SOUN Options History — May 2024 In May 2024, SOUN traded between $4.46 and $5.47. ATM implied volatility averaged 97.0%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 7.6% (HV 20d: 89.4%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.30.
Notable Days 2024-05-10 : Highest Volume — 203,481 contracts2024-05-10 : Largest IV drop — 20.8% change2024-05-01 : Highest IV Rank — 21.9%2024-05-01 : Largest Expected Move — 35.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.98 $4.46 $5.47 $4.46 $5.03 Max Pain $4.86 $4.00 $5.00 $5.00 $5.00 ATM IV 97.0% 76.1% 118.1% 118.1% 76.1% Expected Move 27.5% 22.2% 35.5% 35.5% 23.1% HV 20d 89.4% 75.6% 105.0% 95.1% 76.2% HV 60d 146.4% 101.6% 182.0% 182.0% 101.7% IV Rank 12.1% 2.3% 21.9% 21.9% 2.3% IV Percentile 24.7% 0.8% 49.2% 47.6% 0.8% Term Structure -2.2% -35.4% 10.2% -4.6% 3.4% VWIV 98.9% 77.7% 128.3% 128.3% 81.2% Skew 25d -9.0% -15.9% 13.2% -11.4% 13.2% Skew 10d -6.5% -42.0% 48.2% 6.9% 24.2% Call IV 25d 103.8% 72.3% 124.6% 124.2% 72.3% Put IV 25d 94.8% 74.6% 118.8% 112.8% 85.5% Bid-Ask Spread % 37.72 18.63 50.66 43.06 32.21 Gamma HHI 0.29 0.17 0.52 0.24 0.52 Net GEX 1.0M 621.1K 1.8M 621.1K 1.5M Net DEX -47.0M -75.7M -25.1M -25.1M -38.7M Net VEX -388.7K -422.8K -335.5K -335.5K -370.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.30 0.11 0.68 0.18 0.31 Total Volume 52,524.773 13,940 203,481 38,413 13,940 Total OI 539,358.682 476,029 610,987 480,485 521,697
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 2024-05-01 $4.46 $5.00 118.1% 35.5% 95.1% 21.9% 128.3% -11.4% -4.6% 621.1K -25.1M -335.5K 0.18 43.06 N/A N/A 32,585 5,828 327,549 152,936 2024-05-02 $4.51 $5.00 116.2% 33.6% 93.6% 21.1% 123.7% -12.3% -5.7% 765.6K -31.9M -356.3K 0.38 44.18 N/A N/A 11,236 4,314 354,457 155,528 2024-05-03 $4.50 $5.00 108.0% 34.8% 93.3% 17.2% 123.3% 2.6% 10.2% 1.1M -30.1M -355.2K 0.28 45.59 N/A N/A 20,495 5,719 367,179 156,148 2024-05-06 $5.12 $4.00 115.3% 31.5% 104.6% 20.6% 107.2% -9.5% -9.4% 838.0K -56.9M -390.8K 0.16 34.00 N/A N/A 97,970 16,094 348,228 152,596 2024-05-07 $4.92 $4.00 116.6% 31.8% 105.0% 21.2% 110.5% -3.0% -9.8% 985.6K -50.6M -387.3K 0.27 28.62 N/A N/A 35,217 9,489 381,055 158,291 2024-05-08 $4.83 $4.00 113.5% 31.3% 101.0% 19.8% 109.0% -11.3% -3.2% 969.8K -47.5M -385.6K 0.68 43.25 N/A N/A 38,582 26,085 392,095 162,349 2024-05-09 $4.79 $5.00 118.0% 31.1% 99.4% 21.9% 115.3% -13.1% 0.1% 962.5K -46.5M -391.1K 0.59 38.15 N/A N/A 48,067 28,234 397,792 169,462 2024-05-10 $5.08 $5.00 93.4% 26.0% 96.5% 10.4% 91.6% -13.2% 0.5% 1.2M -62.2M -397.9K 0.19 44.37 N/A N/A 171,628 31,853 421,002 186,809 2024-05-13 $5.46 $5.00 108.2% 30.4% 91.3% 17.3% 108.1% -15.5% -0.6% 1.3M -75.7M -421.5K 0.14 41.94 N/A N/A 87,749 12,629 388,506 168,744 2024-05-14 $5.33 $5.00 101.8% 28.4% 92.3% 14.3% 101.2% -11.1% -1.3% 1.5M -70.3M -422.8K 0.31 48.24 N/A N/A 58,670 18,058 412,740 173,634 2024-05-15 $5.30 $5.00 102.7% 27.1% 91.6% 14.7% 96.9% -13.6% -10.4% 1.6M -63.7M -415.9K 0.24 38.70 N/A N/A 24,289 5,812 418,708 178,800 2024-05-16 $5.08 $5.00 90.3% 25.1% 92.2% 8.9% 97.3% -15.9% -4.7% 1.8M -49.1M -404.9K 0.21 37.76 N/A N/A 25,399 5,287 422,171 181,921 2024-05-17 $5.09 $5.00 86.8% 24.3% 84.8% 7.3% 98.6% -10.2% -2.1% 682.4K -58.4M -404.0K 0.41 47.22 N/A N/A 40,693 16,555 426,094 184,893 2024-05-20 $5.47 $5.00 89.9% 25.6% 85.7% 8.7% 92.4% -9.4% 3.2% 904.2K -61.2M -419.8K 0.16 18.63 N/A N/A 41,577 6,620 326,586 149,443 2024-05-21 $5.13 $5.00 87.9% 25.1% 84.7% 7.8% 90.3% -15.2% 7.8% 880.1K -48.3M -405.2K 0.38 25.12 N/A N/A 22,415 8,432 345,038 152,748 2024-05-22 $5.04 $5.00 87.6% 25.1% 82.9% 7.7% 93.3% -8.8% 3.7% 843.9K -44.4M -402.5K 0.27 32.76 N/A N/A 30,322 8,048 356,374 157,695 2024-05-23 $4.97 $5.00 85.7% 24.4% 82.7% 6.8% 87.4% -9.6% 3.4% 783.5K -37.7M -390.8K 0.11 50.66 N/A N/A 50,660 5,580 373,025 162,052 2024-05-24 $5.04 $5.00 79.9% 22.7% 81.5% 4.0% 83.8% -7.7% 5.0% 846.1K -43.6M -390.1K 0.42 26.04 N/A N/A 19,321 8,040 384,618 164,778 2024-05-28 $4.92 $5.00 81.9% 22.5% 80.2% 5.0% 77.7% -3.6% -0.3% 776.0K -34.3M -374.0K 0.30 39.39 N/A N/A 17,411 5,142 347,761 156,530 2024-05-29 $4.71 $5.00 80.2% 22.2% 76.5% 4.2% 78.8% -13.2% -35.4% 672.8K -26.4M -360.7K 0.42 35.87 N/A N/A 13,083 5,502 353,386 158,326 2024-05-30 $4.87 $5.00 76.1% 22.6% 75.6% 2.3% 80.8% -6.0% 1.9% 822.7K -32.2M -370.0K 0.29 34.01 N/A N/A 16,198 4,717 355,814 160,333 2024-05-31 $5.03 $5.00 76.1% 23.1% 76.2% 2.3% 81.2% 13.2% 3.4% 1.5M -38.7M -370.0K 0.31 32.21 N/A N/A 10,678 3,262 359,702 161,995
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