GOOG Options History — February 2022

In February 2022, GOOG traded between $128.06 and $148.46. ATM implied volatility averaged 30.4%, placing in the 57.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 10.1% (HV 20d: 40.5%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.28.

Notable Days

  • 2022-02-02: Highest Volume — 3,093,820 contracts
  • 2022-02-02: Largest IV drop — 18.7% change
  • 2022-02-23: Highest IV Rank — 74.6%
  • 2022-02-01: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$136.60$128.06$148.46$137.50$134.28
Max Pain$136.25$135.00$140.00$140.00$135.00
ATM IV30.4%25.5%34.3%33.4%32.4%
Expected Move8.9%7.6%11.0%11.0%9.7%
HV 20d40.5%27.9%43.8%27.9%43.5%
HV 60d29.3%22.2%31.1%22.2%31.0%
IV Rank57.6%36.4%74.6%70.5%66.3%
IV Percentile84.9%57.1%97.2%96.8%94.0%
Term Structure-0.2%-0.8%0.9%-0.8%-0.3%
VWIV31.5%27.8%39.0%39.0%33.1%
Skew 25d5.9%2.6%8.0%4.9%7.0%
Skew 10d11.3%4.5%16.0%8.4%13.5%
Call IV 25d28.1%24.4%31.2%31.2%29.6%
Put IV 25d33.9%28.1%38.8%36.1%36.6%
Bid-Ask Spread %37.4231.6043.6733.5739.31
Gamma HHI0.040.020.040.030.04
Net GEX-463.9M-853.3M137.6M-308.9M-409.5M
Net DEX5.74B-7.87B12.72B3.61B6.08B
Net VEX-116.3M-123.7M-107.1M-113.9M-121.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.742.761.060.92
Total Volume1,420,549.474959,9603,093,8201,127,960959,960
Total OI5,642,990.5264,839,3206,210,9604,839,3205,407,520

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$137.50$140.0033.4%11.0%27.9%70.5%39.0%4.9%-0.8%-308.9M3.61B-113.9M1.0633.57547,480580,4801,542,9003,296,420
2022-02-02$148.46$140.0027.2%8.1%39.6%43.4%29.3%2.6%-0.1%137.6M-7.87B-107.1M0.7435.341,778,0801,315,7401,742,4003,490,820
2022-02-03$142.86$136.0031.4%8.8%38.5%61.7%32.1%3.7%-0.3%-332.9M556.0M-119.3M1.0433.11829,460861,1002,100,9403,826,020
2022-02-04$143.50$135.7527.7%8.0%38.4%45.7%31.6%4.0%0.3%-541.7M11.1M-118.1M1.0331.60838,800862,3202,230,8603,980,100
2022-02-07$139.25$136.0029.1%8.4%40.0%51.9%30.6%4.3%0.1%-426.6M4.45B-119.2M1.1536.24549,440629,9001,872,4803,542,880
2022-02-08$138.58$135.7527.3%7.8%39.9%44.2%28.9%4.3%0.0%-527.9M5.32B-119.1M0.8839.08586,980517,3001,985,4803,683,600
2022-02-09$141.14$135.7525.5%7.6%40.2%36.4%28.9%3.7%0.9%-344.3M1.90B-117.7M1.0542.66567,200594,1202,072,6403,742,980
2022-02-10$138.26$135.7528.2%8.1%40.4%48.0%29.5%4.8%-0.0%-609.1M6.49B-123.4M0.9742.28493,460477,7202,133,5403,930,200
2022-02-11$133.70$135.7532.7%9.4%41.6%67.4%33.1%7.9%0.1%-853.3M12.72B-123.7M2.0443.67612,0401,250,8402,171,9604,010,160
2022-02-14$135.00$140.0031.8%9.1%41.8%63.5%32.0%7.4%-0.2%-565.7M8.53B-117.7M2.7641.98430,6001,190,4401,938,6603,618,280
2022-02-15$135.95$136.0029.1%8.4%41.0%52.1%29.9%6.6%-0.0%-503.0M6.95B-114.1M2.0643.43444,980918,7601,997,0603,589,300
2022-02-16$137.82$136.0028.3%8.1%41.2%48.6%27.8%5.8%-0.8%-389.6M4.32B-114.1M1.7843.42576,4801,024,5402,066,2003,642,800
2022-02-17$133.41$135.5031.8%9.1%42.4%63.4%31.0%7.5%-0.4%-691.2M10.09B-116.2M1.3535.15591,060796,4802,180,3403,754,100
2022-02-18$131.12$135.5031.8%9.2%42.1%63.7%31.2%7.5%-0.5%-720.1M11.98B-113.8M1.3335.36601,260797,2602,284,0603,775,120
2022-02-22$129.54$135.0032.8%9.6%42.1%67.9%32.6%7.2%-0.4%-589.6M10.50B-110.9M1.2032.84485,860584,1201,792,6603,360,280
2022-02-23$128.06$135.0034.3%10.1%42.0%74.6%34.6%8.0%-0.8%-583.9M11.61B-110.6M1.0632.04475,540503,3601,903,5203,440,800
2022-02-24$132.57$135.0033.0%9.7%43.8%68.7%33.9%7.4%-0.6%-343.2M6.94B-114.2M1.1433.40564,720644,0601,998,3203,476,360
2022-02-25$134.34$135.0030.0%8.7%43.8%55.7%30.1%6.3%-0.2%-211.4M4.90B-115.7M0.8636.45810,860697,6402,042,5003,592,560
2022-02-28$134.28$135.0032.4%9.7%43.5%66.3%33.1%7.0%-0.3%-409.5M6.08B-121.1M0.9239.31500,640459,3201,913,8003,493,720