SOUN Options History — October 2023 In October 2023, SOUN traded between $1.56 and $2.00. ATM implied volatility averaged 102.5%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 31.5%. IV traded above realized volatility by 25.4% (HV 20d: 77.1%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.21.
Notable Days 2023-10-16 : Highest Volume — 4,832 contracts2023-10-12 : Largest IV spike — 17.2% change2023-10-13 : Highest IV Rank — 11.6%2023-10-30 : Largest Expected Move — 36.8%Monthly Statistics Metric Avg Min Max Open Close Price $1.79 $1.56 $2.00 $1.94 $1.58 Max Pain $1.91 $1.00 $2.00 $1.00 $2.00 ATM IV 102.5% 90.9% 111.5% 106.9% 104.0% Expected Move 31.5% 27.7% 36.8% 28.3% 31.3% HV 20d 77.1% 51.6% 88.3% 85.0% 52.1% HV 60d 94.0% 81.8% 104.7% 104.7% 81.8% IV Rank 8.0% 3.4% 11.6% 9.7% 8.6% IV Percentile 10.2% 1.2% 17.9% 10.3% 13.9% Term Structure 6.5% -10.2% 36.5% 12.2% 8.9% VWIV 111.0% 80.2% 144.8% 105.6% 108.9% Skew 25d 14.8% -48.5% 205.5% -19.8% 3.0% Skew 10d 69.0% -15.3% 237.2% -15.3% 35.8% Call IV 25d 91.5% 58.5% 130.6% 101.9% 102.9% Put IV 25d 106.2% 65.3% 271.5% 82.1% 105.9% Bid-Ask Spread % 38.51 10.84 60.66 10.84 44.34 Gamma HHI 0.18 0.13 0.37 0.17 0.15 Net GEX 32.6K 18.3K 82.3K 46.1K 21.7K Net DEX -2.4M -4.7M -769.5K -4.7M -769.5K Net VEX -37.4K -43.4K -29.7K -43.4K -30.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.03 0.49 0.30 0.42 Total Volume 2,240.818 952 4,832 2,682 1,145 Total OI 116,046 100,041 126,005 121,209 101,290
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 2023-10-02 $1.94 $1.00 106.9% 28.3% 85.0% 9.7% 105.6% -19.8% 12.2% 46.1K -4.7M -43.4K 0.30 10.84 N/A N/A 2,070 612 90,459 30,750 2023-10-03 $1.90 $1.50 94.4% 33.6% 84.8% 4.8% 117.1% -7.9% -7.7% 42.6K -3.3M -42.4K 0.28 15.58 N/A N/A 1,123 310 90,976 31,250 2023-10-04 $1.96 $1.50 99.8% 29.7% 86.1% 6.9% 101.6% 17.8% 10.6% 50.1K -3.5M -43.0K 0.08 11.52 N/A N/A 883 69 91,464 31,342 2023-10-05 $1.98 $2.00 101.0% 31.8% 86.1% 7.4% 100.3% 25.7% 6.6% 63.1K -3.6M -42.9K 0.23 40.68 N/A N/A 959 219 91,780 31,209 2023-10-06 $2.00 $2.00 94.9% 32.1% 86.3% 5.0% 113.5% 21.8% 11.1% 82.3K -3.9M -43.0K 0.20 19.89 N/A N/A 3,030 606 92,184 31,150 2023-10-09 $1.94 $2.00 103.5% 32.3% 86.5% 8.4% 111.9% 22.3% 7.6% 26.4K -3.1M -41.5K 0.24 58.28 N/A N/A 1,582 380 87,225 30,549 2023-10-10 $1.98 $2.00 90.9% 32.4% 87.0% 3.4% 105.9% -39.4% 16.5% 30.0K -3.4M -42.0K 0.33 37.66 N/A N/A 3,088 1,014 87,961 30,768 2023-10-11 $1.90 $2.00 94.4% 30.5% 87.6% 4.8% 127.8% 205.5% 16.9% 34.9K -2.9M -39.6K 0.03 60.34 N/A N/A 4,263 114 89,822 31,204 2023-10-12 $1.79 $2.00 110.6% 30.7% 88.3% 11.2% 108.5% -15.5% -5.0% 25.5K -2.3M -38.3K 0.17 19.21 N/A N/A 1,331 221 92,630 31,037 2023-10-13 $1.79 $2.00 111.5% 31.1% 88.1% 11.6% 109.5% 33.0% -6.0% 21.4K -2.1M -37.6K 0.11 57.90 N/A N/A 1,715 191 93,265 31,161 2023-10-16 $1.88 $2.00 94.5% 27.7% 83.6% 4.9% 98.4% -1.9% 17.1% 26.6K -2.8M -38.5K 0.20 13.00 N/A N/A 4,042 790 91,048 30,275 2023-10-17 $1.90 $2.00 103.2% 29.7% 80.0% 8.3% 104.0% -0.9% -10.2% 26.7K -3.0M -40.3K 0.22 56.59 N/A N/A 2,155 465 93,179 30,579 2023-10-18 $1.77 $2.00 98.8% 28.3% 82.6% 6.6% 80.2% -48.5% 17.7% 30.8K -2.3M -36.1K 0.49 37.62 N/A N/A 805 398 94,816 30,600 2023-10-19 $1.77 $2.00 109.5% 31.5% 80.1% 10.8% 121.8% -24.2% 3.2% 31.2K -2.4M -37.5K 0.08 60.66 N/A N/A 1,148 88 95,204 30,801 2023-10-20 $1.71 $2.00 103.0% 30.5% 79.3% 8.2% 114.2% -23.3% -8.9% 27.3K -1.9M -35.5K 0.25 33.93 N/A N/A 3,558 896 95,369 30,626 2023-10-23 $1.65 $2.00 103.5% 33.4% 77.8% 8.4% 108.3% 37.7% 36.5% 21.6K -933.5K -32.4K 0.14 57.24 N/A N/A 2,372 324 72,030 28,791 2023-10-24 $1.69 $2.00 104.0% 32.5% 72.9% 8.6% 102.6% 29.0% 9.4% 25.3K -1.3M -33.5K 0.04 42.99 N/A N/A 1,709 60 73,053 28,803 2023-10-25 $1.60 $2.00 111.2% 33.5% 60.1% 11.5% 116.1% 72.0% -5.6% 23.7K -1.1M -32.1K 0.20 57.37 N/A N/A 951 190 74,279 28,814 2023-10-26 $1.56 $2.00 103.4% 33.2% 58.1% 8.4% 120.3% 19.3% 8.4% 21.9K -858.1K -31.8K 0.27 29.17 N/A N/A 849 229 74,269 28,424 2023-10-27 $1.56 $2.00 104.4% 31.2% 51.8% 8.8% 120.0% 32.9% 0.2% 18.3K -1.4M -29.7K 0.20 41.16 N/A N/A 1,074 214 74,341 28,194 2023-10-30 $1.56 $2.00 106.5% 36.8% 51.6% 9.6% 144.8% -13.8% 4.5% 20.4K -770.8K -30.5K 0.22 41.17 N/A N/A 1,686 370 71,940 28,101 2023-10-31 $1.58 $2.00 104.0% 31.3% 52.1% 8.6% 108.9% 3.0% 8.9% 21.7K -769.5K -30.6K 0.42 44.34 N/A N/A 809 336 72,841 28,449
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