GOOGL Options History — February 2022

In February 2022, GOOGL traded between $128.07 and $148.55. ATM implied volatility averaged 30.4%, placing in the 57.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 9.9% (HV 20d: 40.3%). Max pain ranged from $132.50 to $135.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.72.

Notable Days

2022-02-02: Highest Volume — 5,040,700 contracts
2022-02-02: Largest IV drop — 19.1% change
2022-02-23: Highest IV Rank — 75.1%
2022-02-01: Largest Expected Move — 11.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$136.72	$128.07	$148.55	$137.53	$134.25
Max Pain	$132.76	$132.50	$135.00	$135.00	$132.50
ATM IV	30.4%	25.5%	34.3%	33.7%	32.4%
Expected Move	8.9%	7.6%	11.0%	11.0%	9.7%
HV 20d	40.3%	27.4%	43.7%	27.4%	43.4%
HV 60d	29.2%	22.2%	31.0%	22.2%	30.8%
IV Rank	57.8%	36.5%	75.1%	72.4%	66.8%
IV Percentile	84.0%	56.0%	97.2%	96.4%	94.8%
Term Structure	-0.1%	-1.1%	0.9%	-0.4%	-0.3%
VWIV	31.8%	27.7%	38.5%	38.5%	35.3%
Skew 25d	5.8%	2.7%	8.1%	4.5%	7.0%
Skew 10d	11.1%	4.5%	14.8%	8.9%	13.6%
Call IV 25d	28.1%	24.4%	31.6%	31.6%	29.6%
Put IV 25d	33.9%	28.2%	38.8%	36.0%	36.6%
Bid-Ask Spread %	31.34	24.22	35.90	34.27	35.13
Gamma HHI	0.04	0.02	0.17	0.02	0.03
Net GEX	-76.6M	-433.7M	758.1M	77.1M	18.8M
Net DEX	-2.78B	-19.71B	5.48B	-5.31B	-2.55B
Net VEX	-91.7M	-100.6M	-76.4M	-77.7M	-100.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.43	1.10	0.64	0.59
Total Volume	1,985,747.368	1,168,520	5,040,700	2,009,760	1,206,980
Total OI	6,170,951.579	4,917,240	6,961,480	4,917,240	5,691,120

Daily Data (19 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
2022-02-01	$137.53	$135.00	33.7%	11.0%	27.4%	72.4%	38.5%	4.5%	-0.4%	77.1M	-5.31B	-77.7M	0.64	34.27	N/A	N/A	1,222,420	787,340	2,281,340	2,635,900
2022-02-02	$148.55	$135.00	27.3%	8.1%	39.4%	44.4%	28.9%	2.7%	0.1%	758.1M	-19.71B	-76.4M	0.43	32.62	N/A	N/A	3,513,980	1,526,720	2,663,600	2,916,900
2022-02-03	$143.30	$132.50	31.2%	8.9%	38.0%	61.6%	32.2%	4.0%	-0.1%	224.4M	-9.68B	-87.2M	0.59	24.22	N/A	N/A	1,689,860	995,160	3,154,560	3,202,920
2022-02-04	$143.80	$132.50	27.6%	8.0%	37.9%	45.8%	30.5%	4.0%	0.2%	190.1M	-9.90B	-85.1M	0.58	28.88	N/A	N/A	1,647,260	951,000	3,243,360	3,328,940
2022-02-07	$139.33	$132.50	29.2%	8.4%	39.7%	52.6%	30.4%	4.4%	0.1%	-122.1M	-4.15B	-89.5M	0.81	28.68	N/A	N/A	914,760	740,020	2,761,280	2,895,860
2022-02-08	$138.67	$132.50	27.3%	8.1%	39.6%	44.2%	28.3%	4.3%	0.8%	-184.8M	-3.33B	-90.1M	0.75	31.48	N/A	N/A	1,148,980	867,140	2,970,000	3,068,640
2022-02-09	$141.14	$132.50	25.5%	7.6%	39.9%	36.5%	27.7%	3.8%	0.9%	76.9M	-7.31B	-91.9M	0.53	35.22	N/A	N/A	1,544,180	819,460	3,183,160	3,246,720
2022-02-10	$138.21	$132.50	28.2%	8.3%	40.3%	48.3%	29.8%	4.8%	0.8%	-313.1M	-1.44B	-92.8M	0.65	34.50	N/A	N/A	1,113,220	726,400	3,292,580	3,389,620
2022-02-11	$133.77	$132.50	32.3%	9.2%	41.4%	66.3%	33.3%	7.6%	-0.4%	-433.7M	5.03B	-92.8M	1.10	31.67	N/A	N/A	1,115,200	1,228,680	3,425,860	3,466,900
2022-02-14	$135.33	$132.50	31.9%	9.2%	41.6%	64.5%	32.8%	7.3%	-0.5%	-209.6M	-439.0M	-94.3M	0.79	33.30	N/A	N/A	713,320	565,100	2,974,180	3,118,260
2022-02-15	$136.25	$132.50	28.7%	8.2%	40.6%	50.5%	28.8%	6.5%	0.5%	-110.1M	-2.04B	-95.4M	0.71	35.07	N/A	N/A	762,300	538,080	3,161,760	3,207,160
2022-02-16	$137.92	$132.50	27.7%	8.0%	40.8%	46.3%	28.3%	5.8%	-0.3%	123.0M	-4.92B	-96.7M	0.67	35.90	N/A	N/A	906,980	609,700	3,297,440	3,278,200
2022-02-17	$133.63	$132.50	32.3%	9.3%	42.0%	66.2%	32.6%	7.6%	-1.1%	-292.5M	2.17B	-95.7M	0.93	30.06	N/A	N/A	771,600	718,900	3,454,020	3,360,440
2022-02-18	$131.08	$132.50	31.8%	9.2%	42.0%	64.1%	31.7%	7.3%	-0.4%	-431.3M	5.48B	-92.8M	0.93	28.67	N/A	N/A	1,069,200	998,940	3,551,680	3,409,800
2022-02-22	$130.01	$132.50	32.7%	9.6%	41.9%	67.8%	33.6%	7.3%	-0.4%	-236.7M	3.31B	-93.2M	0.76	26.08	N/A	N/A	757,540	573,780	2,762,040	2,807,160
2022-02-23	$128.07	$132.50	34.3%	10.1%	41.9%	75.1%	35.2%	8.1%	-0.7%	-222.6M	4.91B	-92.7M	0.85	28.03	N/A	N/A	630,820	537,700	2,918,800	2,902,040
2022-02-24	$132.63	$132.50	32.9%	9.7%	43.7%	68.9%	34.6%	7.5%	-0.6%	-12.9M	-306.1M	-98.7M	0.71	29.22	N/A	N/A	1,077,340	769,800	3,000,040	2,961,480
2022-02-25	$134.13	$132.50	29.9%	8.7%	43.7%	55.9%	31.1%	6.4%	-0.2%	-354.5M	-2.66B	-99.4M	0.63	32.53	N/A	N/A	1,209,960	759,380	3,165,220	3,099,100
2022-02-28	$134.25	$132.50	32.4%	9.7%	43.4%	66.8%	35.3%	7.0%	-0.3%	18.8M	-2.55B	-100.6M	0.59	35.13	N/A	N/A	758,840	448,140	2,902,000	2,789,120