GOOG Options History — February 2020

In February 2020, GOOG traded between $65.34 and $76.39. ATM implied volatility averaged 24.1%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 0.4% (HV 20d: 24.5%). Max pain ranged from $70.00 to $71.50. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.79.

Notable Days

  • 2020-02-03: Highest Volume — 1,442,880 contracts
  • 2020-02-04: Largest IV drop — 37.0% change
  • 2020-02-03: Highest IV Rank — 100.0%
  • 2020-02-28: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$73.15$65.34$76.39$74.06$65.34
Max Pain$71.14$70.00$71.50$71.50$71.50
ATM IV24.1%17.5%44.4%33.0%44.4%
Expected Move7.1%5.1%14.0%10.8%14.0%
HV 20d24.5%20.8%31.8%20.8%31.8%
HV 60d17.9%16.0%22.6%16.0%22.6%
IV Rank49.6%19.9%100.0%100.0%100.0%
IV Percentile55.4%17.5%100.0%100.0%100.0%
Term Structure-0.4%-1.8%0.3%-1.8%-1.7%
VWIV25.0%18.1%49.1%38.1%49.1%
Skew 25d3.3%0.3%13.8%1.8%13.8%
Skew 10d7.0%1.2%31.2%3.5%31.2%
Call IV 25d22.9%17.2%39.8%31.4%39.8%
Put IV 25d26.2%18.7%53.6%33.3%53.6%
Bid-Ask Spread %43.5227.6754.7341.8832.67
Gamma HHI0.040.020.090.030.02
Net GEX135.7M-85.4M360.8M87.4M-58.7M
Net DEX-3.37B-6.53B2.34B-3.77B2.34B
Net VEX-24.0M-26.4M-22.2M-24.0M-26.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.511.100.631.04
Total Volume610,644.211315,5001,442,8801,442,880440,520
Total OI3,415,305.2632,753,6404,014,6202,903,7803,326,940

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-02-03$74.06$71.5033.0%10.8%20.8%100.0%38.1%1.8%-1.8%87.4M-3.77B-24.0M0.6341.88883,640559,2401,401,9401,501,840
2020-02-04$72.21$71.5020.8%5.7%22.2%36.7%20.7%0.9%-0.3%-36.1M-1.99B-23.7M0.9051.82747,060669,8601,862,3001,849,480
2020-02-05$72.32$71.5022.9%5.9%22.2%47.7%20.9%0.3%-0.7%1.3M-2.44B-25.0M0.7754.07350,180269,2001,970,4001,916,820
2020-02-06$73.71$70.0020.0%5.7%22.9%32.8%20.0%0.7%-0.5%246.9M-4.54B-24.6M0.6346.46519,760325,0002,005,4801,976,440
2020-02-07$73.92$70.0020.3%5.8%22.8%34.1%20.3%1.1%-0.0%281.4M-4.72B-24.3M0.5441.98434,960236,8602,023,7801,990,840
2020-02-10$75.26$70.2521.1%6.0%23.5%38.4%21.1%1.0%-0.1%242.5M-5.46B-23.8M0.5140.73394,020199,2801,666,3201,617,020
2020-02-11$75.61$70.5021.1%6.0%23.4%38.1%20.9%2.0%-0.3%288.9M-5.88B-24.3M0.5538.99518,880284,2201,758,7601,685,540
2020-02-12$75.97$71.0018.9%5.4%23.4%26.7%19.4%1.4%0.1%306.1M-6.40B-23.9M0.5344.03240,320127,8401,814,6801,798,980
2020-02-13$75.73$71.0018.7%5.4%23.5%25.9%19.1%1.9%0.1%300.1M-6.15B-23.9M0.8343.87195,260162,4801,840,9201,826,900
2020-02-14$75.95$71.0017.5%5.1%23.4%19.9%18.1%1.4%0.1%256.3M-6.53B-23.0M0.7652.19250,080189,7601,868,3001,871,800
2020-02-18$76.14$71.5018.4%5.3%22.4%24.4%19.0%1.7%0.2%329.8M-5.94B-22.7M0.9251.03192,640176,8201,632,4801,575,940
2020-02-19$76.39$71.5017.7%5.1%22.4%20.6%18.4%1.6%-0.3%360.8M-6.21B-22.2M0.8850.55168,080147,4201,663,5601,650,300
2020-02-20$75.87$71.5018.9%5.4%22.5%26.6%19.1%1.9%0.1%219.5M-5.38B-22.5M0.7554.73203,220152,2001,670,5601,686,860
2020-02-21$74.26$71.5021.6%6.2%23.9%41.2%22.6%3.4%0.3%-85.4M-3.10B-23.6M1.1049.90315,140345,9401,690,5601,726,560
2020-02-24$71.35$71.5026.0%7.6%27.3%63.8%26.8%4.6%-0.4%-20.0M-666.6M-23.7M0.9435.95273,320256,4201,343,9001,409,740
2020-02-25$69.51$71.5030.5%9.1%27.7%87.1%31.7%6.7%-0.8%-38.3M444.2M-24.8M1.0334.45253,200260,3601,441,4601,504,520
2020-02-26$69.78$71.5028.9%8.6%27.2%78.8%30.4%6.8%-0.7%-39.7M373.5M-25.3M0.7933.92213,980169,4201,530,4201,589,440
2020-02-27$66.54$71.5037.0%11.2%31.5%100.0%39.7%9.7%-1.6%-63.8M1.97B-25.2M0.8627.67256,240219,4201,582,7201,616,300
2020-02-28$65.34$71.5044.4%14.0%31.8%100.0%49.1%13.8%-1.7%-58.7M2.34B-26.4M1.0432.67216,260224,2601,664,2001,662,740