SOUN Options History — May 2023 In May 2023, SOUN traded between $2.34 and $3.16. ATM implied volatility averaged 131.6%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 37.4%. IV traded above realized volatility by 28.5% (HV 20d: 103.1%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.27.
Notable Days 2023-05-22 : Highest Volume — 17,260 contracts2023-05-12 : Largest IV drop — 18.6% change2023-05-30 : Highest IV Rank — 29.6%2023-05-30 : Largest Expected Move — 45.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.72 $2.34 $3.16 $2.58 $3.00 Max Pain $2.25 $2.00 $3.00 $3.00 $3.00 ATM IV 131.6% 116.9% 157.1% 128.8% 151.9% Expected Move 37.4% 33.5% 45.5% 40.0% 43.1% HV 20d 103.1% 90.5% 139.5% 139.5% 94.2% HV 60d 161.3% 147.7% 201.6% 201.6% 147.7% IV Rank 19.5% 13.7% 29.6% 18.4% 27.5% IV Percentile 25.1% 7.1% 62.3% 19.0% 57.5% Term Structure -4.5% -31.8% 18.3% -14.2% -2.7% VWIV 125.7% 81.0% 152.8% 96.5% 152.8% Skew 25d 9.2% -64.2% 68.3% 39.0% -64.2% Skew 10d 34.5% -98.8% 125.0% 91.6% -98.8% Call IV 25d 121.1% 85.2% 192.3% 93.8% 192.3% Put IV 25d 130.3% 95.5% 155.9% 132.8% 128.0% Bid-Ask Spread % 42.86 20.39 80.89 25.96 64.80 Gamma HHI 0.30 0.18 0.43 0.33 0.27 Net GEX 44.2K 18.1K 80.2K 36.8K 80.2K Net DEX -1.1M -3.8M 561.7K -263.6K -3.8M Net VEX -32.2K -44.5K -26.2K -28.1K -44.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.27 0.07 0.84 0.31 0.23 Total Volume 7,347.136 2,524 17,260 3,516 5,037 Total OI 88,940.864 79,127 100,687 80,437 100,687
Daily Data (22 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 2023-05-01 $2.58 $3.00 128.8% 40.0% 139.5% 18.4% 96.5% 39.0% -14.2% 36.8K -263.6K -28.1K 0.31 25.96 N/A N/A 2,674 842 50,042 30,395 2023-05-02 $2.37 $3.00 136.1% 43.9% 126.4% 21.3% 150.3% 28.6% -14.0% 29.7K 396.8K -26.3K 0.27 31.22 N/A N/A 2,064 561 51,697 31,008 2023-05-03 $2.34 $3.00 117.1% 39.7% 118.8% 13.8% 130.0% 10.0% 0.7% 22.8K 561.7K -26.2K 0.21 52.26 N/A N/A 3,975 840 51,266 31,268 2023-05-04 $2.46 $2.00 138.3% 36.6% 112.7% 22.2% 122.4% 48.3% -16.4% 37.6K -22.0K -28.4K 0.09 34.17 N/A N/A 4,106 387 53,535 31,493 2023-05-05 $2.67 $2.00 127.2% 33.5% 106.1% 17.7% 81.0% 26.8% -1.6% 36.5K -1.1M -29.4K 0.17 50.53 N/A N/A 4,749 828 54,230 31,634 2023-05-08 $2.74 $2.00 130.9% 34.3% 101.7% 19.2% 116.0% 11.7% -2.0% 40.2K -982.4K -29.5K 0.51 80.89 N/A N/A 2,412 1,224 51,012 31,048 2023-05-09 $2.73 $2.00 143.6% 37.5% 99.6% 24.2% 126.4% 58.6% -3.3% 47.5K -1.2M -30.7K 0.22 35.87 N/A N/A 4,143 910 52,262 30,820 2023-05-10 $2.54 $2.00 140.7% 40.3% 102.2% 23.1% 138.7% 7.7% -0.7% 35.5K -491.8K -28.6K 0.23 50.40 N/A N/A 3,740 849 54,324 30,806 2023-05-11 $2.50 $2.00 150.3% 37.8% 101.6% 26.9% 136.8% 68.3% -31.8% 46.2K -507.8K -29.3K 0.28 43.22 N/A N/A 8,959 2,494 55,665 31,153 2023-05-12 $2.46 $2.00 122.3% 33.7% 101.1% 15.8% 124.4% 6.4% -3.2% 41.2K 426.0K -28.4K 0.31 64.01 N/A N/A 8,040 2,454 63,525 33,236 2023-05-15 $2.62 $2.00 121.3% 35.5% 94.5% 15.5% 119.4% 27.1% -2.8% 18.1K -384.6K -27.4K 0.07 26.55 N/A N/A 5,582 365 55,632 31,201 2023-05-16 $2.44 $2.00 116.9% 33.5% 94.8% 13.7% 122.9% 13.5% -0.5% 43.9K 519.3K -27.1K 0.84 25.94 N/A N/A 5,891 4,929 57,330 31,314 2023-05-17 $2.66 $2.00 121.2% 34.7% 92.4% 15.4% 115.5% 4.1% -14.9% 38.5K -272.7K -30.5K 0.38 42.29 N/A N/A 4,566 1,752 61,525 35,721 2023-05-18 $2.85 $2.00 123.2% 35.5% 92.9% 16.2% 121.1% 9.2% -2.6% 30.8K -1.1M -32.3K 0.15 20.39 N/A N/A 9,504 1,413 60,585 35,030 2023-05-19 $2.74 $2.00 129.1% 37.8% 90.5% 18.5% 133.7% -12.2% -8.4% 37.2K -621.1K -33.0K 0.27 40.18 N/A N/A 5,682 1,538 62,744 36,143 2023-05-22 $3.16 $2.00 127.7% 35.8% 102.7% 18.0% 119.2% 2.8% -6.6% 36.3K -3.6M -35.6K 0.13 39.64 N/A N/A 15,299 1,961 48,282 30,845 2023-05-23 $2.95 $2.00 123.3% 35.1% 101.3% 16.2% 122.4% -36.6% 5.8% 67.7K -2.6M -37.2K 0.47 39.61 N/A N/A 6,458 3,012 56,214 32,394 2023-05-24 $2.99 $2.00 120.3% 35.7% 100.9% 15.1% 122.6% 3.3% 18.3% 73.4K -2.3M -37.6K 0.46 35.55 N/A N/A 1,732 792 57,454 34,895 2023-05-25 $2.99 $2.00 128.0% 35.4% 97.9% 18.1% 122.9% 1.0% 11.3% 74.3K -2.1M -37.8K 0.16 49.17 N/A N/A 3,820 603 56,125 34,728 2023-05-26 $2.90 $2.50 139.9% 37.6% 97.9% 22.8% 137.0% -18.8% 8.4% 44.2K -1.8M -39.0K 0.21 32.31 N/A N/A 7,582 1,623 59,944 35,384 2023-05-30 $3.09 $3.00 157.1% 45.5% 99.3% 29.6% 152.8% -32.4% -17.6% 54.4K -3.5M -42.4K 0.09 57.98 N/A N/A 14,914 1,331 57,383 34,720 2023-05-31 $3.00 $3.00 151.9% 43.1% 94.2% 27.5% 152.8% -64.2% -2.7% 80.2K -3.8M -44.5K 0.23 64.80 N/A N/A 4,106 931 65,036 35,651
« Apr 2023 | All History | Jun 2023 » Home SOUN History May 2023