HOOD Options History — May 2023 In May 2023, HOOD traded between $8.38 and $9.59. ATM implied volatility averaged 51.7%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 12.1% (HV 20d: 39.6%). Max pain ranged from $9.50 to $10.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2023-05-11 : Highest Volume — 141,277 contracts2023-05-11 : Largest IV drop — 22.8% change2023-05-10 : Highest IV Rank — 19.4%2023-05-03 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.75 $8.38 $9.59 $8.79 $8.95 Max Pain $9.91 $9.50 $10.00 $9.50 $9.50 ATM IV 51.7% 45.3% 62.6% 57.1% 47.8% Expected Move 15.1% 12.9% 19.3% 17.8% 13.9% HV 20d 39.6% 21.7% 50.0% 21.7% 46.6% HV 60d 40.9% 38.0% 43.6% 38.0% 41.1% IV Rank 6.2% 0.0% 19.4% 8.9% 3.9% IV Percentile 6.0% 0.0% 21.0% 8.7% 3.2% Term Structure -0.8% -2.3% 2.3% -2.3% -1.3% VWIV 52.5% 44.2% 68.9% 63.1% 46.5% Skew 25d 5.4% 2.8% 8.7% 8.6% 6.2% Skew 10d 10.9% 5.5% 16.2% 15.1% 12.7% Call IV 25d 49.8% 43.2% 59.7% 52.5% 45.1% Put IV 25d 55.1% 48.6% 66.5% 61.1% 51.3% Bid-Ask Spread % 4.53 2.71 8.33 5.09 2.71 Gamma HHI 0.16 0.11 0.23 0.23 0.11 Net GEX -27.8K -870.1K 1.8M -825.0K 621.5K Net DEX 11.6M -36.4M 36.9M 23.6M -8.6M Net VEX -445.7K -512.3K -410.9K -466.6K -426.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.20 2.01 0.33 0.55 Total Volume 36,756.909 12,428 141,277 16,337 17,563 Total OI 456,503.227 386,855 561,440 429,334 395,496
Daily Data (22 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 2023-05-01 $8.79 $9.50 57.1% 17.8% 21.7% 8.9% 63.1% 8.6% -2.3% -825.0K 23.6M -466.6K 0.33 5.09 N/A N/A 12,293 4,044 247,436 181,898 2023-05-02 $8.45 $9.50 59.3% 18.7% 24.1% 13.6% 65.0% 6.0% -2.2% -870.1K 33.3M -440.9K 1.85 5.66 N/A N/A 10,434 19,274 254,122 183,909 2023-05-03 $8.39 $9.50 59.0% 19.3% 24.0% 13.1% 68.9% 6.3% -1.2% -784.5K 33.5M -440.0K 0.42 4.67 N/A N/A 9,949 4,143 257,441 183,034 2023-05-04 $8.48 $10.00 60.9% 17.3% 24.7% 16.4% 57.8% 6.0% -1.6% -642.6K 28.8M -455.7K 0.87 8.33 N/A N/A 7,103 6,157 261,469 182,552 2023-05-05 $8.82 $10.00 57.6% 16.0% 27.1% 10.5% 56.3% 8.7% -1.6% -515.0K 15.8M -478.3K 0.63 6.05 N/A N/A 13,540 8,469 263,777 182,693 2023-05-08 $8.93 $10.00 58.7% 16.1% 27.9% 12.5% 56.5% 6.1% -2.0% -460.1K 11.8M -469.2K 0.26 4.63 N/A N/A 25,119 6,525 257,096 183,925 2023-05-09 $9.13 $10.00 60.9% 16.7% 29.6% 16.3% 57.3% 7.4% -2.3% -50.0K -554.9K -504.1K 0.60 5.13 N/A N/A 32,202 19,471 270,151 186,724 2023-05-10 $9.07 $10.00 62.6% 17.5% 29.2% 19.4% 62.8% 7.1% -1.9% 120.5K -2.6M -512.3K 0.36 5.14 N/A N/A 74,397 26,544 287,324 197,263 2023-05-11 $9.59 $10.00 48.3% 13.6% 36.2% 0.0% 49.2% 3.6% -0.8% 1.8M -36.4M -512.2K 0.21 4.37 N/A N/A 116,662 24,615 333,529 209,643 2023-05-12 $8.79 $10.00 48.8% 14.0% 47.0% 0.8% 50.4% 3.3% 0.2% -821.1K 20.6M -457.8K 0.38 4.78 N/A N/A 49,010 18,819 350,724 210,716 2023-05-15 $8.66 $10.00 47.2% 13.3% 47.0% 0.0% 47.6% 2.8% 2.1% -758.7K 23.9M -430.9K 0.32 4.34 N/A N/A 28,579 9,221 307,253 185,070 2023-05-16 $8.38 $10.00 49.0% 14.1% 47.9% 3.0% 48.3% 4.5% -1.0% -646.6K 36.9M -410.9K 0.21 3.98 N/A N/A 36,530 7,830 317,556 188,741 2023-05-17 $8.48 $10.00 47.6% 13.7% 48.4% 0.8% 47.1% 2.8% -1.1% 91.6K 30.6M -420.0K 0.31 3.50 N/A N/A 25,005 7,823 332,030 191,159 2023-05-18 $8.59 $10.00 45.3% 12.9% 48.9% 0.0% 45.6% 3.0% 2.3% -60.1K 28.7M -422.2K 0.22 3.54 N/A N/A 16,838 3,626 329,182 192,081 2023-05-19 $8.50 $10.00 46.6% 13.5% 48.9% 2.1% 44.2% 3.7% -0.8% 897.2K 33.1M -411.0K 2.01 3.18 N/A N/A 14,582 29,279 334,285 192,684 2023-05-22 $8.75 $10.00 46.2% 13.5% 50.0% 1.4% 45.0% 6.1% 1.8% 302.2K -894.3K -418.7K 0.31 4.12 N/A N/A 22,621 7,010 255,968 132,610 2023-05-23 $8.68 $10.00 46.1% 13.8% 48.5% 1.3% 48.0% 5.2% 1.2% 450.4K -1.3M -431.0K 0.31 4.42 N/A N/A 11,209 3,478 263,252 136,484 2023-05-24 $8.63 $10.00 48.4% 14.2% 47.9% 4.8% 48.6% 5.2% -0.8% 380.9K 142.9K -422.4K 0.59 4.85 N/A N/A 7,821 4,607 265,118 137,366 2023-05-25 $8.64 $10.00 47.8% 14.4% 47.9% 3.9% 48.7% 3.8% -1.6% 375.4K -456.9K -424.3K 0.22 5.39 N/A N/A 16,285 3,591 265,346 137,750 2023-05-26 $8.84 $10.00 45.3% 13.8% 48.7% 0.0% 48.7% 5.8% -0.9% 239.0K -6.5M -426.1K 0.20 2.74 N/A N/A 18,917 3,840 273,690 137,669 2023-05-30 $8.98 $10.00 47.6% 14.4% 48.9% 3.6% 49.9% 5.6% -1.9% 521.2K -8.9M -424.7K 0.33 2.95 N/A N/A 17,761 5,866 255,655 131,200 2023-05-31 $8.95 $9.50 47.8% 13.9% 46.6% 3.9% 46.5% 6.2% -1.3% 621.5K -8.6M -426.9K 0.55 2.71 N/A N/A 11,365 6,198 262,903 132,593
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