SOUN Options History — July 2023 In July 2023, SOUN traded between $2.23 and $4.51. ATM implied volatility averaged 139.8%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 40.2%. IV traded above realized volatility by 11.4% (HV 20d: 128.4%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.44.
Notable Days 2023-07-27 : Highest Volume — 34,952 contracts2023-07-13 : Largest IV spike — 16.7% change2023-07-31 : Highest IV Rank — 29.6%2023-07-31 : Largest Expected Move — 48.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.29 $2.23 $4.51 $4.51 $2.33 Max Pain $3.27 $3.00 $4.00 $4.00 $3.00 ATM IV 139.8% 127.4% 157.1% 131.6% 157.1% Expected Move 40.2% 34.2% 48.0% 34.2% 48.0% HV 20d 128.4% 114.3% 135.9% 115.7% 133.2% HV 60d 110.4% 104.1% 119.8% 107.0% 119.8% IV Rank 22.7% 17.9% 29.6% 19.5% 29.6% IV Percentile 43.3% 21.3% 69.8% 28.4% 69.8% Term Structure -2.6% -27.5% 27.1% 17.8% -8.2% VWIV 143.1% 122.3% 173.9% 122.3% 173.9% Skew 25d -18.5% -42.9% 6.5% -8.4% -24.7% Skew 10d -0.3% -75.4% 50.5% 50.5% 6.7% Call IV 25d 148.0% 123.0% 168.2% 133.8% 164.4% Put IV 25d 129.5% 112.4% 144.5% 125.4% 139.8% Bid-Ask Spread % 28.03 13.50 39.49 36.17 13.50 Gamma HHI 0.23 0.14 0.34 0.23 0.19 Net GEX 120.9K 11.5K 267.2K 267.2K 23.0K Net DEX -7.2M -21.3M 335.9K -21.3M -3.3M Net VEX -60.4K -77.7K -41.8K -77.7K -50.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.08 1.15 0.30 0.34 Total Volume 13,994.85 7,546 34,952 8,121 15,830 Total OI 142,317.85 106,939 156,004 142,437 136,746
Daily Data (20 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 2023-07-03 $4.51 $4.00 131.6% 34.2% 115.7% 19.5% 122.3% -8.4% 17.8% 267.2K -21.3M -77.7K 0.30 36.17 N/A N/A 6,224 1,897 100,915 41,522 2023-07-05 $4.22 $4.00 127.4% 35.0% 114.8% 17.9% 130.7% -24.7% 9.9% 225.8K -16.5M -76.5K 0.29 19.68 N/A N/A 7,967 2,306 102,784 42,699 2023-07-06 $3.54 $3.00 144.8% 40.3% 133.1% 24.7% 140.2% -19.3% 25.9% 130.9K -7.3M -66.4K 0.41 31.64 N/A N/A 17,141 7,075 103,847 43,971 2023-07-07 $3.63 $3.00 136.6% 40.7% 133.1% 21.5% 138.7% -7.0% 27.1% 146.8K -8.8M -68.6K 0.25 32.61 N/A N/A 8,913 2,194 108,526 46,785 2023-07-10 $3.76 $3.00 143.2% 39.1% 132.4% 24.1% 140.9% -21.1% 4.2% 181.0K -10.7M -69.1K 0.23 27.83 N/A N/A 6,148 1,398 98,727 42,580 2023-07-11 $3.52 $3.00 150.7% 38.8% 134.3% 27.0% 134.2% -42.9% -17.1% 147.6K -7.5M -64.8K 0.38 35.10 N/A N/A 8,888 3,395 101,179 43,432 2023-07-12 $3.62 $3.00 130.2% 38.6% 133.3% 18.9% 134.6% -37.0% -14.7% 199.4K -9.4M -67.6K 0.39 30.78 N/A N/A 7,734 2,979 105,487 44,847 2023-07-13 $3.76 $3.00 152.0% 39.1% 133.8% 27.5% 135.3% -2.1% -17.9% 189.9K -11.1M -66.5K 0.08 26.79 N/A N/A 10,269 864 105,214 44,373 2023-07-14 $3.48 $3.00 128.9% 35.9% 135.9% 18.5% 134.2% -2.6% -27.5% 172.4K -7.2M -61.6K 0.26 39.49 N/A N/A 9,104 2,401 107,347 44,228 2023-07-17 $3.58 $3.00 142.2% 41.3% 132.2% 23.7% 141.5% -14.1% -11.5% 185.8K -8.8M -62.8K 0.29 36.62 N/A N/A 6,735 1,947 100,826 40,926 2023-07-18 $3.67 $3.00 142.5% 40.5% 132.2% 23.8% 140.9% -9.8% -5.8% 81.0K -9.3M -60.9K 0.24 31.85 N/A N/A 6,506 1,571 103,695 42,384 2023-07-19 $3.59 $3.00 134.3% 38.5% 118.8% 20.6% 144.1% -18.0% -1.5% 208.2K -8.9M -62.7K 0.35 17.41 N/A N/A 6,740 2,377 105,733 43,231 2023-07-20 $3.17 $3.00 132.3% 38.1% 124.9% 19.8% 139.0% -32.9% -0.1% 67.8K -3.4M -55.2K 0.57 17.00 N/A N/A 8,152 4,680 107,342 43,996 2023-07-21 $3.16 $4.00 131.3% 37.6% 119.6% 19.4% 138.3% -37.4% 2.9% 54.5K -3.4M -56.1K 0.81 20.27 N/A N/A 6,618 5,338 109,540 46,464 2023-07-24 $2.92 $4.00 143.5% 40.8% 114.3% 24.2% 147.3% -7.6% -8.8% 37.0K -3.6M -52.6K 0.85 24.22 N/A N/A 10,171 8,665 72,305 34,634 2023-07-25 $2.29 $4.00 138.8% 41.8% 132.2% 22.3% 147.3% -7.6% -12.1% 11.5K 335.9K -41.8K 0.46 38.59 N/A N/A 15,520 7,144 77,245 38,932 2023-07-26 $2.46 $3.50 133.3% 42.1% 134.6% 20.2% 147.3% 6.5% -6.5% 14.0K -1.0M -48.7K 0.41 34.39 N/A N/A 10,038 4,153 83,868 42,762 2023-07-27 $2.23 $3.00 146.7% 46.6% 126.8% 25.5% 169.7% -33.4% 0.1% 34.5K -343.0K -45.8K 1.15 27.05 N/A N/A 16,232 18,720 90,325 45,125 2023-07-28 $2.42 $3.00 149.0% 47.5% 133.6% 26.4% 162.3% -26.0% -8.2% 39.1K -2.0M -52.5K 0.63 19.59 N/A N/A 9,714 6,149 97,999 53,816 2023-07-31 $2.33 $3.00 157.1% 48.0% 133.2% 29.6% 173.9% -24.7% -8.2% 23.0K -3.3M -50.5K 0.34 13.50 N/A N/A 11,817 4,013 91,693 45,053
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