HOOD Options History — March 2023 In March 2023, HOOD traded between $8.61 and $9.89. ATM implied volatility averaged 59.8%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 16.0% (HV 20d: 43.8%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.52.
Notable Days 2023-03-10 : Highest Volume — 39,892 contracts2023-03-10 : Largest IV spike — 15.4% change2023-03-13 : Highest IV Rank — 28.8%2023-03-13 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $9.24 $8.61 $9.89 $9.73 $9.66 Max Pain $9.67 $9.00 $10.00 $10.00 $9.00 ATM IV 59.8% 51.5% 69.4% 55.0% 59.0% Expected Move 17.0% 14.2% 19.1% 15.9% 15.2% HV 20d 43.8% 39.2% 49.2% 43.8% 48.8% HV 60d 45.1% 42.8% 46.6% 45.0% 46.4% IV Rank 12.8% 0.0% 28.8% 0.5% 12.1% IV Percentile 7.0% 0.0% 22.2% 0.4% 7.5% Term Structure 1.3% -3.6% 6.8% -0.3% 6.8% VWIV 58.1% 50.6% 66.9% 54.0% 52.7% Skew 25d 7.8% 4.6% 11.1% 4.6% 7.9% Skew 10d 14.4% 7.3% 21.2% 8.5% 18.8% Call IV 25d 56.0% 49.6% 65.3% 53.3% 52.9% Put IV 25d 63.8% 54.4% 73.8% 57.9% 60.7% Bid-Ask Spread % 5.21 2.61 7.81 2.90 2.79 Gamma HHI 0.13 0.08 0.19 0.11 0.11 Net GEX 170.7K -702.2K 1.1M 764.5K 424.5K Net DEX 9.5M -18.7M 29.9M -5.4M -18.7M Net VEX -647.0K -720.6K -574.5K -707.8K -632.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.21 1.39 0.64 0.22 Total Volume 21,787.783 11,111 39,892 16,212 26,574 Total OI 517,567.609 444,880 575,246 555,835 469,408
Daily Data (23 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 2023-03-01 $9.73 $10.00 55.0% 15.9% 43.8% 0.5% 54.0% 4.6% -0.3% 764.5K -5.4M -707.8K 0.64 2.90 N/A N/A 9,872 6,340 325,187 230,648 2023-03-02 $9.71 $10.00 54.9% 16.2% 39.9% 0.4% 55.6% 6.6% -0.0% 556.1K -3.1M -720.6K 0.47 4.62 N/A N/A 20,843 9,712 328,769 232,475 2023-03-03 $9.89 $10.00 51.5% 14.2% 40.0% 0.0% 50.6% 4.8% -1.2% 1.1M -10.7M -715.0K 0.59 2.61 N/A N/A 15,906 9,436 338,970 234,621 2023-03-06 $9.71 $10.00 52.7% 14.8% 39.2% 1.8% 52.7% 5.5% -0.8% 569.9K -767.0K -686.2K 0.38 4.69 N/A N/A 12,895 4,835 319,613 230,019 2023-03-07 $9.48 $10.00 52.4% 15.5% 39.7% 1.4% 51.8% 4.9% 0.3% 189.8K 6.4M -697.1K 0.71 3.72 N/A N/A 9,535 6,779 324,366 231,477 2023-03-08 $9.71 $10.00 53.2% 15.0% 41.0% 2.7% 52.2% 5.4% -0.3% 538.3K -1.3M -682.9K 0.31 4.94 N/A N/A 8,502 2,609 328,956 232,728 2023-03-09 $9.48 $10.00 55.0% 16.4% 41.6% 5.6% 54.4% 4.9% -1.0% 63.6K 7.4M -668.1K 0.57 4.79 N/A N/A 12,114 6,860 332,453 232,666 2023-03-10 $8.98 $10.00 63.5% 18.7% 44.2% 19.3% 64.1% 7.8% -3.6% -702.2K 27.8M -645.3K 1.39 5.80 N/A N/A 16,712 23,180 336,840 234,890 2023-03-13 $9.02 $10.00 69.4% 19.1% 44.0% 28.8% 66.9% 8.6% -2.3% -336.8K 20.9M -652.9K 0.62 4.72 N/A N/A 14,973 9,277 311,996 231,471 2023-03-14 $9.07 $10.00 63.8% 18.2% 44.1% 19.8% 62.7% 8.1% -0.1% -338.4K 21.0M -632.3K 0.55 6.43 N/A N/A 11,958 6,549 318,373 232,555 2023-03-15 $9.09 $10.00 65.9% 19.1% 43.1% 23.2% 64.2% 8.7% 0.4% -273.5K 18.3M -651.4K 0.69 4.79 N/A N/A 14,507 9,949 323,772 234,397 2023-03-16 $9.30 $10.00 61.3% 18.7% 40.6% 15.7% 61.4% 10.4% 4.0% 169.0K 10.7M -660.7K 0.56 5.18 N/A N/A 11,593 6,549 330,203 240,084 2023-03-17 $9.18 $10.00 65.3% 19.1% 40.6% 22.1% 63.7% 9.7% 1.4% 215.3K 15.1M -650.0K 1.05 5.47 N/A N/A 9,749 10,246 332,747 242,499 2023-03-20 $8.86 $10.00 63.7% 18.3% 41.9% 19.6% 61.9% 7.9% 0.4% -82.4K 18.7M -617.9K 0.26 7.42 N/A N/A 16,788 4,313 253,245 191,692 2023-03-21 $9.36 $9.50 57.3% 16.4% 46.1% 9.3% 55.8% 8.4% 2.8% 472.6K 2.0M -650.8K 0.21 5.01 N/A N/A 21,799 4,524 263,416 193,753 2023-03-22 $9.00 $9.50 59.0% 16.9% 47.9% 12.1% 57.7% 8.8% 1.3% 132.2K 13.9M -618.4K 0.40 7.25 N/A N/A 11,641 4,601 274,389 195,341 2023-03-23 $8.61 $9.50 63.8% 18.2% 49.2% 19.8% 61.2% 8.8% 1.6% -359.2K 29.9M -574.5K 0.35 5.56 N/A N/A 17,543 6,069 277,973 195,264 2023-03-24 $8.71 $9.00 64.2% 18.1% 46.6% 20.5% 64.6% 10.6% 4.3% -123.6K 25.0M -600.8K 0.44 7.23 N/A N/A 18,811 8,349 284,209 196,152 2023-03-27 $8.68 $9.00 64.4% 17.7% 45.9% 20.7% 59.7% 11.1% 2.2% -164.0K 21.9M -591.5K 0.53 7.81 N/A N/A 9,384 4,933 254,938 189,942 2023-03-28 $8.68 $9.00 62.1% 17.2% 43.2% 17.0% 58.7% 5.9% 6.7% -145.8K 23.0M -583.5K 0.37 6.95 N/A N/A 9,772 3,611 259,112 192,685 2023-03-29 $9.14 $9.00 58.5% 16.0% 46.7% 11.2% 54.6% 8.6% 5.0% 339.4K 5.4M -614.5K 0.26 5.22 N/A N/A 19,388 5,010 262,432 192,992 2023-03-30 $9.46 $9.00 58.6% 15.4% 48.6% 11.4% 56.0% 10.6% 3.1% 899.4K -8.4M -626.2K 0.43 3.86 N/A N/A 18,491 8,038 270,825 193,512 2023-03-31 $9.66 $9.00 59.0% 15.2% 48.8% 12.1% 52.7% 7.9% 6.8% 424.5K -18.7M -632.9K 0.22 2.79 N/A N/A 21,704 4,870 273,956 195,452
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