GOOG Options History — August 2022

In August 2022, GOOG traded between $109.99 and $122.89. ATM implied volatility averaged 29.5%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 10.1% (HV 20d: 39.7%). Max pain ranged from $115.00 to $122.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.86.

Notable Days

2022-08-03: Highest Volume — 237,651 contracts
2022-08-26: Largest IV spike — 15.7% change
2022-08-30: Highest IV Rank — 54.5%
2022-08-29: Largest Expected Move — 9.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$117.23	$109.99	$122.89	$115.73	$110.26
Max Pain	$119.61	$115.00	$122.50	$115.00	$116.50
ATM IV	29.5%	26.0%	34.6%	29.6%	33.8%
Expected Move	8.5%	7.5%	9.8%	8.5%	9.6%
HV 20d	39.7%	24.7%	49.3%	49.3%	29.4%
HV 60d	41.1%	39.3%	43.2%	43.2%	39.9%
IV Rank	38.9%	27.7%	54.5%	39.1%	52.2%
IV Percentile	48.0%	31.3%	73.0%	48.8%	68.7%
Term Structure	0.0%	-0.6%	0.9%	-0.6%	-0.4%
VWIV	29.5%	26.5%	34.1%	29.8%	32.8%
Skew 25d	5.1%	4.3%	6.1%	5.0%	6.0%
Skew 10d	10.0%	7.9%	12.3%	10.1%	12.0%
Call IV 25d	27.3%	23.8%	31.8%	27.5%	31.3%
Put IV 25d	32.4%	28.1%	37.8%	32.5%	37.3%
Bid-Ask Spread %	6.73	4.53	11.41	6.47	4.53
Gamma HHI	0.04	0.03	0.07	0.03	0.05
Net GEX	-115.6M	-200.2M	-31.0M	-112.3M	-187.6M
Net DEX	4.43B	1.45B	7.59B	5.29B	7.38B
Net VEX	-80.2M	-84.2M	-73.0M	-80.4M	-73.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.47	1.81	1.16	0.83
Total Volume	146,622.783	78,721	237,651	200,962	161,432
Total OI	3,872,530.261	3,609,446	4,081,206	3,847,747	3,693,755

Daily Data (23 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
2022-08-01	$115.73	$115.00	29.6%	8.5%	49.3%	39.1%	29.8%	5.0%	-0.6%	-112.3M	5.29B	-80.4M	1.16	6.47	93,026	107,936	1,539,264	2,308,483
2022-08-02	$116.09	$115.50	30.5%	8.7%	46.8%	42.1%	32.6%	6.1%	-0.5%	-102.6M	5.10B	-80.8M	1.81	6.25	82,690	149,512	1,564,766	2,323,046
2022-08-03	$119.13	$115.50	28.7%	8.2%	47.4%	36.4%	29.3%	5.5%	-0.4%	-64.5M	3.19B	-83.7M	1.03	6.25	117,075	120,576	1,588,097	2,364,560
2022-08-04	$118.82	$122.50	28.8%	8.3%	46.2%	36.7%	27.9%	5.0%	-0.6%	-62.5M	3.41B	-84.2M	1.07	6.51	90,354	96,673	1,603,512	2,391,736
2022-08-05	$118.13	$122.50	27.8%	8.1%	46.2%	33.4%	27.5%	4.5%	-0.6%	-31.0M	3.77B	-83.0M	1.20	6.77	84,515	101,804	1,615,401	2,408,266
2022-08-08	$118.27	$122.50	28.3%	8.2%	45.0%	35.1%	28.2%	4.8%	0.5%	-100.8M	3.98B	-83.4M	1.23	6.29	82,511	101,371	1,551,309	2,348,698
2022-08-09	$117.50	$122.50	29.6%	8.5%	44.7%	39.2%	30.3%	5.5%	0.3%	-125.2M	4.62B	-81.7M	0.92	11.41	40,915	37,806	1,566,966	2,371,996
2022-08-10	$120.66	$122.00	26.7%	7.8%	44.5%	30.0%	28.1%	5.0%	0.8%	-63.5M	2.61B	-83.5M	0.81	6.33	93,851	76,458	1,579,878	2,382,418
2022-08-11	$119.75	$122.00	27.5%	8.1%	44.6%	32.5%	28.0%	4.9%	0.7%	-78.8M	3.16B	-82.9M	1.08	7.60	73,273	79,102	1,598,491	2,402,918
2022-08-12	$122.26	$121.00	26.0%	7.5%	44.9%	27.7%	26.5%	4.3%	0.3%	-35.3M	1.45B	-83.1M	0.67	7.86	125,404	83,875	1,609,239	2,430,004
2022-08-15	$122.89	$121.50	26.3%	7.6%	43.3%	28.6%	27.7%	4.4%	0.5%	-87.0M	1.69B	-83.4M	0.77	7.85	84,393	65,003	1,573,858	2,384,718
2022-08-16	$122.69	$120.00	26.1%	7.5%	40.8%	28.2%	27.1%	4.3%	0.7%	-79.3M	1.55B	-82.5M	0.75	7.86	51,341	38,705	1,609,073	2,416,703
2022-08-17	$120.25	$120.00	27.5%	7.9%	41.7%	32.6%	27.3%	4.6%	0.4%	-107.3M	2.97B	-82.0M	0.83	10.79	51,142	42,706	1,617,415	2,420,646
2022-08-18	$121.33	$120.00	26.5%	7.5%	41.7%	29.4%	27.1%	4.5%	0.9%	-90.5M	2.33B	-82.6M	0.72	7.44	54,892	39,436	1,627,586	2,428,775
2022-08-19	$118.03	$120.00	28.5%	8.1%	36.3%	35.7%	27.4%	4.9%	0.4%	-81.5M	4.36B	-80.5M	0.48	5.88	109,454	52,562	1,642,008	2,439,198
2022-08-22	$114.70	$120.00	32.0%	9.2%	38.1%	46.7%	31.1%	5.5%	-0.4%	-176.7M	6.15B	-77.3M	0.51	5.50	67,667	34,180	1,402,190	2,207,256
2022-08-23	$114.65	$120.00	31.6%	9.0%	37.2%	45.3%	30.7%	5.5%	-0.5%	-178.5M	6.18B	-77.1M	0.78	5.34	55,890	43,801	1,416,921	2,211,666
2022-08-24	$115.19	$120.00	30.9%	8.7%	24.7%	43.2%	29.3%	5.1%	-0.4%	-177.1M	5.85B	-77.7M	0.98	4.89	55,872	54,873	1,439,120	2,229,641
2022-08-25	$117.65	$118.50	29.4%	8.3%	25.7%	38.4%	28.8%	5.1%	-0.1%	-142.9M	4.58B	-79.5M	0.50	6.10	58,251	29,055	1,457,452	2,244,997
2022-08-26	$111.49	$118.50	34.0%	9.5%	31.3%	52.9%	33.0%	5.7%	-0.3%	-200.2M	7.38B	-75.4M	0.50	5.07	116,451	57,793	1,471,908	2,250,106
2022-08-29	$110.90	$118.00	34.3%	9.8%	31.2%	54.0%	33.9%	6.0%	-0.4%	-185.4M	7.24B	-74.7M	0.47	5.17	79,282	37,031	1,442,227	2,219,907
2022-08-30	$109.99	$117.00	34.6%	9.8%	31.2%	54.5%	34.1%	5.9%	-0.1%	-188.0M	7.59B	-73.1M	0.66	6.56	55,804	36,581	1,449,622	2,222,400
2022-08-31	$110.26	$116.50	33.8%	9.6%	29.4%	52.2%	32.8%	6.0%	-0.4%	-187.6M	7.38B	-73.0M	0.83	4.53	88,124	73,308	1,464,022	2,229,733