HOOD Options History — March 2024 In March 2024, HOOD traded between $15.79 and $20.02. ATM implied volatility averaged 60.7%, placing in the 61.1% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 2.9% (HV 20d: 57.8%). Max pain ranged from $13.00 to $17.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.24.
Notable Days 2024-03-14 : Highest Volume — 368,407 contracts2024-03-25 : Largest IV spike — 11.5% change2024-03-11 : Highest IV Rank — 71.4%2024-03-04 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.74 $15.79 $20.02 $16.48 $20.02 Max Pain $15.70 $13.00 $17.00 $13.00 $17.00 ATM IV 60.7% 54.0% 65.0% 61.1% 63.6% Expected Move 17.0% 16.0% 18.4% 16.7% 16.4% HV 20d 57.8% 48.6% 65.7% 60.7% 53.9% HV 60d 54.6% 51.6% 57.2% 57.2% 54.8% IV Rank 61.1% 45.6% 71.4% 62.1% 68.0% IV Percentile 71.0% 45.2% 86.1% 75.8% 83.3% Term Structure 0.1% -6.7% 6.6% -1.5% 6.6% VWIV 63.2% 58.5% 69.7% 60.9% 58.6% Skew 25d -11.9% -15.7% -8.2% -13.8% -10.6% Skew 10d -25.3% -36.0% -15.7% -28.0% -15.7% Call IV 25d 70.2% 63.1% 77.4% 73.1% 69.3% Put IV 25d 58.4% 53.5% 62.3% 59.4% 58.7% Bid-Ask Spread % 20.70 3.36 33.10 3.36 33.10 Gamma HHI 0.17 0.11 0.52 0.21 0.52 Net GEX 17.2M 10.2M 36.6M 18.7M 36.6M Net DEX -993.8M -1.32B -696.3M -849.5M -1.32B Net VEX -4.2M -4.7M -3.8M -3.8M -4.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.11 0.54 0.22 0.24 Total Volume 169,963.45 71,631 368,407 163,469 164,464 Total OI 1,404,566.25 1,291,370 1,531,338 1,367,673 1,468,441
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 2024-03-01 $16.48 $13.00 61.1% 16.7% 60.7% 62.1% 60.9% -13.8% -1.5% 18.7M -849.5M -3.8M 0.22 3.36 N/A N/A 133,645 29,824 987,429 380,244 2024-03-04 $16.71 $15.00 64.7% 18.4% 60.6% 70.7% 69.7% -15.7% -6.7% 12.0M -857.1M -3.9M 0.20 6.52 N/A N/A 144,036 28,082 962,866 328,504 2024-03-05 $15.79 $15.00 59.0% 16.7% 63.1% 57.2% 61.7% -12.8% -2.1% 10.2M -696.3M -3.8M 0.54 25.14 N/A N/A 114,852 62,207 1,001,976 340,934 2024-03-06 $16.39 $15.00 60.9% 16.9% 63.3% 61.7% 64.7% -10.3% 0.2% 12.0M -801.7M -3.9M 0.25 17.12 N/A N/A 97,537 24,862 1,010,478 353,612 2024-03-07 $16.38 $15.00 61.2% 16.8% 63.8% 62.3% 66.5% -10.4% 1.2% 12.4M -809.3M -4.0M 0.28 6.10 N/A N/A 55,948 15,683 1,035,529 356,599 2024-03-08 $16.98 $15.00 63.2% 18.0% 64.0% 67.1% 69.5% -13.5% -0.4% 22.7M -925.2M -4.1M 0.29 6.40 N/A N/A 189,369 54,215 1,045,912 361,272 2024-03-11 $16.88 $15.00 65.0% 18.1% 64.6% 71.4% 69.6% -13.4% -1.8% 12.0M -877.1M -4.1M 0.11 25.15 N/A N/A 186,868 20,932 1,024,919 350,602 2024-03-12 $16.48 $16.00 62.1% 16.9% 65.7% 64.6% 62.0% -11.2% -5.0% 12.4M -813.8M -4.1M 0.27 29.40 N/A N/A 99,272 26,958 1,078,234 360,347 2024-03-13 $17.11 $16.00 63.6% 17.9% 64.5% 68.0% 66.4% -15.2% -1.6% 14.9M -945.1M -4.3M 0.14 27.50 N/A N/A 150,159 20,473 1,095,385 365,798 2024-03-14 $17.87 $15.00 64.6% 18.3% 50.4% 70.4% 68.4% -11.5% -0.3% 19.6M -1.11B -4.3M 0.20 29.69 N/A N/A 306,263 62,144 1,130,596 372,305 2024-03-15 $18.19 $16.00 61.8% 17.5% 50.0% 63.7% 64.3% -12.0% -0.8% 17.5M -1.14B -4.4M 0.22 30.08 N/A N/A 130,058 28,733 1,136,363 394,975 2024-03-18 $18.23 $16.00 58.9% 16.8% 48.6% 56.9% 61.9% -12.3% 1.2% 15.7M -1.01B -4.4M 0.22 17.92 N/A N/A 118,749 25,554 1,026,515 317,480 2024-03-19 $17.27 $16.00 56.7% 16.2% 54.0% 51.8% 61.0% -8.2% 0.3% 14.2M -844.7M -4.3M 0.20 22.16 N/A N/A 115,937 22,710 1,062,613 327,673 2024-03-20 $18.43 $16.00 56.0% 16.0% 54.3% 50.2% 58.5% -10.1% 0.9% 19.6M -1.07B -4.3M 0.25 24.92 N/A N/A 108,521 27,030 1,068,174 334,608 2024-03-21 $19.12 $16.00 57.3% 16.4% 54.5% 53.2% 59.2% -9.3% 0.1% 23.2M -1.21B -4.4M 0.25 20.10 N/A N/A 142,071 35,331 1,078,911 342,148 2024-03-22 $18.30 $16.00 54.0% 16.2% 58.0% 45.6% 59.9% -9.9% -0.7% 15.0M -1.01B -4.3M 0.37 17.34 N/A N/A 64,297 23,611 1,080,574 351,284 2024-03-25 $19.09 $17.00 60.2% 16.9% 54.4% 60.1% 60.9% -12.4% 3.6% 16.3M -1.13B -4.4M 0.13 24.25 N/A N/A 119,271 16,046 1,023,020 325,729 2024-03-26 $19.24 $17.00 57.4% 16.6% 53.4% 53.6% 60.4% -12.0% 3.9% 18.6M -1.17B -4.5M 0.20 24.39 N/A N/A 88,085 17,309 1,061,411 332,549 2024-03-27 $19.93 $17.00 61.9% 16.8% 53.8% 64.0% 60.1% -12.8% 5.2% 20.9M -1.30B -4.6M 0.18 23.39 N/A N/A 279,108 49,055 1,074,770 340,546 2024-03-28 $20.02 $17.00 63.6% 16.4% 53.9% 68.0% 58.6% -10.6% 6.6% 36.6M -1.32B -4.7M 0.24 33.10 N/A N/A 133,057 31,407 1,111,935 356,506
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