SOUN Options History — September 2023

In September 2023, SOUN traded between $1.60 and $2.54. ATM implied volatility averaged 98.9%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 19.0% (HV 20d: 79.9%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.36.

Notable Days

  • 2023-09-27: Highest Volume — 11,038 contracts
  • 2023-09-27: Largest IV spike — 22.6% change
  • 2023-09-27: Highest IV Rank — 16.4%
  • 2023-09-27: Largest Expected Move — 36.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.12$1.60$2.54$2.54$2.00
Max Pain$1.93$1.00$3.00$3.00$1.00
ATM IV98.9%87.3%123.7%101.0%105.9%
Expected Move28.8%24.0%36.6%25.2%29.9%
HV 20d79.9%63.2%100.7%100.7%85.2%
HV 60d112.7%104.4%121.2%121.2%104.8%
IV Rank6.6%2.0%16.4%7.4%9.4%
IV Percentile3.9%0.4%21.0%2.0%9.9%
Term Structure0.4%-14.5%18.7%8.8%-8.1%
VWIV102.9%87.7%129.3%94.5%106.0%
Skew 25d8.2%-25.0%101.6%-10.8%-1.9%
Skew 10d49.4%-1.6%146.7%-0.8%28.5%
Call IV 25d85.6%62.3%115.4%85.3%90.8%
Put IV 25d93.9%67.3%189.0%74.6%88.9%
Bid-Ask Spread %26.389.8246.2115.849.82
Gamma HHI0.200.130.330.250.33
Net GEX40.3K6.1K106.7K106.7K80.9K
Net DEX-3.0M-7.1M-799.2K-7.1M-4.4M
Net VEX-43.4K-55.0K-32.3K-55.0K-44.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.060.990.390.15
Total Volume4,134.41,37711,0383,5278,618
Total OI127,740.15112,884144,323144,323125,188

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$2.54$3.00101.0%25.2%100.7%7.4%94.5%-10.8%8.8%106.7K-7.1M-55.0K0.3915.84N/AN/A2,531996103,78940,534
2023-09-05$2.46$2.00105.0%30.2%100.3%9.0%109.6%-12.0%-1.3%102.1K-5.4M-51.7K0.4239.07N/AN/A1,95081997,64539,430
2023-09-06$2.41$2.0098.1%31.9%100.6%6.3%111.4%13.7%7.1%104.1K-4.8M-50.8K0.3516.66N/AN/A3,0961,08398,46740,034
2023-09-07$2.34$2.00105.2%31.4%100.4%9.1%113.5%3.1%4.0%48.2K-3.8M-47.8K0.1627.23N/AN/A1,69627298,46039,920
2023-09-08$2.31$2.0089.9%28.1%94.1%3.1%100.4%-16.7%8.3%46.1K-3.6M-47.8K0.9121.78N/AN/A2,1251,93498,77139,854
2023-09-11$2.25$2.0094.8%28.4%94.6%5.0%104.5%101.6%-10.8%29.1K-2.8M-45.2K0.0638.48N/AN/A2,99517292,95939,295
2023-09-12$2.25$2.00102.2%26.4%68.5%7.9%104.7%-5.0%-6.7%31.9K-2.9M-45.1K0.5118.18N/AN/A1,45474494,28239,285
2023-09-13$2.27$2.0095.2%31.0%68.4%5.1%109.3%33.4%17.4%32.1K-2.9M-45.0K0.3133.86N/AN/A1,73954095,28939,566
2023-09-14$2.16$2.0093.6%30.6%68.8%4.5%100.5%15.8%18.7%24.3K-2.0M-41.9K0.4437.69N/AN/A2,8251,24595,90439,566
2023-09-15$2.10$2.0097.4%27.8%63.2%6.0%95.7%5.7%4.9%17.8K-1.6M-40.9K0.1339.00N/AN/A4,74163896,88339,865
2023-09-18$2.29$2.0091.7%26.7%70.3%3.7%94.9%-12.4%0.6%36.9K-3.6M-43.8K0.4931.00N/AN/A4,8232,37679,14133,743
2023-09-19$2.12$2.0096.2%27.8%70.2%5.5%97.9%15.6%-1.6%24.6K-2.9M-43.1K0.8246.21N/AN/A75562281,53335,758
2023-09-20$2.04$2.0091.6%26.3%71.1%3.7%89.5%-5.0%-2.4%11.2K-2.4M-40.6K0.2126.59N/AN/A2,52652281,91636,203
2023-09-21$1.92$2.0091.6%25.9%71.5%3.7%90.1%-25.0%7.7%6.1K-1.3M-39.6K0.3722.09N/AN/A1,93371383,87635,908
2023-09-22$1.83$2.0099.2%29.4%68.1%6.7%98.5%-5.4%-11.7%18.5K-1.0M-37.6K0.1226.59N/AN/A5,11960385,37334,942
2023-09-25$1.73$2.0087.3%24.0%67.8%2.0%111.5%-7.2%-14.5%16.1K-1.7M-35.9K0.9922.01N/AN/A1,4221,41384,07430,549
2023-09-26$1.60$2.00101.0%30.1%68.3%7.4%108.5%68.4%-7.8%14.0K-799.2K-32.3K0.1420.45N/AN/A2,48635084,76131,005
2023-09-27$1.81$1.50123.7%36.6%84.6%16.4%129.3%7.2%-6.5%23.4K-2.3M-38.8K0.0622.37N/AN/A10,41762186,23430,899
2023-09-28$1.88$1.00107.3%27.4%81.5%9.9%87.7%1.9%2.3%31.4K-3.2M-41.4K0.1812.71N/AN/A3,18958592,98730,915
2023-09-29$2.00$1.00105.9%29.9%85.2%9.4%106.0%-1.9%-8.1%80.9K-4.4M-44.6K0.159.82N/AN/A7,5061,11294,18731,001