SOUN Options History — April 2024 In April 2024, SOUN traded between $3.54 and $5.56. ATM implied volatility averaged 124.8%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 36.9%. IV traded above realized volatility by 25.6% (HV 20d: 99.3%). Max pain ranged from $5.00 to $8.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2024-04-04 : Highest Volume — 99,682 contracts2024-04-04 : Largest IV spike — 16.4% change2024-04-17 : Highest IV Rank — 28.8%2024-04-04 : Largest Expected Move — 41.7%Monthly Statistics Metric Avg Min Max Open Close Price $4.49 $3.54 $5.56 $5.56 $4.25 Max Pain $6.05 $5.00 $8.00 $7.00 $5.00 ATM IV 124.8% 113.6% 132.9% 126.3% 114.6% Expected Move 36.9% 30.7% 41.7% 32.3% 35.6% HV 20d 99.3% 72.7% 138.6% 138.6% 94.4% HV 60d 179.3% 176.2% 182.1% 178.2% 182.1% IV Rank 25.1% 19.8% 28.8% 25.8% 20.3% IV Percentile 55.1% 43.3% 68.7% 54.4% 44.4% Term Structure -0.1% -51.7% 29.8% 15.9% -7.1% VWIV 135.3% 115.3% 148.4% 126.8% 129.3% Skew 25d -13.5% -21.5% -2.3% -2.3% -9.2% Skew 10d -25.4% -64.2% 35.1% -10.3% -19.6% Call IV 25d 135.8% 122.1% 145.9% 124.4% 122.1% Put IV 25d 122.3% 108.3% 133.2% 122.1% 112.9% Bid-Ask Spread % 36.52 23.05 47.12 23.05 38.14 Gamma HHI 0.12 0.09 0.21 0.11 0.21 Net GEX 239.9K 15.3K 532.3K 314.3K 499.4K Net DEX -4.4M -27.2M 23.7M -23.9M -18.4M Net VEX -313.6K -392.0K -233.6K -392.0K -322.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.14 0.90 0.29 0.19 Total Volume 42,202.409 17,053 99,682 42,589 20,950 Total OI 513,227.182 386,750 577,026 527,626 475,922
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 2024-04-01 $5.56 $7.00 126.3% 32.3% 138.6% 25.8% 126.8% -2.3% 15.9% 314.3K -23.9M -392.0K 0.29 23.05 N/A N/A 33,114 9,475 335,810 191,816 2024-04-02 $5.39 $7.00 121.9% 32.9% 137.2% 23.7% 128.6% -17.2% -51.7% 281.4K -17.9M -380.0K 0.33 29.84 N/A N/A 31,249 10,240 347,773 193,587 2024-04-03 $5.09 $7.00 113.6% 30.7% 130.8% 19.8% 115.3% -20.8% 15.4% 170.7K -8.9M -354.2K 0.56 26.13 N/A N/A 24,046 13,563 351,971 194,843 2024-04-04 $5.31 $8.00 132.2% 41.7% 131.5% 28.5% 148.4% -21.5% 8.4% 321.1K -19.7M -377.5K 0.21 27.63 N/A N/A 82,214 17,468 359,503 195,956 2024-04-05 $5.16 $7.00 122.9% 40.2% 121.7% 24.2% 147.6% -18.0% 29.8% 357.3K -15.3M -370.2K 0.35 27.72 N/A N/A 25,327 8,932 377,291 199,735 2024-04-08 $5.03 $7.00 131.5% 40.1% 121.8% 28.2% 143.3% -8.1% -0.8% 287.8K -8.6M -343.4K 0.38 29.64 N/A N/A 34,232 12,906 334,592 185,916 2024-04-09 $4.87 $7.00 123.5% 38.8% 121.1% 24.5% 140.9% -14.7% 12.9% 260.7K -3.9M -334.1K 0.29 36.55 N/A N/A 20,987 6,026 344,779 191,423 2024-04-10 $4.50 $7.00 115.4% 38.8% 108.6% 20.7% 141.4% -15.1% 4.0% 146.2K 5.5M -307.1K 0.72 46.83 N/A N/A 25,646 18,508 348,317 192,371 2024-04-11 $4.74 $7.00 127.3% 38.8% 82.4% 26.2% 140.9% -12.6% 11.1% 208.3K -650.6K -325.5K 0.36 31.70 N/A N/A 21,172 7,669 356,308 199,286 2024-04-12 $4.37 $7.00 131.7% 38.3% 83.9% 28.3% 138.0% -16.3% -1.4% 133.6K 7.5M -305.0K 0.47 43.00 N/A N/A 17,525 8,154 363,731 199,652 2024-04-15 $3.98 $7.00 132.6% 38.5% 79.9% 28.7% 140.3% -14.3% -1.9% 62.9K 13.4M -266.0K 0.77 40.83 N/A N/A 45,945 35,444 330,664 188,399 2024-04-16 $4.08 $5.00 128.9% 37.0% 82.5% 27.0% 135.8% -14.3% 4.4% 96.2K 13.5M -282.1K 0.35 43.00 N/A N/A 20,657 7,169 349,813 202,567 2024-04-17 $3.99 $5.00 132.9% 38.1% 82.2% 28.8% 144.4% -12.3% -3.0% 139.8K 17.1M -272.1K 0.64 44.40 N/A N/A 10,416 6,637 356,821 206,008 2024-04-18 $3.85 $5.00 128.8% 36.6% 82.2% 26.9% 132.8% -12.5% 3.9% 138.6K 19.5M -259.8K 0.43 35.28 N/A N/A 13,764 5,900 358,303 205,555 2024-04-19 $3.54 $5.00 124.9% 35.3% 75.2% 25.1% 138.1% -19.2% 4.6% 15.3K 23.7M -233.6K 0.90 47.12 N/A N/A 23,262 21,029 360,456 205,642 2024-04-22 $3.76 $5.00 126.1% 34.9% 72.7% 25.7% 129.6% -10.9% -2.1% 71.0K 712.6K -250.9K 0.34 30.19 N/A N/A 26,265 9,007 247,398 139,352 2024-04-23 $4.16 $5.00 123.1% 37.9% 84.8% 24.3% 132.6% -11.9% -23.7% 220.6K -10.6M -284.9K 0.17 41.22 N/A N/A 45,101 7,473 261,898 141,061 2024-04-24 $3.98 $5.00 124.5% 35.2% 85.2% 24.9% 135.1% -13.1% -8.3% 257.5K -8.7M -280.8K 0.17 40.30 N/A N/A 52,892 9,125 277,142 142,382 2024-04-25 $4.14 $5.00 122.7% 36.9% 86.5% 24.1% 141.2% -11.2% -7.7% 404.6K -15.0M -299.7K 0.50 37.23 N/A N/A 29,129 14,592 303,135 145,079 2024-04-26 $4.34 $5.00 121.1% 37.2% 89.5% 23.4% 127.5% -12.6% -5.9% 359.5K -19.0M -317.1K 0.31 39.74 N/A N/A 40,560 12,690 317,215 154,069 2024-04-29 $4.59 $5.00 120.1% 35.6% 91.5% 22.9% 118.4% -9.3% 2.1% 532.3K -27.2M -340.6K 0.14 43.83 N/A N/A 36,760 5,233 307,273 150,184 2024-04-30 $4.25 $5.00 114.6% 35.6% 94.4% 20.3% 129.3% -9.2% -7.1% 499.4K -18.4M -322.5K 0.19 38.14 N/A N/A 17,615 3,335 323,945 151,977
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