HOOD Options History — September 2021

In September 2021, HOOD traded between $39.90 and $45.99. ATM implied volatility averaged 64.8%. The 30-day expected move averaged 18.5%. IV traded below realized volatility by 6.9% (HV 20d: 71.8%). Max pain ranged from $42.00 to $50.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2021-09-23: Highest Volume — 160,642 contracts
  • 2021-09-22: Largest IV spike — 21.2% change
  • 2021-09-23: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.77$39.90$45.99$44.56$42.17
Max Pain$43.81$42.00$50.00$50.00$45.00
ATM IV64.8%57.0%76.5%73.7%65.1%
Expected Move18.5%16.4%21.5%20.3%18.2%
HV 20d71.8%51.7%95.6%95.6%52.6%
Term Structure1.0%-2.7%6.5%1.4%6.5%
VWIV66.4%58.2%78.8%72.8%65.7%
Skew 25d-5.1%-12.0%-1.0%-2.9%-4.7%
Skew 10d-14.6%-35.9%-5.0%-8.6%-14.3%
Call IV 25d69.5%60.7%85.5%77.3%68.6%
Put IV 25d64.3%56.1%74.3%74.3%63.9%
Bid-Ask Spread %15.058.7121.6616.8510.36
Gamma HHI0.100.050.330.100.08
Net GEX897.7K-6.2M12.8M-3.3M-1.9M
Net DEX110.0M-118.1M239.1M144.6M144.0M
Net VEX-1.2M-1.4M-1.0M-1.4M-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.271.020.600.54
Total Volume80,513.71447,302160,642120,72658,793
Total OI413,973.81327,591502,353452,342408,242

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$44.56$50.0073.7%20.3%95.6%0.0%72.8%-2.9%1.4%-3.3M144.6M-1.4M0.6016.85N/AN/A75,39645,330250,016202,326
2021-09-02$44.48$45.0071.0%20.9%92.7%0.0%74.4%-2.4%2.0%-3.1M158.1M-1.4M1.0218.42N/AN/A27,75728,361266,205216,760
2021-09-03$43.50$45.0070.0%20.5%90.0%0.0%74.2%-2.4%2.3%-6.2M223.7M-1.4M0.9020.26N/AN/A35,76332,214281,560220,793
2021-09-07$42.03$45.0071.7%20.8%87.8%0.0%73.5%-3.5%1.4%-1.6M156.5M-1.3M0.8121.66N/AN/A39,72032,181227,546157,345
2021-09-08$40.13$45.0063.8%18.6%86.3%0.0%66.9%-2.5%1.5%-3.9M239.1M-1.1M0.9721.43N/AN/A57,52055,848236,254165,424
2021-09-09$41.38$45.0063.2%17.9%86.3%0.0%65.5%-1.0%-0.7%-4.8M208.0M-1.2M0.4715.64N/AN/A57,68627,080249,279176,119
2021-09-10$41.18$42.0058.5%16.9%84.0%0.0%60.4%-1.8%0.8%-2.1M182.4M-1.1M0.6514.21N/AN/A61,01639,851273,636190,954
2021-09-13$40.33$42.0062.5%18.0%80.2%0.0%64.9%-2.2%1.8%-998.3K169.0M-1.2M0.5813.54N/AN/A32,17518,733249,107161,081
2021-09-14$39.90$43.0060.8%17.5%76.3%0.0%62.4%-4.3%-0.1%-1.5M222.2M-1.0M0.6915.91N/AN/A39,70027,354262,938169,172
2021-09-15$41.83$42.0059.7%17.1%78.8%0.0%60.4%-3.9%-0.4%3.6M125.8M-1.1M0.3716.34N/AN/A70,17625,660271,906174,230
2021-09-16$41.93$42.0059.1%16.9%73.3%0.0%59.6%-3.6%0.1%3.8M117.1M-1.2M0.5819.63N/AN/A43,58425,353281,109182,855
2021-09-17$42.57$42.0057.0%16.4%60.2%0.0%58.6%-4.7%-0.7%5.3M119.6M-1.1M0.6215.02N/AN/A38,93624,273291,519187,973
2021-09-20$40.44$42.0060.1%17.4%61.7%0.0%61.6%-4.2%0.4%177.1K115.8M-1.2M0.5911.04N/AN/A35,74821,033198,586129,005
2021-09-21$42.19$42.0057.9%16.4%58.4%0.0%58.2%-5.3%-0.8%1.9M75.7M-1.2M0.4014.33N/AN/A45,46618,035207,208133,042
2021-09-22$45.81$42.0070.1%20.1%60.3%0.0%70.1%-12.0%-2.7%5.3M-86.4M-1.3M0.2713.65N/AN/A120,64132,610214,584139,135
2021-09-23$45.99$42.0076.5%21.5%60.4%0.0%78.8%-12.0%2.2%6.7M-118.1M-1.3M0.318.71N/AN/A122,45138,191226,482146,086
2021-09-24$45.00$44.0068.1%19.1%59.4%0.0%69.5%-11.3%1.1%12.8M-21.1M-1.3M0.6111.09N/AN/A46,80828,750238,648160,139
2021-09-27$44.93$45.0062.7%17.9%59.4%0.0%65.3%-6.3%1.6%4.3M12.9M-1.3M0.3912.39N/AN/A35,81413,815222,972144,002
2021-09-28$44.44$45.0066.2%18.5%51.7%0.0%67.5%-8.7%1.3%3.4M30.8M-1.3M0.4412.77N/AN/A44,23219,432231,176151,785
2021-09-29$43.31$45.0064.1%17.8%52.3%0.0%64.6%-7.4%1.3%785.4K89.8M-1.3M0.4412.84N/AN/A32,89314,409239,186157,065
2021-09-30$42.17$45.0065.1%18.2%52.6%0.0%65.7%-4.7%6.5%-1.9M144.0M-1.2M0.5410.36N/AN/A38,10520,688246,582161,660