GOOG Options History — October 2022

In October 2022, GOOG traded between $92.66 and $105.00. ATM implied volatility averaged 42.6%, placing in the 77.8% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 6.6% (HV 20d: 36.0%). Max pain ranged from $100.00 to $107.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.97.

Notable Days

2022-10-26: Highest Volume — 791,508 contracts
2022-10-26: Largest IV drop — 17.4% change
2022-10-11: Highest IV Rank — 93.1%
2022-10-25: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$99.59	$92.66	$105.00	$99.50	$94.98
Max Pain	$104.98	$100.00	$107.50	$107.50	$100.00
ATM IV	42.6%	33.3%	47.0%	42.6%	34.4%
Expected Move	12.1%	10.1%	13.2%	10.9%	10.6%
HV 20d	36.0%	29.7%	48.3%	37.1%	47.5%
HV 60d	35.9%	31.0%	38.1%	37.7%	38.1%
IV Rank	77.8%	45.2%	93.1%	78.0%	48.3%
IV Percentile	87.4%	50.8%	99.6%	91.3%	58.3%
Term Structure	-1.3%	-2.8%	0.1%	-0.8%	-0.4%
VWIV	42.1%	34.9%	46.7%	37.9%	36.9%
Skew 25d	7.0%	4.0%	8.1%	7.7%	5.0%
Skew 10d	13.3%	7.7%	15.6%	14.9%	9.2%
Call IV 25d	39.3%	30.9%	43.7%	38.5%	32.2%
Put IV 25d	46.3%	36.3%	51.2%	46.2%	37.2%
Bid-Ask Spread %	2.66	2.10	4.70	4.70	2.39
Gamma HHI	0.04	0.03	0.04	0.04	0.04
Net GEX	-134.8M	-183.8M	-107.7M	-140.8M	-114.5M
Net DEX	7.07B	5.33B	9.12B	7.60B	5.90B
Net VEX	-57.5M	-63.1M	-46.6M	-57.5M	-49.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.77	1.46	0.78	1.34
Total Volume	262,116.524	157,271	791,508	172,380	270,242
Total OI	3,481,876.667	3,324,831	3,642,110	3,324,831	3,378,115

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
2022-10-03	$99.50	$107.50	42.6%	10.9%	37.1%	78.0%	37.9%	7.7%	-0.8%	-140.8M	7.60B	-57.5M	0.78	4.70	96,750	75,630	1,337,688	1,987,143
2022-10-04	$102.17	$107.00	40.9%	10.5%	38.6%	72.1%	37.0%	7.6%	-0.8%	-127.5M	6.77B	-60.3M	0.87	3.45	99,048	86,103	1,366,018	1,998,806
2022-10-05	$102.65	$107.50	41.2%	10.7%	37.0%	73.2%	34.9%	7.9%	-0.9%	-120.3M	6.50B	-61.6M	1.46	2.54	74,879	109,668	1,388,802	2,018,057
2022-10-06	$102.41	$107.50	43.0%	11.7%	36.6%	79.4%	41.2%	7.8%	-1.0%	-118.1M	6.57B	-61.6M	0.93	2.49	90,100	83,505	1,405,905	2,032,198
2022-10-07	$99.45	$107.50	44.6%	12.3%	35.9%	85.0%	42.9%	7.3%	-1.2%	-151.9M	7.66B	-58.6M	0.89	2.56	110,167	97,768	1,426,524	2,046,180
2022-10-10	$98.97	$107.50	45.6%	12.5%	35.9%	88.3%	44.5%	7.9%	-1.4%	-140.8M	7.71B	-57.7M	0.81	2.79	86,651	70,620	1,407,370	2,027,972
2022-10-11	$98.10	$107.50	47.0%	13.0%	29.8%	93.1%	45.7%	7.6%	-1.3%	-135.2M	7.90B	-57.2M	0.91	2.79	86,881	79,214	1,431,707	2,032,432
2022-10-12	$98.64	$107.50	46.8%	12.9%	29.7%	92.6%	45.2%	8.0%	-1.7%	-132.1M	7.78B	-57.5M	1.07	2.17	110,134	117,605	1,451,601	2,048,351
2022-10-13	$99.85	$107.50	45.3%	12.6%	29.8%	87.3%	44.3%	8.1%	-1.7%	-123.9M	7.39B	-59.5M	0.82	2.69	138,094	113,111	1,490,310	2,072,606
2022-10-14	$97.52	$107.50	46.1%	12.9%	30.7%	90.2%	45.0%	7.1%	-1.7%	-168.4M	8.17B	-56.4M	0.77	2.26	117,067	90,360	1,513,800	2,084,212
2022-10-17	$101.10	$107.50	45.4%	12.9%	33.7%	87.8%	44.6%	7.8%	-2.6%	-130.6M	6.88B	-60.0M	0.79	2.25	107,916	84,778	1,461,656	2,048,382
2022-10-18	$101.56	$105.00	44.6%	12.7%	33.3%	85.1%	46.7%	7.7%	-2.1%	-124.3M	6.76B	-59.5M	1.13	2.42	87,771	98,957	1,483,310	2,055,650
2022-10-19	$100.20	$105.00	45.6%	13.1%	32.8%	88.2%	45.4%	7.3%	-2.3%	-130.9M	7.19B	-58.6M	1.26	2.32	83,954	105,703	1,494,860	2,072,375
2022-10-20	$100.36	$102.50	45.1%	13.1%	32.3%	86.8%	46.5%	7.2%	-2.8%	-129.6M	7.12B	-59.1M	1.03	2.59	100,340	103,394	1,513,529	2,086,829
2022-10-21	$101.40	$102.50	43.7%	12.7%	31.2%	81.7%	42.7%	6.6%	-2.0%	-120.2M	6.84B	-59.7M	0.80	3.64	135,054	108,335	1,533,317	2,108,793
2022-10-24	$103.02	$102.50	43.4%	13.1%	31.6%	80.9%	45.3%	7.3%	-1.3%	-130.5M	6.06B	-61.6M	0.88	2.10	100,016	88,502	1,327,054	2,008,860
2022-10-25	$105.00	$102.50	43.0%	13.2%	31.7%	79.3%	45.7%	6.6%	-1.3%	-124.5M	5.33B	-63.1M	0.81	2.55	187,649	151,831	1,357,734	2,032,372
2022-10-26	$95.18	$102.50	35.5%	10.6%	46.3%	53.6%	36.9%	4.0%	0.0%	-183.8M	9.12B	-49.8M	1.18	2.50	363,050	428,458	1,438,778	2,095,764
2022-10-27	$92.66	$100.00	36.6%	11.1%	45.7%	57.4%	39.8%	4.2%	-0.2%	-175.6M	7.80B	-46.6M	1.02	2.32	252,779	259,099	1,562,582	1,945,079
2022-10-28	$96.66	$100.00	33.3%	10.1%	48.3%	45.2%	35.3%	5.4%	0.1%	-107.7M	5.50B	-51.3M	0.88	2.27	240,509	212,755	1,642,621	1,904,068
2022-10-31	$94.98	$100.00	34.4%	10.6%	47.5%	48.3%	36.9%	5.0%	-0.4%	-114.5M	5.90B	-49.9M	1.34	2.39	115,397	154,845	1,544,106	1,834,009