SOUN Options History — July 2024 In July 2024, SOUN traded between $3.90 and $6.21. ATM implied volatility averaged 95.1%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 5.1% (HV 20d: 90.0%). 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 11 of 22 days. Put/call ratio averaged 0.26.
Notable Days 2024-07-11 : Highest Volume — 293,054 contracts2024-07-10 : Largest IV spike — 43.3% change2024-07-12 : Highest IV Rank — 27.3%2024-07-15 : Largest Expected Move — 32.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.86 $3.90 $6.21 $3.90 $5.16 Max Pain $4.77 $4.00 $5.00 $5.00 $5.00 ATM IV 95.1% 68.6% 114.7% 73.7% 101.6% Expected Move 27.8% 18.6% 32.5% 19.1% 31.1% HV 20d 90.0% 31.5% 120.9% 37.4% 120.9% HV 60d 81.5% 70.9% 87.8% 72.8% 85.7% IV Rank 18.9% 7.6% 27.3% 9.8% 21.7% IV Percentile 37.1% 1.6% 61.5% 4.0% 47.2% Term Structure 1.3% -13.0% 14.2% 12.3% -2.2% VWIV 103.1% 66.1% 117.4% 69.0% 114.1% Skew 25d -22.7% -38.6% 3.9% -5.7% -26.6% Skew 10d -37.5% -85.3% 29.7% -43.4% -44.4% Call IV 25d 111.8% 73.0% 141.2% 75.7% 122.8% Put IV 25d 89.1% 57.4% 109.6% 69.9% 96.2% Bid-Ask Spread % 28.00 10.14 43.26 41.72 26.67 Gamma HHI 0.21 0.15 0.40 0.15 0.22 Net GEX 830.3K 169.4K 1.5M 169.4K 1.2M Net DEX -47.4M -146.8M -743.1K -743.1K -60.3M Net VEX -352.1K -441.9K -245.2K -246.8K -387.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.10 0.64 0.46 0.12 Total Volume 60,932.773 6,331 293,054 12,394 29,432 Total OI 496,443.955 411,081 617,066 411,081 493,666
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 2024-07-01 $3.90 $5.00 73.7% 19.1% 37.4% 9.8% 69.0% -5.7% 12.3% 169.4K -743.1K -246.8K 0.46 41.72 N/A N/A 8,467 3,927 276,910 134,171 2024-07-02 $3.94 $5.00 69.9% 18.6% 35.4% 8.2% 66.1% -7.6% 12.8% 212.0K -1.4M -245.2K 0.22 37.92 N/A N/A 8,968 1,972 280,872 133,858 2024-07-03 $3.94 $5.00 71.4% 19.1% 31.5% 8.8% 68.0% -6.0% 14.2% 319.1K -2.1M -248.5K 0.29 37.14 N/A N/A 4,893 1,438 284,600 133,984 2024-07-05 $4.19 $4.00 78.1% 27.3% 40.8% 11.7% 96.8% -26.3% 5.7% 280.5K -10.5M -266.4K 0.14 26.01 N/A N/A 25,159 3,404 287,298 134,410 2024-07-08 $4.17 $4.00 90.3% 26.9% 40.6% 16.9% 100.2% 3.9% 0.5% 328.7K -9.9M -266.8K 0.18 32.32 N/A N/A 13,674 2,407 291,188 133,412 2024-07-09 $4.13 $4.00 68.6% 26.9% 39.2% 7.6% 99.6% -10.6% 13.8% 239.4K -8.8M -260.7K 0.16 26.66 N/A N/A 8,872 1,450 296,651 134,208 2024-07-10 $5.08 $4.00 98.3% 27.7% 85.0% 20.3% 98.1% -2.4% -0.5% 702.0K -45.9M -324.7K 0.10 26.09 N/A N/A 179,052 18,166 299,411 134,714 2024-07-11 $5.38 $4.00 108.9% 28.6% 86.7% 24.9% 108.5% -30.8% -13.0% 1.2M -86.9M -394.5K 0.14 13.68 N/A N/A 257,677 35,377 379,418 143,509 2024-07-12 $6.21 $5.00 114.7% 32.5% 99.0% 27.3% 115.1% -31.6% -0.6% 1.3M -146.8M -428.5K 0.19 10.14 N/A N/A 213,027 41,308 424,009 159,765 2024-07-15 $5.59 $5.00 113.3% 32.5% 107.7% 26.7% 116.4% -37.8% -8.3% 1.4M -88.2M -441.9K 0.23 20.85 N/A N/A 73,546 16,705 421,800 168,509 2024-07-16 $5.80 $5.00 108.7% 30.9% 106.8% 24.7% 113.8% -34.8% 3.9% 1.5M -102.3M -441.2K 0.22 33.89 N/A N/A 39,152 8,741 426,217 171,485 2024-07-17 $5.50 $5.00 97.3% 27.9% 108.2% 19.9% 108.1% -34.5% -9.9% 1.5M -81.2M -426.4K 0.26 25.95 N/A N/A 36,423 9,407 431,541 173,624 2024-07-18 $4.97 $5.00 103.2% 29.6% 112.4% 22.4% 111.6% -38.6% 0.2% 1.4M -42.8M -389.6K 0.46 13.47 N/A N/A 29,681 13,531 435,742 175,808 2024-07-19 $4.92 $5.00 104.3% 29.5% 112.5% 22.9% 111.5% -30.4% 3.0% 793.3K -33.7M -382.0K 0.61 13.30 N/A N/A 27,133 16,523 440,557 176,509 2024-07-22 $4.95 $5.00 98.0% 27.7% 112.2% 20.2% 117.4% -25.4% -0.9% 822.9K -47.3M -373.5K 0.12 33.51 N/A N/A 35,167 4,230 329,149 126,657 2024-07-23 $4.94 $5.00 97.7% 27.6% 112.1% 20.0% 102.3% -25.1% -1.5% 934.9K -49.3M -380.3K 0.25 37.41 N/A N/A 11,964 2,985 348,139 128,308 2024-07-24 $4.58 $5.00 99.2% 27.6% 116.1% 20.7% 109.0% -28.3% -4.3% 724.0K -33.8M -351.2K 0.36 38.72 N/A N/A 13,784 4,966 351,642 130,516 2024-07-25 $4.84 $5.00 94.5% 29.6% 117.2% 18.7% 110.2% -21.5% -1.6% 859.3K -44.6M -368.0K 0.64 43.26 N/A N/A 19,116 12,198 351,389 132,060 2024-07-26 $5.09 $5.00 94.6% 28.2% 118.0% 18.7% 103.3% -26.8% 4.3% 832.3K -57.8M -383.3K 0.15 28.16 N/A N/A 33,540 5,052 356,614 136,602 2024-07-29 $4.80 $5.00 100.8% 31.0% 120.4% 21.4% 111.9% -29.4% -2.8% 789.9K -40.9M -365.1K 0.22 28.82 N/A N/A 25,863 5,607 339,307 130,810 2024-07-30 $4.92 $5.00 105.1% 31.9% 120.3% 23.2% 116.9% -22.9% 2.8% 863.3K -47.2M -373.8K 0.10 20.38 N/A N/A 33,094 3,443 349,155 133,573 2024-07-31 $5.16 $5.00 101.6% 31.1% 120.9% 21.7% 114.1% -26.6% -2.2% 1.2M -60.3M -387.6K 0.12 26.67 N/A N/A 26,163 3,269 359,194 134,472
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