HOOD Options History — February 2022

In February 2022, HOOD traded between $10.90 and $15.15. ATM implied volatility averaged 93.3%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 8.5% (HV 20d: 84.7%). Max pain ranged from $16.00 to $20.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.83.

Notable Days

2022-02-04: Highest Volume — 208,163 contracts
2022-02-17: Largest IV spike — 9.7% change
2022-02-24: Highest IV Rank — 65.7%
2022-02-24: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.02	$10.90	$15.15	$14.64	$11.78
Max Pain	$18.74	$16.00	$20.00	$20.00	$16.00
ATM IV	93.3%	83.6%	103.4%	90.5%	97.8%
Expected Move	26.9%	24.1%	29.9%	26.8%	27.6%
HV 20d	84.7%	78.3%	88.8%	82.9%	81.3%
HV 60d	74.5%	71.1%	76.8%	71.1%	76.2%
IV Rank	53.2%	41.7%	65.7%	51.3%	58.9%
IV Percentile	69.5%	51.1%	90.5%	65.9%	76.3%
Term Structure	0.0%	-2.3%	2.4%	1.1%	-1.0%
VWIV	95.0%	84.8%	105.6%	95.3%	97.1%
Skew 25d	7.0%	3.1%	11.7%	8.9%	8.1%
Skew 10d	12.6%	5.6%	17.5%	14.7%	17.5%
Call IV 25d	91.9%	79.3%	104.4%	88.9%	96.6%
Put IV 25d	98.9%	87.9%	110.2%	97.8%	104.7%
Bid-Ask Spread %	3.46	2.35	6.75	2.69	3.15
Gamma HHI	0.06	0.05	0.21	0.07	0.05
Net GEX	789.6K	-956.5K	2.8M	2.8M	778.3K
Net DEX	85.6M	-35.5M	170.2M	6.6M	65.5M
Net VEX	-1.7M	-2.0M	-1.4M	-1.9M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.39	1.45	0.90	0.48
Total Volume	110,840.842	53,064	208,163	174,541	64,707
Total OI	1,103,101.684	869,029	1,241,201	1,139,276	878,237

Daily Data (19 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
2022-02-01	$14.64	$20.00	90.5%	26.8%	82.9%	0.0%	95.3%	8.9%	1.1%	2.8M	6.6M	-1.9M	0.90	2.69	N/A	N/A	92,099	82,442	674,651	464,625
2022-02-02	$13.93	$20.00	94.8%	28.2%	82.7%	0.0%	100.5%	7.0%	0.8%	1.7M	60.2M	-1.8M	0.85	2.35	N/A	N/A	84,407	71,334	689,679	477,858
2022-02-03	$14.15	$19.00	98.0%	27.4%	78.3%	0.0%	95.7%	9.6%	-2.0%	2.0M	50.4M	-1.9M	1.45	6.75	N/A	N/A	69,235	100,351	707,490	494,113
2022-02-04	$15.15	$19.00	92.2%	26.6%	82.2%	0.0%	97.2%	8.7%	-1.2%	2.0M	-35.5M	-2.0M	0.89	3.66	N/A	N/A	109,858	98,305	725,675	515,526
2022-02-07	$13.84	$20.00	93.5%	27.1%	87.5%	0.0%	94.3%	7.2%	0.8%	918.5K	87.0M	-1.8M	0.81	3.26	N/A	N/A	64,462	52,410	670,926	434,670
2022-02-08	$13.30	$19.00	91.5%	26.6%	87.6%	51.3%	93.5%	7.3%	2.1%	350.7K	111.8M	-1.7M	0.93	3.32	N/A	N/A	62,995	58,588	685,801	446,106
2022-02-09	$13.91	$18.00	88.3%	25.2%	85.5%	47.4%	88.8%	5.9%	-0.4%	1.3M	79.5M	-1.9M	0.39	2.96	N/A	N/A	83,019	32,069	712,324	461,366
2022-02-10	$13.47	$18.00	88.4%	25.5%	85.9%	47.5%	88.7%	3.1%	0.1%	557.7K	104.1M	-1.9M	0.76	4.21	N/A	N/A	66,706	50,446	730,099	469,117
2022-02-11	$13.29	$18.00	91.1%	26.4%	83.7%	50.8%	92.1%	6.7%	2.4%	425.0K	121.4M	-1.8M	1.06	2.91	N/A	N/A	48,690	51,711	739,274	480,169
2022-02-14	$13.37	$17.00	90.0%	26.0%	83.8%	49.4%	87.5%	8.6%	-0.7%	430.1K	111.7M	-1.8M	0.76	3.06	N/A	N/A	77,601	58,770	690,848	440,255
2022-02-15	$13.56	$20.00	83.6%	24.1%	82.0%	41.7%	87.5%	11.7%	1.7%	699.5K	105.3M	-1.8M	0.74	2.88	N/A	N/A	41,681	31,014	702,366	451,326
2022-02-16	$13.49	$20.00	84.3%	24.2%	81.5%	42.4%	84.8%	6.3%	0.8%	734.2K	107.9M	-1.8M	0.48	3.32	N/A	N/A	61,520	29,568	712,423	457,477
2022-02-17	$12.28	$20.00	92.4%	26.5%	87.7%	52.3%	92.9%	5.4%	0.3%	-507.1K	155.4M	-1.7M	0.93	3.29	N/A	N/A	51,463	47,887	727,780	464,010
2022-02-18	$11.87	$20.00	93.2%	26.8%	86.8%	53.3%	94.9%	6.3%	-1.1%	-956.5K	170.2M	-1.6M	0.77	4.13	N/A	N/A	47,405	36,721	741,707	472,608
2022-02-22	$11.40	$20.00	101.2%	29.0%	87.7%	63.0%	104.4%	6.1%	-2.3%	218.1K	83.9M	-1.5M	0.67	3.41	N/A	N/A	54,250	36,190	524,816	344,213
2022-02-23	$10.90	$18.00	102.5%	29.5%	88.2%	64.6%	105.2%	4.4%	-1.7%	154.4K	94.8M	-1.4M	1.28	3.32	N/A	N/A	23,269	29,795	549,780	356,558
2022-02-24	$11.46	$18.00	103.4%	29.9%	88.8%	65.7%	105.6%	5.8%	0.8%	508.8K	77.1M	-1.5M	0.86	4.04	N/A	N/A	43,274	37,238	555,917	368,394
2022-02-25	$11.60	$16.00	95.7%	27.5%	85.8%	56.4%	98.0%	5.6%	-0.1%	835.1K	69.8M	-1.6M	0.73	2.97	N/A	N/A	31,557	22,939	567,093	373,655
2022-02-28	$11.78	$16.00	97.8%	27.6%	81.3%	58.9%	97.1%	8.1%	-1.0%	778.3K	65.5M	-1.5M	0.48	3.15	N/A	N/A	43,838	20,869	530,672	347,565