HOOD Options History — June 2023

In June 2023, HOOD traded between $8.98 and $10.14. ATM implied volatility averaged 45.4%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 10.2% (HV 20d: 35.2%). Max pain ranged from $9.00 to $9.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2023-06-28: Highest Volume — 95,105 contracts
  • 2023-06-14: Largest IV spike — 6.1% change
  • 2023-06-15: Highest IV Rank — 9.7%
  • 2023-06-15: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.62$8.98$10.14$8.98$10.00
Max Pain$9.05$9.00$9.50$9.50$9.00
ATM IV45.4%42.9%49.3%46.1%45.3%
Expected Move13.0%12.3%14.0%13.9%12.3%
HV 20d35.2%26.2%47.7%46.4%32.8%
HV 60d38.5%35.9%41.1%40.9%36.2%
IV Rank3.5%0.0%9.7%1.3%4.0%
IV Percentile3.3%0.0%9.5%0.8%5.2%
Term Structure1.1%-2.2%5.8%-0.2%-1.3%
VWIV45.9%42.9%49.9%47.4%44.2%
Skew 25d1.0%-3.3%5.5%4.9%-2.9%
Skew 10d1.0%-10.4%9.9%7.4%-10.4%
Call IV 25d46.5%42.1%52.2%44.8%49.7%
Put IV 25d47.5%45.0%50.8%49.8%46.8%
Bid-Ask Spread %8.052.4338.763.227.53
Gamma HHI0.180.100.620.110.62
Net GEX2.6M604.0K11.6M731.6K11.6M
Net DEX-46.3M-82.1M-9.9M-9.9M-78.3M
Net VEX-586.0K-761.5K-421.9K-421.9K-761.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.060.460.240.10
Total Volume49,502.85722,57595,10522,57555,902
Total OI444,945.952392,239511,325403,157511,325

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$8.98$9.5046.1%13.9%46.4%1.3%47.4%4.9%-0.2%731.6K-9.9M-421.9K0.243.22N/AN/A18,2004,375267,805135,352
2023-06-02$9.27$9.5043.6%13.0%47.5%0.0%45.1%5.5%-1.7%666.3K-21.0M-448.6K0.232.43N/AN/A24,6395,790270,398136,511
2023-06-05$9.04$9.0044.7%12.8%46.7%1.6%44.9%5.4%0.3%611.6K-10.7M-429.5K0.467.30N/AN/A16,8057,682260,905131,334
2023-06-06$9.07$9.0044.5%12.8%46.5%1.2%43.8%4.3%0.0%604.0K-11.1M-439.9K0.354.69N/AN/A22,1387,728269,747136,589
2023-06-07$9.41$9.0042.9%12.9%47.7%0.0%42.9%4.0%0.1%1.4M-28.2M-467.5K0.215.06N/AN/A35,8407,574277,773139,361
2023-06-08$9.50$9.0043.1%13.3%47.7%0.4%44.6%4.4%0.4%1.6M-31.6M-484.3K0.245.51N/AN/A20,8784,974286,674142,090
2023-06-09$9.41$9.0043.0%13.1%43.4%0.2%44.6%2.7%0.1%1.3M-28.8M-475.3K0.125.20N/AN/A35,4054,292292,981142,780
2023-06-12$9.38$9.0044.9%13.3%29.2%3.1%47.1%3.1%0.9%1.1M-27.5M-491.2K0.115.68N/AN/A44,2104,724284,723134,861
2023-06-13$9.61$9.0046.2%13.3%29.3%5.0%49.2%-0.3%0.5%2.1M-45.4M-557.8K0.064.94N/AN/A63,1533,729309,929136,356
2023-06-14$9.91$9.0049.0%13.5%26.9%9.3%48.6%-1.1%-2.2%2.8M-61.9M-612.4K0.158.57N/AN/A64,6169,838328,519137,512
2023-06-15$9.98$9.0049.3%14.0%26.9%9.7%49.9%-1.4%-0.9%3.1M-69.4M-634.1K0.084.20N/AN/A60,3225,006339,611141,229
2023-06-16$10.04$9.0047.9%13.5%26.9%7.7%49.2%-3.3%-0.7%5.1M-80.6M-665.6K0.144.39N/AN/A53,9507,777364,361142,247
2023-06-20$10.04$9.0046.6%13.4%26.2%5.7%47.4%0.7%2.7%2.5M-65.4M-663.4K0.2221.60N/AN/A63,62813,814304,326105,108
2023-06-21$9.79$9.0044.8%12.8%27.5%2.9%45.6%-0.9%2.7%2.3M-55.8M-672.4K0.1938.76N/AN/A28,0985,457326,747114,101
2023-06-22$9.46$9.0045.8%13.0%30.7%4.5%46.7%-1.2%3.7%1.3M-36.6M-633.9K0.303.74N/AN/A44,14813,334330,527117,976
2023-06-23$9.50$9.0044.4%12.6%30.4%2.2%44.8%-2.5%1.1%1.9M-41.3M-629.7K0.266.07N/AN/A31,1888,253344,750123,319
2023-06-26$9.68$9.0045.2%12.4%30.8%3.6%44.9%1.0%5.0%2.2M-50.8M-680.5K0.146.04N/AN/A26,9433,731323,456118,991
2023-06-27$9.98$9.0043.9%12.3%31.5%1.5%43.1%1.3%2.7%3.3M-65.5M-689.0K0.116.47N/AN/A51,9995,547330,309120,002
2023-06-28$10.14$9.0044.5%12.4%31.5%2.5%44.5%-0.3%4.6%4.6M-82.1M-716.7K0.106.31N/AN/A86,7258,380347,859121,042
2023-06-29$9.93$9.0046.8%12.3%32.8%6.4%45.5%-3.0%5.8%4.4M-70.3M-731.7K0.1311.35N/AN/A52,0306,738370,109124,270
2023-06-30$10.00$9.0045.3%12.3%32.8%4.0%44.2%-2.9%-1.3%11.6M-78.3M-761.5K0.107.53N/AN/A50,9874,915384,195127,130