GOOG Options History — April 2021 In April 2021, GOOG traded between $106.98 and $121.63. ATM implied volatility averaged 28.0%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 4.3% (HV 20d: 23.7%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.91.
Notable Days 2021-04-28 : Highest Volume — 1,548,640 contracts2021-04-28 : Largest IV drop — 20.9% change2021-04-20 : Highest IV Rank — 30.8%2021-04-20 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $114.61 $106.98 $121.63 $106.98 $120.74 Max Pain $104.30 $100.00 $110.00 $102.50 $110.00 ATM IV 28.0% 20.8% 31.5% 29.2% 20.8% Expected Move 7.7% 5.8% 9.0% 6.0% 5.8% HV 20d 23.7% 21.0% 29.8% 27.8% 22.6% HV 60d 30.2% 23.1% 32.9% 32.1% 23.1% IV Rank 17.7% 0.0% 30.8% 17.2% 0.0% IV Percentile 39.4% 0.0% 57.5% 46.4% 0.0% Term Structure -0.9% -1.7% 0.2% -0.5% 0.2% VWIV 27.9% 20.7% 32.8% 21.4% 20.7% Skew 25d 2.5% 1.1% 3.2% 3.2% 2.9% Skew 10d 5.5% 2.9% 8.1% 8.1% 6.2% Call IV 25d 27.2% 19.5% 30.4% 28.3% 19.5% Put IV 25d 29.6% 22.2% 33.4% 31.5% 22.4% Bid-Ask Spread % 38.11 23.59 57.97 51.58 55.92 Gamma HHI 0.07 0.03 0.36 0.05 0.05 Net GEX 292.7M -3.7M 671.3M 344.1M 313.8M Net DEX -10.79B -12.99B -8.04B -9.31B -12.00B Net VEX -35.9M -41.3M -33.7M -35.3M -41.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.91 0.60 1.79 0.63 1.08 Total Volume 582,907.619 310,720 1,548,640 798,860 837,960 Total OI 3,814,580.952 3,342,960 4,500,600 3,615,300 4,500,600
Daily Data (21 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 2021-04-01 $106.98 $102.50 29.2% 6.0% 27.8% 17.2% 21.4% 3.2% -0.5% 344.1M -9.31B -35.3M 0.63 51.58 490,940 307,920 1,772,840 1,842,460 2021-04-05 $111.36 $100.00 30.0% 8.1% 29.8% 22.5% 29.8% 2.4% -0.7% 324.1M -11.14B -34.7M 0.71 23.59 271,860 193,320 1,704,500 1,641,440 2021-04-06 $111.08 $100.25 29.0% 7.9% 26.7% 20.0% 28.4% 2.5% -0.9% 280.7M -10.78B -34.7M 1.21 27.23 216,740 262,840 1,799,200 1,787,360 2021-04-07 $112.64 $102.00 29.7% 7.8% 26.8% 23.5% 28.9% 2.6% -1.2% 301.3M -11.94B -34.5M 0.81 27.01 250,140 203,640 1,848,660 1,936,160 2021-04-08 $113.32 $102.50 28.8% 7.8% 26.8% 19.9% 28.7% 2.5% -1.3% 353.1M -12.33B -34.5M 0.84 33.95 230,520 193,580 1,875,700 2,004,060 2021-04-09 $114.00 $102.50 28.7% 7.7% 25.3% 19.6% 28.0% 2.4% -1.7% 406.3M -12.77B -33.7M 0.87 33.37 296,160 257,460 1,900,920 2,059,620 2021-04-12 $112.54 $103.75 29.4% 7.9% 23.4% 22.1% 28.7% 2.5% -1.4% 241.8M -10.57B -35.5M 0.72 32.29 214,840 154,640 1,797,020 1,811,080 2021-04-13 $113.58 $104.00 29.2% 8.0% 23.3% 21.5% 31.7% 2.9% -1.2% 331.7M -11.40B -35.6M 1.35 31.90 307,440 414,220 1,870,960 1,879,220 2021-04-14 $113.00 $104.00 29.3% 8.0% 22.9% 21.7% 29.1% 2.7% -1.4% 236.9M -10.60B -37.2M 0.65 33.25 188,800 121,920 1,901,300 2,006,420 2021-04-15 $115.11 $104.00 28.8% 8.0% 23.3% 19.8% 28.7% 2.9% -1.2% 417.7M -12.35B -35.6M 0.60 33.67 292,080 176,140 1,931,580 2,062,100 2021-04-16 $114.98 $104.00 27.9% 7.7% 21.0% 16.0% 27.2% 2.5% -1.3% 671.3M -12.37B -34.0M 0.60 38.78 268,020 160,520 1,973,140 2,113,860 2021-04-19 $115.08 $104.00 30.1% 8.5% 21.0% 25.1% 30.4% 2.2% -0.9% 226.5M -9.31B -35.7M 0.64 35.13 315,780 201,560 1,633,760 1,709,200 2021-04-20 $114.82 $104.00 31.5% 9.0% 21.0% 30.8% 32.2% 3.1% -1.1% 164.0M -9.12B -36.7M 1.79 30.77 136,000 242,880 1,751,340 1,822,560 2021-04-21 $114.51 $105.00 29.8% 8.5% 21.3% 23.9% 32.8% 2.5% -0.7% 108.5M -8.95B -36.1M 1.04 36.92 183,500 190,320 1,778,820 1,972,140 2021-04-22 $113.56 $105.00 30.2% 8.7% 21.7% 25.4% 30.9% 2.9% -1.0% -3.7M -8.04B -36.9M 1.09 33.99 193,520 210,240 1,795,400 2,016,500 2021-04-23 $115.95 $105.00 27.9% 8.1% 22.3% 16.3% 29.2% 2.4% -1.1% 351.6M -10.30B -36.4M 0.77 38.37 396,280 307,000 1,843,720 2,082,580 2021-04-26 $116.56 $105.00 27.2% 8.0% 21.0% 13.4% 28.5% 1.4% -0.9% 126.3M -9.27B -36.4M 1.02 44.30 181,120 184,540 1,691,780 1,878,140 2021-04-27 $115.67 $105.50 26.9% 8.0% 21.4% 12.1% 28.1% 1.1% -0.8% 102.4M -8.95B -36.2M 1.07 47.78 342,720 368,320 1,777,420 1,966,440 2021-04-28 $119.73 $107.50 21.3% 5.9% 23.6% 0.0% 20.8% 1.8% 0.1% 377.4M -12.13B -34.1M 0.73 57.97 897,180 651,460 1,902,560 2,147,580 2021-04-29 $121.63 $109.75 21.3% 6.0% 23.8% 0.3% 21.1% 2.6% 0.1% 471.1M -12.99B -39.6M 0.90 52.54 487,600 439,340 2,040,680 2,275,380 2021-04-30 $120.74 $110.00 20.8% 5.8% 22.6% 0.0% 20.7% 2.9% 0.2% 313.8M -12.00B -41.3M 1.08 55.92 402,740 435,220 2,096,320 2,404,280
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