HOOD Options History — November 2024 In November 2024, HOOD traded between $23.98 and $37.81. ATM implied volatility averaged 62.7%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded below realized volatility by 33.2% (HV 20d: 95.9%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.32.
Notable Days 2024-11-06 : Highest Volume — 419,962 contracts2024-11-11 : Largest IV spike — 22.7% change2024-11-21 : Highest IV Rank — 60.7%2024-11-21 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $32.66 $23.98 $37.81 $23.98 $37.78 Max Pain $25.40 $24.00 $27.00 $24.00 $27.00 ATM IV 62.7% 53.5% 72.8% 59.1% 59.3% Expected Move 18.2% 15.3% 20.5% 18.5% 19.1% HV 20d 95.9% 71.0% 105.8% 80.3% 77.8% HV 60d 66.7% 56.6% 70.2% 57.0% 69.3% IV Rank 43.0% 26.9% 60.7% 36.9% 34.7% IV Percentile 49.7% 18.7% 77.4% 40.9% 36.5% Term Structure -0.7% -4.3% 7.4% 1.0% -3.0% VWIV 65.0% 54.1% 74.7% 65.4% 69.3% Skew 25d -2.9% -12.2% 4.5% 0.6% -7.2% Skew 10d -3.0% -29.9% 28.7% -1.1% -29.9% Call IV 25d 65.8% 55.6% 76.3% 59.8% 68.9% Put IV 25d 62.9% 53.6% 73.6% 60.4% 61.7% Bid-Ask Spread % 18.35 7.96 27.01 7.96 18.28 Gamma HHI 0.11 0.07 0.30 0.30 0.12 Net GEX 23.4M -3.2M 33.2M -3.2M 29.1M Net DEX -2.04B -2.61B -705.4M -705.4M -2.61B Net VEX -5.3M -5.8M -4.6M -4.6M -5.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.17 0.51 0.31 0.27 Total Volume 182,094.5 88,880 419,962 169,732 129,984 Total OI 1,437,293.25 1,248,731 1,610,260 1,610,260 1,461,261
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 2024-11-01 $23.98 $24.00 59.1% 18.5% 80.3% 36.9% 65.4% 0.6% 1.0% -3.2M -705.4M -4.6M 0.31 7.96 N/A N/A 129,149 40,583 1,111,623 498,637 2024-11-04 $24.27 $25.00 57.2% 16.5% 80.4% 33.5% 58.1% -1.4% 2.3% 14.9M -846.0M -4.6M 0.32 16.45 N/A N/A 96,340 30,710 913,223 437,689 2024-11-05 $24.84 $25.00 59.8% 17.0% 71.0% 38.0% 59.8% 0.8% -0.5% 19.6M -980.7M -4.8M 0.29 13.41 N/A N/A 86,486 25,335 956,342 457,740 2024-11-06 $29.57 $25.00 58.5% 16.5% 94.6% 35.7% 58.2% -0.7% -1.0% 24.0M -1.94B -4.9M 0.20 20.00 N/A N/A 349,697 70,265 973,402 469,497 2024-11-07 $29.52 $25.00 53.5% 15.4% 94.5% 27.0% 54.1% 0.9% 7.4% 26.4M -1.85B -4.9M 0.31 23.57 N/A N/A 104,545 32,623 981,743 494,195 2024-11-08 $30.31 $25.00 53.5% 15.3% 94.4% 26.9% 54.6% -2.2% -0.2% 30.2M -2.04B -4.9M 0.19 13.10 N/A N/A 187,313 34,976 1,013,733 504,378 2024-11-11 $32.96 $25.00 65.6% 18.5% 98.1% 48.2% 66.2% -3.1% 0.4% 24.4M -2.24B -4.9M 0.22 26.48 N/A N/A 284,308 63,955 932,176 462,126 2024-11-12 $32.99 $25.00 63.7% 18.3% 98.0% 45.0% 65.3% -0.3% 2.2% 26.8M -2.20B -5.2M 0.41 22.90 N/A N/A 117,732 48,248 975,836 496,912 2024-11-13 $32.21 $25.00 62.8% 17.5% 98.7% 43.3% 63.6% 1.6% -0.2% 25.2M -2.05B -5.3M 0.31 22.09 N/A N/A 111,310 34,279 1,008,080 523,111 2024-11-14 $32.09 $25.00 60.1% 17.0% 98.3% 38.7% 60.1% -3.7% -1.3% 23.8M -2.02B -5.3M 0.41 23.97 N/A N/A 63,163 25,717 1,014,480 530,537 2024-11-15 $31.88 $25.00 61.5% 17.5% 98.4% 40.8% 62.4% -12.2% -0.6% 25.7M -1.98B -5.3M 0.51 27.01 N/A N/A 77,158 39,352 1,015,304 543,294 2024-11-18 $35.41 $25.00 70.8% 20.1% 104.1% 57.3% 70.9% -6.9% -4.3% 21.4M -2.28B -5.3M 0.36 19.12 N/A N/A 194,893 69,726 878,288 370,443 2024-11-19 $35.27 $26.00 69.2% 19.8% 104.3% 54.5% 71.6% -7.2% -3.0% 23.7M -2.26B -5.4M 0.17 14.40 N/A N/A 156,246 26,780 919,720 413,410 2024-11-20 $36.09 $26.00 71.1% 20.4% 103.2% 57.8% 74.7% -5.0% -2.9% 25.1M -2.39B -5.5M 0.20 18.36 N/A N/A 208,354 41,872 929,562 423,316 2024-11-21 $35.52 $26.00 72.8% 20.5% 103.7% 60.7% 73.6% -3.1% -1.9% 25.8M -2.29B -5.8M 0.41 14.46 N/A N/A 106,405 43,955 979,999 440,865 2024-11-22 $36.73 $26.00 68.6% 19.9% 103.7% 53.3% 69.9% -6.1% -3.1% 33.2M -2.54B -5.8M 0.29 14.72 N/A N/A 149,386 43,128 993,857 452,592 2024-11-25 $37.72 $26.00 64.5% 19.1% 103.6% 46.2% 68.5% 4.5% 2.0% 23.4M -2.59B -5.6M 0.38 18.65 N/A N/A 128,828 49,161 931,805 411,413 2024-11-26 $36.25 $26.00 62.7% 18.6% 105.3% 42.9% 67.4% -2.4% -4.2% 21.9M -2.31B -5.7M 0.36 18.29 N/A N/A 84,977 30,804 964,454 433,485 2024-11-27 $37.81 $26.00 60.1% 18.4% 105.8% 38.4% 66.6% -4.6% -2.0% 27.4M -2.60B -5.6M 0.43 13.88 N/A N/A 87,040 37,107 978,654 448,683 2024-11-29 $37.78 $27.00 59.3% 19.1% 77.8% 34.7% 69.3% -7.2% -3.0% 29.1M -2.61B -5.6M 0.27 18.28 N/A N/A 102,520 27,464 998,122 463,139
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