HOOD Options History — August 2023 In August 2023, HOOD traded between $10.07 and $12.80. ATM implied volatility averaged 43.7%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 4.4% (HV 20d: 39.3%). Max pain ranged from $11.00 to $11.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.29.
Notable Days 2023-08-03 : Highest Volume — 228,222 contracts2023-08-03 : Largest IV drop — 28.0% change2023-08-02 : Highest IV Rank — 46.0%2023-08-02 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $10.88 $10.07 $12.80 $12.80 $10.91 Max Pain $11.00 $11.00 $11.00 $11.00 $11.00 ATM IV 43.7% 37.1% 66.6% 66.4% 37.1% Expected Move 12.6% 10.0% 22.5% 22.2% 10.0% HV 20d 39.3% 26.2% 50.4% 42.9% 26.2% HV 60d 41.3% 39.9% 45.5% 42.5% 40.0% IV Rank 5.1% 0.0% 46.0% 45.5% 0.0% IV Percentile 5.1% 0.0% 46.0% 44.4% 0.0% Term Structure -0.3% -4.1% 0.7% -3.5% 0.2% VWIV 45.2% 35.4% 81.6% 80.1% 35.4% Skew 25d -0.3% -9.1% 2.3% -9.1% 0.8% Skew 10d -1.5% -20.4% 3.4% -20.4% 1.1% Call IV 25d 44.9% 37.3% 73.3% 73.3% 37.3% Put IV 25d 44.6% 38.1% 65.0% 64.2% 38.1% Bid-Ask Spread % 2.38 1.62 4.74 2.43 2.22 Gamma HHI 0.12 0.09 0.16 0.16 0.13 Net GEX 2.8M 1.3M 6.0M 6.0M 3.5M Net DEX -76.5M -246.9M -37.6M -246.9M -77.2M Net VEX -815.6K -1.2M -704.0K -1.2M -762.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.29 0.09 0.65 0.45 0.17 Total Volume 48,777.957 10,656 228,222 67,439 36,319 Total OI 607,605.609 492,197 750,058 683,602 547,423
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 2023-08-01 $12.80 $11.00 66.4% 22.2% 42.9% 45.5% 80.1% -9.1% -3.5% 6.0M -246.9M -1.2M 0.45 2.43 N/A N/A 46,671 20,768 515,673 167,929 2023-08-02 $12.38 $11.00 66.6% 22.5% 45.4% 46.0% 81.6% -6.3% -4.1% 5.9M -212.4M -1.2M 0.34 2.97 N/A N/A 101,025 34,037 534,105 166,662 2023-08-03 $11.59 $11.00 47.9% 13.9% 50.4% 9.8% 49.4% -2.6% -0.9% 4.2M -114.5M -983.5K 0.26 2.42 N/A N/A 180,509 47,713 561,356 185,394 2023-08-04 $11.29 $11.00 42.8% 12.3% 50.0% 0.0% 46.8% -2.6% -0.0% 3.4M -79.4M -910.3K 0.31 2.27 N/A N/A 64,283 19,754 561,539 188,519 2023-08-07 $11.36 $11.00 42.3% 12.3% 47.7% 0.0% 44.4% -1.2% 0.7% 3.6M -87.6M -897.0K 0.21 1.92 N/A N/A 45,149 9,685 492,346 169,024 2023-08-08 $11.13 $11.00 43.7% 12.4% 43.9% 2.8% 44.3% -0.2% -0.6% 3.3M -70.3M -877.7K 0.21 2.14 N/A N/A 31,173 6,622 505,105 171,195 2023-08-09 $10.86 $11.00 43.0% 12.0% 44.4% 1.5% 43.4% 0.2% -0.6% 2.7M -53.7M -812.2K 0.15 2.04 N/A N/A 64,978 9,644 500,231 167,780 2023-08-10 $10.73 $11.00 42.1% 12.0% 40.4% 0.0% 42.5% -0.1% -0.6% 3.0M -57.4M -830.1K 0.28 2.08 N/A N/A 27,756 7,721 517,051 162,901 2023-08-11 $10.71 $11.00 41.1% 11.7% 40.4% 0.0% 42.1% 0.6% -0.2% 2.5M -52.0M -789.3K 0.32 2.15 N/A N/A 22,248 7,023 525,936 161,577 2023-08-14 $10.64 $11.00 42.0% 12.1% 39.9% 1.6% 43.4% -1.2% -0.2% 2.2M -50.8M -774.9K 0.11 2.08 N/A N/A 26,089 2,856 460,769 157,267 2023-08-15 $10.43 $11.00 42.7% 12.3% 39.6% 3.0% 43.5% -0.2% 0.0% 2.4M -44.5M -757.4K 0.27 1.67 N/A N/A 15,346 4,194 472,173 156,259 2023-08-16 $10.23 $11.00 42.4% 12.2% 35.4% 2.4% 42.4% 0.9% 0.1% 1.9M -39.1M -718.1K 0.25 1.62 N/A N/A 19,746 4,920 475,470 151,998 2023-08-17 $10.07 $11.00 41.1% 11.7% 35.3% 0.0% 42.3% 0.4% 0.7% 1.3M -37.6M -704.0K 0.40 2.18 N/A N/A 15,935 6,394 475,209 145,554 2023-08-18 $10.27 $11.00 40.9% 11.7% 37.1% 0.0% 41.2% 1.1% 0.4% 1.5M -48.5M -721.1K 0.61 2.25 N/A N/A 18,514 11,345 478,463 146,510 2023-08-21 $10.43 $11.00 41.1% 11.6% 38.1% 0.4% 40.8% 1.2% 0.2% 1.5M -51.2M -725.1K 0.13 2.47 N/A N/A 16,418 2,077 379,837 112,360 2023-08-22 $10.38 $11.00 42.1% 12.0% 38.1% 2.2% 42.0% 1.3% 0.3% 1.7M -50.5M -722.2K 0.30 2.75 N/A N/A 8,194 2,462 388,229 113,030 2023-08-23 $10.52 $11.00 41.3% 11.7% 38.1% 0.6% 41.2% 1.6% 0.5% 1.9M -56.3M -729.1K 0.33 2.38 N/A N/A 16,799 5,533 389,334 113,351 2023-08-24 $10.41 $11.00 41.3% 11.4% 36.0% 0.8% 40.4% 2.3% 0.0% 1.8M -51.8M -724.6K 0.39 2.49 N/A N/A 8,111 3,137 394,207 114,807 2023-08-25 $10.54 $11.00 40.5% 11.1% 32.2% 0.0% 39.8% 1.1% 0.6% 2.6M -55.9M -717.2K 0.65 3.09 N/A N/A 12,023 7,850 396,636 114,822 2023-08-28 $10.63 $11.00 40.1% 10.9% 32.2% 0.0% 38.6% 1.4% 0.1% 1.9M -58.6M -725.5K 0.27 2.08 N/A N/A 15,403 4,166 381,691 112,153 2023-08-29 $10.98 $11.00 38.7% 10.7% 35.4% 0.0% 38.8% 1.5% 0.7% 2.6M -77.8M -750.6K 0.09 2.18 N/A N/A 76,233 6,560 387,497 113,830 2023-08-30 $11.04 $11.00 37.3% 10.2% 34.3% 0.0% 35.8% 1.5% -1.3% 4.1M -85.9M -772.9K 0.18 4.74 N/A N/A 24,170 4,340 425,336 116,391 2023-08-31 $10.91 $11.00 37.1% 10.0% 26.2% 0.0% 35.4% 0.8% 0.2% 3.5M -77.2M -762.5K 0.17 2.22 N/A N/A 31,029 5,290 429,461 117,962
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