HOOD Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete HOOD options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around HOOD.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

109

Exp: 2026-02-06

Gamma Flip

81.56

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.297

Shows put vs call positioning

IV Skew

-4.43

Put–call IV difference

Max Pain Price Volatility

σ = 18.05

high volatility

Confidence 62%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.273(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-13 options expiry. 100% confidence

The support levels for HOOD are at 80.35, 77.40, and 56.19, while the resistance levels are at 85.29, 88.24, and 109.45. The pivot point, a key reference price for traders, is at 109.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.

Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.

The implied intraday range is approximately 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 85.00, Call: 0.33, Put: 0.00, Straddle Cost: 0.00.

Price moves are likely to stay range-bound. The short-term gamma flip is near 80.66 , with intermediate positioning around 81.56 . The mid-term gamma flip remains near 81.86.