HOOD Options History — February 2024 In February 2024, HOOD traded between $10.55 and $16.24. ATM implied volatility averaged 60.1%, placing in the 60.5% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 8.9% (HV 20d: 51.2%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.26.
Notable Days 2024-02-14 : Highest Volume — 577,280 contracts2024-02-14 : Largest IV drop — 33.7% change2024-02-13 : Highest IV Rank — 100.0%2024-02-13 : Largest Expected Move — 21.9%Monthly Statistics Metric Avg Min Max Open Close Price $13.08 $10.55 $16.24 $10.89 $16.24 Max Pain $11.65 $11.00 $13.00 $11.00 $13.00 ATM IV 60.1% 46.9% 77.2% 65.4% 58.8% Expected Move 16.7% 13.2% 21.9% 17.2% 16.0% HV 20d 51.2% 37.6% 64.1% 39.4% 60.8% HV 60d 55.7% 50.0% 60.9% 60.5% 57.2% IV Rank 60.5% 28.9% 100.0% 73.8% 56.8% IV Percentile 66.9% 32.1% 100.0% 87.3% 65.1% Term Structure -1.7% -7.3% 5.1% -3.5% -7.3% VWIV 62.1% 48.0% 81.4% 62.4% 59.4% Skew 25d -7.5% -15.2% -3.0% -4.2% -12.2% Skew 10d -14.9% -33.2% -4.1% -10.9% -27.4% Call IV 25d 66.9% 51.2% 87.0% 70.1% 71.0% Put IV 25d 59.4% 47.1% 74.0% 65.9% 58.8% Bid-Ask Spread % 10.55 3.23 26.67 9.62 22.37 Gamma HHI 0.17 0.11 0.63 0.16 0.11 Net GEX 11.5M 6.0M 31.6M 7.3M 14.1M Net DEX -454.4M -782.6M -175.0M -215.0M -782.6M Net VEX -2.4M -3.6M -1.8M -1.9M -3.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.16 0.44 0.33 0.27 Total Volume 195,010.9 25,945 577,280 25,945 180,122 Total OI 1,149,971.25 976,383 1,350,447 1,060,327 1,329,381
Daily Data (20 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 2024-02-01 $10.89 $11.00 65.4% 17.2% 39.4% 73.8% 62.4% -4.2% -3.5% 7.3M -215.0M -1.9M 0.33 9.62 N/A N/A 19,522 6,423 859,919 200,408 2024-02-02 $10.98 $11.00 63.8% 17.0% 39.0% 70.0% 67.7% -4.8% -3.6% 9.4M -222.1M -1.9M 0.27 9.77 N/A N/A 31,144 8,393 861,073 202,428 2024-02-05 $10.55 $11.00 66.2% 17.9% 41.0% 75.6% 66.8% -4.1% -1.9% 6.0M -175.0M -1.8M 0.20 15.68 N/A N/A 33,948 6,682 843,320 194,981 2024-02-06 $10.73 $11.00 65.8% 18.0% 38.6% 74.7% 65.0% -4.2% -2.9% 6.6M -193.3M -1.8M 0.18 26.67 N/A N/A 24,183 4,275 851,122 199,030 2024-02-07 $11.00 $11.00 65.8% 17.9% 40.0% 74.8% 65.9% -5.2% -3.1% 7.8M -231.3M -1.9M 0.27 10.30 N/A N/A 45,712 12,361 857,894 201,441 2024-02-08 $11.21 $11.00 69.9% 18.7% 40.8% 84.6% 71.8% -6.2% -5.4% 8.4M -267.8M -2.0M 0.19 12.52 N/A N/A 62,978 12,029 876,188 208,651 2024-02-09 $11.54 $11.00 75.9% 21.0% 40.8% 99.0% 74.5% -11.5% -3.9% 12.5M -330.3M -2.1M 0.36 4.02 N/A N/A 132,338 48,080 891,129 213,265 2024-02-12 $12.04 $11.00 75.7% 21.2% 37.6% 99.3% 78.0% -12.1% -2.4% 9.1M -398.2M -2.2M 0.44 3.23 N/A N/A 170,039 74,995 913,053 244,646 2024-02-13 $11.77 $11.00 77.2% 21.9% 38.3% 100.0% 81.4% -13.3% -3.4% 7.7M -340.7M -2.2M 0.39 13.22 N/A N/A 217,623 84,171 937,039 298,946 2024-02-14 $13.41 $11.00 51.2% 14.7% 57.7% 39.0% 54.5% -6.2% 0.3% 14.7M -630.3M -2.3M 0.18 4.41 N/A N/A 487,146 90,134 991,553 349,758 2024-02-15 $13.38 $12.00 47.5% 13.6% 57.8% 30.3% 49.9% -3.3% 1.2% 13.5M -561.3M -2.3M 0.16 9.74 N/A N/A 139,968 22,777 981,033 369,414 2024-02-16 $14.05 $12.00 52.1% 15.0% 59.1% 41.0% 55.6% -7.5% 0.3% 31.6M -684.8M -2.4M 0.18 15.98 N/A N/A 334,920 61,554 974,143 375,811 2024-02-20 $14.05 $12.00 50.2% 14.4% 58.8% 36.6% 52.0% -5.0% -1.0% 9.4M -456.5M -2.6M 0.43 12.95 N/A N/A 106,388 45,897 725,234 251,149 2024-02-21 $13.54 $12.00 49.8% 14.3% 61.1% 35.7% 54.2% -3.0% 5.1% 7.5M -393.6M -2.7M 0.20 8.70 N/A N/A 98,618 19,259 772,355 278,597 2024-02-22 $13.98 $12.00 46.9% 13.4% 61.0% 28.9% 49.5% -4.6% 0.4% 10.4M -475.3M -2.8M 0.34 7.51 N/A N/A 102,882 34,668 799,196 286,821 2024-02-23 $14.46 $12.00 47.3% 13.2% 60.7% 29.8% 48.0% -4.1% -0.4% 17.0M -543.7M -2.8M 0.17 7.50 N/A N/A 160,040 27,055 816,578 312,274 2024-02-26 $15.57 $12.00 55.7% 16.0% 64.1% 49.6% 58.8% -11.3% -1.5% 11.1M -665.6M -2.9M 0.20 9.16 N/A N/A 403,176 81,684 768,852 276,633 2024-02-27 $16.18 $13.00 57.5% 16.5% 63.8% 53.8% 65.3% -15.2% -0.4% 12.6M -774.3M -3.4M 0.19 3.36 N/A N/A 253,305 48,699 874,085 331,236 2024-02-28 $16.05 $13.00 59.2% 16.3% 63.0% 57.6% 60.8% -11.8% -0.9% 13.2M -745.8M -3.5M 0.26 4.29 N/A N/A 164,108 42,922 925,137 355,652 2024-02-29 $16.24 $13.00 58.8% 16.0% 60.8% 56.8% 59.4% -12.2% -7.3% 14.1M -782.6M -3.6M 0.27 22.37 N/A N/A 141,823 38,299 960,850 368,531
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