HOOD Options History — November 2023

In November 2023, HOOD traded between $7.96 and $9.77. ATM implied volatility averaged 43.6%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded below realized volatility by 18.7% (HV 20d: 62.3%). Max pain ranged from $8.50 to $9.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2023-11-08: Highest Volume — 146,348 contracts
  • 2023-11-08: Largest IV drop — 22.6% change
  • 2023-11-01: Highest IV Rank — 39.4%
  • 2023-11-01: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.60$7.96$9.77$9.05$8.73
Max Pain$8.93$8.50$9.00$9.00$8.50
ATM IV43.6%38.2%58.2%58.2%40.9%
Expected Move12.5%10.8%19.7%19.7%12.2%
HV 20d62.3%36.2%70.9%36.2%70.9%
HV 60d42.4%28.8%47.0%28.8%47.0%
IV Rank16.4%7.1%39.4%39.4%14.6%
IV Percentile15.2%4.8%46.0%46.0%13.5%
Term Structure-0.4%-3.1%1.6%-2.7%0.1%
VWIV44.1%39.0%67.6%67.6%43.5%
Skew 25d1.4%-1.4%5.0%5.0%-1.4%
Skew 10d1.9%-2.8%8.6%8.6%-2.8%
Call IV 25d44.0%38.5%55.7%55.7%43.6%
Put IV 25d45.4%39.8%60.7%60.7%42.2%
Bid-Ask Spread %41.282.4968.663.434.79
Gamma HHI0.140.100.250.110.13
Net GEX1.6M76.3K3.0M1.8M2.7M
Net DEX-34.3M-79.5M9.8M-31.4M-70.6M
Net VEX-501.9K-637.8K-389.3K-481.5K-637.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.060.340.260.09
Total Volume52,800.66711,601146,34811,60165,903
Total OI579,132.667498,859671,562504,990620,341

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$9.05$9.0058.2%19.7%36.2%39.4%67.6%5.0%-2.7%1.8M-31.4M-481.5K0.263.43N/AN/A9,2112,390410,04794,943
2023-11-02$9.46$9.0055.2%15.0%39.8%34.3%50.9%3.4%-2.4%2.8M-50.4M-511.3K0.1452.19N/AN/A31,8354,582413,56095,733
2023-11-03$9.70$9.0054.8%14.6%40.1%33.7%51.7%2.4%-2.5%2.0M-58.8M-530.8K0.0911.85N/AN/A42,1263,614409,42698,365
2023-11-06$9.54$9.0054.9%14.7%40.5%33.8%51.2%3.8%-3.1%1.9M-48.3M-511.2K0.2162.57N/AN/A28,0576,004402,51496,345
2023-11-07$9.77$9.0054.2%14.9%41.1%32.7%52.7%2.2%-1.4%2.3M-59.4M-550.9K0.2555.57N/AN/A75,84618,617416,984100,056
2023-11-08$8.36$9.0042.0%12.2%67.9%12.3%42.1%1.0%0.6%228.0K9.8M-389.3K0.3449.84N/AN/A108,98037,368487,033113,891
2023-11-09$7.96$9.0040.8%11.6%68.5%10.3%41.3%0.3%-0.5%76.3K8.2M-413.2K0.272.49N/AN/A62,22916,918535,805116,544
2023-11-10$8.25$9.0040.5%11.6%70.1%9.9%40.2%2.2%-0.1%942.1K-10.2M-472.9K0.2561.03N/AN/A41,53810,312556,647114,915
2023-11-13$8.34$9.0040.8%11.8%70.0%12.4%41.0%2.5%-0.7%1.4M-17.9M-480.1K0.232.80N/AN/A23,2445,367505,406105,312
2023-11-14$8.52$9.0038.2%10.9%69.4%7.1%39.0%0.8%1.6%2.1M-31.8M-496.3K0.1755.68N/AN/A42,9307,403512,124100,463
2023-11-15$8.34$9.0040.8%11.7%68.1%12.4%40.9%0.9%-0.5%1.2M-21.8M-471.9K0.1443.76N/AN/A25,4393,483516,586102,357
2023-11-16$7.97$9.0040.6%11.6%69.5%12.1%42.6%0.1%0.9%384.4K-6.5M-437.0K0.2163.09N/AN/A54,77011,763527,684102,581
2023-11-17$8.05$9.0039.8%11.4%69.4%10.3%41.3%1.1%0.1%1.2M-24.1M-489.5K0.1557.76N/AN/A29,3544,531562,934104,163
2023-11-20$8.14$9.0038.9%11.0%69.6%9.1%39.1%0.4%0.3%1.4M-29.1M-480.1K0.0668.66N/AN/A45,8892,914454,55384,878
2023-11-21$8.00$9.0038.8%10.8%69.0%9.2%39.0%0.3%0.1%1.2M-24.1M-478.9K0.163.01N/AN/A22,3263,495471,46885,795
2023-11-22$8.21$9.0039.4%11.2%69.3%10.5%39.0%0.7%1.2%1.8M-36.6M-507.7K0.2659.84N/AN/A33,3508,816480,89787,272
2023-11-24$8.27$9.0038.6%11.0%69.3%9.2%39.1%1.2%-0.3%1.6M-39.5M-508.9K0.2964.59N/AN/A9,2322,675487,60392,280
2023-11-27$8.41$9.0038.7%11.6%69.4%9.5%40.1%1.2%0.5%1.8M-43.6M-515.0K0.3265.59N/AN/A27,5238,712463,56185,033
2023-11-28$8.61$8.5038.4%11.2%69.6%8.7%39.7%2.4%0.9%2.4M-54.0M-554.7K0.0913.87N/AN/A49,2394,627473,82489,757
2023-11-29$8.89$8.5040.4%12.2%70.6%13.3%44.3%-0.0%-0.0%3.0M-79.5M-620.3K0.1264.51N/AN/A103,96812,234490,53091,576
2023-11-30$8.73$8.5040.9%12.2%70.9%14.6%43.5%-1.4%0.1%2.7M-70.6M-637.8K0.094.79N/AN/A60,5645,339523,57396,768