HOOD Options History — August 2024

In August 2024, HOOD traded between $16.27 and $21.45. ATM implied volatility averaged 59.6%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 11.4% (HV 20d: 71.0%). Max pain ranged from $18.00 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.36.

Notable Days

  • 2024-08-08: Highest Volume — 327,080 contracts
  • 2024-08-08: Largest IV drop — 26.2% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 30.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.25$16.27$21.45$20.12$20.02
Max Pain$19.05$18.00$20.00$18.00$19.00
ATM IV59.6%47.0%95.0%78.8%49.8%
Expected Move17.3%13.6%30.5%26.7%14.1%
HV 20d71.0%47.6%76.1%47.6%58.8%
HV 60d58.2%53.9%63.9%53.9%55.8%
IV Rank42.2%20.6%100.0%81.2%25.2%
IV Percentile43.8%19.8%100.0%95.6%19.8%
Term Structure-0.2%-8.1%11.0%4.5%0.7%
VWIV61.2%48.4%105.7%94.2%50.4%
Skew 25d1.8%-1.7%12.0%-1.7%2.1%
Skew 10d4.8%-1.5%39.3%-1.5%5.7%
Call IV 25d59.0%47.1%89.8%80.9%48.7%
Put IV 25d60.8%47.7%95.4%79.2%50.9%
Bid-Ask Spread %25.767.6336.027.6328.98
Gamma HHI0.130.080.480.090.14
Net GEX11.3M3.1M29.2M3.7M3.1M
Net DEX-494.7M-732.6M-206.2M-560.8M-482.5M
Net VEX-3.4M-3.8M-3.0M-3.8M-3.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.200.840.400.43
Total Volume131,066.40952,370327,08068,55179,709
Total OI1,232,457.5911,055,8671,477,5071,279,1791,177,567

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$20.12$18.0078.8%26.7%47.6%81.2%94.2%-1.7%4.5%3.7M-560.8M-3.8M0.407.63N/AN/A49,00819,543871,173408,006
2024-08-02$17.77$18.0087.5%30.5%63.4%97.2%105.7%1.0%-5.3%3.7M-298.7M-3.5M0.3610.30N/AN/A184,20767,158884,177409,308
2024-08-05$16.27$20.0095.0%25.2%68.7%100.0%87.4%5.7%-6.3%3.2M-206.2M-3.0M0.2324.05N/AN/A180,51541,799790,104381,579
2024-08-06$17.44$20.0082.2%22.5%73.6%78.8%78.9%1.9%2.2%5.5M-325.3M-3.2M0.2025.75N/AN/A144,14529,271834,380401,588
2024-08-07$17.11$20.0084.8%23.6%73.6%83.1%82.3%12.0%-4.2%5.9M-322.5M-3.3M0.3429.93N/AN/A202,74568,953890,695432,828
2024-08-08$17.84$19.0062.6%17.5%76.1%46.3%62.1%3.4%-2.5%11.1M-386.9M-3.2M0.3236.02N/AN/A248,64878,432985,834475,096
2024-08-09$17.80$19.0059.1%16.7%75.9%40.6%59.1%2.3%11.0%11.8M-390.0M-3.2M0.2418.46N/AN/A129,59731,3471,001,007476,500
2024-08-12$18.55$19.0057.3%16.5%73.4%37.6%58.4%1.4%0.6%9.8M-446.3M-3.3M0.3130.56N/AN/A112,83334,470875,129418,444
2024-08-13$18.38$19.0056.6%15.7%71.5%36.4%55.6%0.1%1.0%10.0M-422.4M-3.3M0.2227.81N/AN/A69,37415,456899,662438,657
2024-08-14$18.70$19.0052.3%14.9%72.3%29.4%53.5%1.3%-0.5%12.1M-459.3M-3.3M0.2932.14N/AN/A101,64329,610904,910440,589
2024-08-15$19.61$19.0048.2%14.0%73.6%22.6%50.0%2.3%2.0%20.2M-636.6M-3.4M0.2831.86N/AN/A126,80535,833937,154447,064
2024-08-16$19.88$19.0047.0%13.6%73.2%20.6%48.4%0.5%0.6%29.2M-644.7M-3.4M0.2028.37N/AN/A89,72317,636932,832457,624
2024-08-19$20.11$19.0047.6%13.7%73.6%21.5%48.6%1.4%-0.4%13.0M-558.5M-3.4M0.2728.93N/AN/A57,79815,577731,478324,389
2024-08-20$19.89$19.0050.0%14.4%73.5%25.4%50.5%0.1%0.1%13.0M-538.8M-3.4M0.3526.32N/AN/A38,64913,721751,324333,726
2024-08-21$20.09$19.0049.6%14.2%70.9%24.8%49.7%0.2%-8.1%14.1M-559.2M-3.4M0.8030.73N/AN/A29,30123,532753,244341,822
2024-08-22$19.93$19.0049.5%14.2%70.9%24.6%50.6%0.1%-0.1%13.2M-532.4M-3.4M0.3726.08N/AN/A42,17715,464759,089352,246
2024-08-23$21.12$19.0050.0%14.4%74.2%25.5%50.8%-0.3%-0.4%22.8M-732.6M-3.5M0.2322.72N/AN/A135,44730,817766,714356,033
2024-08-26$20.91$19.0050.0%14.6%74.2%25.6%53.5%0.9%1.2%12.2M-627.6M-3.5M0.8427.37N/AN/A34,82129,400742,014335,868
2024-08-27$21.45$19.0049.6%14.6%73.1%24.8%51.4%1.3%-0.4%13.8M-695.5M-3.6M0.5914.60N/AN/A43,05425,566754,904354,034
2024-08-28$20.34$19.0053.1%15.4%75.4%30.7%53.8%2.5%-0.2%8.2M-532.0M-3.4M0.3829.23N/AN/A67,44025,398760,361367,455
2024-08-29$20.27$19.0051.2%14.6%74.7%27.4%51.2%1.9%-0.8%8.3M-525.4M-3.4M0.2528.93N/AN/A53,53113,308779,048378,411
2024-08-30$20.02$19.0049.8%14.1%58.8%25.2%50.4%2.1%0.7%3.1M-482.5M-3.4M0.4328.98N/AN/A55,67624,033796,091381,476