SOUN Options History — December 2022

In December 2022, SOUN traded between $0.94 and $1.73. ATM implied volatility averaged 160.6%. The 30-day expected move averaged 41.8%. IV traded above realized volatility by 51.0% (HV 20d: 109.6%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.43.

Notable Days

  • 2022-12-30: Highest Volume — 2,945 contracts
  • 2022-12-09: Largest IV spike — 75.2% change
  • 2022-12-30: Largest Expected Move — 59.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.16$0.94$1.73$1.24$1.73
Max Pain$2.90$2.00$3.00$2.00$3.00
ATM IV160.6%103.2%252.3%128.8%207.6%
Expected Move41.8%28.6%59.5%36.9%59.5%
HV 20d109.6%93.9%214.2%100.4%214.2%
HV 60d109.2%102.9%152.4%107.5%152.4%
Term Structure-1.9%-63.4%64.9%-45.2%-41.6%
VWIV145.4%108.5%204.8%140.0%198.2%
Skew 25d5.2%-177.8%152.7%10.7%-26.3%
Skew 10d-4.0%-218.9%118.2%-31.2%-39.7%
Call IV 25d138.1%73.5%291.1%142.8%170.3%
Put IV 25d143.2%82.5%258.2%153.5%144.0%
Bid-Ask Spread %104.0838.09138.69124.4238.09
Gamma HHI0.460.260.860.700.35
Net GEX-152-2.1K1.6K-72-949
Net DEX304.6K179.8K439.7K416.6K179.8K
Net VEX-558-1.5K-45-45-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.009.640.100.49
Total Volume234.8102,945112,945
Total OI9,226.197,72910,0547,7299,157

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$1.24$2.00128.8%36.9%100.4%0.0%0.0%10.7%-45.2%-72416.6K-450.10124.42N/AN/A1014,1363,593
2022-12-02$1.33$2.00182.3%52.3%102.1%0.0%140.0%-165.3%-5.6%422439.7K-2050.13138.69N/AN/A814,1363,594
2022-12-05$1.25$3.00166.7%34.6%103.0%0.0%0.0%0.6%-47.5%-1.1K298.4K-8380.00108.94N/AN/A91604,1433,595
2022-12-06$1.25$3.00193.8%39.1%102.1%0.0%0.0%62.6%-7.1%-861319.3K-8400.04109.36N/AN/A25595,0443,595
2022-12-07$1.21$3.00131.8%28.6%100.9%0.0%0.0%-177.8%64.9%1.6K263.2K-1.2K0.00109.82N/AN/A006,4363,600
2022-12-08$1.19$3.00144.0%40.1%98.1%0.0%0.0%45.9%13.2%-1.5K366.9K-2510.00110.89N/AN/A206,4363,600
2022-12-09$1.35$3.00252.3%32.2%107.3%0.0%0.0%70.8%44.9%-2.1K408.9K-2880.00106.37N/AN/A006,4373,596
2022-12-12$1.15$3.00152.7%33.7%118.8%0.0%116.1%15.1%22.2%173302.5K-8780.00101.90N/AN/A4206,4373,596
2022-12-13$1.12$3.00185.8%55.2%118.8%0.0%0.0%-42.2%-63.4%956341.6K-4720.0079.16N/AN/A506,4403,594
2022-12-14$1.10$3.00141.4%40.5%118.8%0.0%156.5%45.4%6.6%-104316.5K-6070.00110.35N/AN/A036,4413,593
2022-12-15$1.15$3.00155.7%44.6%116.4%0.0%150.3%1.3%-20.2%1.0K345.9K-5313.75104.75N/AN/A4156,4413,596
2022-12-16$1.10$3.00179.2%51.4%111.9%0.0%204.8%0.6%-17.4%671351.4K-3072.46103.94N/AN/A711756,4433,611
2022-12-19$1.10$3.00199.1%57.1%111.9%0.0%0.0%118.2%24.9%1.3K197.5K-7940.00111.23N/AN/A02605,8102,920
2022-12-20$1.10$3.00173.4%49.7%102.2%0.0%0.0%152.7%19.0%-813255.1K-5559.64113.92N/AN/A111065,8103,165
2022-12-21$1.02$3.00103.2%29.6%93.9%0.0%108.5%-8.8%48.5%-60241.2K-6055.33104.57N/AN/A3165,8213,267
2022-12-22$0.94$3.00119.5%34.2%93.9%0.0%0.0%-5.5%-20.8%-493267.9K-2320.30104.57N/AN/A33105,8233,268
2022-12-23$0.99$3.00128.1%36.7%97.5%0.0%118.0%-32.5%12.5%-63259.0K-4580.00111.41N/AN/A105,8563,278
2022-12-27$1.00$3.00123.5%35.4%96.4%0.0%123.5%4.0%-5.5%-112268.3K-4170.04104.80N/AN/A2315,8563,278
2022-12-28$1.00$3.00139.0%39.8%96.4%0.0%138.1%10.4%-2.8%-851283.3K-2910.0098.41N/AN/A205,8753,279
2022-12-29$1.02$3.00164.9%47.3%97.1%0.0%0.0%29.1%-19.0%-381273.5K-3812.0090.01N/AN/A125,8753,279
2022-12-30$1.73$3.00207.6%59.5%214.2%0.0%198.2%-26.3%-41.6%-949179.8K-1.5K0.4938.09N/AN/A1,9709755,8763,281