HOOD Options History — June 2024

In June 2024, HOOD traded between $21.01 and $23.57. ATM implied volatility averaged 63.1%, placing in the 55.8% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 3.3% (HV 20d: 59.8%). Max pain ranged from $14.00 to $21.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.28.

Notable Days

  • 2024-06-06: Highest Volume — 447,919 contracts
  • 2024-06-13: Largest IV drop — 20.2% change
  • 2024-06-12: Highest IV Rank — 75.3%
  • 2024-06-03: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.30$21.01$23.57$21.20$22.55
Max Pain$20.00$14.00$21.00$14.00$21.00
ATM IV63.1%57.6%73.0%66.7%65.7%
Expected Move17.5%15.5%19.7%19.7%15.5%
HV 20d59.8%45.5%71.7%68.9%45.5%
HV 60d56.3%54.7%58.3%57.3%54.7%
IV Rank55.8%45.1%75.3%62.8%61.0%
IV Percentile64.3%43.7%88.5%82.1%73.4%
Term Structure1.8%-3.3%8.0%-0.9%6.1%
VWIV62.6%55.7%72.7%70.2%55.7%
Skew 25d-5.8%-13.5%2.1%-8.5%-3.4%
Skew 10d-10.3%-20.8%-2.5%-18.0%-5.3%
Call IV 25d65.4%59.1%77.1%70.7%59.1%
Put IV 25d59.7%55.8%63.8%62.3%55.8%
Bid-Ask Spread %10.083.6815.6413.9915.64
Gamma HHI0.110.100.140.120.14
Net GEX16.9M10.7M24.4M15.8M17.5M
Net DEX-1.16B-1.46B-796.9M-1.10B-987.0M
Net VEX-4.2M-4.4M-4.0M-4.2M-4.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.170.420.170.19
Total Volume147,666.68449,644447,919225,706101,318
Total OI1,443,664.8951,138,6761,580,9621,445,4961,269,159

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$21.20$14.0066.7%19.7%68.9%62.8%70.2%-8.5%-0.9%15.8M-1.10B-4.2M0.1713.99N/AN/A192,24333,463993,339452,157
2024-06-04$21.01$15.0066.2%19.5%69.0%61.9%72.7%-6.7%-2.8%16.8M-1.07B-4.2M0.3112.24N/AN/A80,22524,4781,044,031465,493
2024-06-05$21.38$15.0063.4%18.8%69.1%56.5%68.1%-10.2%0.2%18.5M-1.14B-4.2M0.238.20N/AN/A79,53418,0731,054,029474,022
2024-06-06$22.81$21.0070.0%19.1%71.5%69.4%69.1%-13.5%1.3%24.4M-1.43B-4.3M0.1711.01N/AN/A382,80565,1141,064,470480,381
2024-06-07$22.24$21.0068.2%18.7%71.7%65.8%68.3%-11.9%-3.3%16.6M-1.27B-4.2M0.298.77N/AN/A175,64050,9611,081,780498,481
2024-06-10$23.39$21.0065.8%18.8%66.6%61.3%66.4%-9.3%-0.5%18.7M-1.42B-4.3M0.2311.98N/AN/A130,33530,6191,008,083469,843
2024-06-11$23.12$21.0064.4%18.5%67.3%58.4%66.1%-8.3%0.3%20.1M-1.38B-4.3M0.4211.50N/AN/A79,33833,6821,052,694483,991
2024-06-12$23.57$21.0073.0%17.3%64.8%75.3%61.3%-4.7%-2.4%24.1M-1.46B-4.3M0.2315.24N/AN/A143,25532,7021,072,788498,485
2024-06-13$23.29$21.0058.2%16.9%65.2%46.3%59.5%-5.3%-0.0%20.9M-1.38B-4.3M0.263.73N/AN/A76,63020,2401,068,823509,051
2024-06-14$22.45$21.0059.2%17.1%66.5%48.2%60.9%-5.1%0.4%17.1M-1.20B-4.2M0.2912.17N/AN/A94,60227,6191,073,839507,123
2024-06-17$22.30$21.0058.7%16.8%55.2%47.2%60.7%-5.5%4.5%14.8M-1.16B-4.1M0.2213.47N/AN/A98,75221,920982,157482,091
2024-06-18$21.88$21.0057.6%16.5%55.0%45.1%58.7%-4.0%1.1%12.9M-1.10B-4.1M0.1810.42N/AN/A77,02813,7551,005,878491,305
2024-06-20$21.63$21.0058.6%16.7%55.1%47.0%59.2%-3.1%3.4%11.2M-1.04B-4.0M0.384.69N/AN/A92,63935,5761,014,756496,162
2024-06-21$22.21$21.0057.7%16.5%51.0%45.3%58.6%-2.6%1.1%15.4M-1.17B-4.1M0.283.68N/AN/A91,98826,1811,036,649502,619
2024-06-24$21.57$21.0063.0%16.5%51.2%55.7%58.2%2.1%6.3%10.7M-796.9M-4.0M0.355.32N/AN/A88,03130,797789,761348,915
2024-06-25$22.04$21.0059.9%16.7%47.4%49.5%59.3%-1.3%6.4%13.4M-883.9M-4.0M0.317.02N/AN/A99,53631,057818,390354,438
2024-06-26$22.41$21.0060.2%16.4%47.6%50.2%59.3%-4.3%5.6%15.5M-981.5M-4.3M0.3010.44N/AN/A134,82441,063857,523365,353
2024-06-27$22.63$21.0062.0%15.9%47.2%53.7%56.8%-3.7%8.0%17.3M-1.01B-4.4M0.4212.09N/AN/A34,95814,686878,019383,555
2024-06-28$22.55$21.0065.7%15.5%45.5%61.0%55.7%-3.4%6.1%17.5M-987.0M-4.4M0.1915.64N/AN/A85,34415,974880,802388,357