GOOG Options History — January 2021

In January 2021, GOOG traded between $86.62 and $96.07. ATM implied volatility averaged 34.8%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 10.3% (HV 20d: 24.5%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.66.

Notable Days

  • 2021-01-20: Highest Volume — 1,124,080 contracts
  • 2021-01-27: Largest IV spike — 20.8% change
  • 2021-01-27: Highest IV Rank — 42.3%
  • 2021-01-27: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$90.49$86.62$96.07$86.62$92.11
Max Pain$82.99$80.00$85.00$80.00$85.00
ATM IV34.8%32.0%42.7%34.3%38.4%
Expected Move9.9%8.9%13.0%9.6%11.6%
HV 20d24.5%17.2%35.2%17.2%35.2%
HV 60d26.6%25.0%28.0%26.9%27.1%
IV Rank29.0%24.4%42.3%28.1%35.1%
IV Percentile60.4%50.4%89.3%59.1%77.0%
Term Structure-1.1%-2.0%-0.6%-1.2%-1.1%
VWIV34.6%31.1%45.3%33.9%40.7%
Skew 25d3.2%0.9%6.4%6.4%3.4%
Skew 10d6.2%0.8%12.0%12.0%6.4%
Call IV 25d33.7%31.2%41.8%33.0%37.5%
Put IV 25d36.9%34.4%44.0%39.3%40.9%
Bid-Ask Spread %37.0826.8945.4228.2241.18
Gamma HHI0.040.030.100.030.03
Net GEX255.9M39.9M667.5M196.5M122.2M
Net DEX-9.05B-12.38B-6.31B-7.65B-7.01B
Net VEX-35.1M-39.1M-33.3M-35.0M-39.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.380.920.860.82
Total Volume584,443.158323,0401,124,080523,440465,420
Total OI4,132,973.6843,086,4404,943,4404,283,9403,819,620

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-01-04$86.62$80.0034.3%9.6%17.2%28.1%33.9%6.4%-1.2%196.5M-7.65B-35.0M0.8628.22281,960241,4802,357,5801,926,360
2021-01-05$86.92$80.0034.0%9.3%17.3%27.6%32.3%5.1%-1.0%201.4M-7.92B-35.5M0.8326.89176,080146,9602,450,4202,052,460
2021-01-06$86.63$80.0033.5%9.1%17.2%26.8%31.6%4.7%-0.7%158.3M-7.52B-34.7M0.7332.77313,040227,8402,457,9002,128,900
2021-01-07$89.05$80.0033.2%8.9%20.1%26.3%31.3%4.7%-1.0%434.5M-10.85B-33.7M0.5535.24463,520254,1602,525,4802,167,740
2021-01-08$90.20$83.0033.3%9.0%18.8%26.5%31.9%4.1%-1.3%667.5M-12.38B-33.7M0.5834.56461,620269,8402,595,4802,192,160
2021-01-11$88.41$83.0035.3%9.5%20.2%29.9%33.0%4.1%-1.7%287.1M-9.56B-34.2M0.6933.36265,400184,0602,469,0202,028,560
2021-01-12$87.37$83.0035.4%9.7%20.6%30.0%33.9%3.7%-1.3%175.6M-8.42B-34.4M0.9234.20300,000276,9602,525,7002,129,000
2021-01-13$87.93$83.0033.6%9.3%20.5%26.9%32.5%2.9%-1.1%163.8M-9.20B-34.0M0.5937.10211,260124,5202,568,4602,241,680
2021-01-14$87.31$83.0033.9%9.4%20.6%27.5%33.0%3.2%-1.2%66.5M-8.40B-34.1M0.6434.26266,820169,5802,591,4802,280,480
2021-01-15$87.09$83.0032.0%9.0%20.7%24.4%31.1%3.0%-1.1%39.9M-8.13B-33.6M0.7535.85375,160282,9802,627,8202,315,620
2021-01-19$89.64$83.5032.8%9.3%22.7%25.7%33.0%3.1%-1.1%209.5M-6.49B-34.2M0.6537.09445,460288,9601,754,0601,332,380
2021-01-20$94.69$83.7534.8%10.0%29.1%29.0%35.2%1.3%-1.9%312.6M-10.81B-33.3M0.5939.94705,360418,7201,907,3201,449,860
2021-01-21$94.90$84.0033.4%9.6%29.1%26.7%34.3%1.8%-1.0%449.7M-11.21B-34.3M0.5541.48567,920311,9602,078,0001,565,960
2021-01-22$95.36$84.0033.1%9.6%28.6%26.2%33.7%2.2%-0.6%367.2M-11.48B-35.2M0.5141.54400,640202,4802,146,6801,657,540
2021-01-25$94.64$84.5035.3%10.4%28.8%29.8%36.7%1.1%-0.7%272.5M-9.45B-35.2M0.6541.14331,460216,5201,939,3601,364,200
2021-01-26$96.07$84.5035.3%10.5%28.8%29.9%36.7%0.9%-0.8%330.3M-10.74B-35.9M0.3844.69310,180119,3002,038,8801,473,500
2021-01-27$91.03$84.5042.7%13.0%34.5%42.3%45.3%2.2%-2.0%151.7M-6.31B-39.1M0.7239.63360,240258,6202,063,0601,526,580
2021-01-28$93.32$85.0036.2%10.8%35.2%31.4%37.7%2.4%-0.8%254.7M-8.42B-38.2M0.6145.42254,040153,9002,133,4401,643,760
2021-01-29$92.11$85.0038.4%11.6%35.2%35.1%40.7%3.4%-1.1%122.2M-7.01B-39.1M0.8241.18255,820209,6002,135,9401,683,680