HOOD Options History — September 2023

In September 2023, HOOD traded between $9.52 and $11.16. ATM implied volatility averaged 38.9%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 13.3% (HV 20d: 25.6%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.26.

Notable Days

  • 2023-09-01: Highest Volume — 63,241 contracts
  • 2023-09-21: Largest IV spike — 9.8% change
  • 2023-09-27: Highest IV Rank — 17.9%
  • 2023-09-27: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.34$9.52$11.16$11.16$9.77
Max Pain$10.85$10.00$11.00$11.00$10.00
ATM IV38.9%34.6%45.4%36.1%42.8%
Expected Move11.1%9.6%12.7%9.6%11.0%
HV 20d25.6%22.9%28.1%26.2%24.7%
HV 60d38.9%36.0%40.1%39.6%36.0%
IV Rank6.4%0.0%17.9%0.0%13.6%
IV Percentile5.5%0.0%20.6%0.0%12.7%
Term Structure1.8%-0.2%5.2%0.3%5.1%
VWIV39.1%34.2%43.5%34.2%39.3%
Skew 25d1.6%-0.2%3.3%0.3%3.0%
Skew 10d2.3%-2.2%5.0%0.2%4.7%
Call IV 25d38.4%33.8%43.9%36.1%40.5%
Put IV 25d40.0%34.8%46.6%36.4%43.5%
Bid-Ask Spread %10.951.6838.842.1135.43
Gamma HHI0.120.100.140.140.10
Net GEX2.0M994.6K4.0M4.0M1.4M
Net DEX-51.2M-100.5M-23.9M-100.5M-39.5M
Net VEX-654.2K-801.8K-537.3K-801.8K-634.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.130.760.310.21
Total Volume20,626.39,06763,24163,24114,879
Total OI511,346.8470,575556,502556,502487,507

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$11.16$11.0036.1%9.6%26.2%0.0%34.2%0.3%0.3%4.0M-100.5M-801.8K0.312.11N/AN/A48,38114,860437,801118,701
2023-09-05$10.82$11.0038.5%11.4%28.1%4.1%41.4%1.3%0.6%2.7M-70.1M-758.0K0.201.81N/AN/A24,3364,973421,130112,122
2023-09-06$10.77$11.0039.1%11.3%27.3%5.1%39.7%1.9%0.9%3.0M-69.0M-749.5K0.152.09N/AN/A18,0262,659428,073112,598
2023-09-07$10.73$11.0039.7%11.7%26.0%6.2%40.8%2.5%-0.2%2.7M-64.0M-728.5K0.1826.23N/AN/A15,1032,735434,305112,599
2023-09-08$10.77$11.0037.8%11.3%25.7%3.0%40.7%0.9%1.2%2.4M-62.9M-701.7K0.342.15N/AN/A13,3824,506433,475113,445
2023-09-11$10.86$11.0035.0%10.7%25.8%0.0%37.7%1.4%2.1%2.5M-64.3M-679.4K0.1738.84N/AN/A25,2794,395411,584110,879
2023-09-12$10.82$11.0036.3%10.5%25.7%2.1%37.4%0.4%0.2%3.0M-66.5M-685.1K0.282.26N/AN/A14,6924,144424,849111,610
2023-09-13$10.66$11.0035.6%10.5%25.3%1.0%37.1%0.7%0.9%2.4M-57.4M-671.1K0.172.29N/AN/A15,2392,517429,009111,477
2023-09-14$10.52$11.0034.6%10.1%24.7%0.0%35.6%2.0%0.3%2.0M-51.8M-652.8K0.131.68N/AN/A22,5512,971434,220109,706
2023-09-15$10.59$11.0034.8%10.2%23.9%0.3%36.4%-0.2%1.5%2.3M-56.6M-663.2K0.3232.83N/AN/A9,2822,951444,971110,830
2023-09-18$10.61$11.0036.4%10.5%23.0%3.0%36.8%1.0%0.7%2.3M-58.1M-666.8K0.192.04N/AN/A13,6182,644376,82293,753
2023-09-19$10.48$11.0036.4%10.4%22.9%3.0%36.9%1.2%0.6%1.9M-51.1M-649.2K0.312.49N/AN/A11,3013,526381,32195,180
2023-09-20$10.29$11.0036.5%10.5%23.8%3.2%37.5%0.9%1.4%1.6M-44.9M-631.2K0.2013.15N/AN/A12,7932,584386,48696,223
2023-09-21$9.84$11.0040.1%11.5%27.9%9.1%40.8%1.9%0.2%1.1M-29.7M-585.3K0.367.74N/AN/A16,9186,101390,48195,945
2023-09-22$9.71$11.0041.0%11.7%28.0%10.7%40.4%3.1%0.5%1.0M-26.5M-573.1K0.262.49N/AN/A14,6243,751394,63095,293
2023-09-25$9.66$11.0042.9%12.3%27.4%13.8%41.2%2.3%4.5%1.1M-26.4M-554.4K0.212.05N/AN/A11,6132,447378,23594,155
2023-09-26$9.52$10.5044.3%12.6%27.2%16.2%43.5%3.3%4.8%994.6K-23.9M-537.3K0.182.77N/AN/A7,6941,373380,34295,073
2023-09-27$9.57$10.5045.4%12.7%23.6%17.9%43.5%2.6%4.5%1.2M-31.5M-590.5K0.7635.20N/AN/A9,5047,188382,90795,250
2023-09-28$9.68$10.0044.1%12.0%24.1%15.9%40.4%2.5%5.2%1.2M-28.8M-571.4K0.343.32N/AN/A12,7094,277385,40598,544
2023-09-29$9.77$10.0042.8%11.0%24.7%13.6%39.3%3.0%5.1%1.4M-39.5M-634.3K0.2135.43N/AN/A12,2692,610386,872100,635