SOUN Options History — August 2022

In August 2022, SOUN traded between $2.85 and $3.80. ATM implied volatility averaged 160.6%. The 30-day expected move averaged 45.5%. IV traded above realized volatility by 60.2% (HV 20d: 100.4%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-08-17: Highest Volume — 6,016 contracts
  • 2022-08-09: Largest IV spike — 57.1% change
  • 2022-08-03: Largest Expected Move — 56.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.32$2.85$3.80$3.69$2.85
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV160.6%108.6%197.9%176.5%151.2%
Expected Move45.5%29.3%56.7%50.6%43.3%
HV 20d100.4%90.1%110.4%108.9%90.4%
Term Structure4.6%-28.0%41.6%18.1%-5.3%
VWIV171.6%116.9%267.6%191.6%267.6%
Skew 25d-1.0%-96.0%85.1%-10.1%-28.8%
Skew 10d10.6%-80.6%122.1%65.7%-34.2%
Call IV 25d171.6%97.7%229.6%200.4%138.5%
Put IV 25d170.6%104.1%314.7%190.3%109.6%
Bid-Ask Spread %97.3759.33128.6664.89110.93
Gamma HHI0.480.230.650.530.64
Net GEX6.6K-1.1K17.2K15.1K4.8K
Net DEX-293.2K-829.7K70.7K-638.6K-153.9K
Net VEX-2.1K-3.0K-883-2.6K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.006.000.100.06
Total Volume788.47826,0161,4841,349
Total OI8,044.3046,5109,7737,9146,574

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$3.69$3.00176.5%50.6%0.0%0.0%191.6%-10.1%18.1%15.1K-638.6K-2.6K0.1064.89N/AN/A1,3461386,3671,547
2022-08-02$3.80$3.00186.1%53.3%0.0%0.0%217.1%-26.5%12.4%17.1K-784.0K-3.0K0.0960.22N/AN/A1,5561477,0891,547
2022-08-03$3.76$3.00197.9%56.7%0.0%0.0%209.7%-15.4%-16.3%17.2K-829.7K-3.0K0.0859.33N/AN/A1,4371187,4301,557
2022-08-04$3.61$3.00187.7%47.8%108.9%0.0%199.2%-28.6%10.9%16.8K-659.4K-2.8K0.0687.77N/AN/A1,8381187,4311,555
2022-08-05$3.63$3.00191.7%47.2%105.2%0.0%193.9%-11.6%-14.1%15.8K-622.2K-2.7K0.0891.66N/AN/A1,4251177,0331,555
2022-08-08$3.58$3.00108.6%29.3%102.2%0.0%227.3%85.1%-28.0%14.9K-588.0K-2.3K0.08107.82N/AN/A1,4331197,0401,554
2022-08-09$3.17$3.00170.7%51.0%109.9%0.0%0.0%66.5%-20.1%-1.1K70.7K-8830.02105.29N/AN/A26447,0421,559
2022-08-10$3.39$3.00166.3%47.7%109.7%0.0%216.9%-25.8%7.6%258-19.4K-1.3K0.68103.37N/AN/A63437,1301,563
2022-08-11$3.24$3.00157.1%45.0%108.1%0.0%169.4%-15.0%-7.4%24925.9K-9190.94128.66N/AN/A1751657,1821,604
2022-08-12$3.55$3.00162.6%46.6%109.9%0.0%0.0%-63.4%-2.1%803-71.6K-1.5K0.0094.06N/AN/A057,3401,517
2022-08-15$3.67$3.00193.7%55.5%110.4%0.0%124.0%-96.0%2.2%715-86.2K-1.4K4.0091.05N/AN/A147,3401,522
2022-08-16$3.62$3.00172.9%49.6%110.0%0.0%158.2%-58.3%14.4%866-8.9K-1.3K0.3097.76N/AN/A89277,2191,526
2022-08-17$3.50$3.00165.9%47.6%103.3%0.0%125.1%57.8%15.9%1.1K-23.9K-1.3K0.00107.17N/AN/A6,01427,2451,525
2022-08-18$3.36$3.00145.8%41.8%102.3%0.0%143.8%-11.1%14.7%6.8K-467.0K-2.9K6.0090.69N/AN/A7428,2501,523
2022-08-19$3.30$3.00175.2%50.2%90.1%0.0%174.0%-36.1%-6.7%4.7K-313.6K-2.4K0.00104.50N/AN/A038,2511,509
2022-08-22$2.85$3.00168.7%48.4%96.8%0.0%126.2%49.5%12.4%5.0K-248.1K-2.2K0.10113.37N/AN/A3945,1331,377
2022-08-23$2.97$3.00143.6%41.2%91.8%0.0%152.3%54.5%19.8%5.3K-195.7K-2.1K4.00112.95N/AN/A3125,1621,381
2022-08-24$2.97$3.00126.2%36.2%90.3%0.0%126.2%63.6%24.4%5.3K-208.9K-2.1K0.50114.53N/AN/A845,1621,393
2022-08-25$3.14$3.00146.7%42.0%93.3%0.0%156.4%23.3%-0.8%6.0K-302.5K-2.4K0.7590.78N/AN/A435,1661,397
2022-08-26$3.00$3.00111.7%32.0%93.8%0.0%116.9%0.8%41.6%5.0K-235.7K-2.1K0.00107.93N/AN/A305,1701,402
2022-08-29$2.92$3.00141.2%40.5%91.7%0.0%155.2%15.6%2.8%5.1K-191.9K-2.0K1.0093.60N/AN/A115,1721,402
2022-08-30$2.90$3.00146.9%42.1%90.4%0.0%152.9%-12.3%8.9%5.1K-191.9K-2.0K3.00101.11N/AN/A135,1731,403
2022-08-31$2.85$3.00151.2%43.3%90.4%0.0%267.6%-28.8%-5.3%4.8K-153.9K-1.9K0.06110.93N/AN/A1,275745,1721,402