GOOGL Options History — June 2018 In June 2018, GOOGL traded between $56.35 and $59.44. ATM implied volatility averaged 21.6%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.9% (HV 20d: 19.7%). Max pain ranged from $52.50 to $56.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2018-06-01 : Highest Volume — 2,257,480 contracts2018-06-25 : Largest IV spike — 30.0% change2018-06-27 : Highest IV Rank — 69.0%2018-06-25 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $57.50 $56.35 $59.44 $56.59 $56.57 Max Pain $54.46 $52.50 $56.00 $53.00 $55.75 ATM IV 21.6% 17.5% 31.1% 18.1% 28.9% Expected Move 5.8% 5.1% 7.1% 5.2% 6.2% HV 20d 19.7% 17.2% 22.6% 22.1% 18.1% HV 60d 27.2% 24.2% 30.0% 29.8% 24.2% IV Rank 31.4% 15.0% 69.0% 17.5% 60.4% IV Percentile 54.1% 27.4% 93.3% 37.3% 88.5% Term Structure 1.4% -1.1% 6.9% -0.5% -0.8% VWIV 20.3% 18.0% 24.5% 18.7% 21.6% Skew 25d 2.2% 1.2% 3.9% 1.9% 3.2% Skew 10d 4.2% 2.3% 7.2% 4.1% 6.4% Call IV 25d 20.6% 16.8% 29.2% 17.5% 27.7% Put IV 25d 22.8% 18.5% 33.0% 19.4% 30.8% Bid-Ask Spread % 29.76 22.23 43.03 26.44 33.40 Gamma HHI 0.08 0.05 0.13 0.11 0.05 Net GEX 343.6M 2.0M 712.4M 351.6M 170.0M Net DEX -6.40B -9.88B -2.48B -8.31B -3.03B Net VEX -31.1M -33.3M -28.0M -28.8M -33.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.33 0.87 0.76 0.68 Total Volume 1,242,179.048 743,000 2,257,480 2,257,480 839,520 Total OI 5,417,340.952 4,296,080 6,357,440 5,583,200 5,320,000
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-06-01 $56.59 $53.00 18.1% 5.2% 22.1% 17.5% 18.7% 1.9% -0.5% 351.6M -8.31B -28.8M 0.76 26.44 N/A N/A 1,281,180 976,300 2,728,280 2,854,920 2018-06-04 $57.67 $52.50 18.5% 5.5% 21.7% 19.2% 19.6% 1.7% -0.1% 205.3M -8.19B -28.0M 0.61 28.83 N/A N/A 786,380 477,040 2,580,460 2,838,860 2018-06-05 $57.52 $52.75 18.2% 5.5% 21.8% 17.9% 19.8% 1.7% 0.3% 206.2M -7.69B -29.2M 0.73 25.87 N/A N/A 507,500 370,340 2,666,420 2,905,480 2018-06-06 $57.30 $53.25 18.4% 5.6% 21.9% 18.8% 19.8% 2.2% 0.1% 163.5M -7.42B -29.2M 0.77 30.66 N/A N/A 524,840 405,340 2,750,340 2,959,700 2018-06-07 $56.80 $53.50 18.6% 5.6% 20.0% 19.6% 19.9% 1.8% 0.2% 2.0M -6.33B -29.8M 0.62 29.05 N/A N/A 870,640 539,860 2,820,080 3,018,720 2018-06-08 $56.77 $53.75 18.3% 5.3% 19.8% 18.4% 18.5% 1.9% 0.1% 145.5M -6.50B -30.1M 0.87 25.04 N/A N/A 625,280 542,280 2,968,780 3,013,220 2018-06-11 $57.20 $53.75 18.7% 5.4% 19.9% 19.9% 18.4% 2.0% 0.1% 314.9M -7.36B -29.9M 0.33 25.34 N/A N/A 841,160 274,140 2,759,360 2,786,900 2018-06-12 $57.24 $54.00 18.0% 5.2% 19.8% 17.1% 18.4% 1.7% 0.2% 473.6M -8.01B -31.1M 0.54 27.13 N/A N/A 484,020 258,980 3,103,260 2,831,920 2018-06-13 $57.62 $54.00 18.4% 5.3% 17.3% 18.5% 18.5% 1.8% 0.1% 580.7M -8.91B -31.1M 0.41 27.91 N/A N/A 759,600 309,980 3,167,000 2,864,800 2018-06-14 $58.09 $54.00 18.5% 5.3% 17.3% 18.9% 18.8% 1.6% 0.2% 712.4M -9.88B -31.0M 0.53 31.98 N/A N/A 1,031,380 545,680 3,236,880 2,912,320 2018-06-15 $57.91 $54.50 17.5% 5.1% 17.2% 15.0% 18.0% 1.7% 0.3% 698.1M -9.03B -31.0M 0.42 30.73 N/A N/A 804,040 336,500 3,320,840 3,036,600 2018-06-18 $59.10 $54.75 18.9% 5.4% 17.3% 20.6% 19.6% 1.5% 6.5% 462.9M -7.15B -30.5M 0.43 27.65 N/A N/A 1,045,720 450,480 2,376,720 1,919,360 2018-06-19 $58.89 $55.00 19.7% 5.7% 17.5% 24.0% 20.2% 1.8% 6.3% 525.9M -6.96B -31.4M 0.37 32.70 N/A N/A 1,053,780 386,260 2,600,680 2,069,100 2018-06-20 $59.44 $55.00 20.3% 5.8% 17.2% 26.0% 20.5% 1.2% 6.3% 710.7M -8.33B -31.6M 0.33 37.16 N/A N/A 1,483,520 483,600 2,764,120 2,138,080 2018-06-21 $58.23 $55.00 22.9% 6.2% 19.4% 36.5% 21.7% 1.8% 6.3% 379.3M -5.07B -33.2M 0.55 43.03 N/A N/A 1,111,660 612,500 2,925,840 2,288,300 2018-06-22 $58.35 $56.00 22.7% 5.8% 19.4% 35.5% 20.5% 1.8% 6.9% 414.8M -5.25B -32.7M 0.68 37.75 N/A N/A 666,500 451,240 3,014,700 2,368,500 2018-06-25 $56.69 $56.00 29.4% 7.1% 22.6% 62.4% 24.5% 3.5% -0.3% 164.4M -2.67B -33.2M 0.60 33.10 N/A N/A 708,860 423,800 2,535,360 2,149,340 2018-06-26 $56.74 $55.50 29.3% 6.6% 21.6% 61.6% 22.9% 3.1% -1.1% 218.3M -3.10B -32.9M 0.57 24.44 N/A N/A 613,360 348,800 2,720,840 2,196,460 2018-06-27 $56.35 $55.75 31.1% 7.0% 21.8% 69.0% 24.2% 3.8% -0.8% 161.8M -2.48B -33.3M 0.68 22.23 N/A N/A 499,440 341,440 2,825,240 2,253,680 2018-06-28 $56.44 $56.00 29.3% 6.5% 19.7% 61.6% 22.9% 3.9% 0.2% 153.8M -2.67B -32.7M 0.68 24.57 N/A N/A 603,580 409,240 2,891,700 2,281,000 2018-06-29 $56.57 $55.75 28.9% 6.2% 18.1% 60.4% 21.6% 3.2% -0.8% 170.0M -3.03B -33.1M 0.68 33.40 N/A N/A 499,980 339,540 2,989,060 2,330,940
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