HOOD Options History — December 2022

In December 2022, HOOD traded between $7.69 and $10.00. ATM implied volatility averaged 68.4%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded below realized volatility by 0.5% (HV 20d: 68.9%). Max pain ranged from $9.50 to $10.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2022-12-01: Highest Volume — 112,673 contracts
  • 2022-12-27: Largest IV spike — 11.9% change
  • 2022-12-30: Highest IV Rank — 19.7%
  • 2022-12-07: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.78$7.69$10.00$9.86$8.11
Max Pain$9.98$9.50$10.00$9.50$10.00
ATM IV68.4%63.2%76.7%64.0%76.7%
Expected Move19.5%18.2%20.8%19.2%19.7%
HV 20d68.9%39.9%130.1%130.1%39.9%
HV 60d84.6%82.5%87.4%87.4%82.5%
IV Rank7.6%0.0%19.7%0.0%19.7%
IV Percentile6.8%0.0%23.8%0.0%23.8%
Term Structure3.2%-3.0%11.2%-0.5%3.8%
VWIV68.5%64.4%74.3%67.8%68.9%
Skew 25d9.4%7.1%12.4%8.3%12.4%
Skew 10d17.3%11.3%22.9%15.0%22.7%
Call IV 25d64.8%60.3%73.8%63.0%69.3%
Put IV 25d74.2%69.1%81.7%71.2%81.7%
Bid-Ask Spread %5.791.5121.662.631.51
Gamma HHI0.150.080.460.110.14
Net GEX-125.8K-2.2M8.1M2.0M-797.7K
Net DEX29.8M-40.3M65.7M-31.1M47.8M
Net VEX-793.2K-1.0M-618.3K-984.7K-652.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.411.910.610.83
Total Volume41,123.76216,063112,673112,67327,685
Total OI917,990847,7131,005,612968,929871,207

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$9.86$9.5064.0%19.2%130.1%0.0%67.8%8.3%-0.5%2.0M-31.1M-984.7K0.612.63N/AN/A70,18242,491534,706434,223
2022-12-02$10.00$10.0063.2%18.7%127.3%0.0%66.8%8.6%1.3%8.1M-40.3M-1.0M0.412.84N/AN/A26,72010,901552,462453,150
2022-12-05$9.68$10.0064.3%18.9%127.5%1.7%69.6%8.6%2.6%215.2K-4.9M-951.1K0.6514.12N/AN/A22,50114,559518,896438,789
2022-12-06$9.39$10.0066.5%20.4%127.7%4.8%71.2%10.0%2.7%-182.7K11.3M-927.3K0.622.44N/AN/A26,92616,731524,499439,247
2022-12-07$9.30$10.0067.0%20.8%101.3%5.6%71.4%9.5%1.4%-328.9K15.9M-920.6K0.9214.00N/AN/A15,93714,626534,569442,884
2022-12-08$9.50$10.0066.1%20.5%87.0%4.3%71.2%8.9%2.6%137.6K3.9M-919.7K1.348.08N/AN/A28,29138,018540,464437,801
2022-12-09$9.32$10.0065.4%20.3%81.2%3.3%67.0%8.9%1.9%-290.1K15.6M-901.2K1.624.63N/AN/A12,92120,986553,109426,220
2022-12-12$9.59$10.0068.8%19.6%65.8%8.1%72.4%11.6%-0.9%-114.0K-1.9M-887.1K0.411.81N/AN/A37,21615,284513,489402,092
2022-12-13$9.39$10.0067.3%20.4%58.4%6.1%67.9%11.6%3.7%6.3K10.0M-860.5K0.722.32N/AN/A26,75819,327532,764403,352
2022-12-14$9.14$10.0069.4%19.6%54.0%9.0%68.5%9.5%-1.0%-178.4K21.2M-838.1K1.242.62N/AN/A15,26919,002539,388395,784
2022-12-15$8.75$10.0068.7%19.6%46.6%8.1%66.6%10.6%-0.7%-1.2M47.0M-784.0K1.702.01N/AN/A26,37944,905540,185398,999
2022-12-16$8.61$10.0068.4%19.0%46.4%7.6%74.3%9.8%-3.0%-2.2M51.5M-764.5K1.911.76N/AN/A16,76932,082550,987407,888
2022-12-19$8.13$10.0067.5%19.2%49.5%6.3%67.6%8.0%8.3%-872.9K56.2M-689.9K0.895.35N/AN/A23,45920,983487,080362,028
2022-12-20$8.09$10.0067.1%19.2%47.4%5.7%65.3%9.5%8.5%-848.2K55.9M-682.8K0.9014.79N/AN/A14,40912,922495,924366,315
2022-12-21$8.14$10.0063.5%18.2%46.2%0.5%64.7%9.8%11.2%-939.7K57.5M-684.4K0.502.65N/AN/A15,2837,691498,415369,342
2022-12-22$7.97$10.0069.0%19.6%42.1%8.5%68.7%7.8%4.5%-1.1M60.4M-664.6K1.135.36N/AN/A17,11619,311503,477370,477
2022-12-23$7.92$10.0067.8%18.5%42.0%6.8%64.5%9.1%8.7%-1.0M65.0M-650.7K0.6421.66N/AN/A13,1598,471507,397372,355
2022-12-27$7.70$10.0075.9%19.9%42.2%18.6%68.2%7.1%2.2%-975.7K65.7M-620.7K0.572.22N/AN/A12,4797,119483,827363,886
2022-12-28$7.69$10.0075.9%19.7%42.1%18.6%70.9%9.0%5.2%-990.8K65.5M-618.3K0.541.95N/AN/A10,4045,659488,452365,688
2022-12-29$8.04$10.0074.2%18.4%41.9%16.0%64.4%9.2%4.2%-1.0M54.6M-640.1K1.206.81N/AN/A14,81817,850490,479365,494
2022-12-30$8.11$10.0076.7%19.7%39.9%19.7%68.9%12.4%3.8%-797.7K47.8M-652.4K0.831.51N/AN/A15,14712,538495,767375,440