SOUN Options History — October 2022

In October 2022, SOUN traded between $2.58 and $3.86. ATM implied volatility averaged 141.5%. The 30-day expected move averaged 40.6%. IV traded above realized volatility by 29.5% (HV 20d: 112.0%). Max pain ranged from $2.00 to $4.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-10-06: Highest Volume — 6,022 contracts
  • 2022-10-31: Largest IV spike — 28.9% change
  • 2022-10-18: Largest Expected Move — 45.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.21$2.58$3.86$3.39$2.75
Max Pain$2.95$2.00$4.00$4.00$3.00
ATM IV141.5%121.0%158.5%134.3%156.2%
Expected Move40.6%34.7%45.4%38.5%44.8%
HV 20d112.0%100.7%124.7%102.9%119.8%
HV 60d105.1%102.1%108.2%102.1%107.4%
Term Structure-11.3%-144.0%27.3%-8.6%-16.1%
VWIV146.5%129.3%176.9%142.1%159.1%
Skew 25d7.7%-19.2%58.9%58.9%-17.9%
Skew 10d65.5%2.5%289.3%289.3%41.6%
Call IV 25d145.7%113.9%191.2%118.7%191.2%
Put IV 25d153.4%133.8%177.6%177.6%173.3%
Bid-Ask Spread %62.6538.31104.46104.4684.41
Gamma HHI0.430.280.730.720.38
Net GEX5.1K-6.1K19.2K10.6K28
Net DEX-316.3K-861.7K175.2K-329.2K-161.2K
Net VEX-3.2K-3.9K-1.6K-1.6K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.024.390.141.81
Total Volume2,9907106,0227102,673
Total OI8,701.4295,96010,9715,9608,846

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$3.39$4.00134.3%38.5%102.9%0.0%142.1%58.9%-8.6%10.6K-329.2K-1.6K0.14104.46N/AN/A622884,4331,527
2022-10-04$3.80$4.00138.7%39.8%100.7%0.0%129.3%-0.7%27.3%13.9K-566.4K-1.7K0.0296.11N/AN/A5,444844,5541,534
2022-10-05$3.60$4.00157.9%45.3%103.2%0.0%149.0%-12.5%-2.5%11.6K-726.1K-3.5K0.0983.31N/AN/A5,5224716,2191,522
2022-10-06$3.68$3.00146.4%40.5%103.3%0.0%141.8%16.6%-13.9%13.7K-614.4K-3.1K0.0973.33N/AN/A5,5424806,2191,753
2022-10-07$3.31$3.00139.8%38.4%101.8%0.0%137.9%-9.8%5.2%4.5K-374.8K-2.9K0.0861.01N/AN/A5,5424356,2191,743
2022-10-10$3.60$2.00149.0%40.1%104.2%0.0%140.0%19.5%-7.5%12.8K-702.2K-3.7K0.2260.10N/AN/A3,0686736,2191,792
2022-10-11$3.52$2.00121.0%41.9%104.6%0.0%139.9%16.7%-14.5%12.2K-555.3K-3.7K0.2268.04N/AN/A3,0276716,2192,392
2022-10-12$3.37$2.00138.4%39.7%105.6%0.0%139.1%10.1%-2.1%3.7K-319.4K-2.9K0.2372.07N/AN/A3,0276946,2202,387
2022-10-13$3.27$2.00144.4%41.4%104.1%0.0%145.4%6.5%-3.6%9.4K-431.5K-3.5K0.2465.55N/AN/A3,0267386,2202,387
2022-10-14$3.86$3.00145.2%41.6%119.4%0.0%176.9%31.7%-12.0%19.2K-861.7K-3.9K3.2538.80N/AN/A5951,9346,2182,459
2022-10-17$3.50$3.00152.8%43.8%122.3%0.0%158.5%20.4%-7.7%1.5K-304.1K-3.6K4.3949.45N/AN/A4461,9606,2704,262
2022-10-18$3.18$3.00158.5%45.4%124.7%0.0%154.2%10.5%-3.4%2.9K-143.4K-3.6K0.9346.79N/AN/A1,0689896,3264,329
2022-10-19$3.08$3.00141.4%40.5%122.6%0.0%156.4%-2.4%-12.4%-6.1K-37.6K-3.5K1.5442.22N/AN/A6059336,1034,501
2022-10-20$2.89$3.00148.1%42.4%113.9%0.0%154.0%1.5%-144.0%-4.3K38.3K-3.4K1.7455.00N/AN/A5519606,2904,597
2022-10-21$2.95$3.00137.7%39.5%112.8%0.0%144.6%0.9%-3.8%529175.2K-3.2K1.3538.31N/AN/A9641,3026,3644,607
2022-10-24$2.69$3.00137.1%39.3%117.3%0.0%138.8%5.8%-10.2%163-101.1K-3.2K0.7845.80N/AN/A9607514,2103,617
2022-10-25$2.84$3.00127.1%36.4%116.8%0.0%142.8%4.5%4.5%-23-208.4K-3.4K0.7760.92N/AN/A9527354,5523,844
2022-10-26$2.75$3.00139.6%40.0%117.1%0.0%151.4%1.7%-10.2%579-189.7K-3.5K0.7147.36N/AN/A1,0437434,5533,847
2022-10-27$2.75$3.00137.1%39.3%116.6%0.0%140.5%-19.2%-9.3%143-174.5K-3.5K0.7843.36N/AN/A9527444,6654,017
2022-10-28$2.58$3.00121.2%34.7%118.1%0.0%134.2%19.9%7.8%-155-55.3K-3.2K0.8679.36N/AN/A9538234,6754,019
2022-10-31$2.75$3.00156.2%44.8%119.8%0.0%159.1%-17.9%-16.1%28-161.2K-3.5K1.8184.41N/AN/A9501,7234,6984,148