HOOD Options History — March 2022

In March 2022, HOOD traded between $10.62 and $16.17. ATM implied volatility averaged 91.4%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 13.9% (HV 20d: 77.5%). Max pain ranged from $14.00 to $20.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.59.

Notable Days

2022-03-29: Highest Volume — 720,275 contracts
2022-03-29: Largest IV spike — 22.6% change
2022-03-07: Highest IV Rank — 66.8%
2022-03-07: Largest Expected Move — 31.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.52	$10.62	$16.17	$11.72	$13.62
Max Pain	$17.70	$14.00	$20.00	$15.00	$20.00
ATM IV	91.4%	77.3%	104.3%	101.2%	92.6%
Expected Move	26.8%	23.3%	31.1%	28.2%	26.0%
HV 20d	77.5%	57.1%	124.5%	71.1%	124.5%
HV 60d	77.7%	72.3%	94.1%	76.2%	94.1%
IV Rank	51.1%	34.0%	66.8%	63.0%	52.6%
IV Percentile	62.7%	36.1%	93.1%	83.6%	63.6%
Term Structure	1.3%	-7.4%	8.3%	-2.2%	3.9%
VWIV	95.4%	82.9%	107.7%	99.3%	98.0%
Skew 25d	6.8%	-9.3%	13.2%	12.3%	-9.3%
Skew 10d	12.2%	-21.6%	24.7%	20.3%	-21.6%
Call IV 25d	90.5%	74.3%	111.8%	95.4%	100.8%
Put IV 25d	97.3%	80.7%	111.4%	107.7%	91.4%
Bid-Ask Spread %	4.73	3.05	7.87	3.76	4.52
Gamma HHI	0.08	0.05	0.13	0.05	0.07
Net GEX	2.1M	-163.2K	4.5M	1.0M	2.8M
Net DEX	16.0M	-235.1M	111.6M	62.7M	-24.5M
Net VEX	-1.7M	-2.2M	-1.4M	-1.6M	-2.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.19	1.06	0.60	0.39
Total Volume	126,854.391	43,875	720,275	59,442	223,565
Total OI	978,572.391	888,613	1,104,471	907,498	1,104,471

Daily Data (23 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
2022-03-01	$11.72	$15.00	101.2%	28.2%	71.1%	63.0%	99.3%	12.3%	-2.2%	1.0M	62.7M	-1.6M	0.60	3.76	N/A	N/A	37,161	22,281	552,364	355,134
2022-03-02	$11.53	$14.00	97.5%	27.7%	67.7%	58.5%	100.1%	11.3%	-0.8%	916.0K	71.4M	-1.5M	0.63	3.05	N/A	N/A	44,642	28,143	569,899	361,924
2022-03-03	$11.30	$14.00	97.3%	28.7%	66.3%	58.3%	102.6%	7.3%	-0.3%	921.3K	65.7M	-1.5M	0.36	4.05	N/A	N/A	81,179	29,618	590,113	367,753
2022-03-04	$10.93	$14.00	102.4%	29.7%	66.1%	64.5%	106.1%	9.9%	-1.9%	176.9K	77.8M	-1.5M	0.80	3.76	N/A	N/A	39,600	31,804	612,280	379,597
2022-03-07	$11.49	$14.00	104.3%	31.1%	63.3%	66.8%	107.7%	11.0%	0.0%	1.5M	52.9M	-1.5M	0.48	4.11	N/A	N/A	90,400	43,623	577,833	365,470
2022-03-08	$11.79	$14.00	100.4%	30.0%	57.9%	62.0%	103.0%	13.2%	0.5%	1.9M	49.4M	-1.6M	1.06	3.91	N/A	N/A	28,691	30,273	606,071	379,801
2022-03-09	$12.33	$14.00	94.3%	27.3%	59.5%	54.7%	99.1%	11.6%	0.1%	2.8M	23.6M	-1.7M	0.54	4.63	N/A	N/A	40,708	21,909	609,066	383,243
2022-03-10	$12.02	$14.00	98.4%	28.8%	57.1%	59.6%	100.7%	10.1%	0.7%	2.4M	43.0M	-1.6M	0.88	3.60	N/A	N/A	59,864	52,636	614,782	390,049
2022-03-11	$11.15	$14.00	97.9%	29.0%	61.4%	58.9%	101.2%	6.5%	2.1%	244.1K	86.4M	-1.5M	0.77	3.58	N/A	N/A	45,345	35,047	612,069	393,718
2022-03-14	$10.62	$20.00	98.9%	28.2%	63.0%	60.2%	100.6%	7.6%	0.2%	-163.2K	111.6M	-1.4M	0.58	5.89	N/A	N/A	49,967	29,078	583,479	383,759
2022-03-15	$11.03	$20.00	96.0%	28.4%	65.1%	56.7%	103.3%	12.1%	-1.7%	316.0K	97.3M	-1.4M	0.66	5.08	N/A	N/A	52,807	34,884	598,822	388,010
2022-03-16	$12.75	$20.00	87.0%	26.4%	85.0%	45.7%	92.2%	7.9%	4.3%	2.9M	21.8M	-1.7M	1.04	6.70	N/A	N/A	82,192	85,569	622,625	408,293
2022-03-17	$13.51	$20.00	86.1%	25.2%	87.7%	44.7%	87.5%	10.2%	2.8%	4.4M	-33.1M	-1.8M	0.87	6.16	N/A	N/A	52,977	45,836	647,067	422,800
2022-03-18	$13.43	$20.00	79.6%	24.7%	80.4%	36.7%	84.5%	8.8%	0.0%	906.0K	-13.0M	-1.8M	0.75	6.28	N/A	N/A	61,549	46,152	653,336	435,414
2022-03-21	$13.14	$20.00	80.8%	24.2%	79.8%	38.3%	87.0%	7.9%	2.6%	2.4M	-3.7M	-1.7M	0.77	7.87	N/A	N/A	45,724	35,081	556,379	334,426
2022-03-22	$13.63	$20.00	77.3%	23.3%	78.6%	34.0%	82.9%	7.7%	5.1%	3.2M	-38.1M	-1.8M	0.33	6.32	N/A	N/A	60,429	20,030	574,092	338,310
2022-03-23	$13.14	$20.00	77.3%	23.9%	77.9%	34.0%	85.6%	6.3%	7.5%	3.4M	-10.2M	-1.7M	0.47	4.13	N/A	N/A	47,260	22,230	594,200	342,060
2022-03-24	$12.96	$20.00	78.0%	23.9%	76.8%	34.8%	83.8%	3.6%	8.3%	3.6M	-814.6K	-1.7M	0.40	4.48	N/A	N/A	31,434	12,441	604,689	347,001
2022-03-25	$12.43	$20.00	79.1%	24.1%	78.6%	36.2%	84.0%	5.1%	5.8%	1.1M	37.8M	-1.6M	0.39	4.30	N/A	N/A	52,443	20,469	611,023	347,959
2022-03-28	$12.73	$20.00	84.2%	23.6%	78.8%	42.3%	89.1%	4.2%	-2.6%	1.7M	25.5M	-1.6M	0.19	3.36	N/A	N/A	57,416	11,117	566,619	321,994
2022-03-29	$16.17	$20.00	103.1%	28.1%	114.7%	65.4%	102.0%	-5.9%	-7.4%	4.4M	-235.1M	-2.2M	0.24	5.32	N/A	N/A	581,754	138,521	593,244	325,078
2022-03-30	$14.65	$20.00	88.9%	25.6%	121.3%	48.1%	93.3%	-2.3%	2.1%	4.5M	-99.8M	-2.1M	0.42	3.90	N/A	N/A	179,027	74,775	698,475	382,374
2022-03-31	$13.62	$20.00	92.6%	26.0%	124.5%	52.6%	98.0%	-9.3%	3.9%	2.8M	-24.5M	-2.0M	0.39	4.52	N/A	N/A	160,879	62,686	718,087	386,384