GOOG Options History — July 2022

In July 2022, GOOG traded between $105.43 and $119.89. ATM implied volatility averaged 40.9%, placing in the 74.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 2.0% (HV 20d: 42.9%). Max pain ranged from $112.50 to $124.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.80.

Notable Days

2022-07-08: Highest Volume — 1,314,380 contracts
2022-07-27: Largest IV drop — 32.6% change
2022-07-26: Highest IV Rank — 89.8%
2022-07-26: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$113.24	$105.43	$119.89	$108.97	$116.79
Max Pain	$119.66	$112.50	$124.00	$112.50	$115.00
ATM IV	40.9%	27.7%	45.7%	45.1%	27.7%
Expected Move	11.4%	7.8%	13.6%	10.9%	7.8%
HV 20d	42.9%	38.7%	49.8%	40.4%	49.2%
HV 60d	41.7%	40.2%	43.9%	40.2%	43.9%
IV Rank	74.6%	33.0%	89.8%	87.9%	33.0%
IV Percentile	87.5%	40.5%	98.8%	98.4%	40.5%
Term Structure	-1.3%	-2.5%	0.1%	-1.6%	0.1%
VWIV	39.9%	28.0%	45.8%	38.0%	28.0%
Skew 25d	5.8%	4.8%	7.0%	6.5%	4.8%
Skew 10d	11.0%	9.4%	13.3%	12.7%	10.2%
Call IV 25d	38.2%	25.6%	42.8%	42.8%	25.6%
Put IV 25d	44.1%	30.3%	49.3%	49.3%	30.3%
Bid-Ask Spread %	14.37	5.17	34.18	34.18	6.93
Gamma HHI	0.04	0.02	0.17	0.03	0.03
Net GEX	-81.5M	-246.0M	310.3M	-246.0M	-51.1M
Net DEX	5.93B	0	10.21B	10.21B	3.81B
Net VEX	-78.8M	-92.1M	0	-82.8M	-81.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.47	1.10	0.96	0.95
Total Volume	661,316	230,773	1,314,380	1,045,340	331,274
Total OI	4,204,590.55	0	5,071,820	4,977,020	4,123,094

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
2022-07-01	$108.97	$112.50	45.1%	10.9%	40.4%	87.9%	38.0%	6.5%	-1.6%	-246.0M	10.21B	-82.8M	0.96	34.18	532,800	512,540	2,188,260	2,788,760
2022-07-05	$113.93	$124.00	45.6%	12.1%	42.8%	89.3%	43.4%	7.0%	-2.1%	-67.6M	5.69B	-87.6M	0.81	24.77	496,240	399,720	1,891,700	2,581,340
2022-07-06	$115.73	$123.50	44.6%	11.8%	42.3%	86.4%	41.4%	6.5%	-2.5%	14.0M	3.89B	-89.4M	0.89	12.51	492,260	437,640	1,998,260	2,672,920
2022-07-07	$119.29	$124.00	43.7%	11.7%	43.7%	83.5%	41.2%	6.4%	-1.8%	107.6M	784.4M	-92.1M	0.71	14.29	689,500	488,320	2,082,160	2,756,780
2022-07-08	$119.89	$124.00	42.6%	11.5%	43.7%	80.1%	41.1%	5.6%	-1.9%	310.3M	328.5M	-91.6M	0.79	16.67	732,980	581,400	2,165,760	2,841,580
2022-07-11	$116.60	$124.00	43.8%	12.0%	44.2%	83.8%	42.9%	5.9%	-1.6%	-94.4M	4.67B	-88.0M	0.94	16.93	389,820	365,400	1,854,460	2,605,560
2022-07-12	$114.84	$124.00	44.0%	12.0%	43.4%	84.5%	42.6%	5.8%	-1.8%	-128.5M	6.00B	-86.5M	1.05	18.43	373,200	392,320	1,948,900	2,690,340
2022-07-13	$112.01	$121.50	43.7%	12.1%	40.9%	83.4%	41.6%	6.1%	-1.6%	-201.3M	8.22B	-83.0M	0.78	15.98	518,640	402,980	2,022,620	2,750,540
2022-07-14	$111.40	$121.50	43.3%	12.0%	41.0%	82.3%	41.9%	5.8%	-1.6%	-211.3M	8.66B	-81.9M	0.76	16.48	601,280	456,580	2,105,840	2,813,740
2022-07-15	$112.44	$120.50	41.7%	11.6%	40.0%	77.0%	40.9%	5.1%	-1.7%	-46.4M	7.64B	-82.2M	0.79	17.50	678,840	534,980	2,196,020	2,875,800
2022-07-18	$109.40	$0.00	42.4%	12.0%	38.7%	79.4%	42.3%	6.5%	-1.7%	0	0	0	0.64	10.75	169,536	108,871	0	0
2022-07-19	$114.46	$118.00	39.3%	11.2%	41.4%	69.5%	39.1%	6.2%	-1.5%	-126.5M	6.31B	-82.5M	0.47	15.66	161,079	75,092	1,591,717	2,431,244
2022-07-20	$114.76	$118.00	38.4%	11.0%	39.4%	66.8%	39.0%	5.5%	-0.4%	-122.6M	6.12B	-82.4M	0.67	5.76	139,852	93,121	1,605,473	2,445,497
2022-07-21	$114.84	$118.00	39.1%	11.3%	39.4%	69.0%	39.7%	5.6%	-1.1%	-109.4M	6.03B	-82.6M	0.74	5.17	141,525	104,368	1,623,187	2,456,234
2022-07-22	$108.07	$118.00	42.7%	12.4%	45.1%	80.4%	42.1%	5.7%	-0.6%	-185.0M	9.87B	-75.7M	0.74	7.70	256,106	189,307	1,659,068	2,478,573
2022-07-25	$107.44	$117.50	43.5%	12.9%	41.4%	82.6%	44.2%	5.6%	-0.4%	-175.6M	9.15B	-75.1M	0.84	8.23	125,191	105,582	1,481,088	2,332,415
2022-07-26	$105.43	$117.50	45.7%	13.6%	41.7%	89.8%	45.8%	5.9%	-2.0%	-174.1M	9.81B	-72.6M	0.67	13.39	219,035	147,241	1,526,287	2,368,468
2022-07-27	$114.07	$117.00	30.8%	8.8%	49.8%	42.9%	31.9%	4.9%	-0.6%	-71.0M	6.04B	-79.8M	0.78	18.60	299,524	233,447	1,622,349	2,411,424
2022-07-28	$114.38	$115.00	29.9%	8.4%	49.7%	40.0%	30.7%	5.0%	-0.2%	-51.9M	5.47B	-79.7M	1.10	7.48	118,316	130,413	1,672,797	2,431,556
2022-07-29	$116.79	$115.00	27.7%	7.8%	49.2%	33.0%	28.0%	4.8%	0.1%	-51.1M	3.81B	-81.0M	0.95	6.93	170,058	161,216	1,684,199	2,438,895