SOUN Options History — November 2022

In November 2022, SOUN traded between $1.29 and $2.61. ATM implied volatility averaged 147.0%. The 30-day expected move averaged 42.7%. IV traded above realized volatility by 44.6% (HV 20d: 102.4%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 72.72.

Notable Days

  • 2022-11-03: Highest Volume — 2,901 contracts
  • 2022-11-23: Largest IV spike — 65.5% change
  • 2022-11-25: Largest Expected Move — 60.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.84$1.29$2.61$2.61$1.29
Max Pain$2.10$2.00$3.00$3.00$2.00
ATM IV147.0%96.7%210.4%142.2%192.9%
Expected Move42.7%27.7%60.3%40.8%55.3%
HV 20d102.4%82.3%115.8%111.1%101.5%
HV 60d107.8%104.0%113.2%107.8%107.7%
Term Structure-16.7%-130.2%23.9%-2.4%-36.2%
VWIV141.0%107.1%177.8%122.9%137.0%
Skew 25d-10.5%-226.3%138.8%17.5%138.8%
Skew 10d-9.8%-264.8%126.7%33.8%126.7%
Call IV 25d166.3%106.6%333.9%134.4%127.6%
Put IV 25d155.8%107.6%266.4%151.9%266.4%
Bid-Ask Spread %102.5973.95126.4591.04126.45
Gamma HHI0.630.380.860.440.54
Net GEX-3.6K-10.0K669-1.9K-1.0K
Net DEX379.1K-5.2K619.2K-5.2K372.9K
Net VEX-2.0K-3.5K-203-3.5K-637
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio72.720.001357.001.681357.00
Total Volume1,333.04822,9012,5431,358
Total OI9,758.2387,68711,0289,8477,855

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$2.61$3.00142.2%40.8%111.1%0.0%122.9%17.5%-2.4%-1.9K-5.2K-3.5K1.6891.04N/AN/A9501,5934,6995,148
2022-11-02$2.42$3.00117.5%33.7%112.3%0.0%146.0%-19.0%-16.4%-2.2K108.1K-3.2K1.6787.07N/AN/A9521,5934,6995,149
2022-11-03$2.16$2.00112.2%41.2%115.8%0.0%149.5%13.5%8.4%-2.8K223.8K-2.9K2.0599.67N/AN/A9521,9494,6965,150
2022-11-04$2.12$2.00110.9%37.6%112.0%0.0%133.4%1.9%-2.6%-6.6K286.8K-3.1K1.7879.42N/AN/A9491,6924,7005,757
2022-11-07$1.98$2.00144.8%39.4%105.7%0.0%129.5%-16.9%16.7%-5.6K382.3K-2.8K0.4873.95N/AN/A1,0004844,6995,861
2022-11-08$2.02$2.00141.9%39.5%107.2%0.0%135.3%-5.4%-8.0%-6.4K395.2K-2.8K0.4886.39N/AN/A1,0124844,6825,880
2022-11-09$2.10$2.00146.8%42.1%109.5%0.0%136.6%28.4%-5.4%-3.6K292.5K-2.6K0.5487.05N/AN/A1,0115484,6845,867
2022-11-10$1.88$2.00172.1%49.3%113.8%0.0%165.1%31.0%-25.1%-4.7K381.3K-2.5K1.40104.51N/AN/A6789514,6835,816
2022-11-11$1.86$2.00146.6%42.0%88.4%0.0%152.3%-52.1%-4.6%-6.2K365.0K-2.7K0.87104.14N/AN/A6385534,7036,171
2022-11-14$1.82$2.00149.0%42.7%85.5%0.0%150.1%-0.5%-9.0%-7.2K470.8K-2.4K1.24110.56N/AN/A5246514,8326,174
2022-11-15$1.79$2.00127.3%36.5%82.3%0.0%137.4%-45.7%-1.2%-3.2K588.5K-2.2K0.74108.74N/AN/A5333964,8476,181
2022-11-16$1.92$2.00123.7%35.5%89.4%0.0%119.7%13.8%11.0%-10.0K508.1K-2.3K0.77105.99N/AN/A5153964,8326,183
2022-11-17$2.04$2.00151.3%43.4%92.8%0.0%144.0%35.4%-12.2%-3.8K287.3K-2.4K0.84110.01N/AN/A4864064,8456,183
2022-11-18$1.92$2.00158.1%45.3%92.9%0.0%153.7%35.0%-27.0%-3.7K596.1K-2.2K0.77124.49N/AN/A5173964,8366,173
2022-11-21$1.65$2.0096.7%27.7%100.9%0.0%107.1%54.5%23.9%-3.6K372.1K-1.7K0.42113.36N/AN/A4902083,9464,580
2022-11-22$1.43$2.00124.7%35.7%104.8%0.0%141.1%-226.3%-1.8%608619.2K-3260.49109.67N/AN/A4222074,0614,584
2022-11-23$1.49$2.00206.4%59.2%108.1%0.0%177.8%-95.7%-130.1%-2.9K445.4K-1.1K4.91112.40N/AN/A3791,8624,0504,578
2022-11-25$1.44$2.00210.4%60.3%107.5%0.0%0.0%-109.4%-130.2%-2.0K394.3K-6470.0095.62N/AN/A204,0573,630
2022-11-28$1.35$2.00157.4%45.1%107.6%0.0%137.0%-92.3%14.5%669444.8K-3780.06113.68N/AN/A10164,0613,630
2022-11-29$1.31$2.00153.8%44.1%101.4%0.0%0.0%72.9%-13.2%129432.3K-203149.00110.26N/AN/A11494,1363,625
2022-11-30$1.29$2.00192.9%55.3%101.5%0.0%0.0%138.8%-36.2%-1.0K372.9K-6371357.00126.45N/AN/A11,3574,1353,720