GOOGL Options History — December 2022

In December 2022, GOOGL traded between $86.02 and $101.31. ATM implied volatility averaged 33.7%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 0.6% (HV 20d: 34.3%). Max pain ranged from $93.00 to $97.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 1.16.

Notable Days

2022-12-21: Highest Volume — 460,804 contracts
2022-12-22: Largest IV spike — 9.3% change
2022-12-12: Highest IV Rank — 53.1%
2022-12-12: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.30	$86.02	$101.31	$101.31	$87.75
Max Pain	$95.14	$93.00	$97.00	$93.00	$94.00
ATM IV	33.7%	30.1%	36.3%	30.9%	36.3%
Expected Move	9.7%	9.1%	10.3%	9.7%	9.9%
HV 20d	34.3%	28.4%	42.2%	42.2%	30.6%
HV 60d	42.4%	41.6%	43.3%	43.3%	42.2%
IV Rank	44.2%	31.2%	53.1%	34.3%	51.5%
IV Percentile	47.7%	24.6%	66.7%	29.8%	66.7%
Term Structure	1.4%	-0.7%	5.5%	-0.0%	5.1%
VWIV	33.2%	28.5%	36.3%	34.9%	33.7%
Skew 25d	4.5%	3.9%	5.1%	4.5%	4.7%
Skew 10d	8.5%	7.5%	9.6%	8.6%	8.9%
Call IV 25d	31.6%	28.1%	34.2%	28.9%	32.6%
Put IV 25d	36.1%	32.1%	39.1%	33.4%	37.3%
Bid-Ask Spread %	2.12	1.59	3.00	1.89	2.76
Gamma HHI	0.03	0.02	0.09	0.04	0.03
Net GEX	-22.9M	-67.8M	112.0M	112.0M	-28.2M
Net DEX	981.7M	-3.43B	3.08B	-3.43B	2.24B
Net VEX	-43.0M	-50.8M	-36.6M	-50.8M	-37.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.16	0.51	3.65	0.88	0.87
Total Volume	273,760.286	142,973	460,804	284,557	178,098
Total OI	3,852,050.714	3,522,591	4,129,640	3,982,337	3,626,515

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
2022-12-01	$101.31	$93.00	30.9%	9.7%	42.2%	34.3%	34.9%	4.5%	-0.0%	112.0M	-3.43B	-50.8M	0.88	1.89	N/A	N/A	151,170	133,387	2,345,891	1,636,446
2022-12-02	$100.19	$93.00	30.1%	9.4%	38.4%	31.2%	33.4%	4.0%	0.1%	13.8M	-2.78B	-49.7M	0.74	2.77	N/A	N/A	128,637	95,129	2,367,999	1,670,735
2022-12-05	$99.09	$97.00	32.1%	9.4%	38.0%	38.5%	33.6%	4.5%	1.0%	31.3M	-1.98B	-48.7M	0.70	1.75	N/A	N/A	161,896	113,899	2,291,780	1,605,833
2022-12-06	$97.05	$97.00	33.6%	9.8%	38.7%	44.1%	34.8%	4.4%	1.2%	2.0M	-930.1M	-48.4M	0.80	2.69	N/A	N/A	114,487	91,110	2,347,546	1,645,824
2022-12-07	$94.97	$97.00	34.2%	10.0%	39.8%	46.1%	31.8%	4.3%	1.2%	-38.2M	217.6M	-46.9M	1.83	1.59	N/A	N/A	122,908	224,518	2,360,809	1,669,895
2022-12-08	$93.88	$96.00	33.7%	9.8%	39.4%	44.1%	33.0%	4.2%	1.3%	-51.7M	848.6M	-45.4M	1.16	3.00	N/A	N/A	134,743	156,317	2,396,139	1,688,657
2022-12-09	$93.16	$96.00	34.0%	10.0%	29.9%	45.2%	31.7%	4.5%	1.5%	-43.5M	1.21B	-44.8M	1.26	1.71	N/A	N/A	122,646	154,603	2,424,195	1,705,445
2022-12-12	$93.05	$96.00	36.1%	10.3%	28.4%	53.1%	36.3%	4.9%	-0.7%	-28.7M	910.1M	-44.4M	0.53	1.68	N/A	N/A	132,913	70,444	2,336,499	1,636,585
2022-12-13	$95.91	$95.00	33.4%	9.5%	30.6%	43.1%	33.3%	4.6%	-0.3%	13.6M	-546.4M	-46.3M	0.74	2.02	N/A	N/A	193,858	142,986	2,369,496	1,656,076
2022-12-14	$94.98	$95.00	32.6%	9.2%	29.2%	40.2%	31.6%	4.8%	-0.1%	-14.4M	129.8M	-45.5M	1.36	2.40	N/A	N/A	150,836	205,602	2,392,236	1,688,588
2022-12-15	$90.72	$95.00	34.8%	9.9%	33.0%	48.3%	34.4%	4.8%	-0.5%	-67.8M	2.22B	-42.3M	0.66	1.85	N/A	N/A	185,413	122,078	2,409,057	1,687,216
2022-12-16	$90.63	$95.00	33.2%	9.4%	33.0%	42.3%	32.5%	4.3%	-0.2%	-42.5M	2.27B	-41.7M	1.64	1.82	N/A	N/A	143,043	234,474	2,431,153	1,691,374
2022-12-19	$88.40	$95.00	33.9%	9.7%	33.8%	45.2%	34.0%	4.3%	0.9%	-57.3M	2.81B	-39.6M	0.88	1.80	N/A	N/A	111,398	97,877	2,075,339	1,447,252
2022-12-20	$89.05	$95.00	33.1%	9.5%	33.5%	42.0%	32.8%	4.3%	0.8%	-58.1M	2.61B	-40.1M	0.77	1.92	N/A	N/A	84,481	64,920	2,114,410	1,486,730
2022-12-21	$89.56	$95.00	31.7%	9.1%	33.0%	36.9%	28.5%	4.5%	1.4%	-50.5M	2.34B	-39.8M	2.41	1.80	N/A	N/A	135,139	325,665	2,128,861	1,474,680
2022-12-22	$87.18	$95.00	34.6%	9.9%	33.2%	47.6%	33.7%	4.4%	0.8%	-63.0M	2.96B	-38.0M	1.12	1.95	N/A	N/A	137,613	154,409	2,169,578	1,459,188
2022-12-23	$89.15	$95.00	33.4%	9.5%	34.7%	43.1%	33.0%	3.9%	0.7%	9.6M	2.07B	-39.9M	0.51	1.76	N/A	N/A	160,484	82,152	2,202,329	1,473,866
2022-12-27	$87.55	$95.00	35.3%	10.0%	34.7%	49.8%	34.7%	5.1%	5.0%	-45.0M	2.54B	-38.1M	0.63	2.25	N/A	N/A	87,510	55,463	2,142,334	1,433,094
2022-12-28	$86.02	$95.00	36.0%	10.3%	35.0%	52.5%	31.6%	4.7%	4.9%	-56.5M	3.08B	-36.6M	3.65	2.89	N/A	N/A	89,281	326,100	2,159,360	1,446,201
2022-12-29	$88.69	$94.00	35.0%	9.7%	31.2%	48.7%	33.0%	4.3%	5.5%	-17.9M	1.81B	-38.2M	1.13	2.30	N/A	N/A	80,518	90,761	2,178,503	1,419,351
2022-12-30	$87.75	$94.00	36.3%	9.9%	30.6%	51.5%	33.7%	4.7%	5.1%	-28.2M	2.24B	-37.7M	0.87	2.76	N/A	N/A	95,490	82,608	2,191,528	1,434,987