HOOD Options History — October 2022

In October 2022, HOOD traded between $9.84 and $11.79. ATM implied volatility averaged 84.2%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 27.6% (HV 20d: 56.7%). 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 2 of 21 days. Put/call ratio averaged 0.55.

Notable Days

2022-10-31: Highest Volume — 92,852 contracts
2022-10-25: Largest IV drop — 10.4% change
2022-10-20: Highest IV Rank — 51.2%
2022-10-24: Largest Expected Move — 26.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.62	$9.84	$11.79	$10.14	$11.79
Max Pain	$9.93	$9.50	$10.00	$9.50	$10.00
ATM IV	84.2%	76.7%	91.4%	80.1%	80.1%
Expected Move	24.4%	20.1%	26.8%	21.4%	25.8%
HV 20d	56.7%	50.7%	65.8%	62.5%	51.2%
HV 60d	61.8%	57.3%	63.4%	63.4%	57.3%
IV Rank	42.4%	33.2%	51.2%	37.3%	37.4%
IV Percentile	41.9%	23.4%	63.1%	32.5%	26.6%
Term Structure	-2.6%	-7.7%	0.5%	-0.5%	-1.8%
VWIV	85.5%	72.6%	95.1%	75.6%	92.2%
Skew 25d	9.1%	5.9%	12.9%	10.4%	6.7%
Skew 10d	16.7%	12.5%	24.1%	18.1%	17.3%
Call IV 25d	80.9%	74.6%	87.5%	76.1%	78.0%
Put IV 25d	89.9%	82.8%	99.2%	86.5%	84.7%
Bid-Ask Spread %	3.25	2.37	4.58	4.42	2.37
Gamma HHI	0.11	0.07	0.42	0.09	0.08
Net GEX	2.3M	687.7K	6.9M	1.8M	2.2M
Net DEX	-66.1M	-129.3M	-20.7M	-44.3M	-122.1M
Net VEX	-1.1M	-1.1M	-978.5K	-1.0M	-1.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.55	0.27	1.25	0.58	0.27
Total Volume	51,017.476	28,139	92,852	36,807	92,852
Total OI	770,992.857	727,820	814,307	727,820	769,288

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
2022-10-03	$10.14	$9.50	80.1%	21.4%	62.5%	37.3%	75.6%	10.4%	-0.5%	1.8M	-44.3M	-1.0M	0.58	4.42	N/A	N/A	23,309	13,498	474,007	253,813
2022-10-04	$10.79	$9.50	76.7%	20.1%	65.8%	33.2%	72.6%	5.9%	-0.7%	2.7M	-83.1M	-1.1M	0.52	4.58	N/A	N/A	44,213	22,979	481,389	256,997
2022-10-05	$10.83	$9.50	78.9%	20.9%	64.8%	35.9%	73.0%	6.9%	-0.9%	3.1M	-87.6M	-1.1M	0.51	3.04	N/A	N/A	30,431	15,591	497,122	269,380
2022-10-06	$11.07	$10.00	80.5%	23.0%	65.1%	37.8%	81.5%	8.0%	-0.4%	4.0M	-104.2M	-1.1M	0.64	3.28	N/A	N/A	23,580	15,145	508,825	272,309
2022-10-07	$10.75	$10.00	83.3%	23.5%	62.4%	41.2%	81.8%	6.9%	0.5%	3.2M	-80.7M	-1.1M	0.36	2.80	N/A	N/A	50,005	18,163	515,387	277,883
2022-10-10	$10.57	$10.00	85.5%	23.4%	61.2%	44.0%	83.9%	8.4%	-3.4%	1.7M	-57.0M	-1.1M	0.62	3.17	N/A	N/A	17,400	10,739	479,870	263,863
2022-10-11	$10.35	$10.00	87.6%	25.2%	57.8%	46.4%	87.1%	10.8%	0.3%	1.5M	-44.6M	-1.0M	0.85	3.61	N/A	N/A	21,530	18,225	483,549	265,394
2022-10-12	$10.66	$10.00	86.7%	24.3%	56.9%	45.4%	85.9%	9.8%	-1.7%	2.0M	-59.4M	-1.1M	0.35	2.98	N/A	N/A	30,207	10,436	486,319	273,990
2022-10-13	$10.63	$10.00	86.3%	24.2%	55.0%	44.9%	84.9%	10.2%	-1.9%	2.2M	-58.0M	-1.1M	0.63	3.89	N/A	N/A	29,791	18,769	495,302	276,130
2022-10-14	$9.97	$10.00	88.0%	25.0%	52.9%	47.0%	86.3%	8.6%	-1.7%	809.5K	-20.7M	-999.1K	0.62	2.64	N/A	N/A	24,828	15,367	502,861	282,145
2022-10-17	$10.22	$10.00	88.2%	25.3%	53.5%	47.3%	85.7%	8.9%	-5.8%	1.0M	-34.6M	-1.0M	0.39	2.85	N/A	N/A	33,985	13,352	471,794	273,901
2022-10-18	$10.40	$10.00	87.4%	25.1%	52.6%	46.3%	85.2%	7.6%	-7.7%	1.5M	-46.2M	-1.0M	0.48	2.82	N/A	N/A	27,096	12,951	487,509	277,290
2022-10-19	$10.07	$10.00	89.5%	25.7%	54.0%	48.8%	91.6%	11.1%	-6.2%	1.2M	-31.3M	-1.0M	1.25	2.91	N/A	N/A	16,216	20,259	497,165	280,627
2022-10-20	$9.84	$10.00	91.4%	26.6%	54.3%	51.2%	95.1%	11.7%	-7.2%	741.7K	-21.3M	-978.5K	0.56	3.63	N/A	N/A	34,650	19,486	499,659	284,590
2022-10-21	$10.11	$10.00	90.4%	26.5%	53.3%	49.9%	93.7%	10.4%	-6.2%	687.7K	-35.5M	-1.0M	0.73	3.15	N/A	N/A	49,362	35,810	515,073	290,628
2022-10-24	$10.18	$10.00	88.2%	26.8%	53.0%	47.2%	93.0%	12.9%	-1.7%	1.2M	-37.3M	-1.0M	0.39	4.23	N/A	N/A	23,734	9,355	477,168	273,584
2022-10-25	$10.88	$10.00	79.0%	24.8%	56.9%	36.0%	87.5%	9.6%	-1.9%	2.4M	-78.1M	-1.1M	0.30	3.72	N/A	N/A	52,024	15,525	486,001	275,195
2022-10-26	$11.19	$10.00	80.7%	25.3%	54.1%	38.1%	87.7%	8.5%	-2.1%	3.7M	-107.8M	-1.1M	0.66	2.74	N/A	N/A	38,956	25,736	512,803	277,332
2022-10-27	$11.17	$10.00	80.7%	25.1%	51.5%	38.1%	86.5%	9.4%	-1.9%	3.9M	-105.4M	-1.1M	0.59	2.66	N/A	N/A	20,337	11,953	523,359	287,042
2022-10-28	$11.48	$10.00	79.4%	24.7%	50.7%	36.5%	84.9%	8.0%	-1.5%	6.9M	-129.3M	-1.1M	0.29	2.78	N/A	N/A	49,309	14,213	525,523	288,784
2022-10-31	$11.79	$10.00	80.1%	25.8%	51.2%	37.4%	92.2%	6.7%	-1.8%	2.2M	-122.1M	-1.1M	0.27	2.37	N/A	N/A	72,929	19,923	489,053	280,235