GOOGL Options History — June 2017 In June 2017, GOOGL traded between $46.62 and $50.25. ATM implied volatility averaged 19.0%, placing in the 43.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.0% (HV 20d: 18.0%). Max pain ranged from $45.00 to $48.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.89.
Notable Days 2017-06-09 : Highest Volume — 1,600,480 contracts2017-06-26 : Largest IV spike — 23.2% change2017-06-29 : Highest IV Rank — 99.7%2017-06-29 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $48.66 $46.62 $50.25 $49.36 $46.62 Max Pain $47.61 $45.00 $48.00 $45.00 $47.50 ATM IV 19.0% 14.1% 28.7% 15.2% 28.3% Expected Move 5.1% 4.2% 6.2% 4.2% 5.6% HV 20d 18.0% 12.6% 22.3% 12.8% 22.1% HV 60d 16.5% 14.5% 18.4% 14.5% 18.4% IV Rank 43.2% 17.3% 99.7% 22.8% 97.4% IV Percentile 53.8% 22.6% 99.6% 32.5% 98.0% Term Structure 1.1% -1.3% 6.0% -0.2% -1.3% VWIV 18.1% 14.9% 21.1% 15.1% 19.6% Skew 25d 2.0% 0.7% 3.4% 1.1% 2.4% Skew 10d 4.1% 2.5% 7.2% 2.7% 4.8% Call IV 25d 18.2% 13.8% 27.9% 14.9% 27.9% Put IV 25d 20.2% 15.1% 30.8% 16.1% 30.4% Bid-Ask Spread % 40.17 28.19 58.88 42.60 48.54 Gamma HHI 0.07 0.03 0.32 0.07 0.04 Net GEX 142.9M -49.7M 548.6M 195.0M -17.7M Net DEX -3.49B -6.22B -353.9M -5.11B -353.9M Net VEX -26.6M -30.0M -23.9M -24.6M -29.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.89 0.51 1.22 0.73 0.86 Total Volume 855,391.818 517,260 1,600,480 637,900 977,040 Total OI 4,734,483.636 4,099,540 5,438,100 4,615,760 5,249,140
Daily Data (22 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-06-01 $49.36 $45.00 15.2% 4.2% 12.8% 22.8% 15.1% 1.1% -0.2% 195.0M -5.11B -24.6M 0.73 42.60 N/A N/A 368,780 269,120 2,182,080 2,433,680 2017-06-02 $49.73 $45.00 15.1% 4.2% 12.7% 22.5% 14.9% 1.1% 0.0% 548.6M -5.98B -24.6M 0.51 43.77 N/A N/A 627,540 317,260 2,260,440 2,484,320 2017-06-05 $50.25 $47.75 15.3% 4.8% 12.6% 23.4% 17.3% 0.7% 0.1% 270.1M -6.20B -24.1M 0.73 28.19 N/A N/A 482,820 351,640 2,142,200 2,308,440 2017-06-06 $49.85 $47.75 14.1% 4.5% 12.9% 17.3% 16.2% 1.4% 0.3% 255.0M -5.70B -24.6M 0.76 44.84 N/A N/A 499,980 381,580 2,245,620 2,429,660 2017-06-07 $50.16 $47.75 14.8% 4.7% 12.9% 20.9% 16.9% 1.4% 0.5% 242.9M -6.21B -24.8M 0.81 35.51 N/A N/A 348,620 282,020 2,337,960 2,554,400 2017-06-08 $50.18 $47.75 14.9% 4.7% 12.8% 21.5% 16.6% 1.5% 0.2% 267.6M -6.22B -23.9M 1.11 36.24 N/A N/A 268,440 297,820 2,355,640 2,615,960 2017-06-09 $48.29 $48.00 18.2% 5.5% 19.3% 37.8% 19.4% 1.8% -0.1% -15.5M -2.17B -26.3M 1.22 54.39 N/A N/A 722,160 878,320 2,387,340 2,692,420 2017-06-12 $47.89 $48.00 19.7% 5.7% 19.6% 45.7% 20.3% 2.2% 0.6% 27.9M -2.59B -26.8M 1.15 36.97 N/A N/A 479,620 549,920 2,304,760 2,502,780 2017-06-13 $48.56 $48.00 17.0% 5.1% 20.1% 31.7% 18.1% 2.5% 0.7% 115.6M -3.83B -26.7M 0.98 30.94 N/A N/A 386,540 378,640 2,408,340 2,590,060 2017-06-14 $48.33 $48.00 17.7% 5.4% 20.1% 35.6% 19.2% 2.8% 1.1% 89.2M -3.46B -27.3M 1.09 36.37 N/A N/A 329,160 358,620 2,472,840 2,650,280 2017-06-15 $47.89 $47.75 18.7% 5.6% 18.8% 40.3% 20.7% 2.7% 1.1% -15.6M -2.57B -27.4M 1.07 29.44 N/A N/A 516,480 555,200 2,505,680 2,708,400 2017-06-16 $47.89 $48.00 18.0% 5.3% 18.7% 37.1% 19.6% 2.3% 0.6% 54.1M -2.81B -27.5M 1.19 36.63 N/A N/A 458,540 546,160 2,627,400 2,810,700 2017-06-19 $48.73 $47.75 16.7% 4.9% 19.6% 30.4% 17.3% 2.0% 4.5% 144.8M -3.09B -26.9M 0.78 29.95 N/A N/A 393,540 307,700 2,001,200 2,098,340 2017-06-20 $48.48 $48.00 18.0% 5.2% 19.5% 37.1% 18.5% 2.6% 4.1% 110.4M -2.73B -27.3M 1.06 34.41 N/A N/A 266,780 283,040 2,062,640 2,169,700 2017-06-21 $48.97 $48.00 17.0% 4.9% 19.7% 31.7% 17.5% 2.1% 4.9% 180.8M -3.41B -27.1M 0.89 38.26 N/A N/A 273,280 243,980 2,105,000 2,236,500 2017-06-22 $48.80 $48.00 18.4% 5.0% 19.5% 38.8% 17.4% 2.3% 4.8% 147.8M -3.18B -26.5M 0.79 33.72 N/A N/A 295,300 232,060 2,154,980 2,298,600 2017-06-23 $49.26 $48.00 18.6% 4.7% 19.0% 39.8% 16.6% 1.7% 6.0% 497.9M -4.09B -26.5M 0.62 58.88 N/A N/A 528,540 327,400 2,217,880 2,322,280 2017-06-26 $48.62 $48.00 22.9% 5.4% 19.5% 61.5% 18.9% 1.6% -0.6% 120.9M -2.89B -26.9M 0.71 47.84 N/A N/A 441,780 312,860 2,069,740 2,146,720 2017-06-27 $47.52 $48.00 25.4% 5.5% 20.9% 74.5% 19.6% 1.7% -0.7% -26.1M -1.37B -27.2M 1.15 44.79 N/A N/A 458,020 525,920 2,158,860 2,228,860 2017-06-28 $48.03 $48.00 25.8% 5.1% 21.3% 83.1% 18.1% 2.9% -0.5% -744.5K -2.00B -28.5M 0.69 43.38 N/A N/A 685,320 473,140 2,261,300 2,394,360 2017-06-29 $47.05 $47.50 28.7% 6.2% 22.3% 99.7% 21.1% 3.4% -1.1% -49.7M -810.4M -30.0M 0.70 48.15 N/A N/A 668,780 469,160 2,513,520 2,457,620 2017-06-30 $46.62 $47.50 28.3% 5.6% 22.1% 97.4% 19.6% 2.4% -1.3% -17.7M -353.9M -29.7M 0.86 48.54 N/A N/A 525,120 451,920 2,688,340 2,560,800
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