GOOGL Options History — July 2022

In July 2022, GOOGL traded between $104.82 and $119.21. ATM implied volatility averaged 40.9%, placing in the 74.4% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 1.9% (HV 20d: 42.8%). Max pain ranged from $112.50 to $115.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.66.

Notable Days

2022-07-08: Highest Volume — 2,767,500 contracts
2022-07-27: Largest IV drop — 32.2% change
2022-07-26: Highest IV Rank — 88.5%
2022-07-26: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.56	$104.82	$119.21	$108.65	$116.58
Max Pain	$113.82	$112.50	$115.00	$112.50	$112.75
ATM IV	40.9%	27.6%	45.4%	45.0%	27.6%
Expected Move	11.4%	7.8%	13.6%	10.9%	7.8%
HV 20d	42.8%	38.5%	49.3%	40.8%	48.9%
HV 60d	42.1%	40.8%	44.1%	40.8%	44.1%
IV Rank	74.4%	32.9%	88.5%	87.2%	32.9%
IV Percentile	87.4%	41.3%	98.4%	98.4%	41.3%
Term Structure	-1.4%	-2.6%	-0.1%	-1.5%	-0.2%
VWIV	39.9%	28.2%	46.7%	39.1%	28.2%
Skew 25d	5.8%	4.8%	6.6%	6.4%	4.8%
Skew 10d	11.1%	9.2%	13.3%	12.8%	10.1%
Call IV 25d	38.3%	25.7%	42.8%	42.8%	25.7%
Put IV 25d	44.1%	30.4%	49.3%	49.3%	30.4%
Bid-Ask Spread %	13.91	5.24	30.99	30.99	6.06
Gamma HHI	0.03	0.02	0.05	0.04	0.03
Net GEX	217.9M	-174.7M	878.0M	-174.7M	292.4M
Net DEX	-1.26B	-11.60B	4.59B	4.11B	-4.53B
Net VEX	-71.0M	-86.0M	0	-74.4M	-70.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.44	1.08	0.67	0.64
Total Volume	1,291,977.2	333,548	2,767,500	2,123,220	446,190
Total OI	5,898,318.55	0	7,568,500	7,309,500	5,219,948

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
2022-07-01	$108.65	$112.50	45.0%	10.9%	40.8%	87.2%	39.1%	6.4%	-1.5%	-174.7M	4.11B	-74.4M	0.67	30.99	N/A	N/A	1,269,260	853,960	4,456,320	2,853,180
2022-07-05	$113.25	$115.00	45.2%	12.1%	42.8%	88.1%	43.5%	6.3%	-2.1%	272.4M	-1.84B	-79.2M	0.62	19.61	N/A	N/A	1,334,140	829,400	3,910,560	2,585,740
2022-07-06	$115.00	$115.00	44.7%	11.8%	42.5%	86.4%	42.0%	6.6%	-2.6%	496.8M	-4.98B	-81.4M	0.45	14.49	N/A	N/A	1,474,940	659,720	4,175,260	2,665,740
2022-07-07	$118.74	$115.00	43.9%	11.7%	44.0%	84.0%	41.6%	6.3%	-1.8%	878.0M	-10.79B	-86.0M	0.44	16.06	N/A	N/A	1,803,780	786,180	4,428,660	2,751,980
2022-07-08	$119.21	$115.00	42.7%	11.5%	44.0%	80.2%	42.2%	5.4%	-1.8%	837.1M	-11.60B	-85.1M	0.49	17.98	N/A	N/A	1,861,260	906,240	4,499,100	2,881,460
2022-07-11	$115.71	$115.00	43.9%	12.0%	44.7%	83.8%	42.9%	5.8%	-1.5%	419.5M	-3.89B	-81.0M	0.49	17.73	N/A	N/A	1,073,500	523,840	4,121,760	2,560,880
2022-07-12	$113.95	$115.00	44.3%	12.2%	43.6%	85.1%	43.5%	5.9%	-1.8%	346.0M	-1.85B	-79.2M	0.71	18.80	N/A	N/A	776,860	552,780	4,394,820	2,666,220
2022-07-13	$111.40	$115.00	43.6%	12.0%	40.9%	82.8%	41.4%	6.1%	-1.6%	94.8M	1.40B	-75.3M	0.49	17.92	N/A	N/A	1,360,920	671,860	4,442,800	2,713,000
2022-07-14	$110.49	$113.25	43.4%	12.1%	41.1%	82.3%	41.6%	5.7%	-1.6%	526.0K	2.34B	-74.0M	0.66	17.60	N/A	N/A	1,081,860	715,640	4,576,540	2,787,980
2022-07-15	$111.51	$113.25	41.8%	11.7%	40.0%	77.4%	40.9%	5.1%	-1.7%	117.7M	1.06B	-74.8M	0.57	18.74	N/A	N/A	1,396,160	793,180	4,704,800	2,863,700
2022-07-18	$108.54	$0.00	42.5%	12.1%	38.5%	79.6%	41.2%	6.3%	-1.6%	0	0	0	0.49	12.83	N/A	N/A	321,726	158,435	0	0
2022-07-19	$113.54	$113.25	39.4%	11.2%	41.3%	69.7%	39.0%	6.3%	-1.3%	162.3M	-979.3M	-73.1M	0.64	11.47	N/A	N/A	248,131	159,452	3,000,369	2,281,302
2022-07-20	$113.95	$113.25	38.7%	11.1%	38.8%	67.7%	38.4%	5.7%	-1.0%	186.7M	-1.34B	-73.3M	0.69	5.24	N/A	N/A	259,197	177,993	3,020,064	2,303,972
2022-07-21	$114.10	$113.25	38.8%	11.2%	38.8%	68.0%	38.8%	5.4%	-1.0%	196.1M	-1.44B	-74.2M	0.59	5.48	N/A	N/A	249,646	147,782	3,031,686	2,324,965
2022-07-22	$107.50	$113.25	42.7%	12.4%	44.3%	80.1%	41.9%	5.6%	-1.4%	-62.5M	4.02B	-68.0M	0.79	6.22	N/A	N/A	430,489	339,875	3,048,981	2,372,811
2022-07-25	$106.76	$113.25	43.3%	12.9%	40.7%	81.9%	44.2%	5.6%	-1.2%	-24.4M	3.54B	-66.9M	0.95	5.82	N/A	N/A	171,403	162,145	2,700,737	2,214,287
2022-07-26	$104.82	$113.25	45.4%	13.6%	41.0%	88.5%	46.7%	6.0%	-2.1%	-51.1M	4.59B	-65.3M	0.82	8.46	N/A	N/A	359,815	295,434	2,745,167	2,269,980
2022-07-27	$113.44	$113.25	30.8%	8.8%	49.3%	42.8%	32.3%	4.9%	-0.6%	166.3M	-1.17B	-69.8M	0.85	16.45	N/A	N/A	415,944	352,749	2,857,507	2,335,306
2022-07-28	$114.05	$113.00	29.8%	8.6%	49.2%	39.6%	29.6%	5.1%	-0.1%	203.8M	-1.94B	-69.0M	1.08	10.32	N/A	N/A	200,311	217,347	2,873,435	2,325,354
2022-07-29	$116.58	$112.75	27.6%	7.8%	48.9%	32.9%	28.2%	4.8%	-0.2%	292.4M	-4.53B	-70.1M	0.64	6.06	N/A	N/A	271,543	174,647	2,890,928	2,329,020