GOOG Options History — September 2022

In September 2022, GOOG traded between $96.79 and $111.90. ATM implied volatility averaged 37.0%, placing in the 60.0% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 3.6% (HV 20d: 33.4%). Max pain ranged from $107.50 to $115.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.95.

Notable Days

2022-09-16: Highest Volume — 237,563 contracts
2022-09-13: Largest IV spike — 13.4% change
2022-09-29: Highest IV Rank — 86.3%
2022-09-27: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$104.16	$96.79	$111.90	$109.92	$96.79
Max Pain	$112.40	$107.50	$115.00	$115.00	$107.50
ATM IV	37.0%	30.4%	45.0%	34.5%	44.3%
Expected Move	10.4%	8.9%	11.8%	9.9%	11.3%
HV 20d	33.4%	29.4%	36.8%	29.4%	35.2%
HV 60d	38.8%	37.2%	40.0%	39.9%	37.2%
IV Rank	60.0%	38.8%	86.3%	54.3%	83.8%
IV Percentile	76.3%	46.8%	97.2%	72.2%	95.6%
Term Structure	0.8%	-1.2%	4.3%	-0.6%	-1.2%
VWIV	35.9%	31.1%	40.7%	34.8%	39.0%
Skew 25d	6.4%	4.9%	7.7%	6.0%	7.6%
Skew 10d	12.4%	10.7%	14.5%	12.1%	14.2%
Call IV 25d	34.1%	28.0%	41.8%	32.2%	41.3%
Put IV 25d	40.6%	33.4%	49.5%	38.2%	48.8%
Bid-Ask Spread %	6.47	4.32	12.07	5.08	4.32
Gamma HHI	0.05	0.04	0.18	0.04	0.04
Net GEX	-180.5M	-283.1M	-126.7M	-175.3M	-150.5M
Net DEX	7.91B	5.97B	9.12B	7.01B	8.62B
Net VEX	-64.0M	-72.6M	-55.7M	-72.6M	-55.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.46	2.34	0.69	1.09
Total Volume	156,017.238	80,916	237,563	95,292	156,510
Total OI	3,553,275.952	3,260,509	3,816,196	3,691,761	3,410,192

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
2022-09-01	$109.92	$115.00	34.5%	9.9%	29.4%	54.3%	34.8%	6.0%	-0.6%	-175.3M	7.01B	-72.6M	0.69	5.08	56,384	38,908	1,497,622	2,194,139
2022-09-02	$108.31	$115.00	35.1%	9.9%	29.7%	56.1%	34.2%	6.1%	0.3%	-213.3M	7.73B	-70.4M	0.56	5.97	83,669	46,757	1,510,278	2,199,540
2022-09-06	$107.63	$115.00	35.7%	10.4%	29.6%	58.1%	36.2%	6.3%	0.3%	-189.8M	7.86B	-69.2M	0.97	7.03	81,861	79,518	1,477,340	2,186,861
2022-09-07	$110.75	$115.00	33.1%	9.7%	31.9%	48.1%	33.8%	6.0%	0.3%	-172.6M	6.55B	-72.0M	0.77	6.21	109,873	85,076	1,501,315	2,199,533
2022-09-08	$108.91	$115.00	33.2%	9.5%	30.2%	48.2%	33.7%	5.5%	-0.0%	-196.3M	7.40B	-70.0M	0.60	6.86	63,449	38,257	1,529,459	2,213,646
2022-09-09	$111.90	$115.00	30.4%	8.9%	32.3%	38.8%	31.1%	5.4%	0.5%	-126.7M	5.97B	-71.7M	0.69	8.00	68,015	47,182	1,546,729	2,222,906
2022-09-12	$111.69	$115.00	31.4%	9.1%	31.0%	41.5%	32.0%	6.0%	0.4%	-176.5M	6.11B	-71.2M	0.47	5.43	55,161	25,755	1,517,625	2,197,780
2022-09-13	$105.18	$115.00	35.6%	10.2%	36.5%	55.5%	35.3%	7.1%	-0.0%	-201.7M	8.78B	-64.9M	1.19	8.28	99,616	118,372	1,536,763	2,205,877
2022-09-14	$105.93	$115.00	34.0%	10.0%	36.8%	50.3%	34.1%	6.8%	0.8%	-215.7M	8.51B	-65.0M	2.34	11.08	56,856	133,113	1,556,927	2,223,837
2022-09-15	$104.17	$115.00	34.7%	10.0%	36.7%	52.6%	34.7%	7.1%	0.1%	-208.2M	9.12B	-62.5M	0.74	12.07	70,098	52,063	1,568,869	2,227,978
2022-09-16	$103.68	$115.00	35.6%	10.4%	36.2%	55.6%	35.4%	6.5%	1.1%	-203.0M	8.95B	-62.5M	1.32	5.88	102,376	135,187	1,589,196	2,227,000
2022-09-19	$103.80	$115.00	34.1%	9.8%	35.5%	48.9%	35.7%	6.6%	4.3%	-177.1M	7.99B	-62.0M	1.10	5.26	75,941	83,263	1,219,694	2,040,815
2022-09-20	$102.17	$110.00	36.4%	10.4%	34.8%	56.7%	35.5%	6.1%	3.5%	-180.4M	8.31B	-61.3M	0.46	5.77	106,455	48,966	1,252,953	2,069,657
2022-09-21	$100.01	$110.00	37.5%	10.8%	35.1%	60.6%	35.9%	6.1%	3.5%	-180.8M	8.82B	-59.1M	1.15	6.46	78,306	89,843	1,291,267	2,085,302
2022-09-22	$101.62	$110.00	36.5%	10.3%	35.8%	56.9%	36.8%	4.9%	3.8%	-175.1M	7.84B	-60.9M	0.62	6.01	94,351	58,178	1,319,892	2,038,529
2022-09-23	$99.16	$110.00	39.3%	10.8%	34.9%	66.6%	38.1%	5.7%	4.3%	-283.1M	8.43B	-58.8M	0.70	6.24	83,730	58,448	1,344,477	2,046,834
2022-09-26	$99.03	$109.00	42.7%	11.4%	30.5%	78.3%	39.8%	7.3%	-0.9%	-145.0M	8.19B	-58.0M	1.22	5.19	74,446	90,811	1,307,607	2,002,366
2022-09-27	$97.87	$109.00	44.6%	11.8%	30.6%	84.8%	40.7%	7.6%	-0.7%	-142.7M	8.23B	-57.8M	1.16	5.37	83,162	96,352	1,324,717	1,997,433
2022-09-28	$101.17	$107.50	42.5%	11.1%	33.6%	77.8%	37.3%	7.3%	-1.0%	-132.8M	7.33B	-61.0M	0.98	4.75	90,351	88,101	1,347,602	2,007,399
2022-09-29	$97.68	$107.50	45.0%	11.7%	35.2%	86.3%	39.8%	7.7%	-1.2%	-144.5M	8.39B	-56.8M	1.06	4.69	83,309	88,293	1,363,366	2,017,473
2022-09-30	$96.79	$107.50	44.3%	11.3%	35.2%	83.8%	39.0%	7.6%	-1.2%	-150.5M	8.62B	-55.7M	1.09	4.32	74,916	81,594	1,384,675	2,025,517