SOUN Options History — August 2023 In August 2023, SOUN traded between $1.90 and $2.63. ATM implied volatility averaged 135.7%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 38.7%. IV traded above realized volatility by 14.8% (HV 20d: 120.9%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.40.
Notable Days 2023-08-14 : Highest Volume — 32,829 contracts2023-08-24 : Largest IV drop — 16.9% change2023-08-07 : Highest IV Rank — 30.8%2023-08-01 : Largest Expected Move — 49.7%Monthly Statistics Metric Avg Min Max Open Close Price $2.26 $1.90 $2.63 $2.38 $2.51 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 135.7% 102.6% 160.1% 147.9% 104.3% Expected Move 38.7% 22.4% 49.7% 49.7% 28.2% HV 20d 120.9% 101.9% 141.3% 134.0% 103.8% HV 60d 120.2% 118.4% 123.5% 119.4% 121.2% IV Rank 21.1% 8.1% 30.8% 25.9% 8.7% IV Percentile 40.8% 2.0% 75.0% 61.1% 3.6% Term Structure 1.9% -20.5% 14.4% 10.4% 10.2% VWIV 141.7% 98.1% 171.2% 156.7% 98.1% Skew 25d -25.2% -67.9% 23.8% -23.0% 11.2% Skew 10d -7.5% -65.9% 60.8% -8.4% 22.5% Call IV 25d 149.0% 83.5% 193.7% 170.1% 89.5% Put IV 25d 123.8% 90.1% 147.2% 147.1% 100.7% Bid-Ask Spread % 26.97 11.82 51.17 16.28 41.86 Gamma HHI 0.19 0.14 0.31 0.16 0.31 Net GEX 59.8K 24.5K 140.1K 34.3K 140.1K Net DEX -3.9M -7.9M -282.1K -4.0M -6.9M Net VEX -50.5K -55.2K -41.2K -52.7K -54.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.08 0.96 0.39 0.73 Total Volume 9,226.217 4,796 32,829 9,559 5,494 Total OI 143,154.304 132,771 159,907 142,652 141,471
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 2023-08-01 $2.38 $3.00 147.9% 49.7% 134.0% 25.9% 156.7% -23.0% 10.4% 34.3K -4.0M -52.7K 0.39 16.28 N/A N/A 6,855 2,704 94,872 47,780 2023-08-02 $2.27 $3.00 158.9% 47.2% 133.5% 30.3% 171.2% -36.3% 6.7% 46.1K -2.8M -51.0K 0.19 17.60 N/A N/A 4,033 763 95,892 48,845 2023-08-03 $2.21 $3.00 153.6% 43.2% 122.1% 28.2% 168.8% -60.3% -7.2% 43.7K -2.5M -49.0K 0.76 22.51 N/A N/A 3,762 2,842 96,535 49,034 2023-08-04 $2.08 $3.00 151.8% 40.5% 121.3% 27.5% 157.1% -64.7% -0.2% 38.3K -1.8M -46.5K 0.92 16.23 N/A N/A 4,841 4,430 97,823 50,193 2023-08-07 $2.00 $3.00 160.1% 43.2% 119.0% 30.8% 168.4% -22.6% -20.5% 30.6K -1.6M -44.5K 0.31 16.69 N/A N/A 7,070 2,166 90,100 43,211 2023-08-08 $1.98 $3.00 148.1% 42.6% 118.6% 26.0% 152.7% -36.4% 10.9% 30.3K -1.5M -44.2K 0.21 31.30 N/A N/A 6,578 1,363 94,733 44,637 2023-08-09 $2.08 $3.00 139.5% 43.3% 120.1% 22.6% 159.5% -52.2% 9.7% 29.0K -2.2M -45.8K 0.17 41.33 N/A N/A 11,376 1,902 97,234 45,076 2023-08-10 $1.90 $3.00 144.1% 41.6% 119.5% 24.4% 136.4% -19.3% -2.1% 24.5K -450.1K -41.2K 0.70 11.82 N/A N/A 4,585 3,206 100,423 45,439 2023-08-11 $1.96 $3.00 138.6% 39.9% 120.5% 22.3% 148.7% -67.9% 2.4% 24.8K -282.1K -42.7K 0.51 13.76 N/A N/A 7,153 3,666 101,670 48,278 2023-08-14 $2.35 $3.00 150.2% 42.4% 140.7% 26.8% 156.7% -15.8% -5.5% 45.3K -4.1M -52.0K 0.28 19.86 N/A N/A 25,579 7,250 88,868 44,433 2023-08-15 $2.31 $3.00 147.6% 42.2% 139.6% 25.8% 155.6% -18.8% 2.0% 75.6K -5.0M -53.6K 0.81 35.89 N/A N/A 5,080 4,109 102,027 48,079 2023-08-16 $2.40 $3.00 136.1% 39.0% 141.3% 21.3% 152.4% -16.4% 14.4% 82.0K -5.3M -55.2K 0.13 41.65 N/A N/A 13,803 1,820 102,126 48,463 2023-08-17 $2.21 $3.00 138.4% 39.3% 138.0% 22.2% 150.4% -35.0% 1.0% 45.2K -3.8M -51.6K 0.35 22.12 N/A N/A 4,014 1,411 108,844 48,819 2023-08-18 $2.17 $3.00 133.2% 38.1% 137.8% 20.1% 153.1% -41.9% 4.4% 44.3K -3.4M -51.4K 0.44 29.05 N/A N/A 4,102 1,793 110,680 49,227 2023-08-21 $2.34 $3.00 137.2% 41.0% 139.8% 21.7% 130.6% -22.9% 2.3% 57.5K -5.0M -53.7K 0.28 30.19 N/A N/A 8,969 2,500 92,674 40,097 2023-08-22 $2.35 $3.00 132.8% 38.6% 109.7% 20.0% 135.4% -8.2% -7.8% 73.1K -5.5M -53.3K 0.16 16.45 N/A N/A 5,832 925 97,872 40,531 2023-08-23 $2.44 $3.00 142.9% 40.8% 107.4% 24.0% 135.9% -4.9% -12.2% 85.1K -6.3M -55.0K 0.19 29.94 N/A N/A 5,624 1,072 99,952 40,941 2023-08-24 $2.25 $3.00 118.7% 32.3% 105.5% 14.4% 129.9% -32.0% 7.7% 60.1K -4.5M -50.7K 0.96 22.01 N/A N/A 3,453 3,331 101,522 41,082 2023-08-25 $2.33 $3.00 120.1% 33.0% 102.0% 15.0% 121.1% -8.3% 4.7% 63.4K -4.5M -51.8K 0.26 29.74 N/A N/A 3,818 1,005 102,025 42,382 2023-08-28 $2.42 $3.00 111.0% 32.8% 102.0% 11.4% 113.2% -21.3% 9.7% 81.2K -5.5M -52.3K 0.25 18.84 N/A N/A 5,790 1,463 95,341 38,102 2023-08-29 $2.46 $3.00 103.9% 28.5% 101.9% 8.6% 101.5% 23.8% 9.2% 106.7K -6.0M -53.2K 0.10 44.02 N/A N/A 5,844 558 97,864 38,215 2023-08-30 $2.63 $3.00 102.6% 22.4% 102.6% 8.1% 105.9% -6.1% -7.3% 113.1K -7.9M -54.7K 0.08 51.17 N/A N/A 7,632 637 100,736 38,401 2023-08-31 $2.51 $3.00 104.3% 28.2% 103.8% 8.7% 98.1% 11.2% 10.2% 140.1K -6.9M -54.9K 0.73 41.86 N/A N/A 3,169 2,325 102,776 38,695
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