GOOGL Options History — August 2018 In August 2018, GOOGL traded between $60.85 and $63.38. ATM implied volatility averaged 18.7%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 0.8% (HV 20d: 19.4%). Max pain ranged from $57.50 to $59.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2018-08-31 : Highest Volume — 1,723,700 contracts2018-08-15 : Largest IV spike — 22.5% change2018-08-01 : Highest IV Rank — 32.4%2018-08-01 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $62.08 $60.85 $63.38 $61.81 $61.51 Max Pain $58.37 $57.50 $59.50 $58.75 $59.50 ATM IV 18.7% 17.0% 21.9% 21.9% 19.6% Expected Move 5.3% 5.0% 6.2% 6.2% 5.5% HV 20d 19.4% 14.2% 22.6% 22.3% 17.1% HV 60d 19.9% 18.8% 20.9% 20.9% 19.4% IV Rank 19.7% 13.0% 32.4% 32.4% 23.4% IV Percentile 34.4% 19.4% 53.6% 53.6% 44.0% Term Structure 0.1% -1.1% 0.4% -0.3% 0.1% VWIV 19.0% 17.8% 22.1% 22.1% 19.5% Skew 25d 2.1% 1.3% 2.8% 2.3% 1.7% Skew 10d 4.2% 0.5% 7.1% 5.0% 3.5% Call IV 25d 17.9% 16.2% 21.3% 21.3% 19.0% Put IV 25d 20.0% 18.0% 23.7% 23.7% 20.7% Bid-Ask Spread % 33.47 21.79 46.19 33.93 42.97 Gamma HHI 0.05 0.03 0.10 0.04 0.06 Net GEX 261.7M -74.8M 637.2M 199.6M 25.7M Net DEX -5.75B -8.75B -3.59B -5.48B -3.59B Net VEX -28.3M -29.9M -26.7M -29.9M -29.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.44 1.01 0.83 0.89 Total Volume 1,128,360 792,080 1,723,700 1,076,180 1,723,700 Total OI 5,077,046.957 4,272,740 5,640,380 5,345,500 5,268,560
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 2018-08-01 $61.81 $58.75 21.9% 6.2% 22.3% 32.4% 22.1% 2.3% -0.3% 199.6M -5.48B -29.9M 0.83 33.93 N/A N/A 588,080 488,100 2,734,200 2,611,300 2018-08-02 $62.07 $58.75 20.4% 5.7% 21.4% 26.6% 20.2% 2.3% -0.1% 253.4M -6.08B -29.5M 0.65 30.72 N/A N/A 768,280 499,000 2,794,820 2,657,420 2018-08-03 $61.74 $58.75 19.2% 5.3% 21.5% 21.9% 18.4% 2.1% -0.3% 80.3M -5.49B -29.0M 0.96 34.37 N/A N/A 592,900 566,460 2,886,160 2,691,240 2018-08-06 $61.88 $57.50 17.8% 5.2% 21.4% 16.4% 18.3% 1.7% 0.3% 238.1M -5.93B -27.5M 0.92 31.77 N/A N/A 412,340 379,740 2,529,120 2,424,440 2018-08-07 $62.85 $57.50 18.6% 5.4% 21.8% 19.5% 18.8% 1.8% -0.1% 426.3M -7.67B -27.6M 0.58 33.04 N/A N/A 900,460 524,920 2,622,240 2,479,480 2018-08-08 $63.38 $57.50 17.5% 5.1% 21.8% 15.3% 18.4% 1.8% 0.3% 612.6M -8.75B -27.5M 0.66 31.32 N/A N/A 654,900 431,940 2,763,200 2,532,500 2018-08-09 $63.38 $57.50 17.0% 5.0% 20.9% 13.0% 17.9% 1.8% 0.3% 637.2M -8.62B -27.4M 0.64 35.70 N/A N/A 667,560 426,900 2,794,860 2,583,080 2018-08-10 $62.53 $57.50 17.6% 5.2% 21.7% 15.7% 18.0% 2.0% 0.3% 318.3M -6.56B -27.7M 0.87 38.31 N/A N/A 691,120 604,640 2,922,460 2,643,060 2018-08-13 $62.59 $57.75 17.6% 5.1% 21.5% 15.7% 18.1% 2.0% 0.1% 308.1M -6.77B -27.2M 0.71 37.08 N/A N/A 543,220 387,000 2,630,860 2,439,100 2018-08-14 $63.00 $58.00 17.3% 5.1% 21.1% 14.5% 18.1% 1.8% 0.3% 421.5M -7.57B -26.7M 0.74 30.07 N/A N/A 520,720 383,980 2,721,300 2,510,340 2018-08-15 $61.70 $58.25 21.3% 5.9% 22.6% 30.0% 20.8% 2.5% -1.1% 144.4M -5.13B -27.8M 0.82 46.19 N/A N/A 643,520 525,600 2,784,360 2,557,980 2018-08-16 $61.34 $58.25 19.4% 5.5% 22.2% 22.6% 19.0% 2.8% -0.4% 61.3M -4.44B -28.7M 0.89 25.47 N/A N/A 563,560 498,940 2,867,440 2,626,180 2018-08-17 $60.85 $58.25 18.7% 5.4% 22.4% 20.0% 19.2% 2.8% 0.4% -74.8M -3.73B -28.9M 1.01 34.82 N/A N/A 770,320 774,800 2,972,860 2,667,520 2018-08-20 $61.20 $58.25 18.9% 5.4% 22.3% 20.8% 19.8% 2.6% 0.2% 117.7M -3.82B -28.2M 0.85 27.95 N/A N/A 441,140 374,340 2,167,740 2,105,000 2018-08-21 $61.01 $58.50 18.7% 5.3% 17.5% 19.8% 19.0% 2.4% 0.1% 127.1M -3.67B -28.4M 0.70 30.73 N/A N/A 495,140 345,780 2,273,560 2,181,300 2018-08-22 $61.20 $58.75 18.4% 5.3% 16.4% 18.9% 19.8% 2.5% 0.2% 153.8M -3.71B -29.0M 0.91 37.07 N/A N/A 449,100 408,800 2,343,500 2,249,700 2018-08-23 $61.15 $58.75 18.3% 5.2% 16.1% 18.2% 18.7% 2.3% 0.2% 175.5M -3.94B -28.7M 0.82 29.14 N/A N/A 571,940 468,380 2,426,500 2,324,440 2018-08-24 $61.78 $58.75 18.1% 5.2% 14.7% 17.4% 18.7% 2.3% 0.2% 328.3M -5.19B -29.0M 0.69 27.75 N/A N/A 671,240 462,100 2,500,860 2,379,460 2018-08-27 $62.76 $58.75 17.9% 5.1% 14.2% 16.7% 18.4% 1.7% 0.3% 314.9M -6.43B -27.5M 0.57 28.73 N/A N/A 759,520 431,980 2,295,580 2,193,520 2018-08-28 $62.28 $59.00 17.9% 5.0% 14.5% 16.6% 17.8% 1.8% 0.3% 278.5M -5.74B -27.9M 0.72 40.89 N/A N/A 569,160 407,960 2,428,580 2,275,720 2018-08-29 $63.29 $59.00 18.0% 5.1% 15.5% 17.1% 18.1% 1.7% 0.0% 494.5M -7.61B -27.5M 0.44 21.79 N/A N/A 901,340 393,160 2,494,680 2,348,400 2018-08-30 $62.60 $59.00 18.8% 5.3% 16.0% 20.2% 19.1% 1.3% 0.1% 377.1M -6.31B -28.8M 0.70 40.07 N/A N/A 746,980 521,520 2,654,900 2,412,560 2018-08-31 $61.51 $59.50 19.6% 5.5% 17.1% 23.4% 19.5% 1.7% 0.1% 25.7M -3.59B -29.6M 0.89 42.97 N/A N/A 913,140 810,560 2,721,520 2,547,040
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