SOUN Options History — November 2024

In November 2024, SOUN traded between $5.09 and $9.38. ATM implied volatility averaged 97.9%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded below realized volatility by 23.6% (HV 20d: 121.5%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-11-22: Highest Volume — 364,104 contracts
  • 2024-11-11: Largest IV spike — 41.6% change
  • 2024-11-11: Highest IV Rank — 45.7%
  • 2024-11-11: Largest Expected Move — 40.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.85$5.09$9.38$5.13$9.38
Max Pain$5.47$5.00$6.00$5.50$6.00
ATM IV97.9%70.4%157.8%93.7%108.4%
Expected Move28.1%22.8%40.0%33.0%32.8%
HV 20d121.5%86.1%145.3%86.1%142.8%
HV 60d80.4%61.1%99.3%61.7%99.3%
IV Rank20.1%8.4%45.7%18.3%24.6%
IV Percentile55.1%11.9%92.9%56.3%69.0%
Term Structure-3.4%-11.7%4.7%-2.6%-4.2%
VWIV101.4%84.6%139.9%116.2%107.5%
Skew 25d-32.3%-64.9%-7.6%-16.7%-40.8%
Skew 10d-55.3%-113.5%39.8%-36.3%-49.0%
Call IV 25d120.7%95.1%188.2%108.8%135.3%
Put IV 25d88.4%65.1%123.4%92.1%94.4%
Bid-Ask Spread %31.3317.9348.9238.8419.95
Gamma HHI0.190.130.330.290.13
Net GEX1.8M1.4M2.4M1.5M1.6M
Net DEX-166.5M-314.0M-59.4M-66.8M-314.0M
Net VEX-539.9K-681.3K-414.9K-443.9K-681.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.120.540.270.30
Total Volume147,003.8526,203364,10432,262250,514
Total OI691,580.1615,011852,363653,315737,151

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$5.13$5.5093.7%33.0%86.1%18.3%116.2%-16.7%-2.6%1.5M-66.8M-443.9K0.2738.84N/AN/A25,4886,774489,452163,863
2024-11-04$5.09$5.0089.6%24.6%86.1%16.6%89.5%-12.6%-8.5%1.5M-59.4M-414.9K0.3148.66N/AN/A20,0636,140460,503154,508
2024-11-05$5.41$5.0070.4%24.1%88.2%8.4%85.5%-10.1%-7.1%1.9M-81.7M-434.5K0.2846.42N/AN/A26,8617,405468,105158,151
2024-11-06$5.67$5.0086.6%23.7%88.6%15.3%84.6%-7.6%-3.7%2.4M-103.2M-459.4K0.1643.92N/AN/A45,9317,503478,848161,901
2024-11-07$6.88$5.00105.5%28.8%109.5%23.4%100.5%-18.2%-3.4%2.2M-208.6M-489.5K0.1248.92N/AN/A229,81027,329475,057164,738
2024-11-08$7.16$5.50111.4%29.7%109.8%25.9%106.0%-29.3%-3.7%1.8M-231.4M-502.3K0.1746.66N/AN/A116,71919,714492,268177,237
2024-11-11$7.78$5.50157.8%40.0%111.5%45.7%139.9%-31.5%-11.7%1.6M-252.3M-522.6K0.2331.67N/AN/A187,37543,162475,089170,286
2024-11-12$7.58$5.50139.6%38.4%112.6%37.9%131.1%-64.9%-3.4%1.8M-250.7M-545.8K0.3533.91N/AN/A132,98246,578522,342194,566
2024-11-13$6.31$5.5088.2%23.8%133.0%16.0%90.8%-31.6%-3.2%2.0M-144.8M-495.6K0.2819.02N/AN/A194,19953,905561,390216,667
2024-11-14$6.67$5.5086.6%25.8%134.0%15.3%98.8%-48.0%4.7%2.3M-179.7M-541.7K0.3328.55N/AN/A183,48459,898583,510226,648
2024-11-15$6.34$5.5084.5%23.4%134.9%14.4%94.6%-26.4%-4.5%1.5M-147.5M-551.5K0.3230.78N/AN/A63,28120,088606,533245,830
2024-11-18$6.21$5.5079.3%22.8%134.9%12.2%93.5%-28.1%-0.9%1.5M-90.6M-531.4K0.2434.77N/AN/A64,93015,269447,527186,079
2024-11-19$6.45$5.5088.2%25.3%134.9%16.0%92.8%-38.4%-3.0%1.7M-111.4M-559.0K0.1722.14N/AN/A82,41714,380462,170192,634
2024-11-20$6.42$5.5090.7%26.0%131.9%17.0%92.5%-39.1%-7.9%1.8M-111.2M-553.6K0.2222.21N/AN/A49,92111,058476,963197,192
2024-11-21$6.89$5.5099.5%28.7%132.5%20.8%105.9%-44.5%-3.9%2.3M-150.5M-579.9K0.1520.97N/AN/A184,00527,137483,581198,769
2024-11-22$8.29$5.50110.7%32.2%145.3%25.6%111.0%-49.9%-4.6%1.9M-271.1M-615.4K0.3517.93N/AN/A269,97894,126503,898203,778
2024-11-25$8.02$5.5096.2%28.4%138.3%19.4%101.7%-41.7%0.8%1.5M-203.1M-616.2K0.5422.73N/AN/A106,43757,505452,199216,300
2024-11-26$7.58$6.0085.3%24.9%140.4%14.8%94.9%-34.5%0.9%1.4M-166.1M-617.9K0.4023.96N/AN/A74,82630,238474,494226,392
2024-11-27$7.79$6.0086.3%25.9%134.9%15.2%91.4%-31.9%1.7%1.5M-185.8M-641.7K0.4124.52N/AN/A58,46724,180486,584238,399
2024-11-29$9.38$6.00108.4%32.8%142.8%24.6%107.5%-40.8%-4.2%1.6M-314.0M-681.3K0.3019.95N/AN/A192,75257,762492,215244,936