HOOD Options History — December 2021 In December 2021, HOOD traded between $17.13 and $24.28. ATM implied volatility averaged 96.2%. The 30-day expected move averaged 27.6%. IV traded above realized volatility by 30.1% (HV 20d: 66.1%). Max pain ranged from $24.00 to $35.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2021-12-01 : Highest Volume — 220,502 contracts2021-12-03 : Largest IV spike — 11.5% change2021-12-03 : Largest Expected Move — 33.6%Monthly Statistics Metric Avg Min Max Open Close Price $19.95 $17.13 $24.28 $24.28 $17.80 Max Pain $27.23 $24.00 $35.00 $35.00 $24.00 ATM IV 96.2% 79.7% 114.3% 100.1% 82.4% Expected Move 27.6% 22.0% 33.6% 30.8% 22.0% HV 20d 66.1% 45.9% 79.3% 55.7% 79.2% HV 60d 56.6% 50.9% 60.8% 51.5% 60.7% Term Structure 1.0% -3.1% 6.5% 4.2% 6.5% VWIV 99.6% 79.5% 118.5% 114.0% 79.5% Skew 25d 0.4% -5.8% 6.8% -5.8% -3.4% Skew 10d -1.2% -19.5% 25.8% -19.5% -10.9% Call IV 25d 98.0% 80.8% 113.8% 109.3% 85.6% Put IV 25d 98.5% 80.0% 115.6% 103.5% 82.2% Bid-Ask Spread % 5.97 2.27 17.00 15.38 4.53 Gamma HHI 0.09 0.05 0.36 0.06 0.05 Net GEX 2.1M -382.8K 7.1M -173.9K 1.5M Net DEX 133.5M 34.5M 260.6M 221.7M 78.3M Net VEX -1.5M -1.7M -1.2M -1.5M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.20 0.79 0.62 0.44 Total Volume 115,851.727 70,783 220,502 220,502 99,274 Total OI 767,946.727 648,128 922,222 648,128 774,625
Daily Data (22 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 2021-12-01 $24.28 $35.00 100.1% 30.8% 55.7% 0.0% 114.0% -5.8% 4.2% -173.9K 221.7M -1.5M 0.62 15.38 N/A N/A 136,229 84,273 413,546 234,582 2021-12-02 $24.11 $35.00 102.5% 30.1% 45.9% 0.0% 109.3% -0.8% 1.6% 364.0K 204.9M -1.6M 0.43 17.00 N/A N/A 76,817 32,877 478,458 257,552 2021-12-03 $21.67 $35.00 114.3% 33.6% 54.3% 0.0% 118.5% 1.8% -0.4% 68.4K 260.6M -1.4M 0.79 14.06 N/A N/A 81,425 64,452 502,903 261,300 2021-12-06 $21.88 $30.00 103.0% 31.2% 55.1% 0.0% 110.3% 6.8% 1.5% 1.6M 182.9M -1.5M 0.40 10.29 N/A N/A 72,829 29,119 473,784 230,032 2021-12-07 $22.62 $30.00 93.6% 28.0% 56.3% 0.0% 100.6% 5.1% 4.2% 2.6M 160.6M -1.6M 0.30 4.52 N/A N/A 67,398 20,357 497,321 234,749 2021-12-08 $23.31 $30.00 95.2% 28.1% 59.6% 0.0% 98.6% 3.4% -1.8% 3.8M 128.6M -1.7M 0.20 4.49 N/A N/A 109,677 21,632 517,109 237,745 2021-12-09 $21.93 $29.00 98.9% 28.9% 59.4% 0.0% 101.6% 0.2% -1.7% 3.9M 146.4M -1.6M 0.47 4.27 N/A N/A 70,354 33,288 567,926 243,429 2021-12-10 $20.04 $27.00 101.3% 28.8% 63.6% 0.0% 101.7% 2.9% -0.0% -382.8K 209.5M -1.4M 0.53 3.37 N/A N/A 99,705 53,021 586,860 249,181 2021-12-13 $19.68 $25.00 100.0% 28.8% 60.9% 0.0% 103.7% 3.6% -0.9% 1.9M 185.4M -1.4M 0.51 4.13 N/A N/A 66,765 34,319 569,515 247,335 2021-12-14 $19.23 $25.00 101.2% 29.3% 60.2% 0.0% 102.8% 2.3% -1.4% 1.6M 189.5M -1.4M 0.43 4.34 N/A N/A 71,815 30,979 584,698 253,013 2021-12-15 $19.71 $25.00 103.8% 28.9% 63.2% 0.0% 105.1% 1.5% -3.1% 2.5M 156.3M -1.5M 0.35 8.31 N/A N/A 97,222 33,758 605,022 258,161 2021-12-16 $18.11 $25.00 108.0% 30.9% 66.4% 0.0% 110.0% -0.2% -0.2% 1.6M 167.3M -1.4M 0.47 3.61 N/A N/A 89,459 42,476 632,968 257,728 2021-12-17 $19.07 $25.00 102.6% 29.0% 70.0% 0.0% 105.4% -0.7% -2.1% 4.1M 133.1M -1.5M 0.65 3.46 N/A N/A 95,503 62,415 655,816 266,406 2021-12-20 $17.94 $25.00 101.8% 28.9% 70.5% 0.0% 105.5% -1.9% -0.9% 1.7M 68.4M -1.4M 0.45 3.16 N/A N/A 63,821 28,811 491,017 203,556 2021-12-21 $18.85 $25.00 90.6% 25.9% 75.0% 0.0% 94.9% 2.1% 2.9% 2.9M 49.0M -1.5M 0.34 2.56 N/A N/A 56,658 19,533 510,961 208,295 2021-12-22 $18.42 $25.00 88.9% 25.5% 74.9% 0.0% 91.5% -1.2% 3.0% 2.5M 66.4M -1.4M 0.34 2.69 N/A N/A 62,825 21,451 522,460 211,053 2021-12-23 $18.94 $25.00 85.8% 24.5% 76.3% 0.0% 91.1% 0.5% 2.6% 7.1M 34.5M -1.5M 0.46 2.27 N/A N/A 76,741 35,230 533,376 214,752 2021-12-27 $18.45 $25.00 90.2% 25.1% 75.9% 0.0% 91.8% -0.2% 2.9% 1.9M 60.4M -1.4M 0.42 3.98 N/A N/A 49,800 20,983 488,377 202,786 2021-12-28 $17.56 $25.00 87.2% 24.4% 76.2% 0.0% 89.4% -2.5% 3.8% 982.6K 89.4M -1.3M 0.31 6.41 N/A N/A 68,230 21,245 503,145 209,757 2021-12-29 $17.13 $25.00 79.7% 22.0% 76.1% 0.0% 82.7% -0.8% 1.4% 677.2K 100.9M -1.2M 0.41 6.05 N/A N/A 76,960 31,752 523,373 213,528 2021-12-30 $18.19 $24.00 86.4% 23.3% 79.3% 0.0% 83.9% -3.0% 0.2% 3.2M 42.7M -1.4M 0.41 2.45 N/A N/A 97,271 39,989 544,842 221,786 2021-12-31 $17.80 $24.00 82.4% 22.0% 79.2% 0.0% 79.5% -3.4% 6.5% 1.5M 78.3M -1.3M 0.44 4.53 N/A N/A 68,749 30,525 548,595 226,030
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