SOUN Options History — January 2023

In January 2023, SOUN traded between $1.00 and $2.08. ATM implied volatility averaged 153.9%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 45.6%. IV traded below realized volatility by 82.0% (HV 20d: 235.9%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 2.86.

Notable Days

  • 2023-01-27: Highest Volume — 11,790 contracts
  • 2023-01-26: Largest IV spike — 201.0% change
  • 2023-01-26: Highest IV Rank — 100.0%
  • 2023-01-26: Largest Expected Move — 96.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.35$1.00$2.08$1.31$1.98
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV153.9%82.2%335.4%139.4%206.7%
Expected Move45.6%28.6%96.1%40.0%59.2%
HV 20d235.9%167.1%247.7%237.1%167.1%
HV 60d161.9%156.4%168.4%161.6%168.0%
IV Rank42.1%10.3%100.0%24.3%49.2%
IV Percentile54.8%1.5%100.0%16.7%94.2%
Term Structure-21.1%-93.2%14.9%-13.9%-12.4%
VWIV171.6%107.3%249.0%189.9%245.5%
Skew 25d-0.4%-93.7%82.5%-93.7%-84.7%
Skew 10d13.9%-130.6%99.0%-57.7%-130.6%
Call IV 25d142.6%82.6%284.9%212.0%259.2%
Put IV 25d142.3%107.0%195.3%118.4%174.5%
Bid-Ask Spread %91.6129.32138.4149.5429.32
Gamma HHI0.420.260.740.320.30
Net GEX1.8K-1.3K16.9K-25316.9K
Net DEX-3.4K-1.4M306.6K177.4K-1.3M
Net VEX-1.1K-4.5K-44-1.3K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.860.0018.500.560.08
Total Volume2,124.453711,79065311,635
Total OI11,937.257,49220,71411,36720,714

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$1.31$2.00139.4%40.0%237.1%0.0%189.9%-93.7%-13.9%-253177.4K-1.3K0.5649.54N/AN/A4182357,2434,124
2023-01-04$1.17$2.00160.5%46.0%239.5%0.0%162.0%34.9%-11.8%-1.2K287.9K-2724.3846.94N/AN/A421847,2134,284
2023-01-05$1.08$2.00128.6%40.1%241.0%0.0%137.4%-3.1%9.1%-122263.2K-8285.9757.28N/AN/A291737,2184,290
2023-01-06$1.06$2.00100.3%39.8%240.9%0.0%171.5%15.3%-12.1%-229274.7K-6950.28106.22N/AN/A234657,2224,294
2023-01-09$1.00$2.00126.8%36.6%241.6%0.0%135.4%49.7%14.9%-302276.6K-58510.11134.69N/AN/A363647,2114,260
2023-01-10$1.04$2.0082.2%39.0%237.1%0.0%125.7%19.5%-26.9%-1.3K302.6K-4725.6170.15N/AN/A231297,2424,420
2023-01-11$1.06$2.00122.9%35.2%230.8%0.0%0.0%76.9%12.8%-652283.0K-7003.11129.84N/AN/A9287,2654,511
2023-01-12$1.08$2.00123.5%35.4%230.7%24.3%126.6%10.8%-12.5%-1.0K306.6K-48718.50138.41N/AN/A101857,2724,510
2023-01-13$1.19$2.00143.5%41.1%233.3%36.0%0.0%42.2%-27.6%-330243.0K-7320.61118.44N/AN/A2071277,2824,177
2023-01-17$1.38$2.00149.0%42.7%238.5%39.2%162.5%6.9%-3.5%1.1K208.8K-9990.09120.15N/AN/A555487,4104,299
2023-01-18$1.25$2.00138.9%39.8%240.9%33.3%176.0%-16.1%-93.2%-76254.1K-2180.0294.58N/AN/A15137,5494,312
2023-01-19$1.25$2.00125.1%35.9%240.9%25.2%126.3%-16.3%2.0%-41253.0K-2290.63121.69N/AN/A56357,6184,310
2023-01-20$1.40$2.00142.7%40.9%243.8%35.5%135.2%16.0%-47.3%1.1K249.9K-9180.03127.54N/AN/A9937,5814,288
2023-01-23$1.48$2.00195.2%56.0%242.0%66.4%239.6%82.5%-28.0%2.0K-108.3K-1.1K5.3690.26N/AN/A3351,7976,1131,379
2023-01-24$1.42$2.0099.7%28.6%240.2%10.3%113.5%-8.6%-37.9%34-38.7K-9741.72124.11N/AN/A2724696,4493,088
2023-01-25$1.44$2.00111.4%31.9%239.9%17.2%107.3%40.0%-30.9%36-11.8K-2240.00124.08N/AN/A7806,4472,917
2023-01-26$1.58$2.00335.4%96.1%241.3%100.0%249.0%-76.9%-48.5%53-6.9K-440.0181.05N/AN/A8,390636,3872,927
2023-01-27$1.77$2.00221.0%63.4%243.3%54.8%240.1%-13.0%-14.6%5.7K-607.4K-2.9K0.0334.74N/AN/A11,4083829,5272,954
2023-01-30$2.08$2.00224.5%64.4%247.7%56.2%245.5%-89.6%-39.2%14.4K-1.4M-4.4K0.1333.18N/AN/A3,71849415,1723,266
2023-01-31$1.98$2.00206.7%59.2%167.1%49.2%245.5%-84.7%-12.4%16.9K-1.3M-4.5K0.0829.32N/AN/A10,74888717,3783,336