SOUN Options History — December 2024

In December 2024, SOUN traded between $8.79 and $24.45. ATM implied volatility averaged 145.9%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 42.2%. IV traded below realized volatility by 18.7% (HV 20d: 164.6%). Max pain ranged from $5.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2024-12-18: Highest Volume — 560,157 contracts
2024-12-05: Largest IV spike — 41.7% change
2024-12-18: Highest IV Rank — 60.9%
2024-12-18: Largest Expected Move — 55.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.13	$8.79	$24.45	$8.91	$19.61
Max Pain	$7.69	$5.50	$10.00	$6.00	$10.00
ATM IV	145.9%	103.5%	193.4%	103.5%	133.8%
Expected Move	42.2%	31.9%	55.4%	31.9%	37.5%
HV 20d	164.6%	145.6%	176.3%	145.6%	175.7%
HV 60d	123.9%	99.8%	140.3%	100.0%	140.3%
IV Rank	40.6%	22.5%	60.9%	22.5%	35.5%
IV Percentile	85.8%	65.1%	96.0%	65.1%	82.1%
Term Structure	-1.5%	-9.8%	4.0%	-0.0%	2.5%
VWIV	149.2%	114.2%	201.3%	114.2%	136.8%
Skew 25d	-33.8%	-43.8%	-24.0%	-35.1%	-32.6%
Skew 10d	-39.1%	-67.0%	-2.6%	-42.2%	-49.1%
Call IV 25d	172.5%	127.2%	230.9%	130.0%	157.7%
Put IV 25d	138.7%	94.8%	187.2%	94.9%	125.1%
Bid-Ask Spread %	9.30	3.32	27.61	21.97	7.15
Gamma HHI	0.12	0.05	0.30	0.13	0.05
Net GEX	2.4M	886.8K	5.4M	1.6M	2.3M
Net DEX	-637.5M	-1.05B	-234.8M	-242.9M	-541.2M
Net VEX	-1.1M	-1.5M	-675.1K	-675.1K	-1.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.32	0.90	0.60	0.45
Total Volume	279,770.238	82,047	560,157	129,209	200,781
Total OI	860,258.095	680,365	1,069,917	680,365	863,243

Daily Data (21 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
2024-12-02	$8.91	$6.00	103.5%	31.9%	145.6%	22.5%	114.2%	-35.1%	-0.0%	1.6M	-242.9M	-675.1K	0.60	21.97	N/A	N/A	80,784	48,425	452,235	228,130
2024-12-03	$8.79	$6.00	105.9%	32.4%	145.8%	23.5%	116.3%	-32.4%	-0.1%	1.5M	-234.8M	-686.6K	0.43	27.61	N/A	N/A	57,542	24,505	468,893	241,654
2024-12-04	$10.00	$6.00	114.4%	37.1%	149.8%	27.2%	127.1%	-35.4%	-0.5%	2.1M	-332.9M	-703.8K	0.32	26.54	N/A	N/A	163,952	51,782	486,071	247,945
2024-12-05	$13.39	$5.50	162.1%	43.5%	176.3%	47.6%	148.7%	-30.1%	-4.5%	1.6M	-546.2M	-709.1K	0.49	9.12	N/A	N/A	331,191	160,809	491,493	264,025
2024-12-06	$14.98	$6.00	159.2%	43.9%	169.3%	46.3%	154.9%	-37.2%	-7.1%	2.7M	-621.9M	-794.6K	0.67	3.54	N/A	N/A	317,739	213,654	511,632	335,984
2024-12-09	$14.82	$7.00	150.1%	42.7%	170.2%	42.4%	149.4%	-38.3%	-0.9%	1.5M	-553.5M	-861.0K	0.57	3.56	N/A	N/A	166,773	94,949	491,136	303,145
2024-12-10	$14.02	$7.00	139.0%	39.5%	172.3%	37.7%	142.3%	-28.0%	2.3%	1.3M	-484.5M	-913.8K	0.90	8.12	N/A	N/A	92,197	82,735	504,218	327,463
2024-12-11	$13.52	$7.00	124.1%	37.3%	172.7%	31.3%	131.6%	-26.9%	3.3%	886.8K	-435.9M	-904.4K	0.66	3.87	N/A	N/A	108,970	72,370	511,895	355,212
2024-12-12	$13.68	$7.00	115.3%	33.3%	153.8%	27.6%	120.8%	-25.3%	0.1%	1.6M	-456.6M	-891.9K	0.67	7.15	N/A	N/A	80,645	54,064	531,129	361,614
2024-12-13	$17.05	$7.00	146.7%	41.9%	166.7%	41.0%	146.2%	-35.0%	-0.2%	4.0M	-711.9M	-904.0K	0.40	3.32	N/A	N/A	360,797	142,792	525,015	372,298
2024-12-16	$19.34	$7.00	157.0%	44.8%	164.8%	45.4%	157.9%	-42.9%	-3.7%	2.1M	-805.0M	-979.4K	0.47	4.91	N/A	N/A	258,413	122,006	506,851	337,788
2024-12-17	$19.41	$7.00	155.5%	44.5%	163.5%	44.8%	152.9%	-41.5%	-3.3%	2.3M	-794.0M	-1.1M	0.59	5.09	N/A	N/A	118,450	69,793	534,896	380,346
2024-12-18	$19.86	$8.00	193.4%	55.4%	163.8%	60.9%	201.3%	-43.8%	-9.8%	2.5M	-803.9M	-1.2M	0.64	11.74	N/A	N/A	341,314	218,843	541,423	385,783
2024-12-19	$18.89	$8.00	179.9%	51.9%	166.8%	55.1%	187.2%	-34.5%	-7.9%	1.7M	-703.0M	-1.3M	0.53	5.73	N/A	N/A	261,769	138,189	575,480	432,001
2024-12-20	$21.52	$8.00	163.8%	47.1%	169.0%	48.3%	162.5%	-24.0%	-2.0%	4.1M	-965.8M	-1.3M	0.49	5.37	N/A	N/A	206,769	102,289	623,235	446,682
2024-12-23	$20.52	$9.00	153.5%	44.2%	165.7%	43.9%	157.7%	-34.4%	0.3%	3.2M	-702.1M	-1.3M	0.45	4.07	N/A	N/A	145,305	65,998	506,442	326,982
2024-12-24	$20.38	$10.00	144.8%	41.7%	164.3%	40.2%	147.4%	-35.9%	4.0%	3.8M	-699.9M	-1.4M	0.41	17.32	N/A	N/A	76,950	31,659	539,257	347,389
2024-12-26	$24.45	$10.00	158.9%	47.4%	166.3%	46.2%	163.8%	-30.7%	-0.3%	5.4M	-1.05B	-1.3M	0.57	5.12	N/A	N/A	266,663	153,107	552,194	354,509
2024-12-27	$23.84	$10.00	156.0%	46.4%	168.6%	44.9%	163.8%	-29.9%	-2.4%	1.1M	-940.1M	-1.5M	0.82	4.87	N/A	N/A	139,392	113,660	566,103	412,226
2024-12-30	$22.73	$10.00	146.7%	42.8%	165.1%	41.0%	151.3%	-35.5%	-0.5%	3.4M	-761.4M	-1.4M	0.70	9.17	N/A	N/A	80,589	56,561	491,660	329,743
2024-12-31	$19.61	$10.00	133.8%	37.5%	175.7%	35.5%	136.8%	-32.6%	2.5%	2.3M	-541.2M	-1.4M	0.45	7.15	N/A	N/A	138,035	62,746	514,365	348,878