GOOGL Options History — January 2023 In January 2023, GOOGL traded between $86.40 and $99.72. ATM implied volatility averaged 38.8%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 7.1% (HV 20d: 31.7%). Max pain ranged from $90.00 to $95.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.95.
Notable Days 2023-01-20 : Highest Volume — 651,039 contracts2023-01-30 : Largest IV spike — 6.5% change2023-01-05 : Highest IV Rank — 71.6%2023-01-31 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $92.95 $86.40 $99.72 $89.22 $98.50 Max Pain $92.85 $90.00 $95.00 $94.00 $94.00 ATM IV 38.8% 35.6% 42.4% 40.5% 37.9% Expected Move 11.3% 10.2% 12.8% 10.2% 12.8% HV 20d 31.7% 27.3% 34.5% 31.7% 33.0% HV 60d 40.9% 36.5% 43.1% 42.3% 36.5% IV Rank 56.7% 43.0% 71.6% 67.6% 52.5% IV Percentile 72.0% 56.0% 84.1% 81.3% 69.4% Term Structure -1.3% -2.4% 0.0% -0.8% -1.2% VWIV 39.4% 35.5% 44.9% 35.8% 44.9% Skew 25d 5.0% 3.9% 5.6% 5.3% 4.3% Skew 10d 8.9% 7.2% 10.3% 9.4% 8.0% Call IV 25d 36.6% 33.8% 40.3% 38.6% 35.9% Put IV 25d 41.6% 38.5% 45.2% 43.9% 40.1% Bid-Ask Spread % 2.84 1.93 5.29 2.27 2.45 Gamma HHI 0.06 0.03 0.36 0.03 0.04 Net GEX 30.0M -48.8M 281.1M -21.6M 63.8M Net DEX 144.7M -3.05B 2.72B 1.59B -1.62B Net VEX -38.9M -43.2M -35.6M -38.3M -43.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.59 1.86 0.86 0.85 Total Volume 290,324.6 157,723 651,039 170,230 164,193 Total OI 3,432,132.75 2,755,523 3,857,605 3,517,479 3,045,067
Daily Data (20 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 2023-01-03 $89.22 $94.00 40.5% 10.2% 31.7% 67.6% 35.8% 5.3% -0.8% -21.6M 1.59B -38.3M 0.86 2.27 N/A N/A 91,526 78,704 2,117,854 1,399,625 2023-01-04 $87.37 $94.00 41.7% 10.2% 32.1% 68.9% 35.5% 5.1% -1.1% -41.8M 2.41B -35.6M 1.66 3.14 N/A N/A 108,143 179,420 2,137,964 1,416,183 2023-01-05 $86.40 $95.00 42.4% 11.8% 31.7% 71.6% 41.9% 5.0% -1.0% -48.8M 2.72B -35.8M 0.98 2.40 N/A N/A 92,415 90,491 2,165,968 1,446,934 2023-01-06 $87.56 $95.00 39.9% 10.9% 31.8% 61.0% 40.1% 4.9% -0.9% -43.5M 2.42B -35.9M 0.92 1.93 N/A N/A 178,236 163,972 2,190,452 1,468,267 2023-01-09 $88.22 $95.00 41.0% 11.2% 31.9% 65.7% 40.6% 5.5% -1.5% -27.5M 2.01B -36.3M 0.67 1.95 N/A N/A 139,690 93,581 2,170,914 1,450,007 2023-01-10 $88.19 $90.00 41.1% 11.2% 31.9% 66.1% 39.9% 5.4% -1.7% -27.6M 2.00B -36.2M 0.91 2.04 N/A N/A 82,540 75,183 2,189,920 1,461,974 2023-01-11 $91.25 $90.00 41.3% 11.6% 34.5% 66.9% 39.1% 5.3% -1.0% 12.7M 593.6M -38.5M 1.63 2.41 N/A N/A 125,738 205,412 2,215,690 1,475,386 2023-01-12 $90.95 $90.00 38.8% 11.0% 32.4% 56.5% 37.7% 4.8% -0.7% 18.7M 844.0M -37.7M 1.13 2.18 N/A N/A 115,638 130,218 2,238,394 1,486,379 2023-01-13 $91.97 $90.00 37.0% 10.6% 32.7% 49.0% 36.5% 4.6% 0.0% 73.5M 351.0M -37.4M 0.76 2.25 N/A N/A 145,233 110,687 2,249,393 1,497,403 2023-01-17 $91.32 $90.00 39.1% 11.2% 28.3% 58.0% 38.3% 5.0% -2.4% -5.9M 829.4M -37.0M 0.74 2.09 N/A N/A 121,374 89,685 2,217,280 1,472,369 2023-01-18 $91.43 $90.00 38.9% 11.1% 28.3% 56.8% 37.9% 5.1% -1.1% 3.3M 769.3M -36.7M 1.86 2.68 N/A N/A 130,980 243,714 2,256,190 1,491,245 2023-01-19 $93.12 $90.00 38.7% 11.2% 27.3% 56.2% 39.4% 5.5% -1.5% 26.7M -147.6M -38.3M 0.59 2.86 N/A N/A 204,691 121,641 2,288,615 1,506,133 2023-01-20 $97.77 $90.00 37.3% 10.8% 31.8% 50.2% 39.0% 4.9% -1.4% 38.6M -3.05B -40.9M 0.60 3.06 N/A N/A 407,460 243,579 2,332,207 1,525,398 2023-01-23 $99.57 $95.00 36.6% 11.0% 32.2% 47.2% 38.7% 4.8% -1.6% 90.1M -2.28B -41.5M 0.76 2.62 N/A N/A 197,040 149,795 1,665,722 1,089,801 2023-01-24 $97.28 $95.00 36.8% 11.3% 31.7% 48.1% 38.1% 5.6% -1.3% 52.0M -1.23B -41.7M 0.96 4.71 N/A N/A 147,211 141,002 1,716,240 1,158,556 2023-01-25 $94.78 $95.00 37.6% 11.6% 32.9% 51.4% 41.7% 5.3% -1.8% 10.4M -71.5M -40.6M 1.00 3.08 N/A N/A 199,209 199,814 1,763,900 1,196,587 2023-01-26 $97.35 $95.00 36.1% 11.3% 33.0% 44.9% 39.7% 4.9% -1.4% 94.6M -1.52B -41.6M 0.69 2.90 N/A N/A 159,636 110,862 1,823,301 1,231,501 2023-01-27 $99.72 $95.00 35.6% 11.2% 32.4% 43.0% 39.2% 3.9% -1.5% 281.1M -2.65B -43.2M 0.60 5.29 N/A N/A 238,875 142,230 1,835,316 1,262,710 2023-01-30 $97.13 $95.00 37.9% 12.6% 33.3% 52.7% 44.8% 4.4% -1.0% 51.0M -1.07B -42.4M 0.75 4.46 N/A N/A 106,573 80,101 1,766,212 1,219,598 2023-01-31 $98.50 $94.00 37.9% 12.8% 33.0% 52.5% 44.9% 4.3% -1.2% 63.8M -1.62B -43.0M 0.85 2.45 N/A N/A 88,567 75,626 1,797,299 1,247,768
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