GOOG Options History — December 2021

In December 2021, GOOG traded between $141.53 and $148.73. ATM implied volatility averaged 24.7%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.0% (HV 20d: 21.7%). Max pain ranged from $130.00 to $145.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 1.76.

Notable Days

2021-12-23: Highest Volume — 1,359,140 contracts
2021-12-03: Largest IV spike — 16.9% change
2021-12-03: Highest IV Rank — 60.9%
2021-12-03: Largest Expected Move — 10.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$145.67	$141.53	$148.73	$143.10	$145.32
Max Pain	$133.18	$130.00	$145.00	$145.00	$132.50
ATM IV	24.7%	21.5%	32.7%	28.3%	22.7%
Expected Move	7.1%	5.5%	10.2%	8.6%	5.5%
HV 20d	21.7%	19.5%	23.7%	19.5%	19.6%
HV 60d	24.8%	23.0%	25.8%	25.0%	23.0%
IV Rank	29.4%	16.9%	60.9%	43.5%	21.7%
IV Percentile	47.8%	26.2%	91.7%	76.6%	36.1%
Term Structure	1.5%	-0.2%	5.5%	0.1%	5.5%
VWIV	25.7%	20.0%	36.3%	29.9%	20.0%
Skew 25d	4.7%	3.6%	8.1%	4.5%	3.6%
Skew 10d	9.9%	7.1%	15.8%	9.6%	7.1%
Call IV 25d	22.9%	19.5%	29.8%	26.9%	19.5%
Put IV 25d	27.6%	23.1%	37.9%	31.4%	23.1%
Bid-Ask Spread %	52.00	42.21	59.83	50.82	55.34
Gamma HHI	0.03	0.02	0.07	0.03	0.05
Net GEX	-203.7M	-705.6M	383.9M	-517.1M	-705.6M
Net DEX	-4.98B	-10.02B	747.2M	-1.75B	-951.6M
Net VEX	-84.9M	-94.6M	-72.0M	-83.0M	-94.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.76	0.94	2.79	0.97	2.57
Total Volume	953,559.091	656,500	1,359,140	791,080	1,121,560
Total OI	5,341,094.545	4,782,880	5,996,840	5,295,760	5,996,840

Daily Data (22 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 Vol	Put Vol	Call OI	Put OI
2021-12-01	$143.10	$145.00	28.3%	8.6%	19.5%	43.5%	29.9%	4.5%	0.1%	-517.1M	-1.75B	-83.0M	0.97	50.82	402,240	388,840	1,812,060	3,483,700
2021-12-02	$144.40	$145.00	28.0%	8.5%	19.6%	42.4%	30.6%	5.2%	0.1%	-438.1M	-3.30B	-82.2M	1.08	50.96	349,860	376,680	1,862,160	3,517,920
2021-12-03	$141.53	$145.00	32.7%	10.2%	20.1%	60.9%	36.3%	8.1%	0.0%	-579.1M	747.2M	-84.6M	1.15	46.59	416,760	478,120	1,919,700	3,533,680
2021-12-06	$143.78	$132.50	28.3%	8.1%	21.0%	43.8%	29.1%	6.5%	0.1%	-398.2M	-3.20B	-81.5M	1.00	42.21	383,140	381,540	1,683,340	3,302,620
2021-12-07	$147.53	$132.50	24.3%	7.1%	23.2%	28.1%	25.9%	4.9%	0.4%	-104.4M	-7.92B	-76.6M	0.94	47.24	369,860	348,540	1,779,660	3,390,040
2021-12-08	$148.03	$132.50	23.1%	6.8%	23.2%	23.3%	25.1%	4.2%	0.6%	-7.2M	-8.75B	-76.2M	1.26	52.28	289,920	366,580	1,831,160	3,429,940
2021-12-09	$148.58	$132.50	24.1%	7.0%	22.0%	27.1%	25.8%	4.5%	0.4%	69.3M	-9.51B	-75.5M	1.26	54.50	366,740	463,060	1,856,480	3,450,600
2021-12-10	$148.73	$132.50	22.3%	6.6%	21.9%	20.1%	24.1%	4.0%	0.6%	135.2M	-10.02B	-73.4M	1.03	57.12	416,700	427,680	1,881,720	3,532,780
2021-12-13	$147.27	$130.00	23.4%	6.7%	21.2%	24.4%	26.4%	4.1%	-0.0%	-119.5M	-7.75B	-72.0M	1.85	57.59	331,380	613,140	1,696,280	3,239,420
2021-12-14	$144.76	$130.00	25.5%	7.3%	22.0%	32.8%	26.4%	5.0%	-0.0%	-331.7M	-5.11B	-75.6M	2.17	58.35	326,480	707,820	1,736,660	3,370,760
2021-12-15	$146.58	$130.00	24.4%	7.0%	22.5%	28.4%	26.1%	4.5%	-0.1%	-135.7M	-7.26B	-78.5M	2.17	59.83	342,700	742,640	1,789,100	3,563,180
2021-12-16	$144.82	$130.00	25.9%	7.4%	22.8%	34.2%	28.3%	4.7%	-0.2%	-338.1M	-4.51B	-90.1M	1.73	56.69	372,080	644,420	1,825,280	3,727,240
2021-12-17	$143.38	$130.00	26.3%	7.5%	22.5%	35.9%	25.5%	5.0%	-0.1%	-418.7M	-2.69B	-90.0M	1.46	53.71	449,720	654,580	1,868,340	3,755,940
2021-12-20	$142.03	$130.00	27.1%	7.8%	22.5%	39.0%	31.0%	6.2%	0.6%	-349.4M	-2.01B	-94.6M	1.94	44.52	289,240	562,380	1,528,400	3,254,480
2021-12-21	$143.83	$130.00	23.9%	6.8%	22.8%	26.3%	24.5%	4.9%	0.9%	-210.4M	-3.96B	-91.9M	1.80	47.06	341,540	614,560	1,586,580	3,361,780
2021-12-22	$146.47	$130.00	22.4%	6.4%	23.6%	20.7%	23.0%	4.4%	0.5%	287.4M	-6.98B	-89.3M	2.72	49.37	344,680	937,140	1,655,360	3,458,000
2021-12-23	$147.46	$130.00	21.5%	6.1%	23.7%	17.0%	21.0%	4.1%	1.2%	383.9M	-7.75B	-91.8M	1.96	48.00	459,040	900,100	1,669,980	3,924,340
2021-12-27	$147.91	$132.50	22.3%	6.1%	22.3%	20.0%	20.6%	4.4%	4.9%	-65.3M	-5.89B	-89.3M	2.79	53.29	282,600	789,160	1,537,300	3,673,760
2021-12-28	$146.59	$132.50	22.1%	6.1%	21.4%	19.2%	22.2%	4.0%	5.4%	-200.1M	-4.22B	-91.7M	2.28	53.20	305,760	697,540	1,627,060	3,838,940
2021-12-29	$146.71	$132.50	21.5%	5.8%	19.6%	16.9%	22.1%	3.7%	5.5%	-151.5M	-4.14B	-90.8M	2.17	52.75	302,520	655,020	1,686,440	3,993,740
2021-12-30	$146.00	$132.50	22.6%	5.7%	19.7%	21.5%	21.1%	3.8%	5.5%	-286.9M	-2.61B	-94.4M	2.47	52.67	278,260	685,980	1,743,540	4,127,780
2021-12-31	$145.32	$132.50	22.7%	5.5%	19.6%	21.7%	20.0%	3.6%	5.5%	-705.6M	-951.6M	-94.1M	2.57	55.34	314,160	807,400	1,772,120	4,224,720