SOUN Options History — August 2024 In August 2024, SOUN traded between $4.21 and $5.36. ATM implied volatility averaged 86.2%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded below realized volatility by 21.4% (HV 20d: 107.6%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2024-08-08 : Highest Volume — 165,274 contracts2024-08-09 : Largest IV drop — 19.8% change2024-08-08 : Highest IV Rank — 27.2%2024-08-02 : Largest Expected Move — 31.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.88 $4.21 $5.36 $4.64 $4.86 Max Pain $5.70 $5.00 $6.00 $5.00 $5.00 ATM IV 86.2% 70.4% 114.4% 101.2% 72.4% Expected Move 24.7% 19.8% 31.8% 31.7% 21.0% HV 20d 107.6% 88.6% 133.4% 128.2% 88.6% HV 60d 90.4% 84.0% 92.9% 84.4% 91.2% IV Rank 15.2% 8.4% 27.2% 21.5% 9.2% IV Percentile 25.3% 2.8% 67.9% 47.2% 4.4% Term Structure 0.3% -10.8% 6.0% -4.3% -3.5% VWIV 89.8% 70.2% 127.0% 122.5% 72.6% Skew 25d -9.4% -22.8% -2.2% -22.8% -2.2% Skew 10d -28.1% -77.3% 37.0% -61.5% -24.1% Call IV 25d 94.1% 73.4% 127.9% 122.3% 73.4% Put IV 25d 84.7% 70.6% 112.9% 99.5% 71.2% Bid-Ask Spread % 27.90 8.19 42.33 19.43 8.19 Gamma HHI 0.31 0.21 0.81 0.23 0.26 Net GEX 1.3M 551.7K 6.1M 764.5K 815.8K Net DEX -42.5M -67.3M -22.9M -35.9M -31.3M Net VEX -357.0K -385.5K -315.3K -353.4K -348.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.09 0.90 0.25 0.90 Total Volume 40,542.364 14,238 165,274 21,410 14,238 Total OI 519,601.273 448,060 571,358 502,098 548,858
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 2024-08-01 $4.64 $5.00 101.2% 31.7% 128.2% 21.5% 122.5% -22.8% -4.3% 764.5K -35.9M -353.4K 0.25 19.43 N/A N/A 17,110 4,300 367,288 134,810 2024-08-02 $4.63 $5.00 104.5% 31.8% 126.6% 23.0% 127.0% -16.7% 2.6% 738.9K -39.3M -364.7K 0.60 30.12 N/A N/A 12,087 7,253 378,200 136,362 2024-08-05 $4.21 $6.00 111.9% 30.2% 131.5% 26.1% 113.2% -17.2% 0.9% 566.9K -22.9M -315.3K 0.89 25.69 N/A N/A 19,679 17,506 355,986 130,038 2024-08-06 $4.49 $6.00 104.0% 29.6% 133.4% 22.7% 109.0% -9.3% 5.9% 741.8K -35.2M -339.1K 0.14 30.54 N/A N/A 19,841 2,712 362,403 127,821 2024-08-07 $4.33 $6.00 113.9% 30.6% 110.3% 27.0% 113.0% -12.6% -10.8% 691.4K -29.6M -319.5K 0.24 22.30 N/A N/A 27,275 6,438 371,286 128,667 2024-08-08 $5.13 $6.00 114.4% 30.3% 125.3% 27.2% 106.4% -13.6% 1.7% 1.1M -67.3M -375.0K 0.48 31.44 N/A N/A 112,007 53,267 382,960 130,711 2024-08-09 $4.92 $6.00 91.8% 26.9% 113.3% 17.5% 96.5% -15.8% -5.8% 1.1M -48.6M -362.6K 0.25 27.31 N/A N/A 63,585 15,794 414,100 157,258 2024-08-12 $5.11 $6.00 86.1% 24.0% 109.0% 15.1% 86.7% -4.0% 0.1% 1.5M -60.4M -370.3K 0.27 37.01 N/A N/A 45,214 12,321 377,004 138,814 2024-08-13 $5.00 $6.00 84.3% 24.2% 108.0% 14.3% 87.6% -7.4% 1.3% 1.6M -52.0M -362.7K 0.26 33.48 N/A N/A 35,139 9,021 390,106 145,798 2024-08-14 $4.95 $6.00 77.1% 22.8% 106.7% 11.3% 81.6% -15.8% 3.3% 2.1M -43.6M -353.5K 0.61 35.61 N/A N/A 15,456 9,445 389,816 146,710 2024-08-15 $4.96 $6.00 76.9% 23.1% 100.4% 11.2% 81.6% -6.8% 4.2% 2.1M -42.5M -349.7K 0.33 35.56 N/A N/A 18,517 6,065 393,943 149,767 2024-08-16 $4.97 $6.00 75.9% 22.2% 100.4% 10.7% 77.7% -6.7% 3.3% 6.1M -41.1M -358.3K 0.30 42.33 N/A N/A 15,678 4,685 396,838 152,554 2024-08-19 $4.92 $6.00 72.6% 20.8% 100.4% 9.3% 76.4% -16.2% 1.4% 551.7K -31.0M -334.4K 0.15 20.97 N/A N/A 35,467 5,349 310,693 137,367 2024-08-20 $5.17 $6.00 71.7% 20.6% 102.0% 8.9% 73.3% -3.9% 2.3% 887.2K -42.3M -351.0K 0.17 37.99 N/A N/A 26,839 4,629 332,960 141,486 2024-08-21 $5.36 $5.50 80.4% 23.0% 98.3% 12.6% 82.6% -9.7% -0.7% 1.2M -62.1M -384.2K 0.09 23.75 N/A N/A 94,378 8,040 357,739 143,088 2024-08-22 $4.91 $5.50 80.8% 23.2% 102.2% 12.8% 79.8% -3.9% -1.8% 1.0M -42.9M -378.8K 0.20 21.36 N/A N/A 25,071 5,011 394,711 143,939 2024-08-23 $5.01 $5.50 75.8% 21.5% 100.8% 10.7% 75.7% -3.9% 1.5% 1.5M -48.0M -385.5K 0.33 30.63 N/A N/A 18,927 6,248 401,234 146,288 2024-08-26 $5.00 $5.50 75.6% 20.7% 98.4% 10.6% 77.2% -6.7% 1.2% 1.0M -45.2M -376.7K 0.30 36.31 N/A N/A 14,700 4,339 376,595 140,742 2024-08-27 $4.94 $5.50 76.2% 22.6% 98.2% 10.9% 80.5% -4.0% 2.0% 948.1K -40.8M -360.3K 0.18 23.41 N/A N/A 14,113 2,597 381,653 143,550 2024-08-28 $4.87 $5.50 79.5% 23.0% 96.7% 12.2% 84.0% -2.7% -3.6% 888.5K -36.7M -354.4K 0.16 30.43 N/A N/A 25,078 4,133 384,757 144,887 2024-08-29 $4.88 $5.50 70.4% 19.8% 88.6% 8.4% 70.2% -5.9% 6.0% 1.0M -37.5M -355.8K 0.77 9.84 N/A N/A 18,258 14,122 395,110 146,331 2024-08-30 $4.86 $5.00 72.4% 21.0% 88.6% 9.2% 72.6% -2.2% -3.5% 815.8K -31.3M -348.3K 0.90 8.19 N/A N/A 7,492 6,746 396,827 152,031
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