HOOD Options History — September 2024 In September 2024, HOOD traded between $18.93 and $23.81. ATM implied volatility averaged 53.8%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 8.9% (HV 20d: 44.9%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.43.
Notable Days 2024-09-27 : Highest Volume — 190,400 contracts2024-09-27 : Largest IV spike — 7.7% change2024-09-06 : Highest IV Rank — 38.9%2024-09-04 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $21.56 $18.93 $23.81 $19.27 $23.41 Max Pain $20.00 $19.00 $21.00 $19.00 $21.00 ATM IV 53.8% 48.9% 58.1% 53.4% 54.6% Expected Move 15.5% 14.1% 16.6% 16.4% 15.5% HV 20d 44.9% 36.8% 50.2% 50.2% 41.6% HV 60d 55.0% 53.6% 56.3% 54.6% 56.3% IV Rank 30.0% 19.0% 38.9% 31.2% 29.0% IV Percentile 26.0% 12.3% 39.7% 27.4% 27.4% Term Structure 1.1% -6.0% 10.6% 3.0% 10.6% VWIV 54.8% 49.8% 59.1% 57.8% 54.9% Skew 25d 2.5% -0.7% 12.4% -0.7% 1.7% Skew 10d 3.4% -11.8% 8.8% 3.3% 3.3% Call IV 25d 53.3% 48.7% 57.1% 56.5% 54.6% Put IV 25d 55.8% 49.8% 62.5% 55.8% 56.3% Bid-Ask Spread % 17.47 6.24 44.55 32.61 7.16 Gamma HHI 0.12 0.08 0.33 0.09 0.10 Net GEX 14.5M 2.4M 30.0M 7.4M 14.2M Net DEX -733.3M -1.02B -352.1M -405.1M -909.6M Net VEX -3.7M -4.1M -3.2M -3.3M -4.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.23 0.78 0.74 0.52 Total Volume 96,135.55 41,340 190,400 93,008 107,220 Total OI 1,186,536.55 1,088,461 1,315,419 1,088,461 1,140,921
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 2024-09-03 $19.27 $19.00 53.4% 16.4% 50.2% 31.2% 57.8% -0.7% 3.0% 7.4M -405.1M -3.3M 0.74 32.61 N/A N/A 53,403 39,605 744,804 343,657 2024-09-04 $19.09 $19.00 55.6% 16.6% 45.1% 34.8% 58.0% 5.1% -1.0% 5.4M -374.1M -3.2M 0.66 20.50 N/A N/A 31,767 21,035 761,959 373,917 2024-09-05 $19.56 $19.00 55.7% 16.0% 44.7% 34.9% 56.8% 3.8% -3.1% 7.1M -434.0M -3.3M 0.31 14.69 N/A N/A 80,185 24,727 767,891 381,376 2024-09-06 $18.93 $19.00 58.1% 16.5% 44.7% 38.9% 59.1% 2.8% -0.5% 2.4M -352.1M -3.2M 0.44 15.73 N/A N/A 52,310 22,872 792,623 393,294 2024-09-09 $19.57 $19.00 57.1% 16.1% 45.9% 37.2% 56.4% 1.6% -1.0% 8.2M -454.6M -3.3M 0.36 44.55 N/A N/A 60,354 21,786 753,861 359,017 2024-09-10 $19.63 $19.00 55.9% 16.0% 43.9% 35.3% 56.5% 2.7% -0.5% 9.5M -475.1M -3.4M 0.78 6.91 N/A N/A 42,220 32,975 788,938 373,367 2024-09-11 $20.70 $20.00 55.3% 15.9% 47.1% 34.3% 58.1% 5.4% 2.3% 14.1M -649.2M -3.5M 0.35 9.89 N/A N/A 79,296 28,042 796,528 391,255 2024-09-12 $21.56 $20.00 54.0% 15.5% 48.5% 32.2% 54.7% 2.5% 0.4% 19.2M -822.6M -3.7M 0.23 10.50 N/A N/A 90,234 20,947 833,373 390,188 2024-09-13 $22.11 $20.00 54.4% 15.9% 46.7% 32.8% 56.2% 2.0% 1.5% 24.6M -927.2M -3.8M 0.24 18.06 N/A N/A 140,872 34,052 854,349 396,394 2024-09-16 $22.30 $20.00 55.2% 15.9% 46.6% 34.1% 56.3% 1.2% 2.2% 17.2M -883.5M -3.9M 0.60 7.39 N/A N/A 58,391 34,793 834,651 367,437 2024-09-17 $22.51 $20.00 55.5% 15.9% 46.6% 34.3% 56.1% 1.1% -6.0% 17.8M -917.7M -4.0M 0.43 6.24 N/A N/A 43,548 18,899 848,121 384,778 2024-09-18 $23.02 $20.00 54.5% 15.6% 46.5% 30.9% 55.4% 0.9% -0.5% 19.4M -1.00B -3.9M 0.36 34.13 N/A N/A 70,767 25,517 852,937 391,741 2024-09-19 $22.76 $20.00 51.7% 14.8% 46.9% 26.1% 52.3% 0.4% 1.6% 21.2M -957.2M -3.9M 0.31 15.02 N/A N/A 115,476 35,838 862,602 403,046 2024-09-20 $22.89 $20.00 50.9% 14.4% 46.6% 24.7% 50.9% 0.4% 2.0% 30.0M -974.9M -3.9M 0.31 18.91 N/A N/A 72,190 22,596 895,798 419,621 2024-09-23 $22.63 $21.00 50.1% 14.3% 42.9% 20.9% 50.0% 12.4% -0.1% 14.3M -801.6M -3.9M 0.53 15.29 N/A N/A 61,637 32,502 772,321 347,190 2024-09-24 $22.63 $21.00 48.9% 14.1% 42.6% 19.0% 49.8% 1.5% 2.2% 13.9M -791.1M -4.0M 0.61 10.21 N/A N/A 32,022 19,427 795,134 367,774 2024-09-25 $22.36 $21.00 50.2% 14.1% 42.2% 21.1% 49.8% 1.2% 2.1% 11.0M -747.4M -3.9M 0.25 10.64 N/A N/A 32,982 8,358 802,276 376,516 2024-09-26 $22.46 $21.00 50.1% 14.2% 36.8% 21.0% 50.9% 3.5% 6.2% 11.4M -770.4M -3.9M 0.34 34.67 N/A N/A 47,384 16,082 799,682 377,095 2024-09-27 $23.81 $21.00 53.9% 15.7% 41.2% 27.7% 55.6% 0.5% 0.2% 21.5M -1.02B -4.1M 0.25 16.38 N/A N/A 152,226 38,174 812,005 382,294 2024-09-30 $23.41 $21.00 54.6% 15.5% 41.6% 29.0% 54.9% 1.7% 10.6% 14.2M -909.6M -4.1M 0.52 7.16 N/A N/A 70,539 36,681 785,222 355,699
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