HOOD Options History — June 2022

In June 2022, HOOD traded between $6.87 and $9.63. ATM implied volatility averaged 88.8%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded below realized volatility by 10.1% (HV 20d: 98.9%). Max pain ranged from $9.50 to $13.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.61.

Notable Days

2022-06-27: Highest Volume — 319,263 contracts
2022-06-27: Largest IV spike — 32.4% change
2022-06-27: Highest IV Rank — 72.2%
2022-06-27: Largest Expected Move — 33.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.17	$6.87	$9.63	$9.31	$8.24
Max Pain	$10.48	$9.50	$13.00	$12.00	$9.50
ATM IV	88.8%	79.3%	108.8%	83.1%	99.3%
Expected Move	25.0%	22.1%	33.9%	24.7%	25.0%
HV 20d	98.9%	74.4%	128.2%	128.2%	91.6%
HV 60d	103.5%	91.8%	108.6%	108.5%	96.7%
IV Rank	48.0%	36.4%	72.2%	41.0%	60.7%
IV Percentile	52.6%	31.7%	95.9%	37.7%	80.4%
Term Structure	1.3%	-6.2%	9.1%	-6.2%	1.4%
VWIV	90.0%	77.8%	122.0%	88.2%	96.2%
Skew 25d	5.3%	-6.9%	10.1%	10.1%	-6.9%
Skew 10d	8.0%	-15.7%	18.9%	15.3%	-15.7%
Call IV 25d	88.7%	77.3%	109.5%	80.1%	109.5%
Put IV 25d	94.0%	84.9%	113.0%	90.2%	102.6%
Bid-Ask Spread %	3.70	2.58	8.08	2.61	3.00
Gamma HHI	0.10	0.06	0.22	0.08	0.07
Net GEX	395.7K	-1.4M	2.5M	400.1K	1.3M
Net DEX	51.1M	-40.1M	98.5M	56.8M	10.3M
Net VEX	-910.4K	-1.1M	-748.5K	-1.0M	-1.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.20	1.43	0.62	0.95
Total Volume	110,180.524	64,502	319,263	75,823	98,546
Total OI	903,914.952	782,410	1,030,163	827,855	1,030,163

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
2022-06-01	$9.31	$12.00	83.1%	24.7%	128.2%	41.0%	88.2%	10.1%	-6.2%	400.1K	56.8M	-1.0M	0.62	2.61	N/A	N/A	46,911	28,912	514,558	313,297
2022-06-02	$9.63	$13.00	79.3%	22.1%	125.3%	36.4%	77.8%	7.6%	-0.9%	1.1M	39.0M	-1.1M	0.36	3.50	N/A	N/A	61,038	22,234	525,348	315,622
2022-06-03	$9.10	$13.00	82.3%	23.3%	126.4%	40.0%	84.8%	7.8%	-2.8%	299.8K	64.7M	-961.3K	0.74	2.64	N/A	N/A	36,981	27,521	546,101	318,775
2022-06-06	$9.22	$13.00	84.5%	24.3%	125.6%	42.7%	84.4%	5.9%	0.6%	724.0K	49.1M	-991.7K	0.25	4.47	N/A	N/A	110,398	27,222	505,941	301,922
2022-06-07	$8.70	$10.00	85.7%	23.7%	125.8%	44.2%	85.0%	3.1%	-3.3%	269.7K	66.2M	-925.9K	1.43	3.15	N/A	N/A	82,045	117,573	539,632	315,004
2022-06-08	$8.43	$10.00	85.3%	24.5%	125.9%	43.7%	85.3%	4.1%	-0.5%	-420.9K	78.1M	-936.4K	0.89	2.88	N/A	N/A	48,200	42,973	565,427	389,979
2022-06-09	$8.02	$10.00	86.2%	24.7%	118.6%	44.8%	87.9%	3.7%	-0.3%	-1.1M	91.4M	-908.3K	0.58	2.68	N/A	N/A	43,796	25,445	576,485	402,522
2022-06-10	$7.82	$10.00	86.9%	24.9%	118.2%	45.6%	92.0%	3.9%	0.5%	-1.4M	98.5M	-872.9K	0.60	3.08	N/A	N/A	46,183	27,882	588,656	402,630
2022-06-13	$7.22	$10.00	100.3%	28.4%	77.8%	61.9%	98.5%	9.3%	3.9%	-287.1K	91.4M	-776.6K	0.59	5.32	N/A	N/A	51,820	30,680	531,266	356,736
2022-06-14	$7.22	$10.00	94.0%	27.0%	76.9%	54.3%	94.3%	6.6%	2.8%	-219.7K	88.9M	-805.8K	0.40	3.41	N/A	N/A	72,717	29,419	548,248	364,759
2022-06-15	$7.08	$10.00	88.9%	25.5%	76.9%	48.1%	92.2%	7.0%	2.6%	-292.9K	88.5M	-787.7K	0.46	3.94	N/A	N/A	57,657	26,649	576,251	367,189
2022-06-16	$6.87	$10.00	89.6%	25.5%	76.9%	48.9%	94.5%	3.1%	2.6%	-368.0K	92.2M	-751.8K	0.60	3.69	N/A	N/A	44,405	26,429	585,252	374,895
2022-06-17	$7.09	$10.00	84.9%	23.8%	74.4%	43.1%	88.2%	7.2%	5.5%	-351.7K	88.0M	-748.5K	0.80	2.58	N/A	N/A	44,851	35,759	601,498	381,175
2022-06-21	$7.60	$10.00	81.7%	23.0%	80.5%	39.3%	82.6%	5.8%	3.8%	218.2K	45.2M	-781.8K	0.48	4.01	N/A	N/A	74,380	35,596	461,674	320,736
2022-06-22	$7.47	$10.00	84.5%	23.2%	80.2%	42.8%	81.6%	7.0%	4.7%	329.1K	44.8M	-801.9K	0.58	3.91	N/A	N/A	41,111	23,801	489,803	334,704
2022-06-23	$7.94	$10.00	81.8%	22.6%	79.1%	39.5%	81.1%	8.1%	9.1%	1.0M	30.7M	-870.4K	0.49	8.08	N/A	N/A	54,050	26,706	507,428	345,031
2022-06-24	$7.90	$10.00	82.1%	22.8%	78.9%	39.9%	80.7%	6.1%	4.2%	1.7M	26.7M	-882.4K	0.85	3.15	N/A	N/A	49,585	42,030	523,578	352,511
2022-06-27	$9.36	$10.00	108.8%	33.9%	100.9%	72.2%	122.0%	5.2%	-2.3%	1.4M	-40.1M	-1.1M	0.20	5.10	N/A	N/A	266,825	52,438	492,701	341,661
2022-06-28	$8.91	$10.00	97.7%	26.8%	94.0%	58.7%	97.0%	5.1%	2.0%	2.5M	-36.5M	-1.1M	0.62	3.62	N/A	N/A	146,646	90,664	597,398	364,228
2022-06-29	$8.49	$9.50	98.9%	25.2%	94.8%	60.3%	96.4%	1.1%	0.1%	1.6M	-851.9K	-1.0M	0.33	2.94	N/A	N/A	71,791	23,922	610,690	400,740
2022-06-30	$8.24	$9.50	99.3%	25.0%	91.6%	60.7%	96.2%	-6.9%	1.4%	1.3M	10.3M	-1.0M	0.95	3.00	N/A	N/A	50,635	47,911	629,908	400,255