GOOGL Options History — June 2022

In June 2022, GOOGL traded between $105.74 and $117.64. ATM implied volatility averaged 37.9%, placing in the 65.0% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 3.0% (HV 20d: 40.8%). Max pain ranged from $114.00 to $122.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2022-06-17: Highest Volume — 2,947,100 contracts
2022-06-13: Largest IV spike — 18.5% change
2022-06-30: Highest IV Rank — 90.4%
2022-06-13: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.48	$105.74	$117.64	$114.46	$108.84
Max Pain	$116.45	$114.00	$122.00	$114.00	$114.25
ATM IV	37.9%	31.1%	46.0%	33.8%	46.0%
Expected Move	10.5%	9.5%	12.2%	10.1%	11.5%
HV 20d	40.8%	37.5%	44.1%	42.8%	42.1%
HV 60d	39.1%	37.4%	41.2%	38.6%	40.9%
IV Rank	65.0%	43.9%	90.4%	52.1%	90.4%
IV Percentile	89.1%	68.3%	99.2%	81.0%	99.2%
Term Structure	1.3%	-1.7%	4.6%	-0.5%	-1.5%
VWIV	36.7%	33.5%	41.5%	35.6%	40.5%
Skew 25d	5.6%	4.1%	7.5%	5.1%	6.7%
Skew 10d	11.1%	8.3%	14.6%	10.3%	13.0%
Call IV 25d	35.5%	29.8%	43.1%	32.0%	43.1%
Put IV 25d	41.0%	33.9%	49.9%	37.1%	49.9%
Bid-Ask Spread %	25.82	20.00	38.35	38.35	30.73
Gamma HHI	0.03	0.02	0.10	0.02	0.02
Net GEX	127.1M	-143.4M	373.4M	205.1M	-130.4M
Net DEX	-3.68B	-11.94B	3.89B	-6.08B	3.89B
Net VEX	-81.5M	-88.8M	-73.9M	-83.0M	-74.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.28	0.79	0.28	0.67
Total Volume	2,118,898.095	1,254,880	2,947,100	2,296,200	2,513,000
Total OI	7,458,662.857	6,226,880	8,358,220	7,311,400	6,894,560

Daily Data (21 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
2022-06-01	$114.46	$114.00	33.8%	10.1%	42.8%	52.1%	35.6%	5.1%	-0.5%	205.1M	-6.08B	-83.0M	0.28	38.35	N/A	N/A	1,788,520	507,680	4,183,560	3,127,840
2022-06-02	$117.39	$122.00	32.6%	9.5%	40.9%	48.3%	33.7%	4.7%	-0.4%	351.3M	-9.12B	-87.2M	0.32	20.39	N/A	N/A	1,698,520	538,360	4,316,180	3,208,080
2022-06-03	$114.23	$121.25	33.4%	9.8%	38.0%	51.1%	35.3%	5.0%	-0.6%	78.5M	-5.45B	-83.3M	0.34	22.55	N/A	N/A	1,695,740	585,020	4,379,620	3,249,540
2022-06-06	$116.67	$121.00	34.0%	10.1%	38.7%	52.8%	35.6%	4.6%	1.2%	161.9M	-7.43B	-86.5M	0.35	20.25	N/A	N/A	1,768,100	614,880	4,122,220	3,043,440
2022-06-07	$117.11	$118.75	31.9%	9.8%	37.7%	46.3%	34.5%	4.2%	2.4%	280.8M	-8.69B	-87.7M	0.38	22.87	N/A	N/A	1,502,400	564,800	4,419,720	3,184,380
2022-06-08	$117.64	$117.50	31.1%	9.6%	37.5%	43.9%	33.5%	4.1%	2.4%	356.5M	-9.90B	-88.8M	0.35	24.88	N/A	N/A	1,623,360	562,880	4,588,640	3,277,880
2022-06-09	$115.07	$117.50	33.8%	10.1%	38.4%	52.1%	35.3%	4.1%	1.9%	225.3M	-6.34B	-88.0M	0.37	24.12	N/A	N/A	1,569,980	577,120	4,757,740	3,392,960
2022-06-10	$111.63	$117.50	35.7%	10.6%	39.6%	58.2%	36.6%	4.9%	1.8%	-10.3M	-1.58B	-83.2M	0.78	22.65	N/A	N/A	1,617,140	1,267,980	4,811,060	3,461,140
2022-06-13	$106.59	$117.00	42.3%	12.2%	40.5%	78.9%	41.5%	7.5%	0.7%	-86.5M	1.30B	-76.5M	0.45	20.00	N/A	N/A	1,554,900	701,520	4,458,340	3,203,280
2022-06-14	$106.98	$115.50	39.5%	11.4%	40.4%	70.0%	39.0%	7.2%	1.6%	-80.8M	916.5M	-76.8M	0.41	22.59	N/A	N/A	1,326,960	547,740	4,617,300	3,302,400
2022-06-15	$110.04	$115.25	36.5%	10.5%	41.4%	60.8%	35.5%	5.6%	2.0%	53.5M	-2.13B	-79.6M	0.38	26.42	N/A	N/A	1,739,040	653,700	4,688,360	3,356,420
2022-06-16	$105.74	$115.25	40.0%	11.4%	42.3%	71.8%	39.4%	6.7%	1.8%	-143.4M	1.89B	-73.9M	0.46	22.19	N/A	N/A	1,663,580	770,960	4,713,180	3,377,700
2022-06-17	$107.36	$115.00	38.2%	10.7%	42.6%	66.0%	36.6%	6.3%	2.3%	-111.3M	138.6M	-74.7M	0.69	25.46	N/A	N/A	1,745,340	1,201,760	4,849,400	3,508,820
2022-06-21	$111.80	$115.00	38.8%	10.6%	44.1%	67.7%	37.8%	5.9%	4.1%	165.0M	-4.99B	-79.7M	0.57	25.95	N/A	N/A	1,164,260	667,880	3,947,760	2,817,400
2022-06-22	$111.67	$115.00	39.5%	10.7%	43.1%	70.1%	36.8%	5.8%	4.1%	186.1M	-4.58B	-80.4M	0.51	27.83	N/A	N/A	1,082,080	549,280	4,098,740	2,957,520
2022-06-23	$112.08	$114.75	39.6%	10.5%	39.6%	70.3%	36.7%	5.4%	4.4%	201.0M	-4.71B	-80.7M	0.78	28.76	N/A	N/A	713,020	558,800	4,233,020	3,065,400
2022-06-24	$117.23	$114.00	38.7%	10.0%	42.2%	67.7%	35.3%	4.8%	4.6%	322.5M	-11.94B	-85.4M	0.67	27.88	N/A	N/A	1,516,900	1,020,720	4,337,200	3,157,520
2022-06-27	$115.98	$115.00	41.7%	10.2%	42.1%	76.9%	35.3%	5.7%	-1.7%	373.4M	-3.71B	-83.1M	0.60	29.56	N/A	N/A	893,480	533,240	3,807,740	2,419,140
2022-06-28	$112.26	$115.00	44.0%	10.9%	42.4%	84.1%	37.6%	6.3%	-1.6%	193.5M	-93.5M	-79.8M	0.79	29.59	N/A	N/A	919,020	722,320	4,008,940	2,515,280
2022-06-29	$111.43	$115.00	44.4%	10.9%	41.4%	85.3%	38.1%	6.3%	-1.2%	77.4M	1.20B	-78.5M	0.65	29.13	N/A	N/A	760,500	494,380	4,096,080	2,676,420
2022-06-30	$108.84	$114.25	46.0%	11.5%	42.1%	90.4%	40.5%	6.7%	-1.5%	-130.4M	3.89B	-74.5M	0.67	30.73	N/A	N/A	1,505,860	1,007,140	4,192,120	2,702,440