SOUN Options History — September 2022

In September 2022, SOUN traded between $2.83 and $3.48. ATM implied volatility averaged 129.2%. The 30-day expected move averaged 37.2%. IV traded above realized volatility by 23.0% (HV 20d: 106.2%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-09-16: Highest Volume — 1,626 contracts
  • 2022-09-13: Largest IV spike — 42.7% change
  • 2022-09-30: Largest Expected Move — 42.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.18$2.83$3.48$3.25$3.26
Max Pain$3.90$3.00$4.00$3.00$4.00
ATM IV129.2%100.7%168.1%137.6%149.1%
Expected Move37.2%30.4%42.7%39.4%42.7%
HV 20d106.2%97.7%112.2%103.3%101.9%
HV 60d104.4%102.7%107.1%102.9%102.7%
Term Structure5.2%-24.5%110.1%-18.6%-13.1%
VWIV144.9%121.4%219.3%155.9%175.0%
Skew 25d-3.9%-35.6%52.7%-27.0%-19.4%
Skew 10d21.8%-34.2%163.1%17.8%1.3%
Call IV 25d135.8%93.5%244.1%150.0%157.3%
Put IV 25d131.9%98.6%275.6%123.0%137.8%
Bid-Ask Spread %86.0759.59124.39103.2792.96
Gamma HHI0.650.270.710.690.69
Net GEX6.8K3410.4K6.8K8.2K
Net DEX-212.9K-407.4K-1.1K-292.7K-260.5K
Net VEX-1.7K-2.1K-288-2.0K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.008.250.100.18
Total Volume459.42921,626319468
Total OI6,340.3335,4716,9046,5725,959

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$3.25$3.00137.6%39.4%103.3%0.0%155.9%-27.0%-18.6%6.8K-292.7K-2.0K0.10103.27N/AN/A291285,1701,402
2022-09-02$3.26$3.00106.0%30.4%103.3%0.0%131.6%19.5%41.9%7.7K-312.1K-2.1K0.02124.39N/AN/A5515,4271,404
2022-09-06$2.91$4.00133.9%40.1%110.2%0.0%219.3%-24.3%25.8%5.7K-123.3K-1.7K0.07105.29N/AN/A1,318895,4471,405
2022-09-07$3.00$4.00146.5%34.8%102.8%0.0%135.0%-13.4%61.1%6.6K-141.2K-1.7K0.0797.81N/AN/A1,295895,4511,405
2022-09-08$3.04$4.00103.6%36.1%99.7%0.0%0.0%-34.0%-9.3%6.5K-166.2K-1.9K1.00100.12N/AN/A115,4461,405
2022-09-09$3.44$4.00100.7%36.8%108.4%0.0%132.4%-12.1%-11.1%10.4K-351.8K-2.1K0.0084.18N/AN/A3005,4471,406
2022-09-12$3.26$4.00117.8%39.1%104.9%0.0%139.6%-22.6%-9.9%8.9K-296.1K-2.0K0.0059.59N/AN/A0215,4751,406
2022-09-13$3.24$4.00168.1%37.0%103.9%0.0%138.1%-0.6%-7.0%6.0K-202.9K-1.8K0.0779.67N/AN/A1,358905,4751,426
2022-09-14$3.17$4.00134.0%38.4%104.1%0.0%131.6%19.5%-16.2%8.6K-314.3K-2.0K0.0078.92N/AN/A205,4761,428
2022-09-15$3.36$4.00117.1%33.6%106.0%0.0%124.3%52.7%110.1%7.1K-214.0K-1.8K0.0476.53N/AN/A340155,4761,428
2022-09-16$3.48$4.00126.9%36.4%105.7%0.0%176.4%-4.5%-20.5%6.4K-407.4K-2.1K0.0792.63N/AN/A1,5131135,3441,443
2022-09-19$3.25$4.00129.0%37.0%108.5%0.0%135.5%-35.6%-19.0%6.6K-216.9K-1.8K0.7972.85N/AN/A62494,0311,440
2022-09-20$3.03$4.00137.2%39.3%97.7%0.0%136.8%-14.6%-24.5%5.5K-131.6K-1.6K0.5578.18N/AN/A22124,0911,444
2022-09-21$2.83$4.00125.7%36.0%99.7%0.0%123.9%31.7%0.3%4.4K-1.1K-1.3K0.1283.22N/AN/A293344,0991,456
2022-09-22$3.25$4.00120.5%34.5%111.5%0.0%122.1%-8.0%9.3%7.9K-227.8K-1.8K1.1471.38N/AN/A22254,3741,487
2022-09-23$3.08$4.00116.0%33.2%111.7%0.0%121.4%-5.7%16.6%7.3K-162.1K-1.6K8.2568.57N/AN/A4334,3871,489
2022-09-26$3.05$4.00131.7%37.8%110.5%0.0%131.4%-22.5%-7.5%6.5K-128.8K-1.5K0.2183.73N/AN/A417894,3871,509
2022-09-27$3.24$4.00136.9%39.3%111.9%0.0%147.1%-17.6%4.1%7.7K-235.1K-1.7K0.1988.07N/AN/A402774,4021,524
2022-09-28$3.17$4.00138.3%39.6%112.2%0.0%185.8%31.5%-12.9%34-9.9K-2880.1973.94N/AN/A402784,4111,528
2022-09-29$3.24$4.00135.9%39.0%112.1%0.0%134.8%25.9%8.9%8.5K-275.7K-1.7K0.1792.19N/AN/A435744,4111,526
2022-09-30$3.26$4.00149.1%42.7%101.9%0.0%175.0%-19.4%-13.1%8.2K-260.5K-1.6K0.1892.96N/AN/A395734,4331,526