GOOG Options History — April 2022

In April 2022, GOOG traded between $115.10 and $143.62. ATM implied volatility averaged 36.0%, placing in the 74.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 4.8% (HV 20d: 31.2%). Max pain ranged from $132.00 to $135.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.14.

Notable Days

2022-04-22: Highest Volume — 1,573,700 contracts
2022-04-27: Largest IV drop — 23.3% change
2022-04-22: Highest IV Rank — 100.0%
2022-04-26: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$128.73	$115.10	$143.62	$139.65	$115.67
Max Pain	$134.71	$132.00	$135.00	$135.00	$132.00
ATM IV	36.0%	28.9%	49.0%	30.7%	37.2%
Expected Move	10.3%	7.9%	14.9%	8.4%	11.0%
HV 20d	31.2%	27.8%	38.7%	33.1%	38.7%
HV 60d	35.4%	33.5%	38.2%	33.5%	35.0%
IV Rank	74.1%	50.9%	100.0%	58.7%	63.1%
IV Percentile	92.6%	74.2%	100.0%	83.7%	94.4%
Term Structure	-1.2%	-2.7%	-0.4%	-0.4%	-1.2%
VWIV	36.1%	28.5%	53.0%	30.4%	38.9%
Skew 25d	5.7%	4.1%	7.9%	4.3%	7.6%
Skew 10d	11.0%	7.8%	14.8%	8.4%	14.4%
Call IV 25d	33.7%	27.1%	45.0%	29.2%	34.2%
Put IV 25d	39.5%	31.2%	52.8%	33.5%	41.8%
Bid-Ask Spread %	17.88	9.36	32.87	17.53	32.87
Gamma HHI	0.05	0.03	0.14	0.05	0.05
Net GEX	-441.9M	-911.8M	20.6M	-521.6M	-395.5M
Net DEX	8.06B	-3.66B	13.77B	544.9M	12.62B
Net VEX	-112.5M	-125.0M	-96.0M	-121.9M	-98.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.14	0.78	1.44	1.00	1.25
Total Volume	931,865	643,300	1,573,700	901,620	978,240
Total OI	5,376,668	4,716,320	5,838,140	5,814,200	5,587,120

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 Vol	Put Vol	Call OI	Put OI
2022-04-01	$139.65	$135.00	30.7%	8.4%	33.1%	58.7%	30.4%	4.3%	-0.4%	-521.6M	544.9M	-121.9M	1.00	17.53	450,060	451,560	2,141,280	3,672,920
2022-04-04	$143.62	$135.00	28.9%	7.9%	30.4%	50.9%	28.5%	4.1%	-0.9%	20.6M	-3.66B	-117.1M	1.20	20.31	392,320	470,460	1,950,560	3,414,140
2022-04-05	$141.28	$135.00	30.6%	8.4%	31.5%	58.5%	30.8%	4.9%	-0.7%	-139.9M	-640.2M	-122.8M	1.31	18.98	312,900	411,280	2,000,400	3,536,860
2022-04-06	$137.38	$135.00	32.8%	9.0%	29.5%	68.1%	32.3%	5.7%	-0.8%	-419.3M	3.77B	-125.0M	0.96	16.61	487,720	468,300	2,010,300	3,582,820
2022-04-07	$137.25	$135.00	32.6%	8.9%	29.3%	66.9%	32.0%	5.6%	-1.0%	-377.0M	2.95B	-121.4M	1.04	17.20	402,200	419,900	2,086,560	3,579,180
2022-04-08	$134.45	$135.00	32.5%	9.0%	29.8%	66.8%	31.6%	5.2%	-0.9%	-701.4M	6.58B	-121.0M	0.98	14.82	452,780	443,360	2,135,060	3,615,440
2022-04-11	$129.99	$135.00	35.7%	9.9%	30.2%	80.7%	35.5%	6.0%	-0.9%	-656.7M	11.27B	-118.1M	1.32	11.55	369,960	489,160	2,030,540	3,516,120
2022-04-12	$128.07	$135.00	35.9%	9.9%	29.9%	81.3%	34.5%	5.4%	-1.0%	-648.9M	12.93B	-113.3M	1.05	13.90	424,840	448,140	2,116,780	3,517,960
2022-04-13	$130.64	$135.00	32.8%	9.1%	29.2%	68.0%	31.9%	4.4%	-1.1%	-648.1M	10.61B	-113.3M	1.09	15.80	354,860	387,700	2,210,700	3,552,340
2022-04-14	$127.52	$135.00	33.7%	9.4%	29.8%	71.6%	32.6%	5.1%	-0.9%	-911.8M	13.77B	-111.1M	1.17	13.47	488,640	573,460	2,259,440	3,578,700
2022-04-18	$127.02	$135.00	35.1%	10.0%	29.2%	77.9%	33.6%	5.6%	-1.0%	-491.1M	9.27B	-110.8M	1.38	15.09	301,060	416,620	1,661,340	3,054,980
2022-04-19	$130.28	$135.00	34.2%	9.7%	30.9%	73.8%	33.7%	4.5%	-1.0%	-435.2M	6.80B	-113.1M	0.99	18.64	378,000	376,040	1,726,720	3,116,520
2022-04-20	$128.77	$135.00	36.0%	10.3%	27.8%	82.0%	35.5%	5.5%	-1.3%	-459.9M	7.84B	-112.9M	1.12	18.71	303,120	340,180	1,813,300	3,158,660
2022-04-21	$125.13	$135.00	40.0%	11.5%	29.0%	99.1%	39.5%	5.8%	-1.7%	-505.7M	10.48B	-111.0M	1.12	14.90	415,260	465,200	1,865,020	3,187,840
2022-04-22	$120.22	$135.00	46.2%	13.5%	30.6%	100.0%	47.1%	7.1%	-2.5%	-395.6M	13.32B	-108.3M	1.44	9.36	646,140	927,560	1,955,200	3,256,320
2022-04-25	$122.62	$135.00	45.5%	13.6%	32.1%	97.4%	47.2%	7.5%	-2.2%	-264.7M	8.97B	-106.7M	1.16	9.38	468,720	543,000	1,835,600	2,957,320
2022-04-26	$120.20	$135.00	49.0%	14.9%	32.0%	100.0%	53.0%	7.9%	-2.7%	-251.0M	9.80B	-105.9M	1.20	13.83	578,020	692,100	1,965,200	3,033,920
2022-04-27	$115.10	$134.75	37.5%	11.0%	33.2%	64.1%	38.2%	6.6%	-1.0%	-360.5M	13.73B	-96.0M	0.78	32.32	599,500	470,480	2,148,020	3,216,440
2022-04-28	$119.66	$132.50	33.8%	9.9%	37.6%	52.4%	35.1%	6.0%	-0.7%	-275.3M	10.29B	-101.6M	1.12	32.24	490,140	548,320	2,257,540	3,228,200
2022-04-29	$115.67	$132.00	37.2%	11.0%	38.7%	63.1%	38.9%	7.6%	-1.2%	-395.5M	12.62B	-98.1M	1.25	32.87	434,560	543,680	2,324,500	3,262,620