GOOGL Options History — August 2022 In August 2022, GOOGL traded between $108.99 and $122.12. ATM implied volatility averaged 29.6%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 10.0% (HV 20d: 39.7%). Max pain ranged from $112.75 to $116.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2022-08-03 : Highest Volume — 432,034 contracts2022-08-26 : Largest IV spike — 14.9% change2022-08-30 : Highest IV Rank — 54.4%2022-08-29 : Largest Expected Move — 9.9%Monthly Statistics Metric Avg Min Max Open Close Price $116.37 $108.99 $122.12 $115.18 $109.22 Max Pain $115.21 $112.75 $116.00 $112.75 $115.00 ATM IV 29.6% 26.1% 34.6% 29.9% 34.0% Expected Move 8.5% 7.5% 9.9% 8.6% 9.7% HV 20d 39.7% 24.9% 49.1% 49.1% 29.4% HV 60d 41.1% 39.4% 43.3% 43.3% 40.0% IV Rank 39.2% 27.9% 54.4% 40.0% 52.4% IV Percentile 48.3% 31.0% 73.0% 49.6% 67.9% Term Structure 0.1% -0.6% 0.8% -0.3% -0.1% VWIV 29.7% 26.2% 34.4% 31.1% 32.8% Skew 25d 5.2% 4.2% 6.2% 4.9% 6.2% Skew 10d 10.2% 8.2% 12.6% 10.2% 12.6% Call IV 25d 27.4% 23.8% 31.9% 27.6% 31.3% Put IV 25d 32.5% 28.3% 37.9% 32.5% 37.5% Bid-Ask Spread % 3.54 1.91 10.69 6.07 2.59 Gamma HHI 0.03 0.02 0.08 0.02 0.02 Net GEX 111.1M -57.8M 285.4M 123.8M -57.7M Net DEX -2.82B -7.26B 1.93B -2.21B 1.85B Net VEX -68.0M -71.7M -60.5M -69.5M -61.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.58 1.32 0.72 1.32 Total Volume 302,117.652 148,542 432,034 315,758 327,477 Total OI 4,738,699 4,232,086 5,153,785 4,784,131 4,428,190
Daily Data (23 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 2022-08-01 $115.18 $112.75 29.9% 8.6% 49.1% 40.0% 31.1% 4.9% -0.3% 123.8M -2.21B -69.5M 0.72 6.07 N/A N/A 183,484 132,274 2,634,049 2,150,082 2022-08-02 $115.34 $112.75 30.5% 8.7% 47.0% 42.0% 30.7% 6.0% -0.6% 124.7M -2.30B -70.2M 1.09 3.76 N/A N/A 128,614 140,306 2,665,912 2,184,891 2022-08-03 $118.33 $112.75 28.9% 8.2% 47.6% 37.0% 29.3% 5.6% -0.6% 215.3M -4.82B -71.7M 0.82 3.14 N/A N/A 237,719 194,315 2,691,000 2,210,873 2022-08-04 $118.10 $115.50 29.0% 8.3% 46.2% 37.1% 29.0% 5.0% -0.4% 229.3M -4.69B -71.4M 0.85 3.26 N/A N/A 170,483 144,765 2,726,242 2,235,296 2022-08-05 $117.34 $116.00 28.1% 8.1% 46.2% 34.2% 28.1% 4.5% -0.4% 187.5M -4.00B -71.2M 0.80 3.29 N/A N/A 223,414 179,365 2,730,006 2,256,157 2022-08-08 $117.37 $115.50 28.4% 8.2% 44.9% 35.2% 28.5% 4.7% 0.5% 144.0M -3.60B -70.9M 0.90 2.27 N/A N/A 173,572 155,610 2,644,620 2,185,347 2022-08-09 $116.65 $115.50 29.4% 8.6% 44.6% 38.6% 30.4% 5.3% 0.5% 117.6M -2.88B -70.7M 0.98 8.73 N/A N/A 137,074 133,944 2,671,341 2,216,226 2022-08-10 $119.66 $116.00 26.7% 7.9% 44.4% 30.1% 27.8% 5.0% 0.7% 222.7M -5.38B -71.2M 0.58 3.31 N/A N/A 264,139 154,158 2,686,291 2,232,852 2022-08-11 $118.78 $116.00 27.7% 8.0% 44.4% 33.0% 28.0% 5.1% 0.4% 189.9M -4.39B -71.6M 0.73 2.42 N/A N/A 211,151 154,932 2,705,435 2,251,538 2022-08-12 $121.31 $116.00 26.1% 7.6% 44.8% 27.9% 27.6% 4.5% 0.5% 285.4M -6.48B -71.5M 0.62 3.12 N/A N/A 209,497 130,834 2,724,267 2,284,970 2022-08-15 $122.12 $116.00 26.4% 7.6% 43.3% 28.9% 29.7% 4.4% 0.6% 217.0M -6.66B -70.2M 0.71 2.60 N/A N/A 205,228 145,373 2,658,834 2,230,661 2022-08-16 $121.94 $116.00 26.1% 7.5% 40.8% 27.9% 27.1% 4.2% 0.7% 213.0M -7.26B -70.5M 0.86 3.28 N/A N/A 105,806 91,344 2,746,710 2,307,706 2022-08-17 $119.53 $116.00 27.5% 7.9% 41.6% 32.4% 27.2% 4.6% -0.1% 146.0M -5.27B -69.3M 0.72 10.69 N/A N/A 137,599 98,804 2,755,028 2,329,173 2022-08-18 $120.56 $116.00 26.6% 7.6% 41.7% 29.7% 26.2% 4.5% 0.6% 162.5M -6.06B -69.1M 0.65 3.35 N/A N/A 171,829 111,046 2,758,130 2,336,906 2022-08-19 $117.16 $116.00 28.7% 8.2% 36.7% 36.2% 27.9% 4.9% 0.8% 149.7M -3.15B -67.7M 0.67 2.07 N/A N/A 236,530 157,478 2,789,981 2,363,804 2022-08-22 $113.91 $116.00 32.2% 9.1% 38.3% 47.1% 31.9% 5.5% -0.2% -12.5M -6.3M -65.0M 0.63 2.42 N/A N/A 147,757 92,379 2,317,418 1,914,668 2022-08-23 $113.78 $115.00 31.8% 9.0% 37.5% 46.0% 30.9% 5.5% -0.3% -7.5M -134.9M -64.8M 0.87 1.91 N/A N/A 79,421 69,121 2,339,272 1,914,139 2022-08-24 $114.23 $115.00 31.1% 8.8% 24.9% 43.9% 29.2% 5.2% -0.1% -330.6K -446.3M -65.5M 0.99 1.98 N/A N/A 95,499 94,322 2,359,455 1,924,929 2022-08-25 $116.58 $115.00 29.6% 8.4% 25.9% 39.2% 28.8% 5.5% 0.1% 59.9M -2.12B -66.3M 0.82 2.45 N/A N/A 133,766 109,663 2,389,332 1,928,583 2022-08-26 $110.44 $115.00 34.1% 9.5% 31.3% 53.0% 32.8% 5.7% -0.1% -48.3M 1.68B -62.8M 0.61 2.40 N/A N/A 244,290 148,729 2,442,212 1,965,223 2022-08-29 $109.95 $115.00 34.5% 9.9% 31.1% 54.4% 34.0% 5.9% -0.3% -48.8M 1.67B -61.5M 0.65 2.45 N/A N/A 142,610 93,341 2,385,974 1,946,345 2022-08-30 $108.99 $115.00 34.6% 9.8% 31.1% 54.4% 34.4% 6.0% -0.1% -57.8M 1.93B -60.5M 0.83 3.89 N/A N/A 136,371 113,273 2,419,152 1,950,857 2022-08-31 $109.22 $115.00 34.0% 9.7% 29.4% 52.4% 32.8% 6.2% -0.1% -57.7M 1.85B -61.0M 1.32 2.59 N/A N/A 141,244 186,233 2,444,120 1,984,070
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