HOOD Options History — August 2022

In August 2022, HOOD traded between $8.99 and $11.07. ATM implied volatility averaged 73.9%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 4.5% (HV 20d: 69.4%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.42.

Notable Days

2022-08-04: Highest Volume — 316,563 contracts
2022-08-03: Largest IV drop — 16.0% change
2022-08-02: Highest IV Rank — 47.3%
2022-08-02: Largest Expected Move — 27.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.98	$8.99	$11.07	$8.99	$9.59
Max Pain	$9.78	$8.00	$10.00	$10.00	$10.00
ATM IV	73.9%	66.3%	88.3%	85.2%	74.2%
Expected Move	21.1%	18.8%	27.6%	26.4%	20.3%
HV 20d	69.4%	53.6%	77.7%	54.0%	65.1%
HV 60d	82.4%	73.7%	96.2%	93.3%	73.7%
IV Rank	29.8%	20.6%	47.3%	43.6%	30.2%
IV Percentile	24.2%	17.1%	50.0%	38.8%	27.0%
Term Structure	-0.5%	-3.8%	2.1%	-3.5%	0.5%
VWIV	75.0%	67.3%	99.6%	99.6%	71.1%
Skew 25d	6.2%	2.3%	10.8%	8.4%	9.0%
Skew 10d	12.1%	3.9%	18.4%	14.2%	17.7%
Call IV 25d	72.6%	65.2%	84.4%	82.9%	70.5%
Put IV 25d	78.8%	71.6%	92.9%	91.4%	79.5%
Bid-Ask Spread %	3.99	2.48	5.73	3.00	3.37
Gamma HHI	0.10	0.06	0.15	0.08	0.11
Net GEX	1.8M	124.8K	3.5M	866.7K	1.7M
Net DEX	-43.6M	-119.0M	11.7M	-4.8M	-27.6M
Net VEX	-1.0M	-1.1M	-900.1K	-913.5K	-968.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.07	0.76	0.76	0.69
Total Volume	91,501.696	30,062	316,563	58,194	33,341
Total OI	853,211.435	683,655	1,016,196	804,053	716,967

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
2022-08-01	$8.99	$10.00	85.2%	26.4%	54.0%	43.6%	99.6%	8.4%	-3.5%	866.7K	-4.8M	-913.5K	0.76	3.00	N/A	N/A	33,000	25,194	492,967	311,086
2022-08-02	$9.22	$9.50	88.3%	27.6%	53.6%	47.3%	94.9%	8.5%	-3.3%	1.4M	-22.9M	-958.4K	0.53	2.51	N/A	N/A	59,429	31,448	517,821	325,591
2022-08-03	$10.30	$9.50	74.1%	22.3%	64.9%	30.1%	82.3%	5.1%	-3.8%	3.0M	-85.4M	-1.0M	0.76	2.52	N/A	N/A	147,951	112,399	534,877	338,761
2022-08-04	$10.88	$8.00	79.5%	21.7%	66.4%	36.6%	78.4%	4.0%	-3.1%	3.4M	-119.0M	-1.1M	0.26	5.67	N/A	N/A	251,720	64,843	570,098	383,587
2022-08-05	$10.30	$9.00	75.4%	21.4%	70.3%	31.7%	72.6%	2.3%	-1.4%	2.8M	-75.4M	-1.1M	0.47	5.07	N/A	N/A	81,315	38,155	605,137	411,059
2022-08-08	$10.69	$9.00	76.2%	21.3%	62.2%	32.6%	76.5%	8.0%	-1.7%	2.6M	-74.6M	-1.1M	0.16	4.87	N/A	N/A	136,793	22,054	534,039	361,450
2022-08-09	$10.10	$10.00	74.2%	21.2%	66.9%	30.2%	73.3%	5.6%	0.3%	1.9M	-38.2M	-1.1M	0.66	4.77	N/A	N/A	35,709	23,440	571,369	369,028
2022-08-10	$10.61	$10.00	69.2%	19.5%	68.2%	24.1%	69.3%	6.5%	-1.1%	3.5M	-69.4M	-1.1M	0.33	3.34	N/A	N/A	44,931	14,854	578,535	377,906
2022-08-11	$10.53	$10.00	69.0%	19.8%	67.9%	23.9%	70.1%	5.1%	0.1%	3.1M	-69.2M	-1.1M	0.34	4.17	N/A	N/A	70,358	23,938	579,610	384,448
2022-08-12	$10.88	$10.00	66.3%	19.1%	68.2%	20.6%	69.1%	6.4%	0.3%	2.6M	-84.7M	-1.1M	0.26	3.34	N/A	N/A	43,740	11,454	583,848	394,926
2022-08-15	$11.07	$10.00	68.3%	19.6%	68.1%	23.0%	71.2%	5.2%	0.4%	3.1M	-91.3M	-1.1M	0.27	4.66	N/A	N/A	49,475	13,376	534,138	361,684
2022-08-16	$11.02	$10.00	71.7%	20.6%	67.2%	27.1%	74.3%	3.6%	0.6%	3.2M	-90.2M	-1.1M	0.07	5.73	N/A	N/A	280,383	19,226	547,414	367,037
2022-08-17	$10.41	$10.00	73.3%	21.0%	70.1%	29.1%	73.5%	4.7%	-0.9%	2.4M	-54.5M	-1.1M	0.30	5.10	N/A	N/A	38,636	11,655	591,087	376,267
2022-08-18	$10.15	$10.00	71.1%	20.3%	70.8%	26.5%	71.9%	4.5%	2.1%	1.4M	-36.6M	-1.0M	0.45	3.87	N/A	N/A	26,732	12,152	594,634	377,850
2022-08-19	$9.28	$10.00	72.1%	20.6%	77.5%	27.6%	73.3%	3.9%	0.4%	306.8K	11.7M	-930.0K	0.74	4.85	N/A	N/A	37,813	28,093	595,271	380,487
2022-08-22	$9.03	$10.00	75.7%	21.6%	77.7%	32.0%	77.2%	5.7%	-0.2%	124.8K	6.4M	-903.7K	0.42	3.66	N/A	N/A	25,919	10,902	437,734	245,921
2022-08-23	$9.14	$10.00	75.0%	21.2%	75.7%	31.1%	74.0%	5.9%	-0.5%	243.3K	3.6M	-900.1K	0.33	4.03	N/A	N/A	26,579	8,769	446,497	249,649
2022-08-24	$9.31	$10.00	72.7%	20.1%	73.7%	28.3%	72.4%	7.0%	0.5%	443.0K	-4.0M	-938.9K	0.47	2.78	N/A	N/A	29,440	13,797	456,982	252,105
2022-08-25	$9.78	$10.00	69.6%	18.8%	75.4%	24.6%	67.3%	8.5%	0.5%	1.2M	-25.3M	-982.1K	0.25	2.92	N/A	N/A	45,592	11,188	469,445	255,490
2022-08-26	$9.36	$10.00	71.2%	19.6%	77.3%	26.6%	70.3%	5.9%	1.9%	991.9K	-9.7M	-963.2K	0.43	4.15	N/A	N/A	27,352	11,688	494,800	256,979
2022-08-29	$9.40	$10.00	74.1%	20.5%	77.1%	30.1%	72.3%	8.4%	0.6%	1.1M	-19.0M	-950.5K	0.26	2.48	N/A	N/A	31,385	8,259	453,769	231,610
2022-08-30	$9.47	$10.00	73.3%	20.0%	76.6%	29.1%	70.5%	10.8%	0.9%	1.4M	-23.0M	-950.0K	0.51	4.94	N/A	N/A	19,869	10,193	468,026	235,877
2022-08-31	$9.59	$10.00	74.2%	20.3%	65.1%	30.2%	71.1%	9.0%	0.5%	1.7M	-27.6M	-968.1K	0.69	3.37	N/A	N/A	19,736	13,605	476,517	240,450