GOOGL Options History — August 2017 In August 2017, GOOGL traded between $46.06 and $47.70. ATM implied volatility averaged 16.1%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 1.1% (HV 20d: 17.3%). Max pain ranged from $46.25 to $47.75. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 1.02.
Notable Days 2017-08-31 : Highest Volume — 887,440 contracts2017-08-17 : Largest IV spike — 14.3% change2017-08-10 : Highest IV Rank — 43.3%2017-08-10 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $46.92 $46.06 $47.70 $47.31 $47.70 Max Pain $46.55 $46.25 $47.75 $47.75 $46.25 ATM IV 16.1% 14.4% 18.6% 16.8% 15.2% Expected Move 4.5% 4.0% 5.4% 4.7% 4.1% HV 20d 17.3% 13.1% 20.7% 20.7% 14.4% HV 60d 19.1% 18.7% 19.3% 19.2% 19.3% IV Rank 29.8% 20.6% 43.3% 33.3% 25.0% IV Percentile 38.0% 23.4% 57.9% 43.3% 27.8% Term Structure 0.4% -0.1% 1.5% -0.1% 0.2% VWIV 16.4% 14.6% 19.2% 16.6% 15.1% Skew 25d 2.3% 1.0% 3.2% 1.6% 2.0% Skew 10d 4.7% 2.0% 6.7% 3.1% 6.1% Call IV 25d 15.3% 13.3% 17.6% 16.4% 14.5% Put IV 25d 17.6% 15.6% 20.0% 17.9% 16.5% Bid-Ask Spread % 50.27 36.29 55.92 52.65 54.84 Gamma HHI 0.05 0.03 0.14 0.04 0.06 Net GEX 18.3M -189.0M 344.0M -29.6M 344.0M Net DEX -1.52B -3.98B 273.9M -1.40B -3.98B Net VEX -28.7M -30.2M -27.6M -29.9M -28.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.63 1.53 1.04 0.83 Total Volume 659,302.609 472,060 887,440 613,120 887,440 Total OI 5,434,605.217 4,763,780 5,840,840 5,487,940 5,430,820
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-08-01 $47.31 $47.75 16.8% 4.7% 20.7% 33.3% 16.6% 1.6% -0.1% -29.6M -1.40B -29.9M 1.04 52.65 N/A N/A 299,920 313,200 2,671,720 2,816,220 2017-08-02 $47.30 $47.75 16.2% 4.5% 20.2% 30.1% 15.8% 1.7% 0.0% -40.9M -1.38B -30.1M 0.91 55.49 N/A N/A 460,540 418,100 2,741,840 2,860,420 2017-08-03 $47.06 $46.50 16.8% 4.8% 20.1% 33.8% 16.9% 1.9% -0.1% -70.2M -1.05B -30.2M 1.40 54.76 N/A N/A 222,560 311,700 2,870,460 2,915,460 2017-08-04 $47.22 $46.50 15.4% 4.5% 19.4% 26.0% 16.2% 1.0% -0.1% 43.3M -1.50B -29.3M 0.97 54.53 N/A N/A 329,700 320,500 2,895,680 2,945,160 2017-08-07 $47.28 $46.50 15.2% 4.5% 19.0% 24.6% 16.3% 1.3% 0.6% 48.4M -1.80B -28.7M 1.14 49.88 N/A N/A 221,040 251,020 2,665,000 2,674,560 2017-08-08 $47.19 $46.50 16.1% 4.7% 19.0% 29.9% 16.8% 1.9% 0.4% 38.8M -1.70B -29.0M 0.76 55.63 N/A N/A 347,460 264,880 2,719,940 2,722,380 2017-08-09 $46.97 $46.50 16.3% 4.8% 17.9% 31.0% 17.3% 2.2% 0.5% -36.5M -1.21B -29.0M 1.26 52.27 N/A N/A 272,320 344,000 2,788,020 2,763,720 2017-08-10 $46.25 $46.50 18.6% 5.4% 18.6% 43.3% 19.2% 2.5% 0.4% -189.0M 273.9M -29.6M 1.53 50.95 N/A N/A 333,700 511,560 2,810,220 2,853,040 2017-08-11 $46.56 $46.25 17.8% 5.2% 18.5% 38.9% 18.5% 3.2% 0.5% -125.2M -356.9M -30.0M 1.30 48.07 N/A N/A 318,860 414,320 2,891,320 2,939,580 2017-08-14 $46.97 $46.25 15.2% 4.4% 18.9% 25.0% 15.6% 2.7% 0.3% -5.1M -1.41B -28.0M 1.00 50.23 N/A N/A 243,360 243,240 2,751,460 2,773,500 2017-08-15 $46.98 $46.25 15.7% 4.5% 18.2% 27.6% 16.4% 2.4% 0.8% 32.1M -1.55B -28.1M 1.04 53.64 N/A N/A 231,280 240,800 2,791,240 2,786,320 2017-08-16 $47.19 $46.25 15.4% 4.4% 18.1% 26.0% 16.0% 2.6% 0.7% 163.0M -2.11B -28.2M 0.94 50.19 N/A N/A 341,600 321,180 2,841,620 2,792,620 2017-08-17 $46.47 $46.50 17.6% 5.0% 18.7% 38.1% 17.5% 3.1% -0.0% -172.1M -488.2M -28.6M 0.98 55.92 N/A N/A 341,280 335,520 2,864,520 2,838,220 2017-08-18 $46.46 $46.50 17.1% 4.9% 18.7% 35.1% 17.7% 3.1% 0.4% -160.2M -524.7M -28.4M 1.22 40.87 N/A N/A 334,080 407,260 2,926,520 2,878,420 2017-08-21 $46.06 $46.50 16.7% 4.7% 17.8% 33.2% 17.2% 2.3% 0.2% -78.5M -473.4M -27.6M 1.04 54.24 N/A N/A 248,840 258,280 2,289,340 2,474,440 2017-08-22 $47.05 $46.50 15.8% 4.3% 15.1% 28.0% 15.8% 3.2% 1.0% 79.3M -2.11B -27.6M 0.83 36.29 N/A N/A 378,340 314,820 2,347,240 2,530,940 2017-08-23 $47.18 $46.50 15.7% 4.3% 15.2% 27.6% 15.6% 2.8% 1.5% 149.1M -2.45B -28.0M 0.68 49.83 N/A N/A 432,360 293,500 2,428,960 2,574,560 2017-08-24 $46.88 $46.50 16.3% 4.4% 14.0% 30.7% 15.6% 2.8% 0.0% 125.9M -2.05B -29.4M 0.63 47.35 N/A N/A 474,360 299,600 2,585,900 2,647,800 2017-08-25 $46.58 $46.50 14.4% 4.0% 13.6% 20.6% 14.6% 2.3% 0.6% -41.8M -1.50B -28.3M 0.97 47.27 N/A N/A 339,280 330,660 2,678,720 2,686,600 2017-08-28 $46.39 $46.50 15.2% 4.2% 13.1% 24.7% 15.2% 1.8% 0.8% -90.9K -1.24B -27.7M 1.06 48.50 N/A N/A 263,600 280,240 2,512,900 2,556,600 2017-08-29 $46.87 $46.50 15.3% 4.1% 13.7% 25.3% 15.0% 2.8% -0.0% 110.8M -2.12B -27.6M 0.95 37.14 N/A N/A 343,020 326,940 2,551,100 2,606,040 2017-08-30 $47.15 $46.38 15.8% 4.2% 13.9% 28.0% 15.6% 2.4% 0.5% 236.1M -2.82B -28.2M 0.96 55.59 N/A N/A 356,640 341,060 2,648,420 2,656,360 2017-08-31 $47.70 $46.25 15.2% 4.1% 14.4% 25.0% 15.1% 2.0% 0.2% 344.0M -3.98B -28.5M 0.83 54.84 N/A N/A 484,360 403,080 2,710,220 2,720,600
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