HOOD Options History — July 2022

In July 2022, HOOD traded between $8.13 and $9.38. ATM implied volatility averaged 91.7%, placing in the 51.4% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 11.2% (HV 20d: 80.5%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-07-20: Highest Volume — 86,043 contracts
  • 2022-07-27: Largest IV drop — 6.3% change
  • 2022-07-05: Highest IV Rank — 65.8%
  • 2022-07-05: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.73$8.13$9.38$8.13$9.11
Max Pain$9.72$9.00$10.00$9.50$10.00
ATM IV91.7%80.3%103.5%101.0%80.3%
Expected Move25.9%24.1%28.3%24.1%24.2%
HV 20d80.5%54.0%91.5%90.4%54.0%
HV 60d95.9%94.8%97.3%96.2%94.8%
IV Rank51.4%37.7%65.8%62.8%37.7%
IV Percentile58.6%29.5%92.0%85.3%29.5%
Term Structure-2.4%-5.9%4.6%-3.4%-3.2%
VWIV92.8%86.3%97.3%90.5%86.3%
Skew 25d6.5%-0.3%10.4%-0.3%4.5%
Skew 10d12.8%-1.8%21.9%-1.8%13.0%
Call IV 25d91.0%82.0%102.0%102.0%82.0%
Put IV 25d97.5%86.4%105.6%101.7%86.4%
Bid-Ask Spread %4.072.526.852.722.52
Gamma HHI0.140.070.400.070.17
Net GEX2.0M295.6K5.5M1.2M2.0M
Net DEX-6.7M-50.1M27.2M18.8M-17.3M
Net VEX-948.4K-1.0M-854.3K-992.8K-931.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.220.800.590.43
Total Volume62,262.9534,92486,04373,11437,192
Total OI903,421798,7381,029,3831,029,383883,153

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$8.13$9.50101.0%24.1%90.4%62.8%90.5%-0.3%-3.4%1.2M18.8M-992.8K0.592.72N/AN/A46,03927,075635,691393,692
2022-07-05$8.40$9.00103.5%28.3%89.6%65.8%97.3%4.4%-5.9%1.3M3.7M-972.0K0.494.18N/AN/A52,70525,905558,140356,582
2022-07-06$8.68$9.0098.8%26.8%90.4%60.2%95.4%3.3%-1.3%2.0M-13.9M-1.0M0.423.90N/AN/A52,63921,900578,407365,873
2022-07-07$8.98$9.0096.9%26.1%88.8%57.8%92.8%5.6%-2.4%2.8M-29.7M-1.0M0.346.85N/AN/A54,63018,380591,185371,447
2022-07-08$9.04$9.0095.3%25.8%88.0%55.8%90.1%5.7%-3.3%5.5M-35.8M-1.0M0.223.95N/AN/A62,82514,113602,271376,104
2022-07-11$8.31$10.0094.9%27.3%91.5%55.3%97.3%5.1%4.6%769.1K10.6M-958.8K0.564.43N/AN/A41,10522,926554,020354,399
2022-07-12$8.36$10.0096.4%26.8%90.9%57.2%95.0%5.7%-1.6%827.5K17.1M-928.1K0.474.52N/AN/A36,37117,200562,008359,952
2022-07-13$8.34$10.0095.6%26.9%85.5%56.2%93.6%8.5%-1.4%678.7K17.9M-899.3K0.664.17N/AN/A22,16714,593568,508364,404
2022-07-14$8.22$10.0096.0%26.8%85.9%56.7%95.4%6.9%-2.9%295.6K27.2M-854.3K0.543.80N/AN/A27,23814,652569,787365,059
2022-07-15$8.39$10.0092.3%25.9%85.4%52.2%96.3%5.7%-1.9%1.1M15.6M-909.6K0.652.94N/AN/A33,23421,755578,291366,362
2022-07-18$8.59$10.0091.2%25.9%84.3%50.8%91.3%5.2%-1.5%972.4K-4.8M-936.9K0.284.68N/AN/A58,84216,733480,321318,417
2022-07-19$8.99$10.0086.5%24.7%84.9%45.2%93.0%8.1%-2.6%2.2M-21.5M-923.1K0.344.16N/AN/A58,77619,806514,500322,541
2022-07-20$9.38$9.0086.5%24.8%83.0%45.1%88.6%8.8%-2.7%3.2M-50.1M-993.9K0.294.35N/AN/A66,89619,147536,263329,174
2022-07-21$9.32$10.0086.0%24.8%82.6%44.5%91.1%8.9%-2.5%4.1M-47.7M-985.2K0.804.42N/AN/A35,42128,407552,837332,087
2022-07-22$9.05$10.0087.3%25.4%81.6%46.2%95.4%10.4%-4.3%4.9M-24.0M-957.8K0.674.59N/AN/A46,58931,206552,297349,890
2022-07-25$8.84$10.0087.4%26.2%82.2%46.3%93.3%10.1%-1.9%993.4K108.4K-937.9K0.664.43N/AN/A26,70117,686504,878333,149
2022-07-26$8.44$10.0089.8%26.5%56.9%49.1%95.4%7.8%-3.8%529.0K15.1M-898.2K0.594.47N/AN/A21,96212,962516,248340,411
2022-07-27$8.90$10.0084.1%25.2%58.0%42.2%89.1%8.4%-2.4%1.3M-434.8K-908.0K0.553.22N/AN/A41,13322,581518,391341,087
2022-07-28$9.07$10.0083.8%25.3%55.4%41.8%89.1%7.4%-3.3%2.3M-14.0M-913.9K0.343.06N/AN/A41,56514,202535,737334,857
2022-07-29$9.11$10.0080.3%24.2%54.0%37.7%86.3%4.5%-3.2%2.0M-17.3M-931.1K0.432.52N/AN/A25,93911,253547,202335,951