GOOGL Options History — October 2022

In October 2022, GOOGL traded between $92.33 and $104.73. ATM implied volatility averaged 42.6%, placing in the 77.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 7.2% (HV 20d: 35.4%). Max pain ranged from $100.00 to $107.50. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.96.

Notable Days

2022-10-26: Highest Volume — 1,086,679 contracts
2022-10-26: Largest IV drop — 17.2% change
2022-10-11: Highest IV Rank — 93.8%
2022-10-25: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$98.96	$92.33	$104.73	$98.83	$94.67
Max Pain	$105.67	$100.00	$107.50	$107.50	$100.00
ATM IV	42.6%	33.5%	47.3%	42.4%	34.3%
Expected Move	12.1%	10.2%	13.1%	10.9%	10.5%
HV 20d	35.4%	29.3%	48.0%	36.2%	47.3%
HV 60d	35.5%	30.7%	37.8%	37.4%	37.8%
IV Rank	77.9%	46.3%	93.8%	77.1%	47.4%
IV Percentile	87.4%	51.2%	99.6%	90.1%	57.1%
Term Structure	-1.3%	-3.1%	0.3%	-0.7%	-0.1%
VWIV	42.0%	35.5%	46.3%	37.7%	36.6%
Skew 25d	7.0%	4.0%	8.3%	7.8%	4.7%
Skew 10d	13.4%	7.3%	16.2%	14.4%	8.6%
Call IV 25d	39.3%	30.9%	43.6%	38.6%	32.2%
Put IV 25d	46.3%	36.3%	51.4%	46.4%	36.9%
Bid-Ask Spread %	2.72	2.14	5.56	2.14	3.11
Gamma HHI	0.03	0.02	0.06	0.03	0.03
Net GEX	-15.2M	-132.5M	66.3M	-13.5M	-27.4M
Net DEX	2.07B	-569.5M	4.39B	2.49B	2.45B
Net VEX	-52.7M	-56.4M	-46.5M	-51.9M	-48.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.64	1.36	0.68	0.93
Total Volume	382,154.143	225,968	1,086,679	339,816	280,486
Total OI	3,911,120	3,577,814	4,136,193	3,733,051	3,881,813

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
2022-10-03	$98.83	$107.50	42.4%	10.9%	36.2%	77.1%	37.7%	7.8%	-0.7%	-13.5M	2.49B	-51.9M	0.68	2.14	N/A	N/A	202,240	137,576	2,171,840	1,561,211
2022-10-04	$101.29	$107.00	41.2%	10.6%	37.6%	73.2%	36.8%	7.5%	-0.8%	50.6M	1.29B	-54.8M	0.77	2.53	N/A	N/A	198,237	151,821	2,231,224	1,591,520
2022-10-05	$101.84	$107.00	41.1%	10.6%	36.2%	72.9%	35.5%	7.9%	-0.9%	66.3M	1.10B	-55.6M	1.33	2.35	N/A	N/A	130,957	173,737	2,252,842	1,626,205
2022-10-06	$101.50	$107.50	43.3%	11.6%	35.9%	80.4%	41.3%	7.8%	-1.3%	64.8M	1.18B	-55.6M	0.64	3.04	N/A	N/A	212,922	136,159	2,267,586	1,641,013
2022-10-07	$98.58	$107.50	44.4%	12.2%	35.3%	84.0%	42.2%	7.3%	-1.4%	-21.2M	2.66B	-53.3M	0.81	2.59	N/A	N/A	174,717	141,776	2,337,580	1,661,261
2022-10-10	$98.08	$107.50	45.7%	12.6%	35.3%	88.5%	44.1%	8.0%	-1.4%	-29.0M	2.81B	-52.1M	1.21	2.40	N/A	N/A	102,189	123,779	2,259,002	1,629,040
2022-10-11	$97.14	$107.50	47.3%	13.0%	29.3%	93.8%	45.9%	8.0%	-1.5%	-35.1M	3.05B	-51.9M	1.01	2.81	N/A	N/A	129,648	131,277	2,277,545	1,640,113
2022-10-12	$97.79	$107.50	46.9%	13.0%	29.3%	92.8%	46.3%	8.3%	-1.7%	-26.0M	2.78B	-52.8M	1.33	2.26	N/A	N/A	116,620	155,130	2,303,027	1,661,903
2022-10-13	$99.21	$107.50	45.6%	12.7%	29.4%	88.2%	43.6%	8.1%	-1.7%	-15.8M	2.30B	-53.4M	0.75	2.57	N/A	N/A	228,134	170,253	2,318,520	1,691,654
2022-10-14	$96.84	$107.50	46.4%	13.0%	30.5%	91.0%	45.1%	7.3%	-1.9%	-51.9M	3.24B	-51.5M	1.13	2.50	N/A	N/A	126,307	142,698	2,345,314	1,705,833
2022-10-17	$100.22	$105.00	45.2%	12.8%	33.2%	86.7%	43.7%	7.9%	-2.1%	-17.2M	1.76B	-53.4M	0.68	2.30	N/A	N/A	192,901	131,400	2,207,075	1,656,684
2022-10-18	$100.84	$105.00	45.4%	12.9%	32.8%	87.4%	43.9%	7.7%	-2.4%	3.3M	1.43B	-54.3M	0.98	2.41	N/A	N/A	122,359	119,401	2,245,712	1,671,479
2022-10-19	$99.44	$105.00	45.7%	13.1%	32.3%	88.4%	45.1%	7.3%	-1.7%	-20.8M	2.05B	-53.1M	1.36	5.56	N/A	N/A	96,101	130,372	2,264,180	1,688,384
2022-10-20	$99.77	$105.00	44.8%	13.0%	31.6%	85.4%	45.3%	7.4%	-2.7%	-16.6M	1.88B	-53.4M	1.15	2.45	N/A	N/A	153,558	176,403	2,282,503	1,700,534
2022-10-21	$101.06	$105.00	44.1%	12.9%	30.6%	82.9%	45.6%	6.4%	-3.1%	-4.3M	1.24B	-54.6M	0.97	2.93	N/A	N/A	219,630	212,268	2,300,844	1,732,628
2022-10-24	$102.64	$105.00	43.3%	13.1%	31.0%	80.1%	45.7%	7.3%	-1.0%	8.7M	324.4M	-55.5M	0.97	2.34	N/A	N/A	154,860	150,467	1,988,068	1,589,746
2022-10-25	$104.73	$105.00	42.8%	13.1%	31.2%	78.5%	45.8%	6.9%	-1.0%	31.4M	-569.5M	-56.4M	0.85	2.39	N/A	N/A	300,781	255,191	2,037,798	1,637,392
2022-10-26	$95.11	$105.00	35.4%	10.7%	45.8%	53.3%	36.6%	4.0%	0.0%	-119.1M	3.84B	-47.4M	0.92	2.86	N/A	N/A	565,849	520,830	2,146,662	1,718,978
2022-10-27	$92.33	$104.00	36.8%	11.1%	45.5%	58.1%	38.8%	4.1%	-0.2%	-132.5M	4.39B	-46.5M	0.85	2.67	N/A	N/A	329,447	280,226	2,318,452	1,754,162
2022-10-28	$96.31	$101.00	33.5%	10.2%	48.0%	46.3%	35.5%	5.4%	0.3%	-14.7M	1.85B	-50.3M	0.80	2.87	N/A	N/A	303,185	243,345	2,399,184	1,737,009
2022-10-31	$94.67	$100.00	34.3%	10.5%	47.3%	47.4%	36.6%	4.7%	-0.1%	-27.4M	2.45B	-48.7M	0.93	3.11	N/A	N/A	144,964	135,522	2,244,432	1,637,381