thetaOwl

GOOGL

Alphabet Inc.Close $380.34EOD only
Max Pain
$385.00
Next expiry Jun 1, 2026
Expected Move
±$5.36
1.4% from close
Price Gap
+4.66
Distance to max pain
IV Rank
37
Middle-high premium
P/C OI
0.90
Balanced positioning
Consensus
9.0/10
Bullish tilt
Published snapshot: May 29, 2026 close
End-of-day snapshot

This page reflects GOOGL options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 29, 2026 close
GOOGL Flow Report
Analysis based on market close April 14, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

You are viewing an older report from April 14, 2026. A newer flow report is available for May 26, 2026.

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Flow Verdict

BiasBullish
Confirmation: Sustained net premium >$200M driven by call premium at $320-$335 and additional call OI building at $345; spot stays >$330 into next expirations while GEX concentration at $330/$345 holds.
Invalidation: Net premium flips negative or P/C volume ratio moves >0.9 towards puts; rapid unwinding of call OI at $330-$335 or spot closes <$325 with follow-through.
Confidence:
7.5 / 10
base 5; +2 GEX/flow strongly aligned; +1 GEX positive (pinning); -1 spot 6.5% from MP; +0.5 VIX 18

Watch next session: Further call premium / OI flow at $330-$335 (same-dated expiries); Put flow or roll activity into $300-$320 strikes that would reduce dealer GEX

Flow Summary

Net premium: +$271.4M bullish

P/C volume ratio: 0.50 — call-dominant (heavy call flow today)

P/C OI ratio: 0.82 — moderate call lean in positioning (OI still shows sizable put base)

Large, concentrated call premium and volume (especially at/just above spot: $320-$335 and heavy OI at $345) signals institutional call accumulation and dealer short-gamma positioning (GEX +265.1M). The regime is pinning — dealers are likely buying underlying into intraday upside to hedge short call exposure, making $330-$345 an active magnet/resistance band while net flow remains bullish.

Notable Prints

#1
GOOGL 2026-04-17 $322.50 Put
Vol: 11,914
OI: 202
Vol/OI: 59.0x
IV: 28.1%
Notional: ~$846k
Intent: Short-dated put buying (protective or pick-up of cheap downside exposure into expiry); likely a directional hedge against upside call exposure or a tactical speculative long-put position.
Dual read: Bought puts (bearish/insurance) or sold puts (large index/stock financing leg) — but high vol/OI ratio + OTM strike suggests fresh buy interest.

Read-through: Significant flow into 4/17 downside protection but not large enough in notional to offset the heavy call premium; consistent with selective hedging rather than broad institutional risk-off.

#2
GOOGL 2026-04-15 $335.00 Call
Vol: 15,777
OI: 632
Vol/OI: 25.0x
IV: 21.5%
Notional: ~$1.78M
Intent: Aggressive short-dated call buying (directional bullish ahead of expiry or pinning activity to keep spot elevated near this strike).
Dual read: Fresh long calls (bullish) or write/overwritten call blocks (neutral) — heavy volume and lower IV favors buyers absorbing calls rather than sellers initiating new short exposure.

Read-through: Adds to dealer short-call exposure around $335 and reinforces pinning pressure just above spot into the 4/15 expiry.

#3
GOOGL 2026-04-15 $332.50 Call
Vol: 12,390
OI: 586
Vol/OI: 21.1x
IV: 22.4%
Notional: ~$2.85M
Intent: Very active ITM call buying (directional bullish or closing/rolling existing positions into the expiry); high notional and ITM status implies genuine directional exposure.
Dual read: Buy-to-open calls (bullish) or seller-initiated blocks/overwrite (less likely given IV and relative notional).

Read-through: Largest single-dollar exposure among prints — institutional bullish conviction into the imminent expiry; dealers likely short-delta and buying stock as hedge, supporting the pin at/above spot.

#4
GOOGL 2026-04-17 $330.00 Put
Vol: 8,117
OI: 878
Vol/OI: 9.2x
IV: 26.6%
Notional: ~$1.95M
Intent: Near-the-money put activity into 4/17 — could be protective (insurance) or part of a fly/collar structure against existing call exposure.
Dual read: Bought puts (defensive) or opened as leg of a structured trade (neutral hedging).

Read-through: Not insignificant notional and sits near strong GEX concentration at $330; dealers may delta-hedge these buys, but net call skew dominance keeps overall bias bullish.

#5
GOOGL 2026-04-15 $320.00 Put
Vol: 10,325
OI: 761
Vol/OI: 13.6x
IV: 30.1%
Notional: ~$93k
Intent: High-volume low-premium puts (lottery or cheap hedge); small notional suggests speculative/retail activity rather than large institutional hedging.
Dual read: Bought cheap downside (speculative) or sell-to-open as part of a spread — small dollar value supports noise interpretation.

Read-through: Adds to short-term put interest but economically small; doesn't materially change dealer GEX or offset the large call premium.

Institutional Positioning

Call additions: Concentrated additions at $320-$335 (premium leaders: $330 net $44,896,666; $320 net $33,719,519; $335 net $17,218,314) with heavy OI at $345 (55,634) and $340/$335/$330 clusters — clear institutional call accumulation centered just above and around spot.

Put additions: Selective short-dated put buys at $322.50, $330 and $320 show targeted downside protection but total put dollar flow is small relative to call premium; longer-dated protective OI exists at $200-$215 but not active intraday.

GEX/DEX consistency: Yes — positive Total GEX +$265.1M and DEX +84.6M shares align with bullish flow and pinning behavior (dealers are net short calls and short-gamma, likely buying underlying into upticks).

OI clusters: $345 call wall (55,634 OI), $340-$335-$330 strong call concentrations (51,531; 50,097; 28,598 respectively); largest put clusters are far lower ($250/$310/$280) — call OI creates resistance/magnet region between $330-$345.

Hedging evidence: Some near-term protective put activity (4/15 & 4/17 at $322.50, $330, $320) consistent with tactical hedging or collars, but not enough aggregate notional to offset call-driven dealer short-gamma. No widespread large-scale collars detected in the near-term chains.

Max pain context: Max pain for the nearest expiries is lower ($312 on 4/15, $300 on 4/17), but spot is above MP and trend shows MP drifting lower; heavy call activity is keeping spot elevated and creating short-call dealer hedging that pins toward the $330-$345 band rather than MP.

Signal vs Noise

~Many prints concentrated on 2026-04-15 and 2026-04-17 — expect expiry-related positioning and gamma-pin dynamics (not all high volume calls are fresh directional delta; some are expiry squeezes).
~$320.00 4/15 puts (low premium, ~$93k notional) are likely retail/lottery activity — small economic weight versus call flow.
~Large volume/OI ratios at single strikes (eg. $322.50P vol/OI 59x) can indicate small pre-existing OI being overwhelmed by buyer interest into expiry — often expiry-driven and short-term hedge, not long-term repositioning.
~Dealer inventory adjustments implied by positive GEX will produce delta-hedging flows that amplify directional moves; part of today's flow could be market maker hedging rather than pure institutional directional conviction.

Key Conclusions

🐂Net premium +$271.4M and P/C volume 0.50 indicate clear call-dominant institutional buying concentrated at $320-$335, driving a bullish short-term bias.
📌GEX concentration (+$46.5M at $330 and +$35.9M at $345) makes $330-$345 the active pin / magnet range — dealers short calls will buy underlying into dips and can cap upside near those strikes.
🕒Flow heavily expiry-focused (4/15 and 4/17); expect gamma-driven intraday price sensitivity and possible pinning into those expiries rather than durable long-term repositioning.
🛡️Selective put buying at $322.50 and $330 suggests tactical protective hedges, but put notional is small relative to call accumulation — hedges will blunt but not reverse bullish dealer hedging.
👀Watch same-dated call flow at $330-$335 and any rapid increase in put premium or P/C ratio; a flip would quickly reduce dealer long-delta hedges and invalidate the bullish thesis.
How to Use These Reports
This flow reflects the market close on April 14, 2026.
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Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

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If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.