SOUN Options History — March 2023 In March 2023, SOUN traded between $1.58 and $3.29. ATM implied volatility averaged 155.2%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 40.9%. IV traded below realized volatility by 33.1% (HV 20d: 188.3%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.37.
Notable Days 2023-03-31 : Highest Volume — 38,110 contracts2023-03-06 : Largest IV spike — 31.7% change2023-03-06 : Highest IV Rank — 42.0%2023-03-03 : Largest Expected Move — 52.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.24 $1.58 $3.29 $2.79 $2.69 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 155.2% 129.3% 188.4% 171.0% 157.4% Expected Move 40.9% 31.3% 52.9% 47.8% 45.0% HV 20d 188.3% 154.4% 258.9% 245.9% 195.5% HV 60d 215.9% 189.5% 225.3% 208.1% 198.1% IV Rank 28.8% 18.6% 42.0% 35.1% 29.7% IV Percentile 52.1% 20.7% 79.5% 67.7% 59.4% Term Structure -6.6% -136.6% 39.5% -4.2% 6.1% VWIV 143.1% 111.8% 193.2% 178.2% 150.4% Skew 25d -17.7% -64.8% 52.5% -26.7% -13.4% Skew 10d -2.2% -97.7% 52.0% 41.4% 52.0% Call IV 25d 145.0% 81.9% 198.0% 172.5% 176.3% Put IV 25d 127.4% 86.4% 184.9% 145.8% 163.0% Bid-Ask Spread % 44.53 17.78 67.41 20.09 33.88 Gamma HHI 0.24 0.16 0.53 0.18 0.17 Net GEX 28.6K -4.6K 118.1K 37.6K 28.7K Net DEX 150.7K -6.3M 2.8M -229.0K -2.3M Net VEX -17.3K -35.1K -8.7K -25.7K -20.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.37 0.04 1.45 0.48 0.06 Total Volume 8,161.478 1,236 38,110 3,588 38,110 Total OI 89,565.13 62,459 122,684 96,402 69,759
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $2.79 $3.00 171.0% 47.8% 245.9% 35.1% 178.2% -26.7% -4.2% 37.6K -229.0K -25.7K 0.48 20.09 N/A N/A 2,430 1,158 69,953 26,449 2023-03-02 $2.51 $3.00 144.1% 42.8% 249.6% 24.4% 163.5% -6.3% -118.3% 25.1K 852.6K -22.3K 0.81 41.04 N/A N/A 2,147 1,749 70,822 26,586 2023-03-03 $3.12 $3.00 143.1% 52.9% 258.9% 24.0% 193.2% -13.2% 16.2% 61.2K -3.4M -31.4K 0.05 25.54 N/A N/A 25,576 1,156 72,398 26,639 2023-03-06 $3.26 $3.00 188.4% 44.9% 228.3% 42.0% 164.9% -11.9% -136.6% 99.7K -5.1M -33.5K 0.14 45.54 N/A N/A 17,765 2,422 78,196 25,958 2023-03-07 $3.29 $3.00 179.1% 45.8% 186.6% 38.3% 135.2% 26.6% 0.0% 118.1K -6.3M -35.1K 0.32 49.53 N/A N/A 13,880 4,461 83,237 27,437 2023-03-08 $2.63 $3.00 146.8% 42.1% 198.0% 25.5% 146.0% -64.8% -33.8% 53.2K 1.0M -22.7K 0.59 50.83 N/A N/A 10,247 6,031 89,710 30,625 2023-03-09 $2.21 $3.00 147.0% 38.6% 177.2% 25.6% 140.7% -18.1% 3.2% 7.9K 2.8M -16.9K 0.30 17.78 N/A N/A 7,886 2,394 90,527 30,934 2023-03-10 $1.98 $3.00 169.8% 37.8% 175.2% 34.6% 151.4% -41.0% -7.2% 6.6K 2.8M -15.3K 0.92 22.21 N/A N/A 4,251 3,922 92,185 30,499 2023-03-13 $2.06 $3.00 174.3% 42.7% 177.1% 36.4% 153.0% -12.9% -45.1% 6.6K 1.3M -14.6K 0.20 38.45 N/A N/A 4,275 864 79,399 22,976 2023-03-14 $1.90 $3.00 153.7% 37.1% 172.0% 28.2% 122.6% -16.4% -14.0% -4.6K 1.7M -12.3K 0.55 37.09 N/A N/A 2,301 1,265 81,729 23,056 2023-03-15 $1.85 $3.00 175.3% 40.9% 157.8% 36.8% 137.5% -17.6% 11.3% 11.4K 1.7M -12.7K 0.97 50.98 N/A N/A 1,010 978 82,871 23,023 2023-03-16 $1.85 $3.00 174.2% 41.5% 157.0% 36.3% 126.5% -17.3% 8.9% 12.6K 1.8M -12.2K 0.20 54.02 N/A N/A 1,649 338 83,179 22,772 2023-03-17 $1.79 $3.00 148.7% 40.4% 157.0% 26.3% 137.2% 38.5% 39.5% 10.2K 2.1M -11.2K 1.45 21.86 N/A N/A 1,754 2,542 82,508 22,739 2023-03-20 $1.58 $3.00 138.0% 38.3% 154.4% 22.0% 127.8% 52.5% -30.7% 4.7K 1.1M -8.7K 0.04 65.69 N/A N/A 2,225 87 46,792 15,667 2023-03-21 $2.00 $3.00 141.2% 40.4% 183.9% 23.3% 145.5% -22.6% 20.2% 17.1K 392.7K -12.9K 0.08 56.83 N/A N/A 6,907 523 48,215 15,717 2023-03-22 $1.94 $3.00 151.3% 43.4% 181.4% 27.3% 151.7% -33.4% 35.9% 23.3K 423.8K -13.0K 0.05 62.07 N/A N/A 2,548 122 50,131 16,024 2023-03-23 $1.94 $3.00 153.6% 42.4% 181.3% 28.2% 143.1% -27.0% 26.5% 28.5K 310.8K -13.4K 0.13 61.76 N/A N/A 1,446 193 51,098 16,037 2023-03-24 $2.08 $3.00 146.6% 40.0% 183.3% 25.5% 142.1% -49.1% 24.5% 14.5K 197.3K -12.8K 0.13 67.41 N/A N/A 1,891 237 51,475 16,147 2023-03-27 $2.10 $3.00 165.1% 35.3% 177.5% 32.7% 129.2% -51.5% 2.6% 11.6K 451.9K -12.9K 0.25 55.44 N/A N/A 1,590 399 48,472 15,678 2023-03-28 $1.98 $3.00 137.7% 33.3% 177.8% 21.9% 126.4% -34.8% 20.0% 21.7K 654.6K -12.0K 0.78 50.05 N/A N/A 2,377 1,861 49,559 15,891 2023-03-29 $2.06 $3.00 133.9% 35.3% 178.5% 20.4% 114.4% -10.7% 2.2% 32.0K 540.8K -12.7K 0.05 49.29 N/A N/A 1,438 73 51,082 16,825 2023-03-30 $1.96 $3.00 129.3% 31.3% 175.9% 18.6% 111.8% -34.7% 27.8% 29.6K 562.8K -12.7K 0.06 46.72 N/A N/A 1,169 67 52,180 16,842 2023-03-31 $2.69 $3.00 157.4% 45.0% 195.5% 29.7% 150.4% -13.4% 6.1% 28.7K -2.3M -20.0K 0.06 33.88 N/A N/A 36,059 2,051 52,894 16,865
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