HOOD Options History — July 2023

In July 2023, HOOD traded between $10.36 and $13.09. ATM implied volatility averaged 68.3%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 24.4% (HV 20d: 43.8%). Max pain ranged from $9.50 to $11.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.17.

Notable Days

  • 2023-07-11: Highest Volume — 245,684 contracts
  • 2023-07-10: Largest IV spike — 19.6% change
  • 2023-07-19: Highest IV Rank — 62.9%
  • 2023-07-19: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.10$10.36$13.09$10.71$12.84
Max Pain$10.35$9.50$11.00$9.50$11.00
ATM IV68.3%58.1%75.4%58.1%66.6%
Expected Move19.3%14.4%21.6%14.6%21.6%
HV 20d43.8%37.0%47.8%38.7%47.5%
HV 60d41.7%38.4%43.1%38.8%42.5%
IV Rank47.6%25.2%62.9%25.2%45.9%
IV Percentile50.9%24.6%72.2%24.6%45.2%
Term Structure-2.7%-5.1%0.8%0.5%-3.3%
VWIV71.7%53.4%79.9%54.6%77.4%
Skew 25d-13.8%-22.8%-7.2%-7.2%-9.7%
Skew 10d-25.5%-36.9%-10.1%-10.1%-23.0%
Call IV 25d79.7%65.5%92.0%65.5%73.6%
Put IV 25d65.9%58.3%71.9%58.3%63.9%
Bid-Ask Spread %2.932.363.533.123.00
Gamma HHI0.160.120.210.120.16
Net GEX6.2M3.4M8.0M3.4M5.5M
Net DEX-231.8M-335.7M-110.9M-118.1M-243.2M
Net VEX-1.1M-1.3M-867.2K-867.2K-1.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.100.300.100.22
Total Volume116,567.9550,043245,684131,44071,382
Total OI643,778471,757736,316471,757652,114

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$10.71$9.5058.1%14.6%38.7%25.2%54.6%-7.2%0.5%3.4M-118.1M-867.2K0.103.12N/AN/A119,17712,263352,363119,394
2023-07-05$10.71$9.5062.1%14.4%37.0%31.8%53.4%-8.5%-1.5%4.4M-129.6M-909.0K0.112.76N/AN/A108,12911,696395,750126,099
2023-07-06$10.36$10.0063.3%16.7%39.8%33.8%62.5%-7.7%-3.1%4.1M-110.9M-917.5K0.133.16N/AN/A59,2997,802428,465128,569
2023-07-07$10.77$10.0060.9%16.7%40.0%32.2%59.5%-7.8%-2.1%4.0M-141.6M-935.8K0.122.89N/AN/A93,28411,476430,826129,258
2023-07-10$11.25$10.0072.9%19.8%42.1%55.5%75.4%-10.8%-2.8%4.9M-169.9M-989.2K0.142.36N/AN/A153,74520,866412,855126,043
2023-07-11$11.86$10.0075.2%20.7%44.3%60.4%76.1%-13.9%-2.0%6.5M-236.3M-1.1M0.122.82N/AN/A218,48327,201466,005135,110
2023-07-12$11.93$10.0073.4%20.1%44.0%56.9%74.3%-12.4%-3.3%7.3M-238.1M-1.1M0.182.97N/AN/A114,90620,365497,345147,379
2023-07-13$12.48$10.0073.7%19.9%45.4%57.5%74.5%-14.4%-4.9%7.8M-298.9M-1.2M0.152.79N/AN/A179,33227,238508,747153,570
2023-07-14$12.36$10.0069.3%18.9%45.6%49.6%70.7%-12.5%-4.6%6.5M-276.4M-1.2M0.172.84N/AN/A108,24118,602534,058163,889
2023-07-17$12.48$10.0069.6%19.5%45.6%50.3%78.3%-22.8%0.8%6.9M-265.7M-1.2M0.153.01N/AN/A116,51817,445498,250153,899
2023-07-18$12.59$10.0073.8%21.1%45.5%59.8%77.2%-21.7%-4.0%7.5M-276.6M-1.2M0.162.81N/AN/A67,63610,655524,410157,906
2023-07-19$13.09$10.0075.4%21.6%46.3%62.9%79.9%-20.5%-2.9%7.7M-335.7M-1.3M0.132.41N/AN/A162,01821,153536,552160,888
2023-07-20$12.84$11.0074.5%21.5%45.7%61.1%77.4%-20.3%-3.6%7.2M-298.4M-1.3M0.192.78N/AN/A91,31717,617556,515166,453
2023-07-21$12.75$11.0071.5%21.0%42.9%55.5%75.4%-18.2%-5.1%6.4M-286.6M-1.3M0.222.84N/AN/A54,66112,078568,841167,475
2023-07-24$12.73$11.0067.6%20.0%43.1%47.9%74.7%-15.9%-2.4%6.5M-250.7M-1.2M0.183.09N/AN/A68,88212,423511,313147,753
2023-07-25$12.59$11.0066.1%19.7%44.0%44.9%74.7%-15.2%-2.5%6.9M-247.2M-1.2M0.193.53N/AN/A42,0178,026534,959152,919
2023-07-26$12.77$11.0065.7%20.1%43.6%44.3%72.4%-14.1%-3.4%8.0M-264.2M-1.2M0.133.08N/AN/A58,9747,932542,176157,800
2023-07-27$12.23$11.0062.5%19.2%47.8%37.9%73.0%-12.1%-1.9%6.3M-206.0M-1.1M0.303.27N/AN/A85,61626,079550,369159,074
2023-07-28$12.73$11.0063.0%19.5%47.5%38.9%72.7%-10.7%-2.7%5.3M-242.0M-1.2M0.203.12N/AN/A55,46411,361548,434171,735
2023-07-31$12.84$11.0066.6%21.6%47.5%45.9%77.4%-9.7%-3.3%5.5M-243.2M-1.2M0.223.00N/AN/A58,48412,898489,162162,952