GOOGL Options History — April 2022

In April 2022, GOOGL traded between $114.21 and $142.92. ATM implied volatility averaged 36.1%, placing in the 74.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 4.4% (HV 20d: 31.6%). Max pain ranged from $131.25 to $135.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.83.

Notable Days

2022-04-14: Highest Volume — 2,532,660 contracts
2022-04-27: Largest IV drop — 23.2% change
2022-04-22: Highest IV Rank — 100.0%
2022-04-26: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$128.18	$114.21	$142.92	$139.05	$114.72
Max Pain	$134.39	$131.25	$135.00	$135.00	$131.25
ATM IV	36.1%	28.9%	49.0%	30.7%	37.5%
Expected Move	10.3%	7.9%	14.8%	8.4%	11.1%
HV 20d	31.6%	27.9%	39.3%	33.8%	39.3%
HV 60d	35.6%	33.6%	38.5%	33.6%	35.3%
IV Rank	74.5%	51.6%	100.0%	59.4%	63.7%
IV Percentile	92.7%	73.4%	100.0%	84.1%	95.2%
Term Structure	-1.2%	-2.9%	-0.4%	-0.4%	-1.2%
VWIV	35.9%	28.3%	51.6%	29.6%	39.9%
Skew 25d	5.8%	4.3%	8.0%	4.3%	7.6%
Skew 10d	11.1%	8.1%	14.8%	8.7%	14.6%
Call IV 25d	33.7%	27.1%	45.0%	29.3%	34.6%
Put IV 25d	39.5%	31.5%	52.9%	33.6%	42.2%
Bid-Ask Spread %	19.32	11.53	32.59	18.76	31.96
Gamma HHI	0.04	0.02	0.15	0.02	0.15
Net GEX	-92.4M	-405.0M	519.1M	51.1M	-405.0M
Net DEX	-1.11B	-18.70B	10.44B	-13.42B	9.36B
Net VEX	-94.6M	-105.7M	-76.8M	-105.0M	-82.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.59	1.05	0.75	0.89
Total Volume	1,542,422	908,360	2,532,660	1,493,540	1,639,620
Total OI	6,805,314	5,764,620	7,428,500	7,330,140	7,393,240

Daily Data (20 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
2022-04-01	$139.05	$135.00	30.7%	8.4%	33.8%	59.4%	29.6%	4.3%	-0.4%	51.1M	-13.42B	-105.0M	0.75	18.76	N/A	N/A	852,560	640,980	4,002,060	3,328,080
2022-04-04	$142.92	$135.00	28.9%	7.9%	31.3%	51.6%	28.3%	4.3%	-0.5%	519.1M	-18.70B	-104.6M	0.81	20.60	N/A	N/A	651,800	527,680	3,687,540	3,120,780
2022-04-05	$140.69	$135.00	30.7%	8.4%	32.3%	59.4%	30.1%	5.0%	-0.8%	337.5M	-15.43B	-105.7M	1.05	19.74	N/A	N/A	469,600	492,280	3,752,140	3,194,080
2022-04-06	$136.78	$135.00	32.8%	9.0%	30.3%	68.5%	31.9%	5.7%	-0.9%	9.8M	-9.85B	-104.6M	0.82	18.45	N/A	N/A	694,260	569,500	3,798,880	3,286,000
2022-04-07	$136.63	$135.00	32.5%	8.9%	30.1%	67.0%	31.3%	5.6%	-1.0%	-120.1M	-9.40B	-104.1M	0.92	20.10	N/A	N/A	636,280	583,240	3,839,880	3,355,100
2022-04-08	$133.69	$135.00	32.5%	8.9%	30.5%	67.0%	31.6%	5.2%	-1.0%	-375.1M	-5.08B	-100.8M	0.89	16.77	N/A	N/A	700,000	620,440	3,896,780	3,423,680
2022-04-11	$129.13	$135.00	35.8%	9.9%	30.7%	81.6%	34.4%	6.2%	-1.0%	-232.7M	-1.39B	-95.1M	1.05	13.27	N/A	N/A	595,020	624,760	3,717,460	3,274,020
2022-04-12	$127.35	$135.00	35.8%	9.9%	29.8%	81.4%	35.2%	5.7%	-0.9%	-317.6M	849.8M	-93.0M	0.84	15.89	N/A	N/A	635,460	532,480	3,856,280	3,404,820
2022-04-13	$130.26	$135.00	32.7%	9.1%	29.7%	68.0%	32.0%	4.6%	-0.9%	-184.7M	-2.86B	-96.0M	0.74	18.10	N/A	N/A	1,344,200	1,000,860	3,984,680	3,443,820
2022-04-14	$127.05	$135.00	33.8%	9.4%	30.4%	72.5%	32.9%	5.3%	-1.0%	-303.9M	5.98B	-90.9M	1.00	15.13	N/A	N/A	1,264,660	1,268,000	3,699,820	3,154,340
2022-04-18	$126.80	$135.00	35.1%	10.0%	29.8%	78.6%	34.9%	5.6%	-1.0%	-137.3M	2.57B	-90.2M	0.90	17.93	N/A	N/A	478,160	430,200	3,091,600	2,673,020
2022-04-19	$129.81	$135.00	34.2%	9.7%	31.3%	74.4%	33.5%	4.5%	-1.1%	23.5M	-505.8M	-94.8M	0.73	20.87	N/A	N/A	638,060	468,540	3,218,680	2,740,420
2022-04-20	$128.55	$135.00	36.0%	10.3%	27.9%	82.3%	35.4%	5.5%	-1.3%	15.7M	540.0M	-94.7M	0.72	20.00	N/A	N/A	657,480	472,740	3,356,680	2,799,880
2022-04-21	$124.97	$135.00	39.9%	11.5%	29.1%	99.3%	39.7%	5.8%	-1.8%	-142.5M	3.59B	-91.5M	0.74	16.68	N/A	N/A	864,400	635,520	3,432,780	2,842,380
2022-04-22	$120.20	$135.00	46.0%	13.4%	30.3%	100.0%	46.7%	7.0%	-2.5%	-302.6M	7.32B	-88.8M	0.89	11.53	N/A	N/A	1,285,560	1,141,880	3,565,680	2,957,920
2022-04-25	$122.59	$134.00	45.4%	13.6%	31.7%	98.0%	45.9%	7.4%	-2.2%	-8.4M	3.13B	-94.8M	0.59	11.60	N/A	N/A	895,320	523,900	3,396,000	2,809,900
2022-04-26	$119.53	$133.75	49.0%	14.8%	32.2%	100.0%	51.6%	8.0%	-2.9%	-32.3M	4.94B	-92.4M	0.61	14.32	N/A	N/A	1,315,580	806,140	3,552,560	2,911,220
2022-04-27	$114.21	$132.50	37.7%	11.0%	33.8%	64.4%	38.3%	6.6%	-1.1%	-231.7M	10.44B	-76.8M	0.75	32.59	N/A	N/A	1,197,340	898,120	3,773,820	3,182,500
2022-04-28	$118.75	$131.25	34.1%	9.9%	38.2%	53.3%	35.6%	5.9%	-0.8%	-11.3M	5.81B	-86.0M	0.85	32.19	N/A	N/A	971,340	824,480	3,959,180	3,228,580
2022-04-29	$114.72	$131.25	37.5%	11.1%	39.3%	63.7%	39.9%	7.6%	-1.2%	-405.0M	9.36B	-82.2M	0.89	31.96	N/A	N/A	868,200	771,420	4,077,620	3,315,620