Robinhood Markets, Inc. (HOOD) Options Risk Score

Run a full HOOD options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on Robinhood Markets, Inc. (HOOD) right now?

For a 4-week expiry, Robinhood Markets, Inc. (HOOD) carries an options catalyst-risk score of 54 out of 100 (MEDIUM). The contributing signals are an upcoming earnings report, 8 recent news items and 7 recent SEC events within the 4-week window. On TickerRisk's scale 45 to 69 is MEDIUM, meaning something in the 4-week window is worth checking before committing to an expiry. The score measures scheduled event exposure, not the direction HOOD will move.

HOOD shows an IV Rank of 35, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 65%. Read IV Rank alongside the catalyst score: it says how expensive HOOD options are, while the score says whether that price is justified by a scheduled event.

HOOD is scheduled to report earnings on 2026-11-04, which falls inside a typical monthly options expiry — expect elevated implied volatility into the event and an IV crush afterward.

Robinhood Markets, Inc. (HOOD) current implied volatility and IV Rank

HOOD's IV Rank stands at 35 right now with implied volatility around 65%, alongside a TickerRisk options-risk score of 54/100. That's low — options are cheap relative to the past year, which favours premium-buying strategies such as long calls, long puts and debit spreads when you expect a move.

Unsure how to act on this? What IV Rank is worth selling at →

Robinhood Markets, Inc. (HOOD) next earnings date — 2026-11-04

Robinhood Markets, Inc. (HOOD) reports earnings on 2026-11-04 — about 59 days away, which falls inside a typical options expiry window. HOOD's IV Rank is currently 35. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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