HOOD Options History — August 2021 In August 2021, HOOD traded between $42.75 and $54.10. ATM implied volatility averaged 92.8%. The 30-day expected move averaged 26.5%. IV traded below realized volatility by 5.3% (HV 20d: 98.1%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 7 of 16 trading days. Term structure was in contango for 6 of 16 days. Put/call ratio averaged 0.75.
Notable Days 2021-08-13 : Highest Volume — 266,723 contracts2021-08-19 : Largest IV drop — 18.1% change2021-08-18 : Largest Expected Move — 31.3%Monthly Statistics Metric Avg Min Max Open Close Price $47.44 $42.75 $54.10 $54.10 $43.75 Max Pain $53.75 $50.00 $60.00 $55.00 $50.00 ATM IV 92.8% 74.3% 109.3% 109.3% 77.7% Expected Move 26.5% 20.7% 31.3% 31.1% 21.8% HV 20d 98.1% 98.1% 98.1% 98.1% 98.1% Term Structure -0.4% -3.2% 2.5% -0.2% -0.3% VWIV 95.5% 74.9% 112.7% 110.6% 77.4% Skew 25d -6.9% -13.5% 0.1% -13.5% -0.3% Skew 10d -16.5% -29.4% 0.2% -29.4% -4.1% Call IV 25d 98.4% 78.0% 118.9% 118.0% 79.4% Put IV 25d 91.5% 73.5% 106.4% 104.5% 79.1% Bid-Ask Spread % 12.97 8.58 18.23 9.38 8.58 Gamma HHI 0.07 0.05 0.12 0.06 0.06 Net GEX -222.8K -5.3M 6.6M 1.6M -1.6M Net DEX 63.6M -147.6M 298.8M -39.0M 157.1M Net VEX -1.2M -1.4M -952.9K -1.0M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.43 1.50 0.72 1.06 Total Volume 158,921.375 89,853 266,723 136,518 119,623 Total OI 383,327.813 306,588 506,240 306,588 368,544
Daily Data (16 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 2021-08-10 $54.10 $55.00 109.3% 31.1% 0.0% 0.0% 110.6% -13.5% -0.2% 1.6M -39.0M -1.0M 0.72 9.38 N/A N/A 79,275 57,243 151,992 154,596 2021-08-11 $51.11 $60.00 104.1% 29.4% 0.0% 0.0% 106.1% -8.1% -1.8% -1.3M 63.1M -970.0K 0.71 11.67 N/A N/A 82,020 58,638 166,562 166,311 2021-08-12 $47.98 $60.00 100.8% 28.2% 0.0% 0.0% 105.1% -2.1% -3.2% -3.8M 153.8M -952.9K 0.72 10.95 N/A N/A 91,585 65,571 180,315 179,475 2021-08-13 $50.94 $60.00 100.8% 28.8% 0.0% 0.0% 105.7% -6.1% 0.1% -1.5M 59.1M -1.0M 0.45 12.81 N/A N/A 184,283 82,440 198,048 187,441 2021-08-16 $47.14 $60.00 97.4% 27.8% 0.0% 0.0% 101.7% -10.2% -0.2% -1.8M 97.5M -981.6K 0.61 15.56 N/A N/A 78,305 48,025 173,746 167,980 2021-08-17 $46.47 $55.00 99.7% 28.5% 0.0% 0.0% 103.0% -8.7% 0.6% -1.4M 100.7M -1.1M 0.76 13.64 N/A N/A 53,220 40,644 206,030 176,766 2021-08-18 $49.97 $55.00 109.0% 31.3% 0.0% 0.0% 112.7% -12.5% -1.5% 2.4M -47.4M -1.4M 0.49 9.82 N/A N/A 144,649 71,370 234,297 191,347 2021-08-19 $44.22 $55.00 89.3% 25.6% 0.0% 0.0% 93.3% -5.7% -0.4% -5.1M 193.8M -1.1M 0.71 18.23 N/A N/A 138,431 98,549 246,747 206,755 2021-08-20 $42.75 $50.00 87.3% 24.8% 0.0% 0.0% 90.2% -5.4% 2.5% -5.3M 298.8M -1.0M 1.08 12.96 N/A N/A 76,602 82,522 273,394 232,846 2021-08-23 $45.75 $50.00 85.5% 24.5% 0.0% 0.0% 86.5% -5.5% -0.1% 559.6K 14.3M -1.1M 0.54 9.62 N/A N/A 94,670 50,769 179,948 127,814 2021-08-24 $49.15 $50.00 97.5% 28.5% 0.0% 0.0% 103.1% -9.8% -1.5% 3.1M -100.9M -1.3M 0.43 15.95 N/A N/A 135,555 58,701 194,127 145,406 2021-08-25 $48.79 $50.00 87.8% 25.1% 0.0% 0.0% 90.6% -12.1% -2.9% 6.6M -147.6M -1.3M 0.56 15.03 N/A N/A 92,047 51,105 225,651 162,564 2021-08-26 $46.99 $50.00 78.6% 22.2% 0.0% 0.0% 79.3% -6.7% 0.5% 4.9M -8.6M -1.4M 0.85 14.54 N/A N/A 48,663 41,190 249,754 182,665 2021-08-27 $46.78 $50.00 74.3% 20.7% 0.0% 0.0% 74.9% -4.5% 0.2% 261.3K 81.4M -1.3M 0.87 15.80 N/A N/A 58,206 50,377 260,902 199,556 2021-08-30 $43.12 $50.00 86.0% 24.9% 0.0% 0.0% 88.6% 0.1% 2.0% -1.2M 141.6M -1.3M 1.50 12.92 N/A N/A 83,357 125,107 202,282 139,384 2021-08-31 $43.75 $50.00 77.7% 21.8% 98.1% 0.0% 77.4% -0.3% -0.3% -1.6M 157.1M -1.3M 1.06 8.58 N/A N/A 58,012 61,611 218,494 150,050
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