HOOD Options History — September 2022 In September 2022, HOOD traded between $9.28 and $11.24. ATM implied volatility averaged 77.7%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 18.8% (HV 20d: 58.9%). Max pain ranged from $9.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2022-09-22 : Highest Volume — 164,694 contracts2022-09-14 : Largest IV spike — 5.5% change2022-09-27 : Highest IV Rank — 46.5%2022-09-26 : Largest Expected Move — 24.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.04 $9.28 $11.24 $9.53 $10.11 Max Pain $9.83 $9.50 $10.00 $9.50 $9.50 ATM IV 77.7% 70.7% 87.6% 73.4% 83.9% Expected Move 21.9% 19.5% 24.1% 19.5% 22.0% HV 20d 58.9% 52.6% 66.7% 61.3% 62.9% HV 60d 68.2% 62.0% 72.7% 72.7% 63.4% IV Rank 34.5% 25.9% 46.5% 29.3% 42.0% IV Percentile 32.2% 20.6% 53.6% 25.4% 40.1% Term Structure 2.1% -1.5% 7.6% 1.3% 1.0% VWIV 77.0% 68.4% 84.2% 68.4% 78.5% Skew 25d 8.8% 5.9% 12.5% 10.8% 7.4% Skew 10d 16.6% 9.3% 24.4% 17.1% 17.7% Call IV 25d 75.2% 68.3% 87.8% 68.5% 82.3% Put IV 25d 84.0% 75.8% 96.5% 79.3% 89.8% Bid-Ask Spread % 4.74 2.62 11.61 2.75 2.96 Gamma HHI 0.10 0.06 0.25 0.11 0.10 Net GEX 2.0M 716.5K 5.3M 1.4M 2.2M Net DEX -46.2M -126.5M -4.1M -22.1M -52.9M Net VEX -1.0M -1.1M -930.4K -960.3K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.14 1.28 0.49 0.69 Total Volume 63,453.238 28,174 164,694 39,007 60,672 Total OI 739,631.619 676,871 790,951 726,265 779,623
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 2022-09-01 $9.53 $9.50 73.4% 19.5% 61.3% 29.3% 68.4% 10.8% 1.3% 1.4M -22.1M -960.3K 0.49 2.75 N/A N/A 26,198 12,809 480,467 245,798 2022-09-02 $9.39 $9.50 72.9% 19.7% 58.8% 28.7% 69.9% 8.0% 0.8% 787.5K -12.4M -930.7K 0.54 3.56 N/A N/A 18,308 9,866 480,701 246,202 2022-09-06 $9.52 $10.00 74.9% 21.4% 57.1% 31.1% 77.1% 10.5% 1.1% 907.9K -19.5M -930.4K 0.39 6.54 N/A N/A 45,644 17,571 442,649 234,222 2022-09-07 $9.87 $10.00 71.9% 21.8% 55.6% 27.4% 76.9% 10.8% 1.5% 2.2M -40.9M -990.5K 0.26 5.93 N/A N/A 34,925 9,106 470,604 241,033 2022-09-08 $9.99 $10.00 73.0% 21.5% 52.6% 28.7% 75.2% 9.8% 0.4% 3.6M -53.4M -983.6K 0.95 3.76 N/A N/A 26,832 25,365 486,187 243,717 2022-09-09 $10.64 $10.00 70.7% 20.5% 57.6% 25.9% 73.1% 7.5% 1.2% 3.1M -107.2M -1.1M 0.29 4.01 N/A N/A 110,317 31,798 495,074 250,642 2022-09-12 $11.03 $10.00 70.8% 21.0% 57.8% 26.0% 73.4% 8.1% 2.3% 3.2M -103.7M -1.1M 0.19 4.58 N/A N/A 71,178 13,851 473,810 245,541 2022-09-13 $10.39 $10.00 72.4% 21.5% 61.3% 28.0% 75.2% 9.3% 2.6% 2.7M -62.3M -1.0M 0.47 4.17 N/A N/A 37,594 17,700 488,408 251,285 2022-09-14 $10.82 $10.00 76.4% 21.6% 63.2% 32.8% 75.6% 6.6% -1.5% 3.1M -83.5M -1.1M 0.14 11.61 N/A N/A 63,121 8,637 483,296 250,665 2022-09-15 $11.24 $10.00 75.6% 21.8% 61.0% 31.9% 76.6% 5.9% 0.6% 5.3M -126.5M -1.1M 0.31 8.08 N/A N/A 67,962 20,792 511,761 252,092 2022-09-16 $10.41 $10.00 77.0% 22.4% 66.7% 33.6% 78.4% 8.6% 1.9% 2.8M -62.2M -1.0M 1.28 4.37 N/A N/A 35,960 45,890 517,589 259,705 2022-09-19 $10.26 $10.00 75.4% 21.6% 57.9% 31.6% 77.1% 8.1% 7.6% 1.3M -40.7M -1.0M 0.59 4.16 N/A N/A 31,061 18,403 451,516 246,001 2022-09-20 $9.95 $10.00 78.2% 22.4% 58.1% 35.1% 78.6% 8.1% 4.4% 1.0M -26.1M -1.0M 0.17 4.86 N/A N/A 29,164 5,096 465,394 256,762 2022-09-21 $9.89 $10.00 76.5% 21.9% 58.2% 33.1% 76.6% 7.2% 4.9% 1.1M -24.8M -1.0M 0.37 4.86 N/A N/A 28,221 10,485 485,220 258,594 2022-09-22 $9.73 $10.00 79.9% 22.7% 58.3% 37.2% 78.4% 7.2% 4.7% 716.5K -19.5M -1.0M 0.25 4.37 N/A N/A 131,403 33,291 488,707 260,400 2022-09-23 $9.39 $10.00 83.4% 23.4% 57.0% 41.3% 83.6% 10.4% 5.0% 932.1K -4.1M -997.2K 0.69 4.61 N/A N/A 32,107 22,153 526,491 264,460 2022-09-26 $9.28 $9.50 87.4% 24.1% 55.0% 46.2% 84.2% 7.1% 1.1% 820.5K -10.0M -966.9K 0.71 4.43 N/A N/A 25,085 17,756 475,093 252,395 2022-09-27 $9.54 $9.50 87.6% 23.7% 55.9% 46.5% 83.0% 10.7% 0.7% 1.1M -20.7M -997.8K 0.55 4.48 N/A N/A 25,373 13,942 483,695 256,012 2022-09-28 $10.12 $9.50 83.6% 22.3% 59.6% 41.6% 76.5% 9.8% 1.3% 1.8M -47.5M -1.1M 0.33 2.87 N/A N/A 48,977 16,358 490,386 261,328 2022-09-29 $9.72 $9.50 87.6% 23.6% 61.4% 46.4% 81.8% 12.5% 0.8% 1.3M -29.8M -1.0M 0.96 2.62 N/A N/A 16,096 15,451 516,039 262,700 2022-09-30 $10.11 $9.50 83.9% 22.0% 62.9% 42.0% 78.5% 7.4% 1.0% 2.2M -52.9M -1.1M 0.69 2.96 N/A N/A 35,870 24,802 516,334 263,289
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