GOOG Options History — March 2023 In March 2023, GOOG traded between $90.50 and $106.52. ATM implied volatility averaged 33.4%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 0.4% (HV 20d: 33.0%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.63.
Notable Days 2023-03-17 : Highest Volume — 542,023 contracts2023-03-27 : Largest IV spike — 9.1% change2023-03-28 : Highest IV Rank — 54.9%2023-03-13 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $98.63 $90.50 $106.52 $90.50 $103.63 Max Pain $96.52 $95.00 $100.00 $95.00 $100.00 ATM IV 33.4% 29.0% 38.6% 32.4% 36.5% Expected Move 9.2% 8.1% 10.2% 9.5% 8.1% HV 20d 33.0% 23.2% 47.5% 47.5% 32.5% HV 60d 38.8% 38.2% 39.7% 38.5% 38.4% IV Rank 32.7% 13.7% 54.9% 28.6% 45.8% IV Percentile 35.8% 9.1% 71.8% 23.0% 60.7% Term Structure 1.0% -5.9% 7.9% -1.1% -0.5% VWIV 32.1% 29.0% 36.7% 36.7% 29.0% Skew 25d 4.7% 3.0% 6.0% 3.6% 5.0% Skew 10d 8.8% 5.3% 11.2% 6.3% 9.6% Call IV 25d 31.4% 28.5% 36.9% 30.7% 34.7% Put IV 25d 36.1% 31.6% 42.4% 34.3% 39.7% Bid-Ask Spread % 5.83 2.91 12.33 8.28 3.93 Gamma HHI 0.08 0.04 0.18 0.07 0.07 Net GEX 109.3M 33.2M 214.8M 68.6M 115.7M Net DEX -2.42B -4.85B 276.3M 194.7M -3.59B Net VEX -39.3M -43.3M -35.7M -35.8M -42.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.32 1.52 1.52 0.50 Total Volume 268,465.826 148,423 542,023 371,327 301,702 Total OI 2,599,164.739 2,243,158 2,810,013 2,758,231 2,516,480
Daily Data (23 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 2023-03-01 $90.50 $95.00 32.4% 9.5% 47.5% 28.6% 36.7% 3.6% -1.1% 68.6M 194.7M -35.8M 1.52 8.28 147,141 224,186 1,696,972 1,061,259 2023-03-02 $92.28 $95.00 31.4% 9.1% 47.3% 24.2% 32.2% 3.2% -0.1% 88.2M -653.3M -37.2M 0.53 8.09 122,818 64,696 1,710,666 1,075,970 2023-03-03 $93.94 $95.00 29.0% 8.7% 41.7% 13.7% 30.9% 3.1% 0.9% 123.3M -1.37B -37.2M 0.61 12.33 190,107 115,223 1,726,810 1,083,203 2023-03-06 $95.72 $95.00 29.9% 8.8% 41.9% 17.9% 30.4% 3.1% 0.4% 126.2M -2.07B -37.7M 0.52 4.42 136,947 70,548 1,653,499 1,056,503 2023-03-07 $94.09 $95.00 30.6% 8.7% 42.0% 20.6% 30.2% 3.4% 0.1% 98.1M -1.21B -37.0M 0.64 5.84 91,137 57,982 1,668,418 1,068,760 2023-03-08 $94.97 $95.00 30.1% 8.7% 38.3% 18.6% 29.6% 3.0% -0.2% 123.8M -1.66B -36.8M 0.94 5.29 102,676 96,304 1,684,608 1,076,524 2023-03-09 $92.68 $95.00 32.7% 9.2% 28.2% 29.8% 32.1% 3.6% -0.3% 74.5M -548.4M -36.0M 0.32 7.21 168,430 53,517 1,700,198 1,086,248 2023-03-10 $90.85 $95.00 34.8% 10.0% 23.2% 38.8% 34.1% 5.1% -1.0% 107.4M 276.3M -35.7M 0.44 6.38 186,266 82,184 1,719,320 1,089,169 2023-03-13 $92.35 $95.00 34.8% 10.2% 24.1% 38.9% 34.7% 5.4% 1.2% 33.2M -217.0M -36.2M 0.67 6.43 127,528 85,954 1,631,120 1,054,446 2023-03-14 $93.78 $95.00 32.4% 9.2% 24.9% 28.6% 31.4% 5.1% -0.4% 66.7M -845.5M -36.8M 0.52 6.96 146,187 76,365 1,655,159 1,055,064 2023-03-15 $96.56 $95.00 34.0% 10.0% 27.0% 35.4% 33.0% 5.8% 0.7% 129.6M -2.08B -38.4M 0.56 7.59 194,354 109,613 1,662,046 1,057,293 2023-03-16 $101.15 $95.00 31.6% 9.2% 31.1% 25.2% 31.0% 5.0% 0.3% 209.1M -4.58B -39.5M 0.37 6.66 386,283 144,526 1,683,905 1,076,026 2023-03-17 $102.25 $95.00 33.5% 9.7% 30.9% 33.0% 33.0% 5.4% 0.9% 214.8M -4.85B -40.5M 0.40 5.60 386,333 155,690 1,692,591 1,095,155 2023-03-20 $102.00 $95.00 32.7% 9.4% 30.4% 29.8% 32.6% 5.3% 3.5% 109.8M -3.27B -40.1M 0.61 5.66 124,144 75,230 1,332,531 910,627 2023-03-21 $105.81 $95.00 30.7% 8.8% 30.7% 21.0% 32.6% 5.1% 4.1% 141.8M -4.60B -40.8M 0.57 4.55 209,243 119,389 1,348,297 934,774 2023-03-22 $105.53 $95.00 31.2% 8.9% 30.5% 23.2% 32.1% 5.3% 5.4% 123.8M -4.45B -41.3M 0.51 6.08 230,102 116,407 1,367,275 976,310 2023-03-23 $106.52 $100.00 33.9% 9.3% 30.1% 35.0% 33.1% 5.7% 7.9% 149.0M -4.82B -42.8M 0.66 4.51 166,025 109,268 1,407,036 1,009,704 2023-03-24 $106.00 $100.00 34.1% 9.3% 28.6% 35.5% 32.9% 5.5% 3.5% 103.2M -4.55B -43.3M 0.72 4.23 160,106 114,891 1,410,847 1,032,908 2023-03-27 $103.35 $100.00 37.2% 9.2% 31.0% 49.0% 31.7% 6.0% 4.5% 87.2M -3.26B -42.0M 0.72 4.15 131,381 94,284 1,357,102 1,002,663 2023-03-28 $101.25 $100.00 38.6% 9.4% 32.5% 54.9% 32.8% 5.5% -5.9% 68.7M -2.46B -42.1M 0.82 3.65 107,278 88,174 1,385,751 1,028,739 2023-03-29 $101.93 $100.00 38.2% 8.9% 32.4% 53.1% 31.1% 5.5% -0.7% 77.9M -2.69B -42.4M 0.72 3.35 86,044 62,379 1,402,158 1,050,918 2023-03-30 $101.35 $100.00 38.0% 8.7% 32.3% 52.2% 30.6% 5.2% -0.8% 73.2M -2.49B -42.1M 0.55 2.91 100,648 55,024 1,424,704 1,061,033 2023-03-31 $103.63 $100.00 36.5% 8.1% 32.5% 45.8% 29.0% 5.0% -0.5% 115.7M -3.59B -42.4M 0.50 3.93 201,652 100,050 1,443,890 1,072,590
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