HOOD Options History — November 2022

In November 2022, HOOD traded between $8.37 and $12.25. ATM implied volatility averaged 77.5%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded below realized volatility by 29.1% (HV 20d: 106.5%). Max pain ranged from $9.50 to $11.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-11-09: Highest Volume — 394,062 contracts
  • 2022-11-08: Largest IV spike — 24.9% change
  • 2022-11-09: Highest IV Rank — 54.9%
  • 2022-11-09: Largest Expected Move — 28.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.99$8.37$12.25$11.85$9.57
Max Pain$10.12$9.50$11.00$10.00$9.50
ATM IV77.5%66.5%94.5%82.2%67.1%
Expected Move22.8%19.3%28.0%27.1%19.9%
HV 20d106.5%46.9%130.7%46.9%129.6%
HV 60d77.8%56.0%87.5%56.8%87.5%
IV Rank25.9%1.1%54.9%40.0%1.1%
IV Percentile20.8%0.8%71.4%31.7%0.8%
Term Structure-0.4%-4.7%3.7%-2.6%0.8%
VWIV80.2%67.5%98.3%95.1%72.9%
Skew 25d12.6%4.8%33.8%6.9%10.4%
Skew 10d22.7%8.3%53.1%12.4%23.5%
Call IV 25d72.5%63.6%86.4%79.9%63.6%
Put IV 25d85.1%69.2%120.1%86.8%74.0%
Bid-Ask Spread %4.042.707.043.442.70
Gamma HHI0.090.070.250.090.08
Net GEX849.6K-479.2K4.1M2.9M814.4K
Net DEX-22.5M-154.0M69.7M-137.0M-8.1M
Net VEX-1.0M-1.2M-813.5K-1.2M-963.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.322.280.580.62
Total Volume119,133.61915,545394,06259,65046,273
Total OI955,497.857810,0541,107,419810,054955,883

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$11.85$10.0082.2%27.1%46.9%40.0%95.1%6.9%-2.6%2.9M-137.0M-1.2M0.583.44N/AN/A37,79621,854522,505287,549
2022-11-02$11.45$10.5084.1%27.4%48.9%42.2%96.3%9.1%-1.5%2.6M-108.0M-1.1M0.974.32N/AN/A74,48872,501533,162295,480
2022-11-03$12.25$11.0066.5%19.3%53.7%20.9%67.5%4.8%0.5%4.1M-154.0M-1.1M0.637.04N/AN/A111,98070,597542,646345,476
2022-11-04$12.22$11.0067.4%19.8%52.3%21.9%69.4%6.8%0.7%2.8M-139.7M-1.2M0.714.19N/AN/A45,96332,742558,107355,799
2022-11-07$12.02$11.0067.9%20.0%52.3%22.6%69.8%6.4%1.4%1.9M-113.0M-1.1M0.324.27N/AN/A53,72617,277500,546316,908
2022-11-08$9.64$11.0084.8%23.8%95.9%43.1%82.1%12.0%-1.8%-82.5K20.6M-918.3K1.184.39N/AN/A124,630146,921520,247320,365
2022-11-09$8.37$11.0094.5%28.0%106.7%54.9%98.3%33.8%3.1%-444.5K69.7M-813.5K2.284.57N/AN/A119,981274,081558,994337,822
2022-11-10$9.18$10.0083.7%24.3%113.0%38.8%80.0%15.2%0.7%-255.8K31.7M-981.7K0.704.24N/AN/A116,94682,193599,229444,806
2022-11-11$10.48$10.0078.4%23.2%121.1%31.9%88.7%16.8%3.7%3.7M-86.5M-1.1M1.024.51N/AN/A110,788113,029632,705454,742
2022-11-14$9.60$10.0078.3%22.2%124.9%31.8%79.2%14.2%1.2%-236.8K8.6M-1.0M1.634.07N/AN/A46,19175,125556,322457,164
2022-11-15$10.22$10.0079.2%22.7%126.9%32.3%81.5%13.5%-1.5%563.9K-36.7M-1.1M0.644.27N/AN/A75,98848,523569,966478,210
2022-11-16$9.35$10.0084.5%24.2%130.3%36.8%81.1%14.1%-4.7%-479.2K30.0M-991.9K1.693.33N/AN/A30,48151,462592,762486,704
2022-11-17$9.47$10.0082.0%23.6%130.2%32.3%81.2%14.2%-2.7%-264.2K21.4M-995.1K0.813.80N/AN/A42,31134,160602,296490,325
2022-11-18$9.22$10.0078.9%22.6%130.0%19.2%79.8%13.2%-0.6%-62.7K39.4M-968.5K0.983.99N/AN/A35,04034,411614,689492,730
2022-11-21$8.82$10.0080.0%23.3%130.7%21.0%81.9%12.3%-1.1%-223.7K30.8M-916.9K1.263.67N/AN/A44,43056,192499,130399,818
2022-11-22$9.05$9.5077.3%21.8%128.4%16.9%79.0%12.0%-1.5%-134.0K22.3M-927.3K0.735.48N/AN/A45,88633,288514,430417,978
2022-11-23$9.49$9.5072.6%20.9%129.4%9.6%76.0%14.1%-2.3%455.3K-1.8M-974.2K0.953.07N/AN/A37,17435,235526,857428,606
2022-11-25$9.36$9.5071.8%21.1%129.3%8.4%73.3%12.9%-1.4%216.0K5.2M-976.1K0.412.73N/AN/A11,0254,520543,208442,623
2022-11-28$9.13$9.5073.0%22.3%128.7%10.1%77.7%10.0%-0.3%-17.1K18.2M-917.4K0.443.37N/AN/A29,60313,161506,926416,218
2022-11-29$9.14$9.5072.2%21.6%128.0%9.0%72.9%11.3%1.6%109.2K14.8M-936.8K1.213.30N/AN/A19,81124,023522,450423,072
2022-11-30$9.57$9.5067.1%19.9%129.6%1.1%72.9%10.4%0.8%814.4K-8.1M-963.0K0.622.70N/AN/A28,50517,768526,394429,489