SOUN Options History — November 2023

In November 2023, SOUN traded between $1.54 and $2.29. ATM implied volatility averaged 96.8%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 23.6% (HV 20d: 73.3%). Max pain ranged from $1.50 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2023-11-10: Highest Volume — 14,414 contracts
  • 2023-11-10: Largest IV spike — 20.9% change
  • 2023-11-01: Highest IV Rank — 13.0%
  • 2023-11-01: Largest Expected Move — 33.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.01$1.54$2.29$1.54$2.13
Max Pain$1.52$1.50$2.00$2.00$1.50
ATM IV96.8%76.9%115.1%115.1%82.0%
Expected Move27.0%17.9%33.6%33.6%18.8%
HV 20d73.3%50.1%80.3%50.1%80.2%
HV 60d76.8%72.7%84.9%81.9%75.5%
IV Rank6.3%0.0%13.0%13.0%2.0%
IV Percentile9.6%0.0%22.6%21.8%1.2%
Term Structure3.1%-16.6%31.5%-6.0%15.4%
VWIV92.1%56.8%112.0%94.5%56.8%
Skew 25d7.7%-46.6%56.2%2.3%-0.6%
Skew 10d63.5%-10.9%284.3%31.8%-10.9%
Call IV 25d88.8%60.6%119.1%108.4%86.2%
Put IV 25d96.5%70.8%140.1%110.8%85.6%
Bid-Ask Spread %50.2321.9576.8045.1627.95
Gamma HHI0.250.150.410.150.27
Net GEX60.4K20.9K99.2K20.9K79.1K
Net DEX-4.3M-7.4M-659.2K-659.2K-5.1M
Net VEX-38.8K-44.3K-29.8K-29.8K-41.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.031.760.300.13
Total Volume4,555.23877214,4141,0741,503
Total OI108,465.85799,770119,781101,449110,895

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$1.54$2.00115.1%33.6%50.1%13.0%94.5%2.3%-6.0%20.9K-659.2K-29.8K0.3045.16N/AN/A82425073,20028,249
2023-11-02$1.73$1.50104.1%28.2%67.5%8.6%112.0%56.2%-6.8%26.0K-1.5M-33.4K0.6544.80N/AN/A1,9351,25173,60827,399
2023-11-03$1.83$1.50106.4%29.8%70.9%9.6%91.5%-46.6%12.2%33.0K-2.3M-35.9K0.1428.21N/AN/A4,34159074,73226,974
2023-11-06$1.79$1.50107.5%28.9%70.6%10.0%107.7%-7.6%-7.5%34.6K-2.2M-35.3K0.0662.16N/AN/A3,02216973,22426,546
2023-11-07$1.83$1.50108.3%29.8%70.7%10.3%105.1%-3.8%-2.8%33.3K-2.2M-35.4K0.0327.01N/AN/A3,88013174,66726,652
2023-11-08$1.77$1.50114.5%29.1%70.2%12.8%94.0%27.9%-16.6%30.4K-1.6M-32.8K0.0761.24N/AN/A3,17321476,08526,735
2023-11-09$1.75$1.5093.1%30.5%67.1%4.3%107.2%27.0%31.5%32.9K-2.0M-34.3K0.0558.28N/AN/A6,21533277,62126,743
2023-11-10$1.79$1.50112.5%31.9%67.6%12.0%111.1%-2.9%-6.1%42.7K-2.4M-35.0K0.0675.86N/AN/A13,59781782,00926,983
2023-11-13$1.96$1.50103.6%29.2%73.0%8.5%103.1%9.0%2.2%67.3K-4.4M-38.7K0.0929.93N/AN/A7,31068184,57226,192
2023-11-14$2.15$1.5095.9%27.6%79.8%5.4%98.0%12.0%2.7%90.6K-6.4M-42.3K0.1159.98N/AN/A7,40578487,48826,467
2023-11-15$2.24$1.5096.0%27.5%75.2%5.5%82.7%17.3%1.2%60.6K-7.4M-44.3K0.1621.95N/AN/A4,72375289,66726,833
2023-11-16$2.10$1.5085.8%24.3%79.9%1.4%90.7%-13.1%10.4%99.2K-6.0M-40.9K1.0064.12N/AN/A2,6262,62089,89227,081
2023-11-17$2.23$1.5093.1%27.0%80.2%4.3%91.2%21.0%6.5%64.5K-6.6M-43.2K0.2056.67N/AN/A4,17181990,40229,379
2023-11-20$2.20$1.50105.9%31.3%78.7%9.4%81.4%-1.8%-4.2%83.8K-5.7M-43.6K0.1059.42N/AN/A6,95669882,32025,595
2023-11-21$2.13$1.5096.1%27.7%80.3%5.5%91.0%13.6%-9.9%74.3K-5.1M-41.7K1.7625.17N/AN/A1,2842,25885,74826,114
2023-11-22$2.17$1.5090.1%22.4%76.4%3.1%78.8%6.3%3.0%79.7K-5.3M-41.6K0.1676.80N/AN/A66810486,09225,050
2023-11-24$2.17$1.5076.9%24.0%75.2%0.0%84.4%11.6%31.0%71.5K-5.2M-40.1K0.1656.72N/AN/A1,55624885,99125,111
2023-11-27$2.24$1.5081.6%17.9%75.1%1.8%79.0%17.8%7.7%77.6K-5.3M-40.2K0.3567.05N/AN/A1,47752381,67924,930
2023-11-28$2.27$1.5078.8%21.0%74.8%0.7%77.2%6.6%4.8%81.3K-5.9M-42.4K0.0757.30N/AN/A1,79412883,82325,047
2023-11-29$2.29$1.5086.4%27.1%74.9%3.7%96.0%9.4%-3.7%85.1K-6.2M-43.6K0.1149.04N/AN/A3,45337884,94025,048
2023-11-30$2.13$1.5082.0%18.8%80.2%2.0%56.8%-0.6%15.4%79.1K-5.1M-41.0K0.1327.95N/AN/A1,32617785,58425,311