SOUN Options History — September 2024

In September 2024, SOUN traded between $4.34 and $4.97. ATM implied volatility averaged 62.5%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 8.9% (HV 20d: 53.5%). Max pain ranged from $5.00 to $5.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.30.

Notable Days

  • 2024-09-18: Highest Volume — 89,377 contracts
  • 2024-09-19: Largest IV drop — 5.9% change
  • 2024-09-03: Highest IV Rank — 8.6%
  • 2024-09-05: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.75$4.34$4.97$4.54$4.66
Max Pain$5.45$5.00$5.50$5.50$5.50
ATM IV62.5%56.4%70.8%70.8%58.5%
Expected Move17.9%15.8%19.7%19.3%16.6%
HV 20d53.5%39.8%85.1%85.1%42.2%
HV 60d91.8%91.0%92.7%92.2%91.0%
IV Rank5.0%2.4%8.6%8.6%3.3%
IV Percentile1.4%0.8%3.2%3.2%2.4%
Term Structure-0.5%-16.7%6.0%-1.2%6.0%
VWIV66.3%57.0%77.5%68.4%62.6%
Skew 25d-0.9%-6.0%4.8%2.8%-3.9%
Skew 10d-1.4%-16.9%12.7%3.2%-5.2%
Call IV 25d65.1%56.6%72.6%69.8%62.3%
Put IV 25d64.2%58.4%72.6%72.6%58.4%
Bid-Ask Spread %22.343.9242.326.4421.14
Gamma HHI0.300.230.400.230.33
Net GEX846.6K419.8K2.1M536.1K656.0K
Net DEX-19.3M-29.9M-3.3M-18.0M-13.7M
Net VEX-303.7K-326.1K-278.8K-308.8K-279.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.080.630.370.18
Total Volume29,837.4512,91989,37725,28422,242
Total OI532,946.5482,172586,570512,186493,337

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$4.54$5.5070.8%19.3%85.1%8.6%68.4%2.8%-1.2%536.1K-18.0M-308.8K0.376.44N/AN/A18,4546,830369,690142,496
2024-09-04$4.49$5.0068.4%18.5%82.2%7.5%69.6%-3.2%1.9%480.8K-14.3M-302.8K0.253.92N/AN/A16,9474,269374,483146,150
2024-09-05$4.42$5.0067.1%19.7%81.3%7.0%77.5%-4.8%1.4%458.3K-13.1M-302.1K0.6337.37N/AN/A24,26615,347380,536148,220
2024-09-06$4.34$5.5065.1%19.1%51.6%6.1%71.7%-6.0%0.8%419.8K-3.3M-278.8K0.5136.07N/AN/A16,3248,325386,984155,250
2024-09-09$4.55$5.5063.9%18.6%53.5%5.6%67.4%1.2%3.5%467.1K-11.6M-291.0K0.2735.33N/AN/A24,7276,577373,742151,631
2024-09-10$4.59$5.5065.7%18.6%51.5%6.4%69.3%-2.8%-1.5%640.9K-15.1M-301.7K0.1737.38N/AN/A27,1834,520383,625154,771
2024-09-11$4.83$5.5065.5%18.6%54.8%6.3%66.6%-1.0%0.6%853.0K-26.1M-316.6K0.1826.59N/AN/A24,1474,261393,374157,664
2024-09-12$4.88$5.5065.5%19.0%54.9%6.3%69.4%4.8%3.5%1.0M-29.9M-318.6K0.2136.34N/AN/A20,5944,367400,413157,863
2024-09-13$4.88$5.5062.0%18.1%54.8%4.8%65.6%-0.6%3.1%766.6K-25.7M-315.1K0.1842.32N/AN/A15,8072,874400,022158,456
2024-09-16$4.75$5.5064.3%18.7%55.6%5.8%67.4%1.5%-12.1%639.2K-17.0M-299.2K0.6111.25N/AN/A17,58110,638387,829155,299
2024-09-17$4.79$5.5062.7%18.1%55.6%5.1%73.1%3.0%1.3%690.7K-13.9M-296.1K0.4313.52N/AN/A9,0363,883398,524163,603
2024-09-18$4.88$5.5063.5%18.2%52.9%5.4%69.0%-5.0%-16.7%859.5K-21.6M-306.4K0.2423.42N/AN/A71,79417,583401,243164,910
2024-09-19$4.97$5.5059.8%17.3%51.5%3.9%65.4%-3.7%-8.0%1.4M-28.9M-326.1K0.1912.19N/AN/A27,3325,270418,089164,583
2024-09-20$4.96$5.5059.7%17.1%40.9%3.8%67.1%-4.3%1.2%2.1M-22.9M-316.1K0.476.33N/AN/A25,96812,123421,723164,847
2024-09-23$4.91$5.5057.2%16.1%40.4%2.7%58.5%-2.1%-0.8%914.8K-23.3M-305.9K0.2121.43N/AN/A15,4813,246338,257143,915
2024-09-24$4.92$5.5056.4%15.8%40.4%2.4%57.0%1.9%2.4%1.0M-22.8M-298.3K0.3416.66N/AN/A17,0525,812343,676146,182
2024-09-25$4.91$5.5056.7%16.3%40.2%2.5%59.7%3.0%4.7%1.0M-24.0M-311.5K0.0817.76N/AN/A42,4733,249346,549149,327
2024-09-26$4.92$5.5057.9%16.9%39.8%3.1%60.1%1.2%-0.7%1.2M-22.9M-299.3K0.2521.11N/AN/A16,9494,310358,643150,507
2024-09-27$4.76$5.5059.1%16.7%41.6%3.5%59.8%0.1%1.7%741.1K-18.1M-299.8K0.2720.32N/AN/A14,8474,061361,464151,053
2024-09-30$4.66$5.5058.5%16.6%42.2%3.3%62.6%-3.9%6.0%656.0K-13.7M-279.9K0.1821.14N/AN/A18,7703,472345,496147,841