GOOG Options History — June 2022

In June 2022, GOOG traded between $106.32 and $117.83. ATM implied volatility averaged 37.8%, placing in the 65.0% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 2.7% (HV 20d: 40.6%). Max pain ranged from $110.25 to $117.50. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.92.

Notable Days

2022-06-17: Highest Volume — 1,137,200 contracts
2022-06-13: Largest IV spike — 18.1% change
2022-06-30: Highest IV Rank — 90.9%
2022-06-13: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.89	$106.32	$117.83	$114.73	$109.35
Max Pain	$114.46	$110.25	$117.50	$110.25	$112.75
ATM IV	37.8%	31.1%	46.1%	33.7%	46.1%
Expected Move	10.5%	9.5%	12.2%	10.1%	11.5%
HV 20d	40.6%	37.6%	43.7%	42.3%	41.6%
HV 60d	38.5%	36.9%	40.6%	37.9%	40.3%
IV Rank	65.0%	43.8%	90.9%	51.9%	90.9%
IV Percentile	89.0%	68.3%	99.2%	81.0%	99.2%
Term Structure	1.4%	-1.7%	4.6%	-0.4%	-1.5%
VWIV	36.9%	34.1%	40.3%	36.0%	39.8%
Skew 25d	5.7%	4.2%	7.5%	5.2%	6.8%
Skew 10d	11.1%	8.5%	14.2%	10.4%	13.2%
Call IV 25d	35.4%	29.7%	43.2%	31.8%	43.2%
Put IV 25d	41.0%	33.9%	50.0%	37.0%	50.0%
Bid-Ask Spread %	27.24	21.19	33.95	33.95	33.83
Gamma HHI	0.04	0.02	0.21	0.02	0.02
Net GEX	-172.0M	-813.2M	190.7M	-70.6M	-242.0M
Net DEX	6.78B	2.07B	11.61B	5.27B	9.94B
Net VEX	-90.1M	-96.8M	-82.3M	-92.9M	-83.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.74	1.15	0.76	0.77
Total Volume	828,411.429	622,500	1,137,200	872,520	997,700
Total OI	5,033,370.476	4,255,300	5,671,280	5,031,820	4,818,980

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
2022-06-01	$114.73	$110.25	33.7%	10.1%	42.3%	51.9%	36.0%	5.2%	-0.4%	-70.6M	5.27B	-92.9M	0.76	33.95	495,700	376,820	2,165,900	2,865,920
2022-06-02	$117.50	$117.50	32.7%	9.5%	40.7%	48.7%	34.9%	4.8%	-0.3%	56.8M	2.97B	-95.9M	0.83	21.55	483,920	399,280	2,254,620	2,926,320
2022-06-03	$114.28	$117.50	33.6%	9.8%	37.6%	51.7%	34.5%	5.4%	-0.7%	-202.5M	5.74B	-93.3M	0.90	23.82	438,460	394,540	2,316,460	2,991,560
2022-06-06	$116.95	$115.50	33.8%	10.1%	38.5%	52.3%	35.0%	4.6%	1.3%	-104.7M	4.03B	-95.6M	0.94	23.59	467,980	437,720	2,096,960	2,854,520
2022-06-07	$117.08	$117.00	31.8%	9.8%	37.8%	46.1%	34.7%	4.4%	2.5%	-115.3M	4.08B	-96.6M	0.91	24.61	358,520	325,420	2,218,720	2,997,220
2022-06-08	$117.67	$116.25	31.1%	9.6%	37.6%	43.8%	34.1%	4.3%	2.5%	-86.5M	3.45B	-96.8M	1.09	25.65	329,640	357,900	2,276,080	3,043,740
2022-06-09	$115.21	$116.25	33.7%	10.1%	38.4%	51.9%	35.4%	4.2%	2.0%	-204.5M	5.60B	-94.8M	1.15	26.50	382,060	440,680	2,300,740	3,093,540
2022-06-10	$112.04	$115.00	35.7%	10.6%	39.4%	58.3%	37.1%	4.8%	1.9%	-397.8M	8.49B	-91.7M	1.13	25.10	481,260	541,920	2,348,440	3,189,340
2022-06-13	$107.01	$115.00	42.2%	12.2%	40.6%	78.6%	40.3%	7.5%	1.0%	-251.7M	10.82B	-85.2M	0.93	21.19	406,640	379,360	2,179,600	2,974,300
2022-06-14	$107.52	$115.00	39.4%	11.3%	40.5%	70.0%	39.6%	7.4%	1.4%	-235.8M	10.56B	-85.0M	0.94	22.77	359,340	337,800	2,306,120	3,024,740
2022-06-15	$110.51	$115.00	36.6%	10.5%	41.4%	61.0%	36.0%	5.7%	2.0%	-121.5M	7.69B	-88.2M	0.87	27.44	410,400	358,880	2,388,720	3,063,500
2022-06-16	$106.32	$115.00	39.9%	11.3%	42.2%	71.6%	38.9%	6.8%	2.0%	-318.8M	11.61B	-82.3M	0.78	21.50	488,360	382,120	2,451,860	3,092,600
2022-06-17	$108.04	$115.00	38.2%	10.7%	42.6%	66.2%	36.7%	6.3%	2.2%	-813.2M	10.49B	-83.5M	0.94	25.29	586,240	550,960	2,543,120	3,128,160
2022-06-21	$112.12	$115.00	38.8%	10.6%	43.7%	68.0%	38.1%	5.9%	4.1%	-107.3M	6.84B	-87.5M	0.94	29.01	384,280	362,020	1,762,340	2,492,960
2022-06-22	$112.12	$112.50	39.6%	10.7%	42.9%	70.4%	37.7%	5.8%	4.1%	-91.2M	6.64B	-89.0M	1.01	28.78	309,440	313,060	1,897,220	2,611,860
2022-06-23	$112.60	$112.50	39.5%	10.5%	39.1%	70.3%	37.6%	5.5%	4.4%	-80.1M	6.46B	-89.0M	0.93	29.39	369,520	344,960	1,930,660	2,657,540
2022-06-24	$117.83	$112.50	38.6%	9.9%	41.8%	67.3%	35.5%	5.0%	4.6%	190.7M	2.07B	-93.8M	0.92	29.75	587,000	539,100	1,986,200	2,705,580
2022-06-27	$116.78	$112.50	41.6%	10.2%	41.4%	76.9%	36.0%	5.8%	-1.7%	-62.9M	4.32B	-92.0M	0.93	32.82	383,400	356,100	1,847,880	2,562,900
2022-06-28	$112.87	$112.75	44.0%	10.9%	41.8%	84.2%	37.8%	6.4%	-1.6%	-178.7M	7.36B	-88.5M	0.74	32.59	456,640	339,140	1,935,720	2,656,640
2022-06-29	$112.13	$113.00	44.4%	10.9%	40.7%	85.6%	38.7%	6.4%	-1.3%	-173.9M	7.88B	-87.6M	0.92	32.97	355,640	326,720	2,031,000	2,710,500
2022-06-30	$109.35	$112.75	46.1%	11.5%	41.6%	90.9%	39.8%	6.8%	-1.5%	-242.0M	9.94B	-83.7M	0.77	33.83	562,300	435,400	2,079,380	2,739,600