GOOGL Options History — September 2018 In September 2018, GOOGL traded between $58.05 and $60.50. ATM implied volatility averaged 23.4%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 5.9% (HV 20d: 17.5%). Max pain ranged from $59.25 to $60.50. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2018-09-05 : Highest Volume — 1,438,580 contracts2018-09-24 : Largest IV spike — 13.0% change2018-09-27 : Highest IV Rank — 53.6%2018-09-06 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $59.25 $58.05 $60.50 $60.50 $60.32 Max Pain $59.80 $59.25 $60.50 $59.25 $59.50 ATM IV 23.4% 20.2% 27.2% 21.9% 26.9% Expected Move 6.2% 5.3% 7.1% 6.3% 5.3% HV 20d 17.5% 16.6% 18.9% 18.1% 16.9% HV 60d 19.5% 18.4% 20.1% 19.8% 18.4% IV Rank 38.4% 25.9% 53.6% 32.3% 52.3% IV Percentile 60.3% 41.3% 82.5% 53.2% 81.3% Term Structure 1.5% -1.1% 6.6% -0.5% -0.7% VWIV 21.8% 18.7% 25.8% 22.3% 18.7% Skew 25d 2.9% 2.0% 4.0% 2.0% 2.2% Skew 10d 6.0% 4.1% 8.0% 4.1% 6.0% Call IV 25d 22.1% 18.1% 25.8% 21.3% 25.8% Put IV 25d 24.9% 20.5% 28.9% 23.3% 28.0% Bid-Ask Spread % 34.88 23.86 50.91 45.60 42.95 Gamma HHI 0.04 0.02 0.12 0.03 0.12 Net GEX 124.2M -46.6M 503.2M 38.8M 503.2M Net DEX -2.00B -4.21B -233.2M -2.74B -4.09B Net VEX -30.7M -33.1M -29.1M -29.8M -29.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.53 0.89 0.73 0.78 Total Volume 1,010,096.842 673,920 1,438,580 1,042,620 931,200 Total OI 5,347,264.211 4,491,380 6,048,160 4,785,260 4,958,680
Daily Data (19 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 2018-09-04 $60.50 $59.25 21.9% 6.3% 18.1% 32.3% 22.3% 2.0% -0.5% 38.8M -2.74B -29.8M 0.73 45.60 N/A N/A 601,000 441,620 2,460,240 2,325,020 2018-09-05 $59.87 $59.25 24.1% 6.9% 17.2% 41.3% 24.1% 2.8% -0.6% 13.5M -1.96B -31.5M 0.61 50.91 N/A N/A 893,040 545,540 2,671,440 2,449,560 2018-09-06 $59.15 $60.50 25.1% 7.1% 17.0% 45.4% 25.8% 3.7% 0.1% 15.8M -871.0M -32.9M 0.79 36.95 N/A N/A 786,800 623,740 2,972,640 2,561,680 2018-09-07 $58.83 $60.50 23.8% 6.9% 17.0% 40.0% 24.1% 3.3% -0.2% -28.3M -592.7M -33.1M 0.75 27.00 N/A N/A 613,180 459,840 3,117,820 2,687,060 2018-09-10 $58.75 $60.50 23.4% 7.0% 16.6% 38.5% 23.8% 3.0% 0.9% 13.9M -959.3M -31.8M 0.71 23.86 N/A N/A 394,400 279,520 2,785,940 2,538,760 2018-09-11 $59.44 $60.50 22.9% 6.8% 17.4% 36.3% 23.3% 2.9% 0.8% 72.1M -2.09B -32.2M 0.59 25.51 N/A N/A 490,940 287,600 2,821,940 2,586,660 2018-09-12 $58.57 $60.25 23.4% 7.0% 17.6% 38.6% 24.5% 2.9% 0.8% -16.9M -636.7M -31.6M 0.74 24.03 N/A N/A 538,100 399,420 2,933,940 2,635,480 2018-09-13 $58.92 $60.00 22.0% 6.3% 16.6% 33.0% 22.2% 2.8% -0.0% 47.1M -1.62B -31.5M 0.76 30.06 N/A N/A 612,220 466,340 3,098,280 2,702,540 2018-09-14 $58.92 $60.00 21.0% 6.1% 16.6% 28.8% 21.4% 2.7% 0.3% 1.5M -1.51B -31.0M 0.83 28.70 N/A N/A 498,620 412,460 3,174,240 2,775,280 2018-09-17 $58.05 $60.00 23.0% 6.6% 17.1% 36.7% 22.5% 3.1% 5.1% -46.6M -233.2M -30.2M 0.89 29.29 N/A N/A 477,760 425,340 2,877,960 2,588,500 2018-09-18 $58.49 $60.00 21.6% 6.2% 17.2% 31.3% 21.5% 3.0% 5.2% -8.4M -1.02B -29.9M 0.80 33.27 N/A N/A 492,180 392,820 2,968,200 2,627,280 2018-09-19 $58.72 $60.00 20.5% 5.9% 17.4% 27.0% 20.6% 2.7% 6.1% 48.9M -1.56B -29.5M 0.74 32.53 N/A N/A 502,660 371,300 3,042,300 2,635,380 2018-09-20 $59.63 $59.50 20.2% 5.5% 18.4% 25.9% 19.9% 2.3% 6.1% 301.8M -3.73B -29.3M 0.53 36.28 N/A N/A 938,840 494,760 3,146,260 2,654,080 2018-09-21 $58.77 $59.50 21.4% 5.5% 18.9% 30.7% 19.8% 2.6% 6.6% 94.5M -1.78B -29.3M 0.64 39.14 N/A N/A 741,420 477,780 3,341,740 2,706,420 2018-09-24 $58.91 $59.25 24.2% 5.5% 18.5% 41.8% 20.1% 3.5% 0.1% 155.0M -1.77B -29.1M 0.77 38.95 N/A N/A 449,980 345,060 2,439,140 2,052,240 2018-09-25 $59.66 $59.25 25.3% 5.6% 18.1% 45.9% 19.6% 2.5% -0.3% 299.4M -3.05B -29.8M 0.71 41.23 N/A N/A 454,480 320,620 2,540,140 2,102,380 2018-09-26 $59.97 $59.25 26.3% 5.6% 18.2% 49.8% 19.8% 2.3% -0.5% 362.8M -3.54B -30.3M 0.59 36.29 N/A N/A 586,620 346,200 2,595,360 2,154,140 2018-09-27 $60.33 $59.25 27.2% 5.4% 17.2% 53.6% 19.4% 4.0% -1.1% 491.4M -4.21B -30.2M 0.69 40.18 N/A N/A 651,080 447,360 2,662,160 2,207,140 2018-09-28 $60.32 $59.50 26.9% 5.3% 16.9% 52.3% 18.7% 2.2% -0.7% 503.2M -4.09B -29.9M 0.78 42.95 N/A N/A 522,820 408,380 2,678,220 2,280,460
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