3%	22.9M	-1.80B	-6.0M	0.39	11.14	262,300	101,150	1,923,896	1,270,353
2024-12-09	$15.63	$9.00	61.5%	19.2%	46.0%	36.6%	67.4%	-6.1%	6.9%	15.9M	-1.70B	-5.8M	0.45	7.77	226,543	102,669	1,850,744	1,220,246
2024-12-10	$15.27	$9.00	64.0%	19.2%	38.5%	41.1%	68.7%	-5.6%	2.6%	14.6M	-1.59B	-5.9M	0.43	3.42	169,718	72,385	1,927,047	1,261,750
2024-12-11	$15.98	$9.00	63.2%	18.8%	40.2%	39.6%	66.5%	-7.1%	2.2%	20.5M	-1.85B	-6.0M	0.26	3.00	186,920	48,252	1,958,627	1,282,809
2024-12-12	$15.86	$9.00	66.3%	19.4%	39.7%	45.0%	69.4%	-4.9%	1.9%	21.1M	-1.82B	-6.1M	0.41	11.85	202,814	83,990	1,995,056	1,286,811
2024-12-13	$16.26	$9.00	62.5%	18.2%	39.7%	38.4%	64.7%	-5.1%	1.4%	27.6M	-1.97B	-6.1M	0.39	2.78	190,611	73,649	2,017,859	1,300,903
2024-12-16	$16.87	$9.00	66.7%	19.4%	40.9%	45.7%	67.1%	-5.8%	-2.3%	22.3M	-2.12B	-6.0M	0.40	5.33	286,904	114,717	1,917,754	1,231,094
2024-12-17	$16.63	$9.00	70.3%	20.3%	41.4%	51.9%	70.3%	-7.0%	-0.5%	22.4M	-2.03B	-6.1M	0.49	8.63	224,235	110,746	1,961,251	1,265,325
2024-12-18	$15.04	$9.00	76.0%	21.8%	56.0%	61.6%	78.4%	-4.6%	-1.7%	12.7M	-1.48B	-6.4M	0.28	14.08	351,614	99,199	2,035,112	1,310,471
2024-12-19	$15.11	$9.00	73.0%	21.0%	55.8%	56.4%	75.0%	-1.3%	-2.1%	11.1M	-1.49B	-6.5M	0.46	4.96	224,293	102,755	2,060,110	1,328,906
2024-12-20	$15.21	$9.00	66.9%	19.2%	53.8%	45.9%	68.5%	-0.7%	-1.3%	12.6M	-1.52B	-6.5M	0.48	3.82	181,373	87,021	2,089,842	1,350,142
2024-12-23	$15.68	$9.00	60.7%	17.6%	54.1%	35.3%	63.0%	-1.0%	11.0%	15.8M	-1.63B	-6.5M	0.36	13.46	153,904	55,562	1,898,376	1,192,208
2024-12-24	$15.93	$10.00	57.9%	16.4%	54.4%	30.4%	58.4%	-2.2%	11.6%	19.8M	-1.73B	-6.5M	0.35	14.64	84,120	29,681	1,943,649	1,211,256
2024-12-26	$16.65	$10.00	62.7%	17.3%	55.8%	38.7%	61.5%	-2.0%	12.1%	27.1M	-1.99B	-6.5M	0.41	12.45	196,806	79,777	1,966,608	1,217,463
2024-12-27	$15.92	$10.00	67.7%	18.6%	56.0%	47.3%	65.6%	-1.3%	12.9%	20.4M	-1.70B	-6.5M	0.47	13.74	180,433	85,023	1,988,148	1,235,204
2024-12-30	$15.68	$10.00	71.7%	17.6%	55.7%	54.2%	62.3%	-1.8%	3.1%	16.0M	-1.61B	-6.4M	0.58	8.32	127,303	73,938	1,918,298	1,194,583
2024-12-31	$15.43	$10.00	71.9%	17.5%	54.8%	54.5%	63.3%	-2.4%	-0.2%	14.6M	-1.52B	-6.3M	0.46	6.93	114,304	52,765	1,959,626	1,226,819