HOOD Options History — July 2024 In July 2024, HOOD traded between $20.31 and $24.51. ATM implied volatility averaged 74.4%, placing in the 75.7% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 34.3% (HV 20d: 40.1%). Max pain ranged from $16.00 to $21.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2024-07-15 : Highest Volume — 208,440 contracts2024-07-22 : Largest IV drop — 12.0% change2024-07-19 : Highest IV Rank — 100.0%2024-07-30 : Largest Expected Move — 26.5%Monthly Statistics Metric Avg Min Max Open Close Price $22.44 $20.31 $24.51 $22.70 $20.71 Max Pain $17.73 $16.00 $21.00 $21.00 $18.00 ATM IV 74.4% 56.3% 89.0% 60.0% 76.7% Expected Move 21.9% 15.0% 26.5% 15.6% 25.2% HV 20d 40.1% 30.3% 47.7% 41.2% 47.7% HV 60d 53.3% 51.5% 54.6% 53.7% 53.6% IV Rank 75.7% 42.6% 100.0% 49.7% 77.4% IV Percentile 86.5% 37.3% 100.0% 51.6% 91.7% Term Structure 0.1% -4.6% 16.0% 8.2% -3.7% VWIV 77.7% 52.6% 92.9% 55.6% 88.8% Skew 25d -3.5% -15.6% 2.0% -3.5% 2.0% Skew 10d -2.1% -6.2% 10.8% -6.2% -1.0% Call IV 25d 77.3% 57.0% 88.7% 65.3% 78.6% Put IV 25d 73.8% 56.3% 87.1% 61.8% 80.6% Bid-Ask Spread % 11.36 3.93 30.18 10.92 9.34 Gamma HHI 0.10 0.08 0.14 0.11 0.08 Net GEX 12.0M 1.8M 22.7M 13.4M 5.8M Net DEX -921.3M -1.29B -605.8M -968.7M -642.7M Net VEX -4.3M -4.5M -3.9M -4.3M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.16 0.62 0.59 0.18 Total Volume 101,578.318 54,581 208,440 128,069 77,808 Total OI 1,281,424.273 1,178,572 1,360,036 1,178,572 1,262,260
Daily Data (22 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 2024-07-01 $22.70 $21.00 60.0% 15.6% 41.2% 49.7% 55.6% -3.5% 8.2% 13.4M -968.7M -4.3M 0.59 10.92 N/A N/A 80,790 47,279 823,904 354,668 2024-07-02 $22.48 $21.00 60.1% 15.1% 41.0% 50.0% 53.3% -7.4% 8.3% 12.1M -935.3M -4.3M 0.46 12.04 N/A N/A 65,016 30,105 853,730 381,880 2024-07-03 $22.91 $21.00 56.3% 15.0% 41.1% 42.6% 52.6% -2.4% 14.4% 15.2M -1.02B -4.4M 0.34 9.21 N/A N/A 40,616 13,965 869,827 398,262 2024-07-05 $22.73 $16.00 61.4% 19.6% 41.0% 52.6% 69.4% -0.4% 16.0% 14.1M -969.8M -4.4M 0.59 17.65 N/A N/A 65,697 38,479 877,489 402,618 2024-07-08 $22.09 $16.00 68.6% 20.2% 35.4% 66.7% 71.9% -3.7% -1.5% 9.6M -871.8M -4.3M 0.47 8.80 N/A N/A 74,355 34,895 852,013 392,647 2024-07-09 $22.70 $17.00 71.9% 20.3% 35.6% 73.2% 72.2% -2.2% -2.8% 12.2M -965.8M -4.3M 0.16 9.73 N/A N/A 104,578 16,487 862,454 416,502 2024-07-10 $22.20 $17.00 74.9% 20.9% 31.4% 78.9% 74.1% -6.3% -1.8% 9.9M -891.9M -4.3M 0.27 21.09 N/A N/A 62,971 16,954 885,703 421,092 2024-07-11 $22.13 $17.00 74.5% 21.2% 31.2% 78.3% 74.8% -2.4% -0.9% 9.6M -873.5M -4.3M 0.22 20.92 N/A N/A 80,782 17,678 897,474 431,631 2024-07-12 $22.27 $17.00 73.8% 20.7% 30.3% 76.8% 73.5% -2.4% -2.3% 12.5M -901.8M -4.3M 0.48 30.18 N/A N/A 71,283 34,510 904,122 434,252 2024-07-15 $23.73 $17.00 77.9% 22.2% 38.1% 85.0% 77.5% -3.1% -3.8% 16.8M -1.14B -4.4M 0.16 14.65 N/A N/A 179,507 28,933 862,801 403,651 2024-07-16 $24.51 $17.00 78.1% 22.3% 37.0% 85.3% 78.5% -2.7% -4.6% 22.3M -1.29B -4.5M 0.20 3.93 N/A N/A 163,225 32,439 902,051 411,378 2024-07-17 $24.24 $17.00 79.2% 22.7% 37.2% 87.5% 80.0% -2.9% -2.9% 22.7M -1.25B -4.5M 0.24 8.61 N/A N/A 96,975 23,510 919,942 423,309 2024-07-18 $22.95 $17.00 82.0% 23.7% 42.0% 92.9% 83.4% -0.6% -1.9% 16.0M -1.01B -4.4M 0.27 11.67 N/A N/A 92,245 24,911 924,753 428,083 2024-07-19 $23.45 $17.00 89.0% 24.8% 42.2% 100.0% 87.9% -1.6% -1.2% 18.9M -1.10B -4.4M 0.19 8.58 N/A N/A 86,678 16,562 929,669 430,367 2024-07-22 $23.27 $17.00 78.3% 23.8% 41.5% 80.4% 84.7% -15.6% -3.0% 14.7M -1.01B -4.4M 0.62 6.74 N/A N/A 58,731 36,658 850,618 361,834 2024-07-23 $22.88 $17.00 79.5% 23.9% 40.5% 82.5% 84.7% -2.9% -2.2% 12.8M -951.6M -4.4M 0.51 5.12 N/A N/A 40,400 20,660 872,628 390,835 2024-07-24 $21.54 $18.00 74.8% 24.9% 45.6% 74.0% 88.3% -4.5% -3.4% 6.0M -744.0M -4.2M 0.32 13.91 N/A N/A 64,028 20,329 881,494 405,933 2024-07-25 $21.34 $18.00 79.1% 24.8% 45.2% 81.8% 88.0% -3.4% -0.2% 3.8M -708.2M -4.2M 0.26 7.79 N/A N/A 58,229 14,996 884,106 414,396 2024-07-26 $21.34 $18.00 81.5% 24.5% 45.0% 86.3% 87.6% -1.7% -1.8% 1.8M -701.4M -4.1M 0.43 4.77 N/A N/A 50,295 21,697 890,724 416,704 2024-07-29 $21.19 $18.00 78.2% 25.1% 45.0% 80.1% 89.2% -3.8% -2.5% 8.6M -712.5M -4.1M 0.61 7.13 N/A N/A 42,754 26,217 832,368 382,018 2024-07-30 $20.31 $18.00 80.4% 26.5% 46.9% 84.3% 92.9% -5.2% -3.3% 6.2M -605.8M -3.9M 0.45 7.22 N/A N/A 41,767 18,729 852,555 396,589 2024-07-31 $20.71 $18.00 76.7% 25.2% 47.7% 77.4% 88.8% 2.0% -3.7% 5.8M -642.7M -3.9M 0.18 9.34 N/A N/A 65,779 12,029 858,700 403,560
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