SOUN Options History — June 2023

In June 2023, SOUN traded between $2.59 and $4.70. ATM implied volatility averaged 127.8%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 36.6%. IV traded above realized volatility by 27.8% (HV 20d: 100.0%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2023-06-20: Highest Volume — 41,629 contracts
  • 2023-06-15: Largest IV spike — 15.9% change
  • 2023-06-01: Highest IV Rank — 23.9%
  • 2023-06-20: Largest Expected Move — 39.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.47$2.59$4.70$2.92$4.49
Max Pain$3.90$3.00$4.00$3.00$4.00
ATM IV127.8%111.4%142.8%142.8%124.8%
Expected Move36.6%33.3%39.9%38.4%35.2%
HV 20d100.0%90.2%116.8%94.8%115.8%
HV 60d130.3%110.3%147.8%147.8%110.3%
IV Rank18.0%11.5%23.9%23.9%16.8%
IV Percentile21.9%4.4%43.7%43.7%16.5%
Term Structure2.3%-10.5%32.0%-10.5%1.6%
VWIV127.9%112.1%139.9%137.1%112.1%
Skew 25d-6.4%-37.8%106.2%-35.0%-16.5%
Skew 10d-15.6%-66.6%65.0%-66.6%-43.1%
Call IV 25d130.3%53.7%153.6%147.3%142.6%
Put IV 25d123.9%98.8%159.9%112.2%126.1%
Bid-Ask Spread %33.5817.1171.1668.9629.80
Gamma HHI0.280.210.440.360.44
Net GEX132.7K34.0K513.5K83.0K513.5K
Net DEX-9.0M-24.5M-426.2K-2.5M-21.7M
Net VEX-54.2K-80.6K-37.3K-42.1K-80.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.060.270.070.21
Total Volume15,353.192,28041,6296,61819,343
Total OI113,172.71495,511156,863101,699156,863

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$2.92$3.00142.8%38.4%94.8%23.9%137.1%-35.0%-10.5%83.0K-2.5M-42.1K0.0768.96N/AN/A6,18243665,62336,076
2023-06-02$2.91$3.00135.2%34.9%93.8%20.9%117.1%-37.8%-4.3%50.4K-2.2M-41.8K0.1671.16N/AN/A1,96731367,80936,056
2023-06-05$2.70$4.00128.4%38.0%94.0%18.2%126.8%22.6%-4.7%46.0K-609.0K-37.3K0.2736.93N/AN/A2,42665360,53734,974
2023-06-06$2.59$4.00131.8%36.7%94.6%19.6%124.6%5.2%4.4%37.6K-426.2K-37.8K0.1628.21N/AN/A2,88446061,27735,711
2023-06-07$2.63$4.00111.4%36.0%94.9%11.5%130.7%-18.7%10.9%34.0K-720.1K-39.4K0.1020.16N/AN/A2,32622562,08736,078
2023-06-08$2.79$4.00125.3%37.7%93.4%17.0%130.3%-25.7%-2.0%39.0K-1.3M-41.1K0.0628.83N/AN/A2,69415262,26936,328
2023-06-09$2.96$4.00130.2%35.1%95.0%19.0%121.7%-3.2%-3.6%52.5K-2.4M-43.4K0.1418.61N/AN/A7,14797462,65936,563
2023-06-12$3.13$4.00115.7%34.6%95.9%13.2%130.7%7.9%16.2%92.6K-4.0M-45.0K0.1123.24N/AN/A8,07788861,27336,395
2023-06-13$3.15$4.00115.2%35.8%94.0%13.0%126.7%25.8%14.8%108.0K-4.8M-46.9K0.1441.33N/AN/A6,11285264,88336,725
2023-06-14$3.01$4.00113.9%33.3%91.5%12.5%120.8%1.6%4.4%114.4K-3.6M-45.3K0.2341.68N/AN/A2,96668066,27736,951
2023-06-15$3.31$4.00132.0%36.0%92.5%19.6%122.3%-12.6%-9.2%108.0K-6.9M-49.2K0.0717.11N/AN/A20,2321,40566,82137,022
2023-06-16$3.40$4.00125.4%34.4%90.2%17.1%123.0%-24.6%-9.2%102.4K-8.6M-52.1K0.0925.15N/AN/A15,9761,47074,16137,290
2023-06-20$3.99$4.00137.7%39.9%102.9%21.9%138.1%-16.9%-2.4%126.5K-12.8M-55.8K0.1221.08N/AN/A37,2354,39468,06035,483
2023-06-21$3.77$4.00124.8%35.8%95.2%16.8%125.5%-8.4%12.5%109.8K-12.2M-58.4K0.1725.99N/AN/A11,7052,02982,76738,871
2023-06-22$4.12$4.00135.2%38.9%94.6%20.9%139.9%-21.5%-8.6%147.3K-16.1M-64.1K0.1126.81N/AN/A34,2883,86980,40139,766
2023-06-23$3.62$4.00127.8%36.8%107.9%18.0%130.6%-19.9%0.7%118.7K-10.2M-63.5K0.2145.40N/AN/A10,4292,23089,20040,843
2023-06-26$4.04$4.00139.7%39.7%113.5%22.7%138.1%106.2%32.0%149.1K-14.4M-67.6K0.2046.82N/AN/A25,3065,05482,13536,735
2023-06-27$4.22$4.00123.2%34.9%112.6%16.2%125.7%-19.9%2.1%186.6K-16.7M-70.5K0.2134.61N/AN/A16,2183,35388,82139,483
2023-06-28$4.70$4.00132.1%38.3%115.9%19.7%133.1%-13.0%-5.4%250.6K-24.5M-75.2K0.1522.49N/AN/A23,0783,54296,15641,197
2023-06-29$4.50$4.00130.7%37.7%116.8%19.2%130.4%-29.5%9.0%316.1K-23.1M-80.4K0.2130.72N/AN/A27,2135,634105,05842,943
2023-06-30$4.49$4.00124.8%35.2%115.8%16.8%112.1%-16.5%1.6%513.5K-21.7M-80.6K0.2129.80N/AN/A15,9853,358110,66946,194