GOOG Options History — December 2022

In December 2022, GOOG traded between $86.47 and $101.66. ATM implied volatility averaged 33.8%, placing in the 44.7% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 0.7% (HV 20d: 34.5%). Max pain ranged from $92.00 to $100.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.54.

Notable Days

2022-12-21: Highest Volume — 458,747 contracts
2022-12-22: Largest IV spike — 8.1% change
2022-12-30: Highest IV Rank — 54.4%
2022-12-12: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.74	$86.47	$101.66	$101.66	$88.18
Max Pain	$97.07	$92.00	$100.00	$93.00	$94.00
ATM IV	33.8%	29.7%	37.0%	30.3%	37.0%
Expected Move	9.7%	9.2%	10.4%	9.6%	9.9%
HV 20d	34.5%	28.4%	43.0%	43.0%	30.8%
HV 60d	42.8%	42.1%	43.9%	43.9%	42.6%
IV Rank	44.7%	29.9%	54.4%	32.0%	54.4%
IV Percentile	48.8%	23.8%	68.7%	25.8%	68.7%
Term Structure	1.5%	-0.7%	6.6%	0.4%	6.6%
VWIV	33.4%	27.9%	36.4%	34.5%	35.5%
Skew 25d	4.5%	3.8%	5.1%	4.6%	5.1%
Skew 10d	8.5%	7.4%	9.5%	8.5%	9.5%
Call IV 25d	31.5%	28.0%	34.1%	28.4%	32.2%
Put IV 25d	36.1%	31.8%	39.2%	33.1%	37.3%
Bid-Ask Spread %	2.18	1.63	4.05	1.96	3.10
Gamma HHI	0.03	0.02	0.05	0.03	0.03
Net GEX	-51.3M	-85.3M	29.8M	29.8M	-48.5M
Net DEX	1.76B	-1.50B	3.57B	-1.50B	1.54B
Net VEX	-40.0M	-48.0M	-32.9M	-48.0M	-32.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.54	0.55	5.93	0.67	1.11
Total Volume	187,739.143	89,570	458,747	163,391	116,488
Total OI	3,050,632.095	2,697,441	3,305,727	3,195,921	2,717,320

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
2022-12-01	$101.66	$93.00	30.3%	9.6%	43.0%	32.0%	34.5%	4.6%	0.4%	29.8M	-1.50B	-48.0M	0.67	1.96	97,605	65,786	1,710,652	1,485,269
2022-12-02	$100.63	$92.00	29.7%	9.3%	38.8%	29.9%	32.7%	3.8%	0.1%	28.4M	-993.9M	-47.2M	0.72	1.63	72,839	52,805	1,727,471	1,500,272
2022-12-05	$99.44	$100.00	32.0%	9.4%	38.5%	38.4%	32.9%	4.3%	0.6%	-25.0M	-316.3M	-46.0M	0.91	1.93	80,050	72,528	1,686,393	1,472,971
2022-12-06	$97.37	$100.00	33.7%	9.7%	39.2%	44.5%	34.8%	4.5%	1.1%	-46.5M	562.1M	-45.7M	0.80	1.82	68,748	54,770	1,708,916	1,495,309
2022-12-07	$95.25	$100.00	34.3%	10.0%	40.3%	46.7%	31.4%	4.4%	1.3%	-64.3M	1.49B	-44.1M	2.90	1.68	58,410	169,324	1,721,406	1,504,967
2022-12-08	$94.18	$100.00	33.7%	9.8%	39.8%	44.4%	34.0%	4.4%	1.5%	-74.2M	1.93B	-42.8M	1.34	2.46	83,026	111,364	1,735,412	1,511,359
2022-12-09	$93.45	$100.00	34.1%	9.9%	30.1%	45.9%	32.3%	4.6%	1.2%	-83.3M	2.25B	-42.0M	1.53	2.01	67,898	103,705	1,750,807	1,519,465
2022-12-12	$93.28	$100.00	36.3%	10.4%	28.4%	53.8%	36.4%	5.1%	-0.2%	-63.6M	2.21B	-41.3M	0.56	1.99	85,114	47,759	1,688,376	1,479,660
2022-12-13	$96.19	$100.00	33.5%	9.5%	30.6%	43.6%	33.5%	4.6%	-0.4%	-37.6M	990.3M	-42.9M	0.79	2.19	122,607	97,453	1,712,953	1,494,682
2022-12-14	$95.44	$99.00	32.9%	9.3%	29.4%	41.7%	31.4%	4.7%	-0.4%	-49.9M	1.41B	-42.3M	2.34	2.72	84,104	196,772	1,742,473	1,517,712
2022-12-15	$91.20	$99.00	35.1%	9.9%	33.2%	49.6%	34.8%	4.8%	-0.6%	-85.3M	3.04B	-39.7M	0.61	1.87	107,038	65,676	1,762,109	1,517,696
2022-12-16	$91.10	$99.00	33.6%	9.5%	33.1%	44.2%	33.0%	4.6%	-0.7%	-69.2M	3.08B	-39.1M	2.44	4.05	109,456	267,349	1,782,391	1,523,336
2022-12-19	$89.10	$97.50	34.0%	9.7%	33.8%	45.6%	32.9%	4.2%	0.6%	-74.5M	3.57B	-37.0M	0.55	1.81	79,203	43,581	1,497,405	1,381,426
2022-12-20	$89.62	$97.00	32.9%	9.4%	33.4%	41.5%	33.8%	4.5%	1.0%	-69.6M	3.29B	-37.4M	0.71	1.86	57,548	40,959	1,521,648	1,376,669
2022-12-21	$90.30	$95.00	32.0%	9.2%	32.9%	38.3%	27.9%	4.3%	1.0%	-61.4M	2.61B	-37.2M	5.93	1.97	66,169	392,578	1,537,436	1,330,090
2022-12-22	$87.69	$95.00	34.6%	9.9%	33.4%	47.7%	34.5%	4.4%	0.9%	-70.6M	2.99B	-35.4M	0.88	1.80	62,906	55,247	1,552,091	1,291,858
2022-12-23	$89.72	$95.00	33.1%	9.4%	34.9%	42.4%	32.3%	4.0%	0.7%	-48.4M	2.32B	-36.9M	0.72	1.83	83,506	60,452	1,571,557	1,300,016
2022-12-27	$88.06	$95.00	35.3%	10.1%	34.9%	50.3%	34.9%	5.0%	6.0%	-62.1M	2.70B	-35.1M	0.68	1.98	53,223	36,347	1,517,706	1,271,361
2022-12-28	$86.47	$94.00	36.2%	10.3%	35.2%	53.4%	33.7%	4.7%	5.4%	-60.8M	2.54B	-33.2M	4.89	2.95	55,983	273,793	1,536,826	1,210,367
2022-12-29	$89.20	$94.00	35.1%	9.7%	31.5%	49.7%	33.3%	4.5%	4.9%	-40.2M	1.19B	-33.4M	1.14	2.24	57,121	65,232	1,550,524	1,146,917
2022-12-30	$88.18	$94.00	37.0%	9.9%	30.8%	54.4%	35.5%	5.1%	6.6%	-48.5M	1.54B	-32.9M	1.11	3.10	55,269	61,219	1,560,782	1,156,538