SOUN Options History — June 2024

In June 2024, SOUN traded between $3.91 and $4.95. ATM implied volatility averaged 72.1%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 18.4% (HV 20d: 53.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.38.

Notable Days

  • 2024-06-10: Highest Volume — 33,456 contracts
  • 2024-06-10: Largest IV spike — 51.4% change
  • 2024-06-21: Highest IV Rank — 11.5%
  • 2024-06-06: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.39$3.91$4.95$4.78$3.94
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV72.1%50.8%83.1%83.1%69.5%
Expected Move21.2%18.8%23.8%22.3%18.8%
HV 20d53.7%40.7%78.8%78.8%40.7%
HV 60d82.4%73.4%98.4%98.1%73.4%
IV Rank7.3%0.0%11.5%5.5%8.0%
IV Percentile2.6%0.0%10.3%10.3%1.6%
Term Structure-3.3%-41.2%14.9%-41.2%1.1%
VWIV77.7%66.0%84.9%80.0%67.7%
Skew 25d-7.8%-27.7%28.5%28.5%4.3%
Skew 10d-9.0%-54.4%19.3%5.6%-6.8%
Call IV 25d74.8%45.5%88.0%48.6%74.1%
Put IV 25d67.0%46.6%79.1%77.0%78.4%
Bid-Ask Spread %38.4110.6550.2427.8737.60
Gamma HHI0.300.140.490.330.16
Net GEX458.4K-270.8K894.5K719.0K171.1K
Net DEX-10.7M-34.1M8.8M-27.9M-195.7K
Net VEX-300.7K-360.2K-247.8K-356.6K-248.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.190.660.330.46
Total Volume14,841.2637,88533,45615,67613,057
Total OI481,079.632405,162518,737492,925424,212

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$4.78$5.0083.1%22.3%78.8%5.5%80.0%28.5%-41.2%719.0K-27.9M-356.6K0.3327.87N/AN/A11,8203,856338,171154,754
2024-06-04$4.95$5.0073.0%21.6%64.6%0.8%76.9%-9.6%-6.4%868.4K-34.1M-360.2K0.2127.32N/AN/A8,0261,696342,227156,965
2024-06-05$4.92$5.0076.9%22.3%63.1%2.6%77.9%3.4%-10.6%894.5K-32.6M-357.6K0.1935.92N/AN/A18,6203,480343,438157,375
2024-06-06$4.83$5.0075.0%23.8%63.1%1.8%84.9%0.4%0.4%892.7K-28.1M-347.5K0.4450.24N/AN/A6,8553,004348,027158,676
2024-06-07$4.66$5.0050.8%22.7%64.3%0.0%82.0%1.1%-24.8%661.1K-20.0M-334.7K0.6548.78N/AN/A7,8355,090348,686159,686
2024-06-10$4.76$5.0076.9%22.6%60.9%11.2%78.8%-26.6%-2.0%811.7K-21.0M-332.2K0.4549.80N/AN/A23,09510,361324,582157,635
2024-06-11$4.67$5.0074.1%21.9%54.2%10.0%78.8%-24.4%3.0%780.0K-16.7M-329.4K0.3747.41N/AN/A5,7682,117339,300166,009
2024-06-12$4.64$5.0076.4%21.0%53.8%11.0%78.1%-9.2%-2.0%768.0K-14.6M-326.4K0.2446.55N/AN/A10,3282,432339,327167,308
2024-06-13$4.63$5.0075.3%21.4%53.9%10.5%77.9%-27.7%-4.9%746.4K-14.2M-322.0K0.3845.12N/AN/A10,0543,860341,098168,156
2024-06-14$4.47$5.0072.9%20.8%53.3%9.4%71.2%-3.1%-3.8%166.6K-5.1M-304.0K0.6646.45N/AN/A7,9875,292343,433169,096
2024-06-17$4.33$5.0068.4%20.3%53.9%7.5%80.3%-16.2%6.5%398.0K-3.5M-296.5K0.2342.35N/AN/A17,0413,922332,925165,518
2024-06-18$4.06$5.0072.4%20.7%48.5%9.2%84.1%-21.7%8.0%62.7K5.4M-270.1K0.3147.19N/AN/A12,0843,773338,296167,353
2024-06-20$4.03$5.0072.8%20.7%44.9%9.4%81.1%-14.1%-0.3%20.4K7.3M-262.1K0.4839.53N/AN/A12,9536,263343,396168,233
2024-06-21$3.98$5.0077.7%22.8%44.9%11.5%80.3%-3.1%-5.6%-270.8K8.8M-259.4K0.4234.68N/AN/A10,2424,316349,381169,356
2024-06-24$3.96$5.0076.1%20.7%44.9%10.8%77.9%-4.6%1.3%202.0K-808.2K-250.7K0.2734.13N/AN/A13,8443,789271,736133,426
2024-06-25$3.91$5.0075.0%19.3%43.9%10.4%66.0%-13.8%-0.3%234.0K-285.3K-247.8K0.3410.65N/AN/A8,3132,797279,034135,427
2024-06-26$3.99$5.0055.7%19.6%45.2%2.1%77.4%-8.0%14.9%282.8K-2.9M-253.0K0.5327.19N/AN/A6,5603,457282,082134,414
2024-06-27$3.99$5.0067.9%20.2%43.6%7.3%75.6%-3.0%4.0%300.1K-2.8M-255.0K0.2131.09N/AN/A6,5861,411285,556136,219
2024-06-28$3.94$5.0069.5%18.8%40.7%8.0%67.7%4.3%1.1%171.1K-195.7K-248.3K0.4637.60N/AN/A8,9714,086287,722136,490