GOOG Options History — January 2023

In January 2023, GOOG traded between $87.09 and $101.03. ATM implied volatility averaged 38.8%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 6.5% (HV 20d: 32.3%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.93.

Notable Days

  • 2023-01-20: Highest Volume — 444,370 contracts
  • 2023-01-17: Largest IV spike — 7.5% change
  • 2023-01-05: Highest IV Rank — 70.8%
  • 2023-01-31: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$93.93$87.09$101.03$89.82$99.63
Max Pain$91.70$90.00$95.00$93.00$95.00
ATM IV38.8%35.7%42.1%40.3%37.7%
Expected Move11.3%10.1%12.7%10.1%12.7%
HV 20d32.3%28.1%34.7%32.1%33.6%
HV 60d41.4%37.1%43.7%42.8%37.1%
IV Rank56.8%43.5%70.8%67.2%51.8%
IV Percentile72.2%57.9%83.7%81.3%68.7%
Term Structure-1.4%-2.7%-0.2%-1.1%-1.5%
VWIV39.9%35.8%46.2%36.2%46.2%
Skew 25d5.0%4.0%5.6%5.5%4.4%
Skew 10d9.1%7.6%10.2%9.9%8.1%
Call IV 25d36.6%33.9%40.0%38.7%35.7%
Put IV 25d41.6%38.5%45.2%44.2%40.1%
Bid-Ask Spread %3.181.905.322.712.57
Gamma HHI0.090.030.240.030.03
Net GEX20.5M-53.4M162.4M-43.8M30.1M
Net DEX-376.7M-3.31B1.78B981.5M-1.47B
Net VEX-32.4M-34.3M-30.9M-33.4M-33.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.422.131.070.79
Total Volume202,955.6587,506444,370128,91889,391
Total OI2,563,738.32,046,6332,950,3422,657,8422,080,604

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$89.82$93.0040.3%10.1%32.1%67.2%36.2%5.5%-1.1%-43.8M981.5M-33.4M1.072.7162,28266,6361,513,2211,144,621
2023-01-04$87.94$93.0041.4%10.3%32.5%67.9%35.8%5.6%-0.4%-48.9M1.55B-31.5M1.963.0277,451151,5841,530,1531,140,627
2023-01-05$87.09$95.0042.1%11.9%32.1%70.8%40.3%5.1%-0.2%-53.4M1.78B-30.9M1.172.3450,08858,8211,557,5721,153,646
2023-01-06$88.38$95.0040.2%11.0%32.2%62.4%38.6%4.9%-0.9%-41.9M1.45B-31.2M1.051.90102,850108,0291,567,8641,160,851
2023-01-09$89.02$95.0040.9%11.3%32.3%65.7%39.7%5.5%-1.4%-44.6M1.23B-30.9M1.062.3984,09389,4291,539,8261,139,726
2023-01-10$88.97$90.0041.1%11.4%32.3%66.6%39.3%5.4%-1.5%-40.7M1.23B-30.9M0.472.7759,44828,0581,572,5191,153,661
2023-01-11$92.00$90.0040.9%11.6%34.7%65.7%41.4%5.1%-0.3%-18.8M12.6M-32.7M0.712.94237,175169,4841,585,2041,159,988
2023-01-12$91.70$90.0038.9%11.1%32.7%56.8%38.5%4.8%-0.4%7.1M82.0M-32.2M0.822.36109,34990,1131,758,0551,171,326
2023-01-13$92.78$90.0036.5%10.2%33.0%46.6%37.6%4.7%-1.6%24.0M-344.9M-32.1M0.752.2191,83168,5061,760,0881,176,238
2023-01-17$92.07$90.0039.2%11.2%28.7%58.2%39.1%5.0%-2.6%-20.9M131.5M-31.2M0.982.7465,62964,3641,727,4541,148,753
2023-01-18$92.13$90.0039.5%11.3%28.7%59.8%40.1%5.2%-2.7%-27.1M162.2M-31.0M2.132.9384,651180,7321,741,1721,160,860
2023-01-19$93.90$90.0039.0%11.3%28.1%57.3%40.2%5.3%-2.0%17.4M-793.1M-32.1M0.623.75111,32968,9441,761,7751,164,159
2023-01-20$98.84$90.0037.4%10.9%33.0%50.8%39.8%5.2%-1.5%104.6M-3.31B-33.4M0.675.32266,479177,8911,772,6371,177,705
2023-01-23$101.03$90.0036.9%11.1%33.5%48.3%39.8%4.8%-1.8%162.4M-2.65B-34.3M0.423.39195,47682,0361,249,961815,124
2023-01-24$98.78$90.0036.6%11.2%32.7%47.1%39.8%5.4%-1.5%97.0M-1.62B-33.2M0.833.86109,40691,0691,248,070844,409
2023-01-25$96.31$90.0037.8%11.6%33.8%52.4%41.4%5.3%-1.5%28.0M-604.9M-32.5M1.233.74108,279133,0191,260,325870,633
2023-01-26$99.02$92.0036.0%11.3%33.8%44.5%39.9%4.7%-1.7%122.1M-1.64B-33.5M0.654.41106,34469,2281,284,316915,711
2023-01-27$100.97$92.0035.7%11.3%32.9%43.5%39.9%4.0%-1.3%135.5M-2.62B-34.1M0.433.92176,64376,1241,285,270934,009
2023-01-30$98.19$94.0037.9%12.5%34.0%52.8%44.3%4.3%-1.5%21.9M-1.09B-33.7M0.684.2757,61539,2371,156,325890,308
2023-01-31$99.63$95.0037.7%12.7%33.6%51.8%46.2%4.4%-1.5%30.1M-1.47B-33.9M0.792.5750,07239,3191,174,329906,275