GOOGL Options History — December 2021 In December 2021, GOOGL traded between $141.06 and $148.11. ATM implied volatility averaged 24.6%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 3.0% (HV 20d: 21.6%). Max pain ranged from $117.50 to $140.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2021-12-23 : Highest Volume — 2,196,520 contracts2021-12-03 : Largest IV spike — 16.1% change2021-12-03 : Highest IV Rank — 59.3%2021-12-03 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $145.17 $141.06 $148.11 $142.30 $145.30 Max Pain $128.07 $117.50 $140.00 $137.50 $135.00 ATM IV 24.6% 21.5% 32.4% 28.3% 22.8% Expected Move 7.0% 5.5% 10.1% 8.5% 5.5% HV 20d 21.6% 19.7% 23.9% 19.7% 19.7% HV 60d 25.1% 23.5% 25.8% 25.1% 23.5% IV Rank 28.9% 16.9% 59.3% 43.1% 21.9% IV Percentile 46.7% 26.2% 90.9% 74.6% 36.5% Term Structure 1.4% -0.4% 5.6% 0.1% 5.6% VWIV 25.1% 19.5% 34.4% 30.0% 19.5% Skew 25d 4.7% 3.6% 8.3% 4.7% 3.7% Skew 10d 10.1% 7.2% 17.5% 9.6% 7.4% Call IV 25d 22.8% 19.4% 29.5% 26.8% 19.4% Put IV 25d 27.5% 23.1% 37.8% 31.5% 23.1% Bid-Ask Spread % 55.31 45.53 61.77 52.53 60.56 Gamma HHI 0.06 0.02 0.25 0.02 0.08 Net GEX 455.9M -384.6M 1.66B -96.3M 102.2M Net DEX -12.36B -18.06B -5.73B -8.14B -9.23B Net VEX -66.3M -71.3M -63.4M -70.8M -63.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.50 1.07 0.60 1.02 Total Volume 1,371,833.636 979,840 2,196,520 1,525,380 1,371,180 Total OI 5,594,161.818 4,893,040 6,050,240 5,753,160 5,843,440
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-12-01 $142.30 $137.50 28.3% 8.5% 19.7% 43.1% 30.0% 4.7% 0.1% -96.3M -8.14B -70.8M 0.60 52.53 N/A N/A 952,320 573,060 2,857,760 2,895,400 2021-12-02 $143.67 $140.00 27.9% 8.5% 19.8% 41.8% 30.1% 5.0% -0.0% 52.3M -9.94B -71.0M 0.85 50.87 N/A N/A 635,000 541,860 2,939,420 2,937,840 2021-12-03 $141.06 $140.00 32.4% 10.1% 20.2% 59.3% 34.4% 8.3% 0.2% -384.6M -5.73B -71.3M 0.93 45.53 N/A N/A 837,780 781,140 3,024,960 3,006,600 2021-12-06 $143.15 $117.50 28.0% 8.1% 20.8% 42.3% 29.9% 6.2% -0.1% 131.4M -10.44B -69.6M 0.91 49.31 N/A N/A 613,480 556,220 2,642,660 2,714,360 2021-12-07 $146.75 $117.50 24.1% 7.1% 22.9% 27.2% 25.8% 4.9% 0.6% 528.8M -15.84B -66.2M 0.74 49.74 N/A N/A 901,140 667,340 2,747,180 2,790,560 2021-12-08 $147.41 $120.00 23.0% 6.8% 23.0% 22.6% 24.4% 4.0% 0.6% 728.0M -16.93B -66.5M 0.71 56.04 N/A N/A 708,740 503,600 2,914,580 2,891,280 2021-12-09 $148.11 $120.00 23.9% 7.0% 21.5% 26.3% 25.1% 4.4% 0.5% 949.5M -18.06B -67.2M 0.54 58.50 N/A N/A 1,120,300 601,480 2,961,820 2,957,300 2021-12-10 $148.02 $120.00 22.2% 6.5% 21.5% 19.8% 23.6% 4.0% 0.6% 777.2M -17.90B -64.5M 0.58 61.77 N/A N/A 1,030,160 601,620 3,035,100 3,015,140 2021-12-13 $146.34 $122.50 23.3% 6.7% 20.9% 24.1% 23.6% 4.1% 0.0% 423.9M -14.11B -63.8M 0.92 59.69 N/A N/A 574,140 530,240 2,683,680 2,655,920 2021-12-14 $143.77 $125.00 25.6% 7.3% 21.7% 32.7% 25.8% 4.7% -0.2% 176.1M -10.56B -63.9M 0.74 54.45 N/A N/A 751,820 554,140 2,779,300 2,753,300 2021-12-15 $145.52 $125.00 24.4% 7.0% 22.3% 28.1% 25.6% 4.3% 0.1% 566.4M -13.95B -66.2M 0.60 56.27 N/A N/A 798,440 477,980 2,935,940 2,839,120 2021-12-16 $144.47 $125.00 25.7% 7.3% 22.4% 33.2% 25.5% 4.6% -0.2% 480.8M -12.49B -67.1M 0.72 59.20 N/A N/A 863,200 618,600 3,022,900 2,881,320 2021-12-17 $142.45 $127.50 26.2% 7.5% 22.2% 35.2% 26.1% 5.2% -0.4% -211.4M -8.67B -66.1M 0.74 56.55 N/A N/A 945,100 697,180 3,054,860 2,993,660 2021-12-20 $141.17 $127.50 27.0% 7.7% 22.3% 38.1% 28.6% 6.0% 0.5% 37.4M -7.35B -66.5M 0.90 48.62 N/A N/A 516,920 462,920 2,380,380 2,512,660 2021-12-21 $143.04 $130.00 23.8% 6.8% 22.7% 25.8% 24.0% 4.9% 0.9% 262.6M -9.63B -66.1M 0.75 53.42 N/A N/A 636,040 473,960 2,440,740 2,602,500 2021-12-22 $146.03 $130.00 22.3% 6.4% 23.7% 20.0% 23.5% 4.5% 0.9% 819.4M -14.12B -66.2M 0.61 55.37 N/A N/A 948,460 576,160 2,534,760 2,680,220 2021-12-23 $147.36 $130.00 21.5% 6.1% 23.9% 16.9% 21.5% 4.0% 0.9% 1.66B -16.94B -64.4M 0.50 56.42 N/A N/A 1,462,820 733,700 2,643,200 2,807,180 2021-12-27 $147.90 $130.00 22.2% 6.1% 22.6% 19.7% 21.7% 4.0% 4.9% 935.2M -14.92B -64.4M 0.92 57.57 N/A N/A 513,020 470,820 2,523,600 2,604,060 2021-12-28 $146.88 $130.00 22.0% 6.0% 21.7% 18.8% 21.5% 3.6% 5.4% 774.2M -13.09B -63.7M 0.93 58.07 N/A N/A 630,900 587,300 2,612,000 2,712,560 2021-12-29 $146.86 $132.50 21.6% 5.8% 19.7% 17.3% 21.2% 3.6% 5.3% 744.8M -12.55B -63.9M 0.92 57.98 N/A N/A 643,620 593,680 2,663,080 2,878,860 2021-12-30 $146.25 $135.00 22.7% 5.7% 19.8% 21.6% 20.8% 3.9% 5.5% 570.3M -11.41B -65.6M 1.07 58.22 N/A N/A 542,520 580,240 2,720,820 2,979,540 2021-12-31 $145.30 $135.00 22.8% 5.5% 19.7% 21.9% 19.5% 3.7% 5.6% 102.2M -9.23B -63.4M 1.02 60.56 N/A N/A 679,640 691,540 2,731,360 3,112,080
« Nov 2021 | All History | Jan 2022 » Home GOOGL History December 2021