GOOGL Options History — November 2022

In November 2022, GOOGL traded between $83.79 and $100.16. ATM implied volatility averaged 33.4%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 20.1% (HV 20d: 53.5%). Max pain ranged from $93.00 to $100.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2022-11-03: Highest Volume — 830,069 contracts
2022-11-10: Largest IV drop — 7.1% change
2022-11-03: Highest IV Rank — 55.5%
2022-11-01: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$93.94	$83.79	$100.16	$90.56	$100.16
Max Pain	$95.33	$93.00	$100.00	$100.00	$93.00
ATM IV	33.4%	30.4%	36.5%	35.7%	31.0%
Expected Move	9.9%	8.9%	11.1%	11.1%	9.7%
HV 20d	53.5%	44.4%	60.1%	48.4%	44.6%
HV 60d	41.8%	38.7%	43.6%	38.7%	43.6%
IV Rank	43.8%	32.3%	55.5%	52.4%	34.5%
IV Percentile	47.6%	28.2%	67.9%	63.9%	30.2%
Term Structure	0.1%	-0.6%	1.6%	-0.3%	-0.1%
VWIV	34.9%	31.4%	39.7%	39.0%	34.7%
Skew 25d	4.4%	3.6%	5.2%	3.9%	4.9%
Skew 10d	8.5%	6.9%	9.5%	7.7%	9.2%
Call IV 25d	31.5%	28.2%	35.1%	34.0%	28.8%
Put IV 25d	35.9%	32.7%	38.8%	37.9%	33.7%
Bid-Ask Spread %	2.90	1.68	5.85	2.89	1.72
Gamma HHI	0.03	0.02	0.06	0.04	0.03
Net GEX	5.6M	-94.3M	85.7M	-80.2M	85.7M
Net DEX	381.1M	-2.78B	5.52B	4.07B	-2.78B
Net VEX	-48.6M	-53.7M	-39.5M	-45.1M	-50.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.41	1.94	0.86	1.31
Total Volume	452,559	95,836	830,069	451,902	398,683
Total OI	4,138,958	3,869,991	4,401,941	3,963,833	3,932,861

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
2022-11-01	$90.56	$100.00	35.7%	11.1%	48.4%	52.4%	39.0%	3.9%	-0.3%	-80.2M	4.07B	-45.1M	0.86	2.89	N/A	N/A	242,466	209,436	2,295,302	1,668,531
2022-11-02	$87.56	$100.00	35.4%	11.1%	49.2%	51.3%	39.0%	4.3%	-0.1%	-94.3M	4.90B	-43.2M	1.34	3.06	N/A	N/A	316,231	424,965	2,383,478	1,687,964
2022-11-03	$83.79	$99.00	36.5%	10.7%	50.8%	55.5%	37.5%	3.6%	-0.4%	-77.1M	5.52B	-39.5M	0.81	2.61	N/A	N/A	458,628	371,441	2,482,506	1,675,327
2022-11-04	$86.51	$98.00	34.6%	10.2%	52.3%	48.7%	35.1%	4.3%	-0.3%	-26.9M	4.18B	-43.8M	0.90	2.79	N/A	N/A	349,605	313,364	2,645,650	1,708,735
2022-11-07	$88.49	$97.00	34.7%	10.2%	53.3%	49.0%	35.9%	4.7%	1.0%	-25.1M	3.03B	-45.2M	0.78	2.60	N/A	N/A	247,329	191,790	2,465,337	1,663,667
2022-11-08	$89.23	$96.00	34.4%	10.1%	53.5%	47.8%	35.1%	4.4%	0.9%	-14.4M	2.49B	-46.5M	1.94	2.50	N/A	N/A	197,209	382,082	2,502,178	1,675,023
2022-11-09	$87.61	$96.00	35.5%	10.5%	53.6%	51.9%	39.7%	4.3%	1.3%	-33.0M	3.19B	-44.8M	0.95	2.56	N/A	N/A	246,739	234,563	2,525,522	1,683,412
2022-11-10	$94.19	$94.00	33.0%	9.8%	60.0%	42.9%	34.3%	3.6%	1.6%	49.0M	-441.5M	-50.7M	0.63	2.92	N/A	N/A	379,902	239,143	2,594,648	1,723,671
2022-11-11	$96.49	$94.00	32.3%	9.6%	60.1%	40.3%	34.1%	4.0%	1.5%	23.5M	-1.67B	-52.7M	0.71	3.33	N/A	N/A	317,673	225,905	2,627,982	1,756,102
2022-11-14	$95.96	$93.00	32.9%	9.5%	58.8%	42.5%	34.1%	5.1%	-0.5%	21.0M	-778.5M	-50.8M	1.01	3.51	N/A	N/A	161,347	162,535	2,534,920	1,689,154
2022-11-15	$98.46	$93.00	34.0%	9.8%	59.5%	46.5%	34.6%	5.2%	-0.3%	59.2M	-2.32B	-53.2M	0.80	3.00	N/A	N/A	292,757	233,556	2,569,638	1,712,731
2022-11-16	$98.78	$94.00	33.9%	9.7%	59.4%	45.9%	33.5%	4.6%	-0.5%	53.8M	-2.39B	-53.7M	1.12	2.84	N/A	N/A	208,876	233,182	2,592,064	1,746,984
2022-11-17	$97.92	$94.00	33.6%	9.6%	59.4%	44.2%	33.9%	4.3%	-0.6%	20.5M	-1.80B	-52.9M	0.98	4.47	N/A	N/A	228,981	223,315	2,613,458	1,762,977
2022-11-18	$97.49	$94.00	32.8%	9.4%	59.2%	40.8%	32.9%	4.3%	-0.1%	25.0M	-1.44B	-51.9M	0.79	3.37	N/A	N/A	265,727	210,088	2,624,485	1,777,456
2022-11-21	$95.51	$95.00	32.7%	9.5%	59.2%	40.5%	33.7%	4.0%	-0.6%	7.8M	-501.0M	-49.9M	1.34	2.05	N/A	N/A	139,380	186,952	2,297,460	1,572,531
2022-11-22	$97.03	$94.00	31.4%	9.2%	59.0%	36.1%	32.0%	4.6%	-0.5%	26.3M	-1.18B	-50.5M	1.68	2.26	N/A	N/A	149,279	250,592	2,322,071	1,613,402
2022-11-23	$98.40	$95.00	30.4%	8.9%	48.0%	32.3%	31.4%	4.5%	0.0%	83.9M	-1.90B	-51.0M	1.34	3.21	N/A	N/A	152,671	204,733	2,351,287	1,629,810
2022-11-25	$97.58	$95.00	30.8%	9.1%	46.7%	33.7%	31.9%	4.6%	-0.5%	25.7M	-1.49B	-49.9M	0.41	1.68	N/A	N/A	68,192	27,644	2,378,805	1,639,644
2022-11-28	$95.91	$95.00	32.7%	10.0%	44.8%	40.5%	34.9%	5.0%	-0.1%	-1.0M	-486.6M	-48.2M	0.72	5.85	N/A	N/A	121,571	87,938	2,294,432	1,593,010
2022-11-29	$95.19	$93.00	33.2%	10.2%	44.4%	42.5%	35.8%	5.2%	-0.1%	-11.3M	-202.9M	-47.5M	0.57	1.70	N/A	N/A	93,504	53,765	2,305,233	1,598,670
2022-11-30	$100.16	$93.00	31.0%	9.7%	44.6%	34.5%	34.7%	4.9%	-0.1%	85.7M	-2.78B	-50.2M	1.31	1.72	N/A	N/A	172,825	225,858	2,321,913	1,610,948