HOOD Options History — January 2024

In January 2024, HOOD traded between $10.64 and $12.39. ATM implied volatility averaged 61.8%, placing in the 64.8% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 13.6% (HV 20d: 48.3%). Max pain ranged from $9.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.29.

Notable Days

2024-01-12: Highest Volume — 150,047 contracts
2024-01-05: Largest IV drop — 9.4% change
2024-01-30: Highest IV Rank — 80.2%
2024-01-31: Largest Expected Move — 23.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.32	$10.64	$12.39	$12.34	$10.75
Max Pain	$9.62	$9.00	$10.00	$10.00	$10.00
ATM IV	61.8%	53.2%	68.1%	59.0%	67.4%
Expected Move	19.3%	16.0%	23.5%	16.0%	23.5%
HV 20d	48.3%	37.5%	64.0%	60.8%	41.1%
HV 60d	60.5%	59.7%	61.2%	59.8%	60.7%
IV Rank	64.8%	42.8%	80.2%	55.9%	78.6%
IV Percentile	73.0%	42.5%	92.5%	63.1%	91.3%
Term Structure	2.2%	-3.9%	16.3%	4.8%	-2.9%
VWIV	71.7%	59.6%	86.2%	59.6%	86.2%
Skew 25d	-7.1%	-9.7%	-3.0%	-8.5%	-6.7%
Skew 10d	-16.0%	-20.2%	-9.3%	-17.2%	-15.0%
Call IV 25d	68.0%	58.5%	75.2%	67.8%	73.1%
Put IV 25d	60.9%	52.1%	67.1%	59.3%	66.5%
Bid-Ask Spread %	19.78	3.90	28.00	20.33	17.28
Gamma HHI	0.16	0.14	0.19	0.15	0.15
Net GEX	7.6M	5.0M	11.1M	10.6M	6.2M
Net DEX	-268.5M	-410.0M	-187.9M	-392.6M	-199.4M
Net VEX	-1.9M	-2.0M	-1.7M	-2.0M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.12	0.61	0.25	0.26
Total Volume	68,443.714	29,925	150,047	72,231	29,925
Total OI	1,178,488.524	918,821	1,368,851	1,226,847	1,040,978

Daily Data (21 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
2024-01-02	$12.34	$10.00	59.0%	16.0%	60.8%	55.9%	59.6%	-8.5%	4.8%	10.6M	-392.6M	-2.0M	0.25	20.33	N/A	N/A	57,988	14,243	1,007,954	218,893
2024-01-03	$11.82	$10.00	58.3%	16.0%	64.0%	54.4%	60.1%	-8.0%	16.3%	8.8M	-317.3M	-1.9M	0.28	17.79	N/A	N/A	67,917	19,223	1,017,951	223,295
2024-01-04	$12.00	$9.00	58.8%	17.7%	54.1%	55.5%	70.5%	-7.2%	7.9%	10.1M	-350.1M	-1.9M	0.18	15.22	N/A	N/A	54,229	9,894	1,038,810	222,494
2024-01-05	$11.93	$9.00	53.2%	17.7%	49.7%	42.8%	67.0%	-6.0%	0.7%	9.9M	-339.3M	-1.9M	0.17	15.22	N/A	N/A	44,462	7,517	1,051,589	225,577
2024-01-08	$12.39	$9.00	55.4%	18.3%	50.9%	49.8%	73.7%	-8.9%	8.4%	11.1M	-410.0M	-2.0M	0.13	20.02	N/A	N/A	109,828	14,087	997,733	215,485
2024-01-09	$12.16	$9.00	54.3%	18.3%	51.2%	47.1%	68.7%	-9.7%	9.2%	10.7M	-387.5M	-2.0M	0.21	14.91	N/A	N/A	33,222	7,020	1,034,896	222,690
2024-01-10	$12.11	$9.00	56.4%	19.0%	51.2%	52.1%	68.5%	-8.4%	9.9%	10.7M	-381.4M	-2.0M	0.61	15.39	N/A	N/A	59,192	35,822	1,049,064	226,090
2024-01-11	$11.71	$9.00	56.1%	19.1%	52.7%	51.5%	68.2%	-8.4%	13.1%	7.5M	-308.5M	-1.9M	0.42	15.26	N/A	N/A	61,874	25,985	1,076,216	247,248
2024-01-12	$11.05	$9.00	58.4%	19.0%	55.4%	57.1%	69.1%	-6.2%	12.0%	6.8M	-219.0M	-1.8M	0.47	21.50	N/A	N/A	101,820	48,227	1,091,189	242,909
2024-01-16	$10.91	$9.00	63.4%	18.5%	55.4%	68.9%	67.7%	-5.5%	-2.0%	6.4M	-220.0M	-1.8M	0.27	22.02	N/A	N/A	35,705	9,725	1,088,561	234,783
2024-01-17	$10.64	$10.00	64.1%	18.4%	54.9%	70.6%	66.0%	-3.0%	-0.7%	5.4M	-187.9M	-1.7M	0.35	25.04	N/A	N/A	29,223	10,318	1,104,815	237,560
2024-01-18	$10.68	$10.00	66.1%	19.1%	54.3%	75.4%	71.0%	-7.7%	-3.5%	5.1M	-200.8M	-1.7M	0.12	21.91	N/A	N/A	64,848	7,883	1,109,958	238,129
2024-01-19	$10.66	$10.00	64.5%	18.8%	37.5%	71.5%	72.3%	-9.2%	-3.4%	5.0M	-199.9M	-1.7M	0.34	21.71	N/A	N/A	58,015	19,999	1,127,325	241,526
2024-01-22	$11.02	$10.00	67.5%	20.4%	40.0%	78.8%	73.1%	-7.4%	-3.0%	6.2M	-218.0M	-1.8M	0.34	26.09	N/A	N/A	66,477	22,553	762,638	156,183
2024-01-23	$10.96	$10.00	66.0%	20.0%	39.7%	75.1%	75.1%	-8.4%	-3.1%	6.9M	-226.7M	-1.9M	0.29	26.45	N/A	N/A	40,412	11,837	801,587	168,939
2024-01-24	$10.84	$10.00	65.4%	20.3%	39.5%	73.7%	75.4%	-7.5%	-3.6%	6.5M	-210.4M	-1.9M	0.41	27.07	N/A	N/A	28,862	11,957	820,071	176,611
2024-01-25	$10.71	$10.00	64.8%	20.2%	39.1%	72.3%	75.0%	-5.7%	-3.9%	6.1M	-188.1M	-1.8M	0.29	28.00	N/A	N/A	27,659	7,918	824,437	183,386
2024-01-26	$10.79	$10.00	65.8%	20.5%	38.1%	74.7%	74.5%	-6.9%	-3.5%	6.2M	-196.6M	-1.8M	0.26	3.90	N/A	N/A	29,933	7,907	830,251	186,432
2024-01-29	$11.27	$10.00	65.9%	22.1%	42.5%	75.0%	83.3%	-5.3%	-2.7%	7.4M	-255.3M	-1.9M	0.26	19.90	N/A	N/A	75,047	19,666	801,271	182,204
2024-01-30	$11.04	$10.00	68.1%	23.2%	41.6%	80.2%	81.5%	-4.7%	-3.3%	7.0M	-229.0M	-1.9M	0.23	20.45	N/A	N/A	39,761	9,138	825,337	195,194
2024-01-31	$10.75	$10.00	67.4%	23.5%	41.1%	78.6%	86.2%	-6.7%	-2.9%	6.2M	-199.4M	-1.9M	0.26	17.28	N/A	N/A	23,792	6,133	842,800	198,178