GOOG Options History — March 2021 In March 2021, GOOG traded between $101.28 and $106.01. ATM implied volatility averaged 28.0%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 1.5% (HV 20d: 26.4%). Max pain ranged from $86.00 to $103.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.01.
Notable Days 2021-03-19 : Highest Volume — 768,860 contracts2021-03-18 : Largest IV spike — 11.7% change2021-03-30 : Highest IV Rank — 21.1%2021-03-04 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $103.20 $101.28 $106.01 $104.05 $103.67 Max Pain $99.58 $86.00 $103.00 $86.00 $102.50 ATM IV 28.0% 24.1% 31.9% 26.5% 30.0% Expected Move 7.7% 6.4% 9.0% 7.4% 6.4% HV 20d 26.4% 17.7% 33.0% 33.0% 25.6% HV 60d 31.2% 29.6% 32.1% 29.7% 31.5% IV Rank 9.4% 0.6% 21.1% 4.9% 19.6% IV Percentile 31.5% 0.4% 50.0% 22.2% 49.2% Term Structure 1.2% -0.7% 4.7% 0.1% -0.5% VWIV 28.2% 24.0% 33.4% 27.2% 24.0% Skew 25d 4.7% 3.7% 7.2% 4.1% 4.2% Skew 10d 10.5% 8.8% 15.3% 9.6% 9.5% Call IV 25d 26.2% 22.9% 30.1% 25.1% 28.7% Put IV 25d 30.9% 26.6% 36.5% 29.2% 32.8% Bid-Ask Spread % 40.27 27.54 57.04 57.04 47.75 Gamma HHI 0.04 0.02 0.13 0.05 0.06 Net GEX 82.8M -241.7M 397.8M 145.5M 272.4M Net DEX -7.29B -10.99B -3.42B -9.23B -6.05B Net VEX -38.0M -40.4M -36.1M -36.9M -36.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.60 1.59 0.84 1.07 Total Volume 396,942.609 208,320 768,860 312,260 408,660 Total OI 3,649,623.478 3,029,200 4,231,520 3,420,240 3,526,080
Daily Data (23 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 Vol Put Vol Call OI Put OI 2021-03-01 $104.05 $86.00 26.5% 7.4% 33.0% 4.9% 27.2% 4.1% 0.1% 145.5M -9.23B -36.9M 0.84 57.04 170,000 142,260 1,789,460 1,630,780 2021-03-02 $104.16 $86.00 26.4% 7.4% 31.6% 4.7% 26.2% 3.8% 0.1% 171.7M -9.26B -38.0M 1.21 55.12 132,500 159,760 1,851,640 1,695,280 2021-03-03 $102.04 $86.00 29.0% 8.5% 32.4% 9.6% 31.3% 5.3% -0.1% 14.3M -7.43B -39.5M 1.22 50.57 173,240 211,220 1,884,740 1,788,680 2021-03-04 $102.70 $99.00 31.9% 9.0% 17.7% 15.0% 32.5% 7.2% -0.5% 45.9M -7.83B -40.4M 0.86 27.54 268,260 229,400 1,920,600 1,875,300 2021-03-05 $105.39 $100.00 29.1% 8.2% 19.5% 9.8% 29.9% 5.4% -0.3% 397.8M -10.48B -37.7M 0.73 38.71 293,160 214,700 1,938,640 1,885,340 2021-03-08 $101.92 $100.00 31.6% 9.0% 22.5% 14.6% 33.4% 5.7% -0.4% 75.1M -7.51B -39.4M 1.02 27.69 190,800 194,520 1,843,780 1,701,320 2021-03-09 $102.97 $100.00 28.0% 8.2% 22.8% 7.8% 32.3% 4.4% 0.5% 77.7M -8.26B -38.6M 0.86 28.27 174,120 149,100 1,905,040 1,775,600 2021-03-10 $103.05 $100.00 28.6% 8.3% 22.7% 8.9% 30.7% 4.2% 0.5% 98.1M -8.35B -39.0M 0.93 32.01 108,080 100,240 1,991,840 1,846,600 2021-03-11 $106.01 $100.00 27.1% 7.8% 24.9% 5.9% 28.4% 4.2% 0.3% 329.3M -10.99B -37.6M 0.80 30.71 257,440 205,000 2,019,520 1,883,500 2021-03-12 $103.17 $100.00 28.4% 8.2% 26.8% 8.6% 29.2% 5.3% 0.4% 93.6M -8.30B -38.2M 0.60 33.07 415,720 248,400 2,091,880 1,938,260 2021-03-15 $102.83 $102.50 27.6% 8.0% 26.8% 7.0% 27.8% 4.6% 1.1% 45.0M -8.14B -37.4M 0.94 40.50 155,360 145,280 1,977,500 1,800,540 2021-03-16 $104.90 $102.50 26.3% 7.6% 27.6% 4.5% 27.5% 4.4% 1.2% 157.7M -9.65B -37.6M 0.73 35.74 291,880 211,980 2,008,860 1,883,820 2021-03-17 $104.58 $102.50 26.2% 7.5% 27.6% 4.4% 27.4% 4.7% 1.0% 118.2M -9.24B -38.1M 1.39 41.33 207,820 288,060 2,073,880 1,940,840 2021-03-18 $102.17 $103.00 29.3% 8.3% 28.7% 10.1% 29.8% 5.8% 1.0% -64.3M -7.07B -39.4M 0.90 35.34 204,140 184,680 2,130,780 2,022,320 2021-03-19 $102.51 $102.75 26.7% 7.5% 28.6% 7.5% 27.3% 5.8% 1.2% -241.7M -7.43B -38.1M 1.08 37.40 370,020 398,840 2,175,120 2,056,400 2021-03-22 $102.27 $102.50 24.9% 6.9% 28.0% 2.9% 25.1% 4.6% 4.3% -2.4M -4.47B -36.1M 0.82 47.20 192,640 158,720 1,503,440 1,525,760 2021-03-23 $102.81 $102.50 24.1% 6.8% 28.0% 0.6% 24.3% 3.8% 4.4% 52.8M -4.91B -37.1M 1.10 43.82 120,740 132,340 1,619,760 1,623,700 2021-03-24 $102.66 $102.50 25.5% 7.2% 27.8% 5.3% 26.1% 3.7% 4.0% 27.5M -4.75B -37.9M 1.37 43.36 100,640 138,360 1,642,960 1,672,080 2021-03-25 $102.75 $102.50 27.3% 7.4% 26.1% 10.9% 27.4% 4.3% 4.7% 20.8M -4.65B -38.4M 1.19 40.65 147,920 176,200 1,668,340 1,750,260 2021-03-26 $101.28 $102.50 27.8% 7.3% 26.3% 12.6% 26.7% 4.5% 4.5% -123.2M -3.42B -37.6M 1.07 43.37 203,220 217,120 1,701,360 1,810,720 2021-03-29 $102.75 $102.50 30.3% 7.3% 26.6% 20.7% 28.0% 4.2% -0.2% 74.9M -4.95B -37.5M 0.90 43.50 162,300 146,020 1,593,780 1,620,540 2021-03-30 $102.88 $102.50 30.4% 7.0% 26.6% 21.1% 26.4% 4.2% -0.7% 116.4M -5.29B -36.7M 1.59 45.60 126,720 202,100 1,672,460 1,682,240 2021-03-31 $103.67 $102.50 30.0% 6.4% 25.6% 19.6% 24.0% 4.2% -0.5% 272.4M -6.05B -36.8M 1.07 47.75 196,960 211,700 1,730,840 1,795,240
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