Roundhill Investments - HOOD WeeklyPay ETF (HOOW) Options History
Historical options analytics archive for HOOW with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
HOOW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HOOW. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 68.7% | 8.2% | $28.00 | $71.9K | -$490.5K | 0.73 |
| 2026-08 | 21 | 68.5% | 8.1% | $29.00 | $90.4K | -$263.9K | 0.88 |
| 2026-07 | 22 | 84.2% | 12.0% | $27.00 | $11.8K | $415.6K | 0.26 |
| 2026-06 | 21 | 82.0% | 11.5% | $28.00 | $19.5K | -$138.5K | 0.68 |
| 2026-05 | 20 | 110.8% | 23.8% | $28.00 | $17.2K | $253.9K | 0.63 |
| 2026-04 | 21 | 91.5% | 32.4% | $26.00 | $1.7K | $1.0M | 0.52 |
This archive aggregates HOOW's daily end-of-day options snapshots into monthly summaries, spanning 2025-07 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how HOOW option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 68.7%, a month-end max-pain strike around $28.00, an average put/call ratio of 0.73.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked HOOW history questions
- How much options history is available for HOOW?
- This archive holds 15 months of HOOW options analytics, spanning 2025-07 through 2026-09. Each entry is a monthly rollup of HOOW's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the HOOW archive.
- What data does each monthly HOOW aggregate contain?
- Every monthly row summarizes that month of HOOW option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 68.7%, an average IV rank of 8.2%, a month-end max-pain strike around $28.00, an average put/call ratio of 0.73.
- How is the HOOW options-history archive built and how often does it update?
- The archive is derived from HOOW's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how HOOW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.