SOUN Options History — March 2024 In March 2024, SOUN traded between $4.92 and $8.79. ATM implied volatility averaged 148.6%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 42.6%. IV traded below realized volatility by 82.0% (HV 20d: 230.6%). Max pain ranged from $4.00 to $7.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.40.
Notable Days 2024-03-14 : Highest Volume — 452,143 contracts2024-03-13 : Largest IV spike — 41.2% change2024-03-13 : Highest IV Rank — 57.3%2024-03-14 : Largest Expected Move — 54.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.60 $4.92 $8.79 $5.96 $5.88 Max Pain $5.42 $4.00 $7.00 $4.00 $7.00 ATM IV 148.6% 110.7% 193.6% 172.2% 124.2% Expected Move 42.6% 34.5% 54.0% 52.6% 35.8% HV 20d 230.6% 154.6% 267.5% 256.6% 154.6% HV 60d 172.1% 164.5% 178.6% 164.9% 177.8% IV Rank 36.2% 18.5% 57.3% 47.3% 24.8% IV Percentile 74.1% 40.5% 96.0% 93.3% 52.0% Term Structure -3.5% -82.8% 15.4% 2.7% 7.9% VWIV 155.0% 130.6% 192.6% 187.0% 135.0% Skew 25d -28.0% -38.6% -17.8% -23.9% -24.2% Skew 10d -44.4% -81.0% 4.9% -35.4% -46.3% Call IV 25d 172.4% 145.5% 221.7% 190.5% 146.0% Put IV 25d 144.4% 121.8% 188.6% 166.6% 121.8% Bid-Ask Spread % 20.06 10.16 37.04 16.11 28.42 Gamma HHI 0.14 0.08 0.37 0.17 0.11 Net GEX 565.9K -380.4K 1.1M 561.6K 421.0K Net DEX -91.0M -230.3M -20.9M -80.6M -32.7M Net VEX -361.3K -479.9K -234.0K -241.0K -429.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.22 0.67 0.65 0.38 Total Volume 167,419.35 59,403 452,143 344,383 63,109 Total OI 536,889.4 417,569 658,110 636,215 618,878
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 2024-03-01 $5.96 $4.00 172.2% 52.6% 256.6% 47.3% 187.0% -23.9% 2.7% 561.6K -80.6M -241.0K 0.65 16.11 N/A N/A 208,697 135,686 410,666 225,549 2024-03-04 $5.59 $4.50 141.4% 39.0% 259.2% 32.8% 141.3% -26.9% 3.2% 307.4K -60.7M -244.2K 0.52 17.05 N/A N/A 95,708 49,429 268,897 152,419 2024-03-05 $4.92 $5.00 124.1% 34.5% 266.2% 24.7% 130.6% -27.1% -1.9% 110.3K -32.4M -234.0K 0.55 17.41 N/A N/A 71,805 39,203 287,808 170,718 2024-03-06 $5.01 $5.00 120.9% 35.2% 266.5% 23.3% 131.3% -18.1% 15.4% 164.4K -36.6M -248.6K 0.31 21.59 N/A N/A 49,964 15,629 300,373 181,013 2024-03-07 $5.75 $5.00 133.5% 39.1% 267.0% 29.2% 143.9% -32.2% 2.6% 517.0K -70.8M -281.4K 0.22 13.60 N/A N/A 119,187 25,772 307,611 184,499 2024-03-08 $5.81 $5.00 132.9% 38.1% 266.4% 28.8% 135.8% -32.2% 9.5% 457.0K -76.0M -286.5K 0.34 13.46 N/A N/A 72,101 24,610 328,919 187,719 2024-03-11 $6.01 $5.00 131.9% 37.6% 264.5% 28.4% 138.1% -28.5% 0.4% 546.1K -79.4M -289.0K 0.32 17.60 N/A N/A 53,345 17,058 266,382 151,187 2024-03-12 $6.94 $5.00 137.1% 38.5% 266.6% 30.8% 139.5% -38.6% -3.4% 873.0K -120.8M -307.3K 0.23 17.06 N/A N/A 115,914 26,254 282,037 155,391 2024-03-13 $8.34 $5.00 193.6% 53.2% 267.4% 57.3% 187.7% -34.9% -5.1% 875.3K -184.0M -342.9K 0.26 17.78 N/A N/A 283,942 73,314 301,826 162,275 2024-03-14 $8.32 $5.00 191.9% 54.0% 267.5% 56.5% 192.6% -33.2% -5.3% 1.1M -230.3M -393.4K 0.33 14.57 N/A N/A 339,494 112,649 399,369 192,150 2024-03-15 $8.79 $5.50 187.4% 53.1% 209.4% 54.4% 184.8% -31.4% -4.9% 892.0K -215.4M -441.1K 0.27 15.43 N/A N/A 228,059 60,831 395,314 225,568 2024-03-18 $8.25 $5.50 175.2% 50.0% 212.7% 48.7% 177.9% -31.2% -3.7% 1.1M -149.6M -440.0K 0.41 10.16 N/A N/A 109,818 45,130 337,113 150,672 2024-03-19 $8.16 $5.50 164.8% 47.2% 213.4% 43.8% 170.0% -31.6% 2.1% 1.1M -142.5M -442.5K 0.51 13.64 N/A N/A 120,214 60,731 359,196 173,499 2024-03-20 $7.91 $5.50 157.3% 45.1% 212.4% 40.3% 159.6% -31.2% -1.4% 1.1M -125.6M -479.9K 0.52 16.56 N/A N/A 92,058 48,061 385,498 198,119 2024-03-21 $6.89 $6.00 147.2% 42.2% 221.2% 35.6% 157.0% -24.6% -1.9% 293.6K -63.2M -454.2K 0.52 24.83 N/A N/A 124,487 64,910 402,947 216,134 2024-03-22 $6.04 $6.50 145.3% 41.5% 227.8% 34.7% 152.4% -27.3% -2.6% -380.4K -20.9M -421.1K 0.67 34.19 N/A N/A 99,290 66,293 425,514 232,596 2024-03-25 $5.81 $6.50 139.5% 40.3% 183.3% 31.9% 148.4% -23.8% -82.8% 324.9K -31.0M -412.1K 0.33 37.04 N/A N/A 70,185 23,106 346,013 195,650 2024-03-26 $5.78 $6.00 141.1% 39.3% 165.9% 32.7% 146.3% -21.6% -2.0% 414.7K -32.6M -414.2K 0.29 24.78 N/A N/A 64,346 18,595 365,163 201,080 2024-03-27 $5.91 $6.00 110.7% 36.2% 162.9% 18.5% 140.4% -17.8% 1.0% 565.4K -35.2M -423.4K 0.48 29.91 N/A N/A 40,198 19,205 385,408 206,618 2024-03-28 $5.88 $7.00 124.2% 35.8% 154.6% 24.8% 135.0% -24.2% 7.9% 421.0K -32.7M -429.3K 0.38 28.42 N/A N/A 45,719 17,390 405,464 213,414
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