HOOD Options History — December 2023

In December 2023, HOOD traded between $9.38 and $13.23. ATM implied volatility averaged 57.7%, placing in the 53.0% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 2.9% (HV 20d: 60.6%). Max pain ranged from $8.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.18.

Notable Days

  • 2023-12-06: Highest Volume — 490,933 contracts
  • 2023-12-05: Largest IV spike — 22.7% change
  • 2023-12-06: Highest IV Rank — 69.2%
  • 2023-12-05: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.93$9.38$13.23$9.38$12.75
Max Pain$9.68$8.50$10.00$8.50$10.00
ATM IV57.7%43.4%64.7%43.4%55.6%
Expected Move16.2%13.2%17.6%13.2%15.1%
HV 20d60.6%50.2%84.3%73.9%61.5%
HV 60d56.3%49.5%59.3%49.5%59.3%
IV Rank53.0%20.1%69.2%20.1%48.2%
IV Percentile56.5%21.8%75.4%21.8%49.2%
Term Structure0.3%-3.6%3.7%0.6%3.3%
VWIV60.5%47.5%68.7%47.5%57.1%
Skew 25d-12.1%-19.4%-1.7%-1.7%-8.0%
Skew 10d-25.0%-43.8%-7.4%-7.4%-15.6%
Call IV 25d67.5%47.2%79.4%47.2%62.2%
Put IV 25d55.4%45.5%60.0%45.5%54.2%
Bid-Ask Spread %14.973.5165.7165.7114.78
Gamma HHI0.150.120.190.160.14
Net GEX11.2M3.8M15.3M3.8M11.6M
Net DEX-440.6M-623.2M-126.0M-126.0M-490.0M
Net VEX-1.7M-2.2M-736.8K-736.8K-2.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.180.060.300.060.23
Total Volume192,153.770,537490,933156,363121,415
Total OI1,101,841.95647,9951,323,371647,9951,323,371

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$9.38$8.5043.4%13.2%73.9%20.1%47.5%-1.7%0.6%3.8M-126.0M-736.8K0.0665.71N/AN/A147,9498,414550,87397,122
2023-12-04$9.54$9.0050.7%14.3%73.5%37.0%53.4%-6.9%-0.5%4.8M-144.0M-832.7K0.087.54N/AN/A163,93112,693566,51191,118
2023-12-05$10.57$9.0062.2%17.6%81.8%63.4%62.0%-16.6%-1.4%7.1M-263.8M-1.0M0.129.35N/AN/A362,42243,166620,76197,470
2023-12-06$11.27$9.0064.7%17.1%84.3%69.2%68.7%-19.4%-1.2%8.3M-370.4M-1.3M0.214.36N/AN/A405,47285,461711,559118,822
2023-12-07$11.52$9.0061.5%17.5%58.3%61.8%68.0%-14.4%0.2%8.6M-401.0M-1.5M0.223.99N/AN/A247,01153,857801,051162,712
2023-12-08$11.71$9.0059.1%16.9%53.0%56.3%63.4%-13.1%0.1%9.2M-442.1M-1.6M0.103.51N/AN/A181,77119,020900,910186,967
2023-12-11$11.64$10.0061.0%17.0%53.3%60.7%63.5%-12.4%-1.4%10.0M-397.1M-1.6M0.114.16N/AN/A161,18217,934893,031170,549
2023-12-12$11.64$10.0054.5%15.5%53.7%45.8%58.1%-12.9%-1.0%11.4M-407.4M-1.7M0.244.29N/AN/A93,69822,397964,328175,914
2023-12-13$11.98$10.0058.5%15.8%53.8%55.0%58.3%-12.5%-3.2%12.3M-461.3M-1.8M0.303.54N/AN/A140,44042,371972,634190,303
2023-12-14$12.04$10.0060.6%16.5%52.1%59.7%62.4%-16.7%-3.6%13.0M-474.6M-1.9M0.107.48N/AN/A180,49418,787992,808201,658
2023-12-15$11.64$10.0056.4%16.1%50.3%50.0%61.1%-13.3%0.2%10.0M-402.0M-1.8M0.1610.95N/AN/A94,44414,9131,049,447206,453
2023-12-18$11.86$10.0053.4%15.1%50.2%43.3%56.1%-13.9%1.5%11.5M-409.8M-1.8M0.2520.19N/AN/A88,08422,245976,883177,455
2023-12-19$13.11$10.0058.9%16.8%57.7%55.8%61.9%-13.8%-0.1%14.3M-623.2M-2.0M0.2017.06N/AN/A240,38849,2371,000,698188,505
2023-12-20$12.77$10.0060.8%17.4%58.6%60.1%64.5%-13.6%1.7%14.5M-556.8M-2.1M0.2719.68N/AN/A200,94554,9241,031,826209,575
2023-12-21$12.86$10.0060.0%17.0%58.9%58.2%63.1%-12.3%3.7%14.9M-574.8M-2.2M0.1619.33N/AN/A93,98815,3471,071,947227,287
2023-12-22$12.89$10.0058.3%16.6%59.1%54.4%60.9%-12.5%1.7%15.0M-562.4M-2.1M0.1624.68N/AN/A111,78317,8821,078,286225,541
2023-12-26$12.96$10.0058.6%16.1%59.4%55.2%60.1%-9.3%2.3%14.1M-537.1M-2.1M0.2619.61N/AN/A64,58516,4851,019,295215,606
2023-12-27$13.23$10.0058.0%15.9%59.4%53.6%60.2%-10.8%2.7%15.3M-583.4M-2.1M0.1219.10N/AN/A140,78516,6171,043,121222,373
2023-12-28$13.21$10.0057.4%15.7%59.8%52.4%58.8%-8.9%0.1%15.2M-584.6M-2.2M0.1520.07N/AN/A61,4619,0761,072,585229,484
2023-12-29$12.75$10.0055.6%15.1%61.5%48.2%57.1%-8.0%3.3%11.6M-490.0M-2.1M0.2314.78N/AN/A98,66122,7541,090,133233,238