HOOD Options History — October 2021

In October 2021, HOOD traded between $34.94 and $42.32. ATM implied volatility averaged 63.7%. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 20.4% (HV 20d: 43.3%). Max pain ranged from $39.00 to $45.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2021-10-27: Highest Volume — 400,542 contracts
  • 2021-10-27: Largest IV drop — 28.7% change
  • 2021-10-26: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.24$34.94$42.32$41.94$34.94
Max Pain$41.67$39.00$45.00$45.00$39.00
ATM IV63.7%56.1%79.9%61.0%57.6%
Expected Move18.4%15.5%23.8%17.6%15.7%
HV 20d43.3%27.2%52.6%52.6%46.5%
HV 60d64.8%62.5%67.3%67.3%64.5%
Term Structure1.2%-4.6%9.8%3.9%9.8%
VWIV67.1%56.0%86.7%63.8%59.6%
Skew 25d-7.5%-14.4%3.3%-6.0%-4.5%
Skew 10d-17.6%-30.1%-8.7%-18.6%-18.2%
Call IV 25d68.2%59.2%86.8%65.1%59.2%
Put IV 25d60.7%53.1%75.8%59.1%54.7%
Bid-Ask Spread %18.592.5228.1915.886.09
Gamma HHI0.140.060.590.130.59
Net GEX2.1M-7.4M23.3M-4.5M23.3M
Net DEX176.7M27.7M439.1M173.5M413.3M
Net VEX-1.4M-1.9M-1.2M-1.2M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.301.401.400.65
Total Volume119,624.52453,720400,54255,175152,836
Total OI509,970.095380,599822,489416,482822,489

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$41.94$45.0061.0%17.6%52.6%0.0%63.8%-6.0%3.9%-4.5M173.5M-1.2M1.4015.88N/AN/A23,02432,151250,671165,811
2021-10-04$41.00$45.0063.3%19.4%52.6%0.0%67.7%-7.3%5.0%-2.2M167.5M-1.2M0.9821.48N/AN/A27,92427,459228,324152,275
2021-10-05$42.00$45.0061.4%19.0%52.1%0.0%67.7%-5.7%3.2%-3.2M129.5M-1.2M0.4923.59N/AN/A46,87222,892233,794166,831
2021-10-06$41.99$43.0062.6%18.8%49.1%0.0%68.1%-13.4%6.3%-1.5M127.4M-1.2M0.3025.23N/AN/A46,93714,229244,263174,039
2021-10-07$41.78$42.0062.6%19.2%48.0%0.0%70.2%-7.7%2.8%-556.7K127.6M-1.3M0.6027.70N/AN/A33,59820,175263,319183,530
2021-10-08$41.52$41.0057.3%17.9%48.0%0.0%67.5%-6.9%3.5%-404.9K156.3M-1.3M0.7224.23N/AN/A31,14922,571276,257188,265
2021-10-11$42.32$41.0058.9%18.1%47.8%0.0%66.5%-3.8%3.5%4.3M62.8M-1.2M0.7526.70N/AN/A53,35440,015249,661166,261
2021-10-12$40.69$42.0072.1%18.0%49.8%0.0%65.7%-14.0%-4.6%-2.6M149.3M-1.3M0.6125.99N/AN/A52,68132,332257,498174,006
2021-10-13$40.36$42.0062.0%17.2%46.8%0.0%63.3%-8.4%-0.7%-4.6M200.3M-1.3M0.9121.28N/AN/A50,07645,446269,140193,663
2021-10-14$40.92$41.0060.0%17.3%47.1%0.0%60.6%-4.9%-1.2%841.2K165.1M-1.2M0.8615.14N/AN/A52,78945,659288,863208,948
2021-10-15$41.02$41.0061.5%17.3%46.8%0.0%61.9%-8.6%-2.8%20.2M172.7M-1.2M0.7925.46N/AN/A49,03438,599304,141226,758
2021-10-18$40.64$41.0059.2%16.8%43.1%0.0%61.7%-5.8%-1.3%247.1K138.1M-1.3M0.5628.19N/AN/A66,78637,092228,220173,270
2021-10-19$41.58$41.0062.8%17.8%41.1%0.0%64.2%-5.9%-1.9%2.1M105.1M-1.3M0.6122.73N/AN/A67,79041,336241,939186,189
2021-10-20$41.88$41.0067.3%19.3%27.3%0.0%68.5%-6.3%-4.1%11.5M27.7M-1.5M0.4423.77N/AN/A89,28039,098290,818225,988
2021-10-21$41.36$41.0070.0%20.1%27.2%0.0%75.4%-11.5%-1.8%8.7M78.1M-1.7M0.4910.16N/AN/A84,17441,193311,160244,293
2021-10-22$39.71$41.0066.0%19.0%29.5%0.0%70.5%-10.2%-0.9%-3.0M264.8M-1.6M0.5411.85N/AN/A83,83345,112319,803254,517
2021-10-25$39.00$41.0078.5%22.6%29.7%0.0%82.0%-14.4%2.6%-2.3M164.2M-1.8M0.4813.23N/AN/A124,52659,402295,187225,335
2021-10-26$39.45$41.0079.9%23.8%30.4%0.0%86.7%-9.0%-0.8%2.5M75.2M-1.9M0.5614.88N/AN/A96,94754,665348,722252,228
2021-10-27$35.44$41.0057.0%15.7%46.8%0.0%60.8%3.3%2.3%-7.4M439.1M-1.5M0.642.52N/AN/A244,074156,468384,934273,514
2021-10-28$35.48$40.0056.1%15.5%46.5%0.0%56.0%-6.9%3.2%1.9M372.5M-1.7M0.574.39N/AN/A139,13779,400453,601310,847
2021-10-29$34.94$39.0057.6%15.7%46.5%0.0%59.6%-4.5%9.8%23.3M413.3M-1.7M0.656.09N/AN/A92,38460,452498,002324,487