SOUN Options History — October 2024 In October 2024, SOUN traded between $4.51 and $6.04. ATM implied volatility averaged 78.9%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 31.4% (HV 20d: 47.4%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.26.
Notable Days 2024-10-14 : Highest Volume — 180,393 contracts2024-10-15 : Largest IV spike — 19.9% change2024-10-31 : Highest IV Rank — 18.8%2024-10-31 : Largest Expected Move — 33.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.11 $4.51 $6.04 $4.51 $5.08 Max Pain $5.43 $5.00 $6.00 $5.50 $5.50 ATM IV 78.9% 59.9% 94.7% 59.9% 94.7% Expected Move 24.1% 17.0% 33.0% 17.0% 33.0% HV 20d 47.4% 30.7% 86.0% 36.3% 86.0% HV 60d 71.8% 63.7% 91.7% 91.3% 70.8% IV Rank 12.0% 3.9% 18.8% 3.9% 18.8% IV Percentile 29.5% 4.0% 57.5% 4.0% 57.5% Term Structure -0.7% -14.4% 21.0% -14.4% -4.9% VWIV 87.0% 59.0% 119.4% 62.7% 119.4% Skew 25d -8.1% -23.5% 0.3% -0.9% -23.5% Skew 10d -8.9% -82.5% 30.4% -0.6% -42.8% Call IV 25d 85.3% 58.9% 108.1% 62.0% 108.1% Put IV 25d 77.2% 55.5% 87.6% 61.2% 84.6% Bid-Ask Spread % 46.33 14.71 56.50 14.71 49.59 Gamma HHI 0.37 0.24 0.87 0.26 0.33 Net GEX 2.1M 528.1K 12.3M 530.0K 1.5M Net DEX -53.5M -139.3M -6.7M -6.8M -60.1M Net VEX -366.7K -476.6K -266.3K -266.3K -432.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.06 0.89 0.43 0.29 Total Volume 69,281.522 11,202 180,393 22,009 67,528 Total OI 591,306.565 503,745 713,548 503,745 654,757
Daily Data (23 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 2024-10-01 $4.51 $5.50 59.9% 17.0% 36.3% 3.9% 62.7% -0.9% -14.4% 530.0K -6.8M -266.3K 0.43 14.71 N/A N/A 15,406 6,603 354,095 149,650 2024-10-02 $4.72 $5.50 60.2% 17.4% 39.5% 4.0% 59.0% 0.3% 12.3% 786.9K -13.6M -283.6K 0.41 21.50 N/A N/A 20,065 8,138 360,403 153,515 2024-10-03 $4.69 $5.50 61.4% 22.6% 39.0% 4.5% 83.0% -4.3% 15.0% 747.5K -12.9M -297.4K 0.30 56.17 N/A N/A 8,614 2,588 370,693 160,584 2024-10-04 $4.69 $5.50 61.9% 21.6% 38.3% 4.8% 78.6% -3.4% 21.0% 654.1K -10.1M -281.6K 0.28 44.84 N/A N/A 13,605 3,799 371,864 161,381 2024-10-07 $4.75 $5.50 71.3% 21.1% 34.9% 8.8% 76.0% -2.0% -1.6% 664.1K -10.2M -274.1K 0.36 52.16 N/A N/A 30,628 11,022 357,335 157,245 2024-10-08 $4.69 $5.00 72.8% 21.0% 35.2% 9.4% 75.6% -1.0% -0.7% 696.8K -10.3M -283.2K 0.33 51.86 N/A N/A 12,113 4,026 373,203 161,307 2024-10-09 $4.59 $5.00 73.7% 20.6% 30.7% 9.8% 76.8% -3.7% -1.2% 528.1K -6.7M -274.7K 0.22 45.82 N/A N/A 12,195 2,649 377,488 163,363 2024-10-10 $4.80 $5.00 86.0% 22.4% 34.7% 15.1% 80.2% -8.0% -0.9% 1.1M -19.1M -297.3K 0.09 48.43 N/A N/A 61,680 5,720 381,417 164,595 2024-10-11 $4.89 $5.00 72.5% 23.0% 35.4% 9.3% 83.3% -1.3% 8.3% 976.9K -19.3M -299.7K 0.89 40.58 N/A N/A 66,118 58,922 400,864 166,380 2024-10-14 $5.16 $6.00 71.9% 21.9% 38.7% 9.0% 79.9% -11.7% -1.9% 1.8M -39.9M -337.1K 0.20 44.78 N/A N/A 150,915 29,478 392,599 175,798 2024-10-15 $5.31 $5.50 86.2% 24.7% 39.6% 15.1% 89.8% -11.8% -3.6% 2.7M -65.5M -386.8K 0.06 52.75 N/A N/A 141,452 8,197 459,430 174,150 2024-10-16 $5.21 $5.50 88.6% 25.4% 40.2% 16.2% 94.9% -12.2% -0.3% 2.8M -63.5M -399.3K 0.12 53.42 N/A N/A 40,043 4,865 514,881 175,749 2024-10-17 $5.25 $5.50 85.5% 24.7% 39.8% 14.8% 91.5% -9.9% -4.2% 3.1M -68.3M -410.7K 0.08 52.05 N/A N/A 72,111 5,497 523,233 176,871 2024-10-18 $5.53 $5.50 90.6% 26.6% 43.4% 17.0% 92.4% -15.3% -6.0% 12.3M -111.8M -419.3K 0.18 51.20 N/A N/A 89,994 16,468 535,467 178,081 2024-10-21 $5.41 $5.50 86.6% 26.2% 44.2% 15.3% 93.1% -7.4% -8.7% 1.8M -78.2M -420.5K 0.15 40.09 N/A N/A 92,477 14,077 413,169 136,669 2024-10-22 $5.31 $5.50 83.9% 24.6% 45.0% 14.2% 88.2% -8.3% -4.6% 2.1M -75.5M -428.8K 0.08 56.50 N/A N/A 34,331 2,639 448,720 142,577 2024-10-23 $4.96 $5.50 81.5% 24.8% 51.7% 13.1% 91.1% -7.4% -2.8% 1.6M -50.4M -400.7K 0.41 56.23 N/A N/A 41,056 16,822 461,682 143,755 2024-10-24 $5.26 $5.50 81.5% 25.3% 55.7% 13.1% 90.2% -7.5% -3.5% 2.2M -76.6M -430.5K 0.13 51.74 N/A N/A 38,735 4,988 469,102 145,211 2024-10-25 $5.19 $5.50 77.2% 23.7% 54.4% 11.3% 85.1% -8.3% -2.3% 1.7M -69.8M -418.1K 0.35 45.01 N/A N/A 31,477 11,062 476,813 145,849 2024-10-28 $6.04 $5.50 85.8% 28.1% 74.5% 15.0% 97.0% -12.8% -2.9% 2.2M -134.4M -459.7K 0.14 39.67 N/A N/A 156,577 21,567 443,368 148,454 2024-10-29 $6.00 $5.50 90.0% 28.8% 73.0% 16.7% 102.6% -13.3% -4.3% 2.6M -139.3M -476.6K 0.14 44.47 N/A N/A 73,687 10,568 479,870 158,313 2024-10-30 $5.47 $5.50 90.5% 29.9% 81.1% 17.0% 110.0% -12.5% -3.8% 2.1M -87.9M -454.5K 0.26 51.99 N/A N/A 57,853 15,120 479,280 160,821 2024-10-31 $5.08 $5.50 94.7% 33.0% 86.0% 18.8% 119.4% -23.5% -4.9% 1.5M -60.1M -432.3K 0.29 49.59 N/A N/A 52,233 15,295 491,881 162,876
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