HOOD Options History — January 2022

In January 2022, HOOD traded between $11.66 and $18.41. ATM implied volatility averaged 102.2%. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 31.3% (HV 20d: 70.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.67.

Notable Days

  • 2022-01-28: Highest Volume — 692,586 contracts
  • 2022-01-28: Largest IV drop — 17.6% change
  • 2022-01-27: Largest Expected Move — 41.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.71$11.66$18.41$18.41$13.93
Max Pain$20.65$20.00$25.00$23.00$20.00
ATM IV102.2%80.4%131.6%80.4%97.3%
Expected Move29.7%20.9%41.4%20.9%29.4%
HV 20d70.9%62.7%81.5%73.2%81.5%
HV 60d64.9%61.5%69.9%61.5%69.9%
Term Structure-2.2%-11.0%6.9%6.9%-2.2%
VWIV106.7%75.0%150.4%75.0%105.8%
Skew 25d1.8%-6.4%14.2%-2.9%8.8%
Skew 10d3.2%-17.3%32.5%-7.5%14.4%
Call IV 25d103.4%80.8%130.0%80.8%96.0%
Put IV 25d105.3%77.9%142.9%77.9%104.8%
Bid-Ask Spread %2.451.605.682.492.68
Gamma HHI0.070.050.190.060.05
Net GEX1.5M-612.8K5.1M2.2M964.3K
Net DEX103.9M40.6M181.1M46.7M64.2M
Net VEX-1.5M-1.8M-1.3M-1.4M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.361.490.360.71
Total Volume199,627.15105,589692,586174,728324,979
Total OI962,785.45701,1281,102,526701,1281,047,024

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$18.41$23.0080.4%20.9%73.2%0.0%75.0%-2.9%6.9%2.2M46.7M-1.4M0.362.49N/AN/A128,44446,284486,188214,940
2022-01-04$17.47$23.0084.6%22.5%74.5%0.0%82.8%-6.4%5.6%1.6M67.4M-1.4M0.412.08N/AN/A135,09255,969536,693228,630
2022-01-05$16.03$22.0088.1%23.6%77.0%0.0%87.7%-1.6%0.1%793.4K104.4M-1.3M0.395.68N/AN/A143,72655,991582,252248,188
2022-01-06$15.61$25.0092.5%26.5%75.0%0.0%97.0%-6.2%-0.7%1.3M111.5M-1.4M0.432.15N/AN/A195,20283,318631,382270,917
2022-01-07$15.95$20.0094.2%27.7%74.7%0.0%99.5%-4.9%0.7%5.1M84.5M-1.6M0.373.67N/AN/A119,57344,002700,875303,068
2022-01-10$15.39$20.0099.9%28.3%69.9%0.0%102.7%-3.2%-0.0%2.0M99.2M-1.6M0.412.23N/AN/A94,11139,000641,915287,616
2022-01-11$16.45$20.0095.0%27.4%75.4%0.0%97.5%-1.8%2.1%3.7M40.6M-1.8M0.412.31N/AN/A128,27252,219668,390297,100
2022-01-12$16.34$20.0093.7%26.7%75.2%0.0%94.6%-0.1%-0.2%3.5M57.4M-1.8M0.532.22N/AN/A83,24844,146691,440313,331
2022-01-13$15.35$20.0095.3%27.4%76.5%0.0%97.4%-2.5%0.3%1.8M119.0M-1.6M0.751.61N/AN/A63,68247,979711,054327,165
2022-01-14$15.22$20.0099.6%27.9%71.6%0.0%99.4%-0.0%-3.9%1.7M127.8M-1.6M0.711.60N/AN/A85,60260,732723,936338,866
2022-01-18$14.40$20.00103.8%29.6%69.7%0.0%108.9%-0.7%-11.0%551.7K149.8M-1.5M0.401.81N/AN/A107,04442,783677,335328,073
2022-01-19$14.00$20.00102.0%29.2%67.7%0.0%102.9%0.9%-4.7%713.2K155.8M-1.5M0.701.72N/AN/A70,79749,890713,983338,843
2022-01-20$13.77$20.00101.4%29.3%63.6%0.0%104.9%1.2%-4.8%472.8K165.0M-1.5M0.461.76N/AN/A85,02839,047737,574355,828
2022-01-21$13.09$20.00110.8%32.3%64.8%0.0%115.2%3.4%-5.2%-612.8K181.1M-1.5M0.722.09N/AN/A86,11261,794739,584362,942
2022-01-24$12.96$20.00126.9%39.0%62.7%0.0%138.8%11.5%-5.2%803.4K93.4M-1.5M1.492.40N/AN/A83,610124,769550,056295,919
2022-01-25$13.19$20.00122.2%36.6%63.9%0.0%128.6%8.6%-4.6%880.2K81.8M-1.5M0.872.30N/AN/A56,48049,109566,798325,077
2022-01-26$12.46$20.00116.7%35.1%64.5%0.0%124.8%5.7%-4.2%554.3K106.1M-1.4M0.732.36N/AN/A80,07258,537588,133344,569
2022-01-27$11.66$20.00131.6%41.4%66.8%0.0%150.4%12.9%-9.2%331.0K118.8M-1.3M1.312.98N/AN/A118,551154,763613,629369,476
2022-01-28$12.58$20.00108.4%33.2%69.5%0.0%120.6%14.2%-3.7%950.6K103.7M-1.4M1.232.84N/AN/A311,242381,344660,720436,200
2022-01-31$13.93$20.0097.3%29.4%81.5%0.0%105.8%8.8%-2.2%964.3K64.2M-1.7M0.712.68N/AN/A189,682135,297605,659441,365