SOUN Options History — July 2022

In July 2022, SOUN traded between $3.26 and $4.24. ATM implied volatility averaged 186.1%. The 30-day expected move averaged 53.3%. Max pain ranged from $3.00 to $3.00. Net GEX was positive for 12 of 12 trading days. Term structure was in contango for 8 of 12 days. Put/call ratio averaged 0.16.

Notable Days

  • 2022-07-14: Highest Volume — 2,753 contracts
  • 2022-07-20: Largest IV spike — 32.2% change
  • 2022-07-18: Largest Expected Move — 62.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.70$3.26$4.24$3.26$3.52
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV186.1%156.7%218.7%180.2%198.5%
Expected Move53.3%44.9%62.7%51.7%56.9%
Term Structure-12.5%-189.5%79.4%-189.5%-5.5%
VWIV177.9%150.1%201.8%188.2%184.2%
Skew 25d-43.0%-86.6%29.7%29.7%-48.2%
Skew 10d-56.1%-140.4%71.5%71.5%-29.7%
Call IV 25d200.4%167.7%226.1%200.3%213.9%
Put IV 25d157.4%122.9%230.0%230.0%165.6%
Bid-Ask Spread %75.5670.4085.0774.5476.39
Gamma HHI0.460.360.510.360.49
Net GEX12.0K6.3K15.2K6.3K12.3K
Net DEX-666.5K-1.0M-254.9K-254.9K-629.7K
Net VEX-2.9K-3.3K-2.2K-2.2K-2.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.030.320.030.22
Total Volume1,081.4177002,7532,753765
Total OI8,526.5836,94814,05612,9257,918

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-14$3.26$3.00180.2%51.7%0.0%0.0%188.2%29.7%-189.5%6.3K-254.9K-2.2K0.0374.54N/AN/A2,6629110,7872,138
2022-07-15$3.51$3.00204.2%58.6%0.0%0.0%172.8%-37.9%-162.3%10.0K-449.8K-2.7K0.0571.60N/AN/A1,9589311,9162,140
2022-07-18$3.56$3.00218.7%62.7%0.0%0.0%150.1%-34.2%-17.0%10.8K-570.4K-2.7K0.2874.53N/AN/A6511835,7211,227
2022-07-19$3.67$3.00161.3%46.2%0.0%0.0%153.6%-29.0%5.3%12.3K-584.6K-2.8K0.1671.69N/AN/A602985,7481,354
2022-07-20$4.07$3.00213.2%61.1%0.0%0.0%182.4%-78.2%30.4%11.4K-887.7K-3.1K0.1676.55N/AN/A7141135,7551,390
2022-07-21$4.24$3.00174.1%49.9%0.0%0.0%201.8%-32.7%14.3%15.2K-1.0M-3.3K0.0870.40N/AN/A1,027816,1221,429
2022-07-22$3.68$3.00169.2%48.5%0.0%0.0%187.9%-86.6%79.4%12.1K-710.7K-3.1K0.1483.74N/AN/A652936,1211,434
2022-07-25$4.00$3.00156.7%44.9%0.0%0.0%165.6%-14.4%13.0%14.9K-839.9K-3.0K0.1771.33N/AN/A6091046,1271,451
2022-07-26$3.57$3.00180.1%51.6%0.0%0.0%190.8%-45.6%33.4%12.6K-637.2K-2.8K0.1174.20N/AN/A863956,3781,461
2022-07-27$3.70$3.00181.3%52.0%0.0%0.0%175.1%-82.4%18.5%13.9K-685.5K-2.9K0.1685.07N/AN/A613986,3811,465
2022-07-28$3.65$3.00195.3%56.0%0.0%0.0%182.8%-56.7%30.3%12.6K-717.9K-2.9K0.3276.66N/AN/A6141986,3811,475
2022-07-29$3.52$3.00198.5%56.9%0.0%0.0%184.2%-48.2%-5.5%12.3K-629.7K-2.8K0.2276.39N/AN/A6271386,3811,537