GOOG Options History — November 2022

In November 2022, GOOG traded between $83.81 and $100.47. ATM implied volatility averaged 33.3%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 20.8% (HV 20d: 54.2%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.54.

Notable Days

2022-11-02: Highest Volume — 719,996 contracts
2022-11-10: Largest IV drop — 7.3% change
2022-11-03: Highest IV Rank — 55.9%
2022-11-01: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$94.16	$83.81	$100.47	$90.66	$100.47
Max Pain	$92.86	$90.00	$100.00	$100.00	$92.00
ATM IV	33.3%	30.1%	36.5%	35.7%	30.9%
Expected Move	9.9%	8.8%	11.2%	11.2%	9.7%
HV 20d	54.2%	45.2%	61.1%	48.7%	45.2%
HV 60d	42.4%	39.1%	44.2%	39.1%	44.2%
IV Rank	43.9%	31.3%	55.9%	52.8%	34.2%
IV Percentile	47.6%	27.4%	67.9%	63.9%	29.8%
Term Structure	0.1%	-0.7%	1.5%	-0.2%	0.0%
VWIV	35.0%	31.6%	39.3%	39.3%	35.7%
Skew 25d	4.6%	3.9%	5.3%	4.4%	4.7%
Skew 10d	8.6%	7.4%	9.7%	8.2%	9.1%
Call IV 25d	31.4%	28.2%	35.0%	33.9%	28.6%
Put IV 25d	36.0%	32.5%	39.0%	38.3%	33.4%
Bid-Ask Spread %	3.51	1.74	6.14	2.78	1.74
Gamma HHI	0.03	0.02	0.06	0.04	0.03
Net GEX	-46.1M	-142.6M	12.8M	-128.7M	12.2M
Net DEX	2.01B	-937.4M	7.41B	7.26B	-937.4M
Net VEX	-45.6M	-50.0M	-37.5M	-44.7M	-47.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.54	0.62	3.63	1.30	1.61
Total Volume	363,660.429	81,453	719,996	371,630	289,195
Total OI	3,309,894.048	3,103,908	3,465,211	3,421,866	3,163,968

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
2022-11-01	$90.66	$100.00	35.7%	11.2%	48.7%	52.8%	39.3%	4.4%	-0.2%	-128.7M	7.26B	-44.7M	1.30	2.78	161,548	210,082	1,568,053	1,853,813
2022-11-02	$87.75	$100.00	35.5%	11.1%	49.4%	52.0%	37.9%	4.6%	0.1%	-142.6M	7.41B	-41.9M	1.99	2.79	240,818	479,178	1,616,677	1,821,616
2022-11-03	$83.81	$98.00	36.5%	10.7%	51.1%	55.9%	37.0%	4.0%	-0.4%	-105.8M	6.28B	-37.5M	0.99	3.82	332,158	329,562	1,700,483	1,599,491
2022-11-04	$86.54	$95.00	34.5%	10.2%	52.7%	48.6%	35.8%	4.4%	-0.1%	-83.5M	4.82B	-40.3M	1.15	3.01	239,902	275,768	1,831,436	1,563,954
2022-11-07	$88.61	$95.00	34.4%	10.1%	53.8%	48.1%	37.2%	4.8%	1.0%	-69.8M	3.85B	-42.5M	1.33	2.98	150,295	199,863	1,744,149	1,537,526
2022-11-08	$89.28	$90.00	34.5%	10.2%	54.0%	48.5%	36.1%	4.6%	1.1%	-64.0M	3.51B	-43.3M	3.63	3.75	119,441	433,755	1,783,309	1,569,617
2022-11-09	$87.65	$90.00	35.6%	10.6%	54.0%	52.6%	36.8%	4.4%	1.1%	-69.5M	3.96B	-41.8M	2.26	3.44	106,107	239,381	1,803,941	1,572,300
2022-11-10	$94.36	$90.00	33.1%	9.8%	60.8%	43.5%	34.7%	3.9%	1.5%	-27.8M	1.37B	-47.0M	1.17	5.50	218,351	255,639	1,826,012	1,580,785
2022-11-11	$96.89	$90.00	31.9%	9.4%	61.1%	39.5%	34.0%	4.2%	1.5%	12.8M	158.3M	-49.1M	1.24	4.64	200,589	248,142	1,854,812	1,603,705
2022-11-14	$96.40	$91.00	33.0%	9.5%	59.6%	43.1%	33.4%	5.1%	0.4%	-34.2M	954.0M	-47.3M	1.79	5.27	107,565	192,912	1,788,614	1,551,809
2022-11-15	$98.65	$91.00	33.6%	9.7%	60.2%	45.3%	34.2%	5.2%	-0.5%	-13.9M	-175.5M	-49.4M	1.24	3.06	191,760	237,835	1,805,928	1,561,221
2022-11-16	$99.08	$92.00	34.0%	9.8%	60.1%	46.8%	34.6%	4.6%	-0.7%	-8.6M	-358.2M	-50.0M	2.00	3.78	118,671	237,223	1,834,616	1,585,470
2022-11-17	$98.12	$92.00	33.7%	9.7%	60.2%	45.2%	33.9%	4.3%	-0.6%	-25.8M	150.9M	-49.2M	1.78	6.14	121,729	217,118	1,844,400	1,593,514
2022-11-18	$97.81	$92.00	32.4%	9.3%	60.0%	39.7%	33.3%	4.4%	-0.3%	-40.3M	384.3M	-48.3M	1.42	4.32	154,353	218,675	1,865,199	1,600,012
2022-11-21	$95.83	$92.00	32.7%	9.5%	60.0%	40.9%	33.7%	4.2%	-0.6%	-39.8M	960.8M	-46.7M	2.14	3.44	88,467	189,529	1,651,322	1,452,586
2022-11-22	$97.33	$92.00	31.4%	9.2%	59.8%	36.3%	32.0%	4.7%	-0.4%	-28.6M	418.8M	-47.3M	1.97	3.66	96,543	189,805	1,671,196	1,474,134
2022-11-23	$98.75	$92.00	30.1%	8.8%	48.5%	31.3%	31.6%	4.4%	-0.7%	-3.8M	-171.2M	-47.5M	1.42	3.69	109,491	155,854	1,686,999	1,482,738
2022-11-25	$97.83	$92.00	30.8%	9.1%	47.6%	34.1%	32.2%	4.7%	-0.5%	-12.0M	196.1M	-47.2M	0.65	1.75	49,421	32,192	1,700,163	1,495,932
2022-11-28	$96.06	$92.00	32.6%	10.0%	45.7%	40.4%	35.3%	5.1%	0.2%	-46.2M	963.9M	-45.2M	0.62	1.75	71,860	44,639	1,662,303	1,458,684
2022-11-29	$95.45	$92.00	33.1%	10.3%	45.3%	42.2%	35.8%	5.3%	-0.1%	-47.7M	1.14B	-44.8M	0.72	2.29	47,364	34,089	1,680,090	1,465,198
2022-11-30	$100.47	$92.00	30.9%	9.7%	45.2%	34.2%	35.7%	4.7%	0.0%	12.2M	-937.4M	-47.5M	1.61	1.74	110,943	178,252	1,692,310	1,471,658