SOUN Options History — February 2023

In February 2023, SOUN traded between $1.94 and $4.55. ATM implied volatility averaged 210.4%, placing in the 50.6% IV rank vs the trailing year. The 30-day expected move averaged 56.2%. IV traded below realized volatility by 5.8% (HV 20d: 216.3%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.26.

Notable Days

  • 2023-02-06: Highest Volume — 74,283 contracts
  • 2023-02-03: Largest IV spike — 53.8% change
  • 2023-02-06: Highest IV Rank — 89.3%
  • 2023-02-06: Largest Expected Move — 82.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.50$1.94$4.55$2.04$2.94
Max Pain$2.42$1.00$3.00$2.00$3.00
ATM IV210.4%137.1%308.3%208.9%140.2%
Expected Move56.2%43.6%82.4%59.9%43.6%
HV 20d216.3%121.9%249.7%128.9%245.8%
HV 60d199.6%166.5%209.3%166.5%207.9%
IV Rank50.6%21.7%89.3%50.0%22.9%
IV Percentile83.1%28.4%99.3%95.0%36.9%
Term Structure-13.8%-155.7%54.2%-23.7%40.4%
VWIV199.8%160.1%284.2%227.8%163.1%
Skew 25d-32.8%-74.3%-3.5%-68.0%-18.9%
Skew 10d-43.9%-127.1%27.5%-71.3%-21.4%
Call IV 25d220.0%166.6%295.7%251.8%166.6%
Put IV 25d187.2%143.4%279.8%183.7%147.7%
Bid-Ask Spread %27.7711.9446.9217.6632.36
Gamma HHI0.300.200.820.300.20
Net GEX128.5K18.9K680.6K19.7K44.6K
Net DEX-7.9M-16.8M-1.3M-1.6M-1.3M
Net VEX-31.2K-43.2K-4.9K-5.5K-29.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.011.020.200.29
Total Volume20,344.5261,62174,2831,6215,460
Total OI86,460.57924,455137,75024,62996,865

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$2.04$2.00208.9%59.9%128.9%50.0%227.8%-68.0%-23.7%19.7K-1.6M-5.5K0.2017.66N/AN/A1,34927220,5194,110
2023-02-02$1.94$1.00173.2%54.2%121.9%35.9%201.5%-74.3%-24.4%18.9K-1.3M-4.9K0.0133.09N/AN/A2,4493020,7854,333
2023-02-03$2.76$1.00266.4%67.0%162.3%72.7%233.9%-38.1%-40.2%24.4K-3.3M-6.8K0.1225.28N/AN/A24,0692,84420,1064,349
2023-02-06$3.96$2.00308.3%82.4%194.7%89.3%284.2%-15.9%-21.5%40.0K-8.0M-10.7K0.1715.13N/AN/A63,57610,70727,4586,223
2023-02-07$3.51$2.00266.8%67.1%201.1%72.9%233.8%-69.7%-10.7%88.2K-9.4M-24.6K0.2611.94N/AN/A35,2929,17556,74312,794
2023-02-08$4.55$2.00240.5%69.0%212.6%62.5%240.3%-38.9%-7.6%125.3K-16.8M-35.6K0.2814.46N/AN/A37,23610,50463,97116,394
2023-02-09$3.96$2.00220.1%63.1%225.0%54.4%204.5%-43.5%-7.1%123.8K-12.7M-42.1K0.2517.87N/AN/A25,4466,42275,32324,609
2023-02-10$3.80$3.00212.7%61.0%227.7%51.6%219.5%-47.0%-16.9%138.7K-11.0M-42.1K0.2018.91N/AN/A12,1562,38282,46726,915
2023-02-13$3.25$2.00215.6%61.8%240.0%52.7%227.6%-42.5%-24.5%98.6K-6.5M-35.5K0.2820.79N/AN/A15,2034,32186,99927,043
2023-02-14$3.80$2.00189.8%54.4%240.5%42.5%185.2%-13.0%-12.2%173.6K-11.0M-39.5K0.3323.45N/AN/A22,8937,44092,82627,706
2023-02-15$3.88$3.00176.9%50.7%234.3%37.4%173.9%-17.7%-14.3%181.6K-11.5M-42.0K0.1632.61N/AN/A15,4812,41198,49833,208
2023-02-16$3.71$3.00178.5%51.2%236.3%38.0%182.7%-17.2%-10.2%86.4K-8.2M-40.2K0.1835.53N/AN/A7,4901,353101,86133,798
2023-02-17$3.99$3.00173.5%47.8%235.4%36.1%177.9%-3.5%19.1%680.6K-12.2M-43.2K0.3529.06N/AN/A5,8512,055103,45534,295
2023-02-21$3.77$3.00265.7%50.4%238.5%72.5%175.8%-30.8%-155.7%103.4K-7.1M-39.2K0.1343.26N/AN/A8,3151,09462,78718,768
2023-02-22$3.96$3.00204.2%47.3%236.2%48.2%163.5%-6.1%54.2%139.5K-9.3M-41.7K0.0846.92N/AN/A5,32541467,35319,581
2023-02-23$3.97$3.00219.5%48.3%236.5%54.2%160.1%-19.9%-30.5%173.9K-9.2M-41.3K0.3442.93N/AN/A12,9554,40969,75619,675
2023-02-24$3.59$3.00137.1%44.9%241.8%21.7%178.2%-33.6%38.2%105.4K-6.8M-38.3K0.2242.68N/AN/A4,5841,03074,25521,005
2023-02-27$3.08$3.00200.1%44.3%249.7%46.6%162.0%-24.2%-15.2%74.2K-3.1M-30.4K1.0223.76N/AN/A7,2187,33566,16319,755
2023-02-28$2.94$3.00140.2%43.6%245.8%22.9%163.1%-18.9%40.4%44.6K-1.3M-29.0K0.2932.36N/AN/A4,2241,23670,50326,362