HOOD Options History — January 2023

In January 2023, HOOD traded between $8.02 and $10.50. ATM implied volatility averaged 71.5%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 31.0% (HV 20d: 40.5%). Max pain ranged from $9.50 to $10.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.64.

Notable Days

  • 2023-01-27: Highest Volume — 118,625 contracts
  • 2023-01-05: Largest IV drop — 10.0% change
  • 2023-01-04: Highest IV Rank — 21.9%
  • 2023-01-31: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.21$8.02$10.50$8.02$10.38
Max Pain$9.97$9.50$10.00$10.00$10.00
ATM IV71.5%67.9%78.1%76.8%72.0%
Expected Move21.0%18.2%23.9%18.2%23.9%
HV 20d40.5%35.1%45.8%38.9%45.8%
HV 60d82.2%81.0%83.2%82.3%83.0%
IV Rank12.3%6.9%21.9%19.9%17.4%
IV Percentile14.3%6.3%27.4%24.6%17.5%
Term Structure-1.0%-9.8%12.7%0.6%-2.9%
VWIV73.9%63.3%85.7%63.3%85.7%
Skew 25d8.6%4.8%14.0%10.0%6.8%
Skew 10d16.2%10.2%25.4%20.2%13.8%
Call IV 25d68.1%61.2%74.1%73.8%70.9%
Put IV 25d76.7%71.5%86.0%83.7%77.6%
Bid-Ask Spread %4.931.308.961.717.80
Gamma HHI0.130.080.350.150.10
Net GEX850.2K-791.4K3.5M-791.4K1.6M
Net DEX-3.1M-80.1M52.8M52.8M-51.3M
Net VEX-702.5K-849.0K-625.2K-625.2K-849.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.331.160.510.34
Total Volume43,113.7513,427118,62529,33938,024
Total OI759,678.6509,337908,404840,810580,924

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$8.02$10.0076.8%18.2%38.9%19.9%63.3%10.0%0.6%-791.4K52.8M-625.2K0.511.71N/AN/A19,3989,941472,253368,557
2023-01-04$8.27$10.0078.1%18.5%40.7%21.9%67.1%11.9%-2.0%-399.4K41.9M-651.2K0.901.30N/AN/A28,62025,724482,880372,112
2023-01-05$8.16$10.0070.3%22.5%39.9%10.4%77.9%7.2%9.9%-555.1K47.3M-633.5K0.865.09N/AN/A11,80810,147492,533374,547
2023-01-06$8.29$10.0068.2%22.2%40.7%7.3%76.4%10.3%12.7%-595.9K42.2M-640.9K1.163.87N/AN/A14,42716,726498,757377,207
2023-01-09$8.59$10.0073.4%21.4%42.2%15.0%75.9%10.7%-0.1%-344.1K30.3M-648.5K0.544.84N/AN/A27,74114,933481,865364,080
2023-01-10$8.71$10.0075.4%20.4%42.4%17.8%71.8%14.0%-5.1%116.0K23.2M-657.7K0.692.92N/AN/A16,07111,033494,763364,057
2023-01-11$8.73$10.0075.8%21.6%40.8%18.4%74.6%9.8%-0.6%378.1K20.3M-671.0K0.554.06N/AN/A16,3628,939505,005370,756
2023-01-12$8.98$10.0073.3%20.8%41.9%14.8%74.4%11.4%-0.8%1.0M8.2M-675.0K0.394.61N/AN/A25,0489,714510,392372,240
2023-01-13$9.29$10.0071.1%20.7%42.7%11.5%68.8%5.2%2.2%699.1K-15.0M-692.9K0.394.56N/AN/A53,42120,744524,974372,325
2023-01-17$9.54$10.0069.7%19.9%40.2%9.5%72.0%8.5%-3.2%983.7K-21.7M-705.2K0.444.67N/AN/A53,17223,142510,391374,302
2023-01-18$9.30$10.0072.6%20.8%41.0%13.7%70.6%8.3%-9.8%1.0M-4.1M-689.8K0.956.52N/AN/A21,17320,094519,223371,912
2023-01-19$9.07$10.0068.3%19.7%35.8%7.4%70.5%5.8%-1.7%943.3K11.5M-689.9K0.994.12N/AN/A10,44410,340523,261383,895
2023-01-20$9.52$10.0068.8%20.0%38.7%8.1%70.2%8.7%-2.9%3.5M-13.6M-688.4K0.463.73N/AN/A44,82720,549523,861384,543
2023-01-23$9.66$10.0068.7%20.6%38.7%8.0%73.2%6.9%-1.7%1.4M-27.1M-724.8K0.338.96N/AN/A29,6569,923292,985216,352
2023-01-24$9.68$10.0068.6%20.8%37.2%7.9%73.3%7.5%-2.7%1.7M-29.3M-739.3K0.545.30N/AN/A22,68912,143304,128219,739
2023-01-25$9.71$9.5068.7%21.1%36.8%8.1%74.0%7.9%-3.5%1.8M-32.6M-737.8K0.833.60N/AN/A18,52815,338312,785221,845
2023-01-26$9.59$10.0067.9%21.2%35.1%6.9%73.6%7.9%-2.9%1.7M-23.8M-720.0K0.687.70N/AN/A7,9695,458318,497224,349
2023-01-27$10.50$10.0069.3%22.0%44.7%8.9%80.5%4.8%-2.9%1.6M-80.1M-781.4K0.704.68N/AN/A69,75548,870320,377224,830
2023-01-30$10.21$10.0072.7%23.8%45.8%13.9%84.2%8.2%-2.4%1.3M-41.5M-827.8K0.588.54N/AN/A24,96114,423309,063257,007
2023-01-31$10.38$10.0072.0%23.9%45.8%17.4%85.7%6.8%-2.9%1.6M-51.3M-849.0K0.347.80N/AN/A28,3709,654316,954263,970