GOOGL Options History — September 2022

In September 2022, GOOGL traded between $96.14 and $110.85. ATM implied volatility averaged 37.1%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 4.2% (HV 20d: 32.9%). Max pain ranged from $107.50 to $115.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.77.

Notable Days

2022-09-16: Highest Volume — 462,351 contracts
2022-09-13: Largest IV spike — 13.4% change
2022-09-29: Highest IV Rank — 87.2%
2022-09-27: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$103.41	$96.14	$110.85	$109.13	$96.14
Max Pain	$111.31	$107.50	$115.00	$115.00	$107.50
ATM IV	37.1%	30.3%	45.3%	34.7%	44.6%
Expected Move	10.4%	9.0%	12.0%	9.9%	11.5%
HV 20d	32.9%	29.4%	36.1%	29.4%	34.3%
HV 60d	38.6%	36.9%	40.1%	40.0%	36.9%
IV Rank	60.3%	38.5%	87.2%	54.6%	84.9%
IV Percentile	76.5%	46.4%	98.0%	73.0%	96.0%
Term Structure	0.8%	-1.3%	4.2%	-0.0%	-1.3%
VWIV	35.8%	31.4%	40.7%	34.6%	39.0%
Skew 25d	6.3%	5.2%	7.9%	6.0%	7.6%
Skew 10d	12.3%	10.0%	14.5%	12.4%	14.3%
Call IV 25d	34.2%	28.0%	41.8%	32.1%	41.5%
Put IV 25d	40.5%	33.5%	49.7%	38.1%	49.1%
Bid-Ask Spread %	3.42	1.10	7.14	3.36	1.10
Gamma HHI	0.03	0.02	0.07	0.02	0.05
Net GEX	-48.3M	-133.2M	53.1M	-41.1M	-72.4M
Net DEX	2.60B	80.1M	4.13B	1.58B	3.76B
Net VEX	-54.6M	-61.3M	-49.6M	-61.3M	-49.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.55	1.08	0.61	1.08
Total Volume	330,462.095	204,653	462,351	328,099	336,785
Total OI	4,139,596.048	3,409,221	4,734,635	4,435,475	3,911,955

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
2022-09-01	$109.13	$115.00	34.7%	9.9%	29.4%	54.6%	34.6%	6.0%	-0.0%	-41.1M	1.58B	-61.3M	0.61	3.36	N/A	N/A	203,860	124,239	2,464,791	1,970,684
2022-09-02	$107.45	$115.00	35.1%	9.8%	29.6%	55.9%	34.2%	6.1%	-0.0%	-58.0M	2.55B	-59.1M	0.60	3.91	N/A	N/A	205,478	123,243	2,506,550	1,997,377
2022-09-06	$106.98	$115.00	35.9%	10.2%	29.6%	58.5%	36.1%	5.9%	-0.1%	-58.3M	2.69B	-57.8M	0.94	3.56	N/A	N/A	176,227	166,325	2,475,012	1,974,795
2022-09-07	$109.74	$115.00	33.3%	9.7%	31.5%	48.6%	33.2%	5.8%	-0.2%	-14.7M	1.07B	-59.7M	1.05	3.47	N/A	N/A	155,306	163,765	2,518,971	1,999,979
2022-09-08	$108.00	$115.00	33.2%	9.7%	29.9%	48.2%	33.9%	5.8%	0.1%	-38.0M	2.02B	-58.2M	0.80	5.77	N/A	N/A	141,898	113,818	2,549,059	2,013,436
2022-09-09	$110.85	$112.50	30.3%	9.0%	31.8%	38.5%	31.4%	5.5%	0.4%	53.1M	80.1M	-59.7M	0.81	7.14	N/A	N/A	174,334	142,045	2,579,834	2,029,336
2022-09-12	$110.62	$112.50	31.4%	9.3%	30.5%	41.9%	32.5%	6.0%	0.8%	-16.1M	511.8M	-59.1M	0.73	4.22	N/A	N/A	125,272	91,699	2,528,923	2,012,174
2022-09-13	$104.29	$112.50	35.6%	10.1%	35.7%	55.8%	35.9%	6.8%	-0.4%	-107.2M	4.03B	-54.0M	0.79	4.20	N/A	N/A	221,137	175,136	2,558,256	2,031,778
2022-09-14	$105.07	$112.50	34.2%	9.9%	36.1%	51.2%	34.0%	5.7%	-0.2%	-98.0M	3.32B	-54.5M	1.05	5.64	N/A	N/A	171,887	180,824	2,599,869	2,034,776
2022-09-15	$103.16	$110.00	34.9%	10.2%	36.0%	53.4%	34.1%	6.1%	0.7%	-133.2M	4.13B	-53.1M	0.55	6.24	N/A	N/A	203,312	110,901	2,647,354	2,035,094
2022-09-16	$102.80	$110.00	35.5%	10.3%	35.5%	55.1%	35.5%	6.3%	0.5%	-102.0M	4.06B	-53.3M	1.06	3.06	N/A	N/A	224,913	237,438	2,691,677	2,042,958
2022-09-19	$103.12	$110.00	34.4%	9.9%	34.9%	49.9%	34.7%	6.3%	3.9%	-35.4M	2.13B	-53.3M	0.58	2.19	N/A	N/A	161,683	94,066	1,929,466	1,479,755
2022-09-20	$101.51	$110.00	36.1%	10.3%	34.1%	55.6%	36.2%	5.7%	3.7%	-40.7M	2.51B	-52.2M	0.58	2.40	N/A	N/A	129,513	75,140	1,977,812	1,501,142
2022-09-21	$99.38	$110.00	37.4%	10.7%	34.5%	60.2%	36.1%	6.0%	3.9%	-50.5M	3.18B	-50.3M	0.64	3.12	N/A	N/A	236,774	151,673	2,022,667	1,516,427
2022-09-22	$101.20	$110.00	36.8%	10.3%	35.4%	57.9%	36.5%	5.2%	4.1%	-13.9M	2.17B	-53.0M	0.60	3.13	N/A	N/A	226,038	136,353	2,108,515	1,521,409
2022-09-23	$98.69	$110.00	39.2%	10.8%	34.6%	66.4%	37.7%	6.0%	4.2%	-62.1M	3.20B	-51.1M	0.69	2.81	N/A	N/A	242,904	167,138	2,164,833	1,546,821
2022-09-26	$98.52	$110.00	42.4%	11.3%	30.1%	77.3%	38.7%	7.3%	-0.9%	-35.6M	2.99B	-50.8M	0.88	1.79	N/A	N/A	168,110	148,461	2,111,663	1,529,068
2022-09-27	$97.38	$110.00	44.8%	12.0%	30.2%	85.4%	40.7%	7.6%	-0.8%	-51.0M	3.31B	-51.1M	0.65	1.81	N/A	N/A	223,249	144,830	2,146,535	1,553,830
2022-09-28	$100.44	$107.50	43.0%	11.1%	32.9%	79.1%	37.8%	7.3%	-0.8%	7.7M	2.01B	-53.8M	0.72	1.81	N/A	N/A	190,228	137,408	2,223,189	1,576,411
2022-09-29	$97.19	$107.50	45.3%	11.9%	34.3%	87.2%	40.1%	7.9%	-1.2%	-46.8M	3.34B	-50.9M	0.72	1.10	N/A	N/A	195,435	140,859	2,256,500	1,590,836
2022-09-30	$96.14	$107.50	44.6%	11.5%	34.3%	84.9%	39.0%	7.6%	-1.3%	-72.4M	3.76B	-49.6M	1.08	1.10	N/A	N/A	161,532	175,253	2,300,005	1,611,950