GOOGL Options History — May 2018 In May 2018, GOOGL traded between $51.29 and $55.44. ATM implied volatility averaged 18.9%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded below realized volatility by 8.5% (HV 20d: 27.4%). Max pain ranged from $51.00 to $53.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.84.
Notable Days 2018-05-09 : Highest Volume — 2,011,280 contracts2018-05-29 : Largest IV spike — 13.8% change2018-05-03 : Highest IV Rank — 29.9%2018-05-01 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $53.74 $51.29 $55.44 $51.78 $55.34 Max Pain $52.70 $51.00 $53.00 $51.00 $53.00 ATM IV 18.9% 17.8% 20.7% 20.4% 18.9% Expected Move 5.5% 4.9% 6.0% 6.0% 5.6% HV 20d 27.4% 18.9% 31.8% 31.3% 21.3% HV 60d 30.4% 29.1% 32.9% 32.9% 29.6% IV Rank 21.7% 16.4% 29.9% 29.1% 20.8% IV Percentile 44.1% 35.7% 50.8% 50.8% 45.2% Term Structure -0.0% -1.4% 0.4% -0.1% -1.4% VWIV 19.6% 17.3% 21.8% 21.8% 20.2% Skew 25d 1.7% 1.1% 2.4% 1.9% 2.1% Skew 10d 3.0% 0.6% 5.0% 3.5% 3.8% Call IV 25d 18.3% 17.1% 19.8% 19.6% 18.2% Put IV 25d 20.0% 18.6% 22.2% 21.6% 20.3% Bid-Ask Spread % 35.35 28.86 42.55 28.86 39.37 Gamma HHI 0.06 0.03 0.19 0.03 0.09 Net GEX 190.7M -50.0M 525.3M 36.0M 326.8M Net DEX -3.51B -7.25B 133.9M -792.3M -5.57B Net VEX -31.6M -33.4M -30.0M -32.9M -30.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.84 0.55 1.41 1.41 0.55 Total Volume 1,000,085.455 576,160 2,011,280 803,720 1,632,260 Total OI 5,664,682.727 4,668,580 6,539,780 5,618,620 5,231,080
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 2018-05-01 $51.78 $51.00 20.4% 6.0% 31.3% 29.1% 21.8% 1.9% -0.1% 36.0M -792.3M -32.9M 1.41 28.86 N/A N/A 334,100 469,620 2,741,280 2,877,340 2018-05-02 $51.47 $51.00 19.7% 5.8% 31.0% 26.5% 20.8% 1.8% -0.2% 404.5K -220.6M -32.8M 1.12 35.93 N/A N/A 375,820 419,360 2,804,220 2,942,280 2018-05-03 $51.29 $52.50 20.7% 6.0% 31.0% 29.9% 21.4% 2.4% -0.0% -50.0M 133.9M -33.4M 1.13 29.39 N/A N/A 504,320 568,360 2,869,300 2,997,300 2018-05-04 $52.48 $52.50 18.8% 5.5% 30.9% 22.2% 20.3% 2.2% 0.3% 437.1M -2.65B -33.2M 0.87 33.12 N/A N/A 673,280 588,980 2,977,680 3,059,300 2018-05-07 $52.96 $52.50 19.3% 5.6% 30.6% 23.9% 20.4% 1.8% 0.3% 152.1M -3.01B -32.6M 0.83 38.64 N/A N/A 486,780 401,820 2,751,200 2,877,520 2018-05-08 $52.91 $52.50 19.1% 5.5% 30.4% 23.2% 19.6% 2.0% 0.1% 160.7M -2.89B -32.6M 0.86 42.15 N/A N/A 390,620 334,380 2,834,240 2,950,100 2018-05-09 $54.52 $52.50 19.5% 5.6% 31.8% 24.7% 20.6% 1.7% 0.0% 336.9M -6.12B -31.4M 0.62 41.01 N/A N/A 1,245,200 766,080 2,917,840 3,008,580 2018-05-10 $55.12 $53.00 19.0% 5.5% 31.7% 22.8% 19.9% 1.4% 0.3% 420.9M -7.25B -32.4M 0.56 35.43 N/A N/A 893,620 502,620 3,070,360 3,175,160 2018-05-11 $55.09 $53.00 18.4% 5.4% 31.5% 20.6% 19.2% 1.3% 0.4% 525.3M -7.04B -32.3M 0.81 36.54 N/A N/A 700,540 569,600 3,171,860 3,230,820 2018-05-14 $55.44 $53.00 18.3% 5.3% 31.4% 20.2% 18.9% 1.2% 0.1% 387.0M -6.99B -30.4M 0.67 32.86 N/A N/A 623,640 420,380 2,943,280 3,035,180 2018-05-15 $54.10 $53.00 19.7% 5.6% 30.6% 25.4% 20.1% 1.6% 0.2% 194.5M -4.16B -32.2M 0.65 42.55 N/A N/A 694,280 453,580 3,028,780 3,116,760 2018-05-16 $54.40 $53.00 18.8% 5.4% 30.5% 22.0% 20.6% 1.4% 0.1% 266.4M -4.73B -32.1M 0.65 33.80 N/A N/A 624,200 406,440 3,197,780 3,221,140 2018-05-17 $54.13 $53.00 18.4% 5.3% 30.0% 18.5% 19.0% 1.3% 0.1% 183.2M -3.90B -31.7M 0.73 33.54 N/A N/A 504,480 370,680 3,208,680 3,229,400 2018-05-18 $53.54 $53.00 18.4% 5.3% 29.6% 18.8% 19.0% 1.5% 0.0% -44.4M -2.65B -31.3M 0.91 33.25 N/A N/A 616,360 560,460 3,267,460 3,272,320 2018-05-21 $54.09 $53.00 18.6% 5.3% 29.9% 19.6% 19.2% 1.1% 0.4% 121.3M -2.98B -31.1M 0.83 30.12 N/A N/A 341,440 283,260 2,264,780 2,403,800 2018-05-22 $53.82 $53.00 18.1% 5.1% 20.8% 17.4% 18.0% 1.4% 0.2% 117.3M -2.59B -30.7M 0.91 37.05 N/A N/A 302,060 274,100 2,353,340 2,455,600 2018-05-23 $54.18 $53.00 17.8% 5.1% 20.8% 16.4% 18.0% 1.2% 0.1% 155.7M -3.18B -30.3M 0.91 41.68 N/A N/A 386,720 352,000 2,394,180 2,511,900 2018-05-24 $54.20 $53.00 17.8% 5.1% 19.6% 16.4% 18.4% 1.6% 0.1% 201.7M -3.26B -30.6M 0.87 34.28 N/A N/A 382,180 333,220 2,487,080 2,588,580 2018-05-25 $54.16 $53.00 17.8% 4.9% 18.9% 16.5% 17.3% 1.8% -0.3% 107.9M -3.09B -30.6M 0.85 38.16 N/A N/A 432,820 367,920 2,547,420 2,654,260 2018-05-29 $53.36 $53.00 20.3% 5.9% 19.7% 26.2% 20.8% 2.1% -0.5% 38.0M -1.67B -30.8M 1.01 29.99 N/A N/A 385,920 390,340 2,360,760 2,505,620 2018-05-30 $53.87 $53.00 18.0% 5.2% 19.6% 17.1% 18.6% 1.9% -0.3% 119.8M -2.66B -30.2M 0.76 29.93 N/A N/A 363,180 274,860 2,448,300 2,639,160 2018-05-31 $55.34 $53.00 18.9% 5.6% 21.3% 20.8% 20.2% 2.1% -1.4% 326.8M -5.57B -30.0M 0.55 39.37 N/A N/A 1,055,000 577,260 2,517,720 2,713,360
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