HOOD Options History — November 2021

Name: HOOD Options Analytics - November 2021
Creator: Options Analysis Suite

In November 2021, HOOD traded between $25.94 and $37.86. ATM implied volatility averaged 64.4%. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 9.9% (HV 20d: 54.5%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.56.

Notable Days

2021-11-03: Highest Volume — 288,742 contracts
2021-11-10: Largest IV spike — 23.5% change
2021-11-30: Largest Expected Move — 27.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.56	$25.94	$37.86	$34.68	$25.94
Max Pain	$38.26	$37.00	$40.00	$38.50	$37.00
ATM IV	64.4%	49.4%	85.8%	51.3%	85.8%
Expected Move	18.4%	14.1%	27.3%	14.8%	27.3%
HV 20d	54.5%	44.7%	61.8%	46.2%	52.9%
HV 60d	56.0%	49.6%	64.7%	63.9%	50.4%
Term Structure	-0.9%	-6.7%	3.1%	-1.5%	3.1%
VWIV	68.5%	48.3%	100.2%	55.0%	100.2%
Skew 25d	-10.0%	-49.1%	-3.0%	-8.7%	-7.7%
Skew 10d	-17.0%	-33.4%	20.4%	-20.3%	-21.8%
Call IV 25d	74.1%	57.2%	130.5%	63.4%	92.5%
Put IV 25d	64.1%	49.9%	84.8%	54.6%	84.8%
Bid-Ask Spread %	22.87	3.58	40.24	6.46	32.09
Gamma HHI	0.08	0.05	0.17	0.09	0.06
Net GEX	3.4M	-3.6M	15.2M	2.8M	64.5K
Net DEX	208.5M	-25.8M	383.8M	249.9M	208.3M
Net VEX	-1.8M	-2.0M	-1.5M	-1.8M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.25	0.91	0.41	0.65
Total Volume	114,950.619	48,200	288,742	118,546	103,471
Total OI	685,576.571	563,876	761,372	658,040	621,841

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
2021-11-01	$34.68	$38.50	51.3%	14.8%	46.2%	0.0%	55.0%	-8.7%	-1.5%	2.8M	249.9M	-1.8M	0.41	6.46	N/A	N/A	84,152	34,394	396,458	261,582
2021-11-02	$34.65	$38.00	54.2%	14.1%	44.7%	0.0%	52.9%	-9.3%	-0.7%	5.1M	236.2M	-1.9M	0.40	11.73	N/A	N/A	58,868	23,539	423,954	273,430
2021-11-03	$37.08	$38.00	59.1%	15.8%	52.5%	0.0%	52.4%	-11.2%	2.4%	13.2M	-25.8M	-1.8M	0.25	6.00	N/A	N/A	230,224	58,518	433,821	277,114
2021-11-04	$37.03	$40.00	54.6%	14.6%	52.5%	0.0%	53.4%	-8.3%	-1.9%	15.2M	90.1M	-1.6M	0.27	4.89	N/A	N/A	114,088	31,075	438,614	291,795
2021-11-05	$36.98	$40.00	53.1%	15.3%	52.5%	0.0%	48.3%	-3.0%	-1.3%	9.4M	132.6M	-1.7M	0.48	4.91	N/A	N/A	85,278	40,915	457,506	292,804
2021-11-08	$37.86	$40.00	55.2%	15.2%	52.8%	0.0%	55.2%	-5.9%	-0.4%	13.3M	12.1M	-1.8M	0.29	3.58	N/A	N/A	113,888	32,810	426,918	258,705
2021-11-09	$36.62	$39.00	49.4%	15.0%	52.4%	0.0%	56.0%	-6.0%	-2.4%	8.3M	133.8M	-1.9M	0.60	12.78	N/A	N/A	63,471	37,995	450,268	265,778
2021-11-10	$34.37	$40.00	61.0%	16.2%	56.3%	0.0%	60.4%	-8.0%	-5.5%	27.2K	297.0M	-2.0M	0.64	31.63	N/A	N/A	89,600	57,002	451,731	275,931
2021-11-11	$34.21	$39.00	57.2%	15.9%	55.7%	0.0%	60.4%	-7.9%	-2.7%	-3.6M	310.3M	-2.0M	0.52	30.69	N/A	N/A	53,871	27,775	465,335	290,168
2021-11-12	$35.03	$39.00	53.4%	15.6%	56.8%	0.0%	59.5%	-19.8%	0.9%	2.6M	252.6M	-1.9M	0.85	30.42	N/A	N/A	66,611	56,706	471,924	289,448
2021-11-15	$34.90	$38.00	54.1%	15.4%	56.8%	0.0%	57.4%	-3.5%	-2.6%	1.7M	209.7M	-1.9M	0.66	33.08	N/A	N/A	40,188	26,352	428,860	257,699
2021-11-16	$33.81	$38.00	57.1%	16.3%	56.2%	0.0%	60.2%	-8.2%	1.3%	-796.1K	266.1M	-1.9M	0.77	28.16	N/A	N/A	53,490	41,018	441,912	264,952
2021-11-17	$32.92	$38.00	58.3%	16.7%	56.1%	0.0%	63.8%	-7.1%	0.3%	-1.2M	279.1M	-1.9M	0.54	40.24	N/A	N/A	42,199	22,712	455,913	271,264
2021-11-18	$30.50	$38.00	66.7%	19.2%	60.6%	0.0%	74.6%	-7.7%	-6.7%	-1.8M	383.8M	-1.8M	0.56	38.99	N/A	N/A	85,800	48,179	461,546	273,568
2021-11-19	$28.94	$38.00	75.9%	21.9%	61.4%	0.0%	82.7%	-9.8%	-1.4%	-364.7K	380.8M	-1.7M	0.71	28.33	N/A	N/A	81,403	57,425	482,915	269,470
2021-11-22	$27.94	$37.00	79.1%	22.5%	61.8%	0.0%	87.2%	-10.5%	-4.8%	805.8K	200.2M	-1.7M	0.46	23.68	N/A	N/A	67,022	30,623	360,422	203,454
2021-11-23	$27.74	$37.00	79.7%	23.7%	61.0%	0.0%	90.3%	-49.1%	-0.9%	810.9K	202.1M	-1.7M	0.70	27.05	N/A	N/A	56,188	39,591	379,763	207,996
2021-11-24	$27.88	$37.00	81.3%	23.3%	51.4%	0.0%	88.5%	-6.7%	2.0%	1.8M	179.1M	-1.7M	0.41	22.63	N/A	N/A	64,172	26,239	391,976	216,880
2021-11-26	$27.95	$37.00	81.9%	23.5%	51.4%	0.0%	87.3%	-3.4%	2.4%	2.5M	187.0M	-1.7M	0.60	32.61	N/A	N/A	30,060	18,140	416,993	221,424
2021-11-29	$26.78	$37.00	84.4%	24.6%	52.6%	0.0%	93.1%	-8.7%	2.3%	974.2K	192.5M	-1.5M	0.91	30.27	N/A	N/A	62,161	56,750	371,802	203,174
2021-11-30	$25.94	$37.00	85.8%	27.3%	52.9%	0.0%	100.2%	-7.7%	3.1%	64.5K	208.3M	-1.5M	0.65	32.09	N/A	N/A	62,886	40,585	390,343	231,498