GOOG Options History — May 2022

In May 2022, GOOG traded between $105.80 and $122.53. ATM implied volatility averaged 36.8%, placing in the 61.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded below realized volatility by 5.5% (HV 20d: 42.3%). Max pain ranged from $110.25 to $131.75. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2022-05-27: Highest Volume — 1,002,080 contracts
2022-05-05: Largest IV spike — 26.2% change
2022-05-12: Highest IV Rank — 79.8%
2022-05-12: Largest Expected Move — 12.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$113.49	$105.80	$122.53	$116.63	$115.28
Max Pain	$126.01	$110.25	$131.75	$131.25	$110.25
ATM IV	36.8%	31.1%	42.5%	37.2%	33.8%
Expected Move	10.7%	9.2%	12.1%	11.3%	10.1%
HV 20d	42.3%	37.5%	44.5%	39.2%	42.5%
HV 60d	36.2%	34.4%	38.6%	34.4%	38.6%
IV Rank	61.7%	43.8%	79.8%	62.9%	52.4%
IV Percentile	90.5%	75.0%	98.8%	94.0%	81.7%
Term Structure	-0.4%	-1.1%	0.4%	-0.5%	-0.6%
VWIV	37.7%	33.6%	42.8%	39.6%	36.7%
Skew 25d	7.2%	5.4%	8.5%	7.8%	5.6%
Skew 10d	14.0%	11.1%	16.1%	14.4%	11.3%
Call IV 25d	33.7%	29.0%	39.2%	33.6%	31.6%
Put IV 25d	40.9%	34.5%	47.3%	41.4%	37.2%
Bid-Ask Spread %	30.41	20.93	41.88	34.97	33.11
Gamma HHI	0.03	0.03	0.05	0.04	0.03
Net GEX	-235.2M	-354.0M	-8.9M	-276.3M	-80.9M
Net DEX	10.82B	5.01B	13.99B	11.21B	5.01B
Net VEX	-91.9M	-103.1M	-80.4M	-98.2M	-92.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.76	1.27	1.27	0.76
Total Volume	794,275.238	621,840	1,002,080	719,980	836,900
Total OI	5,128,132.381	4,607,760	5,422,560	5,026,620	4,857,880

Daily Data (21 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
2022-05-02	$116.63	$131.25	37.2%	11.3%	39.2%	62.9%	39.6%	7.8%	-0.5%	-276.3M	11.21B	-98.2M	1.27	34.97	317,380	402,600	2,008,500	3,018,120
2022-05-03	$117.82	$130.75	35.4%	10.7%	37.5%	57.5%	37.8%	7.0%	-0.3%	-253.7M	10.46B	-99.4M	1.20	37.06	316,140	380,560	2,076,040	3,068,600
2022-05-04	$122.53	$130.00	31.1%	9.2%	41.2%	43.8%	33.8%	5.4%	-0.0%	-129.8M	7.20B	-103.1M	1.15	41.88	355,920	410,760	2,121,620	3,091,860
2022-05-05	$116.41	$131.75	39.2%	11.0%	43.5%	69.4%	39.3%	8.0%	-0.8%	-273.4M	11.16B	-98.9M	1.19	20.93	404,260	480,760	2,155,680	3,127,060
2022-05-06	$115.62	$131.75	38.1%	10.8%	43.4%	65.9%	37.7%	7.9%	-0.5%	-340.3M	11.89B	-98.0M	1.10	23.53	392,240	429,800	2,218,380	3,201,040
2022-05-09	$113.38	$131.75	41.8%	11.8%	43.4%	77.4%	40.9%	8.5%	-0.5%	-276.9M	12.33B	-94.2M	1.08	22.98	298,340	323,500	1,969,780	3,033,660
2022-05-10	$114.64	$131.75	40.2%	11.5%	42.9%	72.5%	40.4%	8.2%	-0.1%	-263.5M	11.60B	-95.6M	1.16	23.75	296,660	344,740	2,031,340	3,071,580
2022-05-11	$114.23	$131.75	41.5%	11.8%	42.7%	76.6%	41.1%	7.8%	-0.3%	-251.5M	11.50B	-95.6M	0.94	23.75	367,420	345,300	2,071,180	3,086,920
2022-05-12	$112.50	$131.75	42.5%	12.1%	41.8%	79.8%	42.8%	8.1%	-0.3%	-280.4M	12.40B	-93.1M	0.80	22.07	499,980	399,100	2,147,860	3,109,080
2022-05-13	$116.21	$131.75	37.3%	10.8%	43.6%	63.4%	38.2%	6.8%	0.4%	-164.5M	10.05B	-96.5M	0.83	27.70	468,600	390,360	2,276,300	3,146,260
2022-05-16	$114.55	$130.00	36.4%	10.4%	43.7%	60.4%	38.2%	7.2%	-0.8%	-251.5M	11.49B	-92.3M	1.07	29.79	331,740	355,760	2,059,700	3,027,960
2022-05-17	$116.46	$130.00	33.1%	9.5%	43.0%	50.0%	34.1%	6.9%	-0.6%	-226.3M	10.46B	-93.2M	0.89	35.23	384,040	341,860	2,135,540	3,079,280
2022-05-18	$113.03	$130.00	38.2%	11.0%	43.8%	66.2%	38.6%	7.8%	-1.1%	-299.0M	12.00B	-90.1M	1.05	29.78	346,240	361,940	2,139,560	3,084,040
2022-05-19	$111.44	$129.50	35.7%	10.3%	43.1%	58.4%	35.9%	7.3%	-0.8%	-354.0M	12.73B	-86.7M	0.96	32.94	402,460	384,700	2,191,540	3,094,020
2022-05-20	$108.68	$126.00	35.8%	10.4%	41.9%	58.5%	35.9%	7.3%	-1.0%	-326.9M	13.99B	-82.3M	1.08	32.42	468,240	506,500	2,244,800	3,120,000
2022-05-23	$111.24	$124.00	34.5%	10.1%	42.1%	54.5%	36.4%	7.1%	-0.3%	-238.0M	10.52B	-85.4M	1.05	29.89	364,720	382,960	1,837,420	2,770,340
2022-05-24	$106.10	$117.50	37.9%	11.2%	44.5%	65.2%	39.2%	7.5%	-0.4%	-265.1M	12.52B	-80.4M	0.79	33.80	551,340	437,160	1,951,500	2,866,960
2022-05-25	$105.80	$112.50	37.1%	11.0%	42.3%	62.5%	38.1%	7.5%	-0.1%	-212.6M	11.93B	-80.7M	0.86	34.38	391,000	336,460	2,082,840	2,904,400
2022-05-26	$108.55	$112.00	33.7%	9.9%	40.7%	52.0%	34.3%	6.1%	-0.2%	-164.9M	9.84B	-83.9M	0.99	33.18	436,260	433,000	2,133,240	2,873,220
2022-05-27	$112.28	$110.25	32.0%	9.4%	41.4%	46.7%	33.6%	5.8%	0.3%	-8.9M	6.84B	-89.9M	0.80	35.36	557,360	444,720	2,226,860	2,978,820
2022-05-31	$115.28	$110.25	33.8%	10.1%	42.5%	52.4%	36.7%	5.6%	-0.6%	-80.9M	5.01B	-92.7M	0.76	33.11	474,580	362,320	2,068,200	2,789,680