GOOGL Options History — January 2019 In January 2019, GOOGL traded between $51.35 and $56.20. ATM implied volatility averaged 31.6%, placing in the 62.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 1.3% (HV 20d: 32.9%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.75.
Notable Days 2019-01-18 : Highest Volume — 906,020 contracts2019-01-04 : Largest IV drop — 19.5% change2019-01-03 : Highest IV Rank — 92.2%2019-01-03 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $54.00 $51.35 $56.20 $52.48 $56.20 Max Pain $54.12 $52.50 $55.00 $52.50 $55.00 ATM IV 31.6% 28.6% 38.6% 37.5% 30.3% Expected Move 9.3% 8.1% 10.6% 9.2% 8.1% HV 20d 32.9% 26.6% 36.8% 35.4% 29.9% HV 60d 36.1% 31.7% 38.4% 37.0% 32.3% IV Rank 62.5% 49.7% 92.2% 87.6% 56.8% IV Percentile 77.2% 61.1% 98.0% 96.8% 70.2% Term Structure -1.0% -2.2% 3.6% -1.7% -1.2% VWIV 32.4% 28.3% 37.1% 33.0% 28.3% Skew 25d 4.9% 3.6% 6.3% 6.3% 3.6% Skew 10d 9.4% 7.4% 12.9% 12.6% 7.4% Call IV 25d 29.2% 26.0% 36.2% 34.5% 28.7% Put IV 25d 34.0% 31.0% 42.3% 40.8% 32.3% Bid-Ask Spread % 26.10 14.87 45.48 45.48 27.16 Gamma HHI 0.07 0.02 0.38 0.03 0.04 Net GEX 120.7M -52.6M 579.3M -8.0M 164.0M Net DEX -1.08B -3.66B 938.7M 74.0M -1.97B Net VEX -22.4M -23.4M -21.6M -23.4M -22.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.42 1.82 1.35 0.44 Total Volume 509,782.857 114,420 906,020 453,040 715,840 Total OI 3,839,603.81 2,673,220 4,701,920 4,083,320 3,054,740
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 2019-01-02 $52.48 $52.50 37.5% 9.2% 35.4% 87.6% 33.0% 6.3% -1.7% -8.0M 74.0M -23.4M 1.35 45.48 N/A N/A 192,940 260,100 2,007,180 2,076,140 2019-01-03 $51.35 $53.75 38.6% 10.6% 32.4% 92.2% 37.1% 6.1% -1.2% -52.6M 938.7M -23.0M 0.82 29.03 N/A N/A 329,480 269,480 2,053,020 2,124,940 2019-01-04 $53.78 $53.75 31.1% 9.3% 36.6% 60.1% 33.2% 6.3% 3.6% 139.6M -1.61B -23.2M 0.96 34.94 N/A N/A 449,920 433,520 2,161,140 2,166,340 2019-01-07 $53.78 $53.75 32.4% 9.4% 36.3% 65.9% 32.5% 6.2% -0.6% 34.1M -1.03B -22.8M 0.79 32.01 N/A N/A 107,100 84,740 2,029,800 2,104,360 2019-01-08 $54.21 $53.75 32.1% 9.1% 35.7% 64.5% 32.0% 5.3% -1.2% 78.8M -1.56B -22.7M 0.42 32.19 N/A N/A 420,200 177,440 2,112,820 2,169,160 2019-01-09 $54.08 $54.00 32.2% 9.0% 35.7% 65.1% 32.0% 5.6% -1.2% 105.0M -1.49B -22.4M 0.62 35.24 N/A N/A 393,880 243,840 2,207,840 2,203,760 2019-01-10 $53.90 $54.00 32.7% 8.9% 35.5% 67.1% 32.2% 5.3% -2.2% 129.9M -1.50B -23.0M 0.59 35.22 N/A N/A 351,060 206,360 2,371,200 2,236,020 2019-01-11 $53.27 $54.00 31.4% 8.8% 35.5% 61.3% 31.3% 5.4% -1.0% 21.7M -871.7M -22.4M 0.62 20.51 N/A N/A 378,900 234,860 2,448,720 2,253,200 2019-01-14 $52.52 $54.00 31.8% 9.0% 35.7% 63.1% 31.1% 5.0% -1.4% -10.3M -30.6M -21.6M 0.69 24.45 N/A N/A 157,040 107,700 2,264,800 2,104,460 2019-01-15 $54.24 $53.75 30.2% 8.6% 36.8% 56.4% 30.1% 4.9% -1.5% 189.2M -1.96B -21.8M 0.56 30.75 N/A N/A 374,040 209,800 2,302,460 2,139,880 2019-01-16 $54.51 $54.00 29.9% 8.6% 34.6% 55.0% 29.1% 4.6% -1.4% 264.8M -2.33B -22.0M 0.54 22.96 N/A N/A 412,920 223,500 2,359,060 2,160,240 2019-01-17 $54.80 $54.25 30.0% 8.7% 32.9% 55.4% 30.8% 4.5% -1.5% 358.4M -2.75B -22.0M 0.79 24.38 N/A N/A 285,560 226,340 2,441,060 2,194,800 2019-01-18 $55.34 $54.25 28.6% 8.4% 32.2% 49.7% 28.6% 4.4% -1.6% 579.3M -3.66B -21.8M 0.50 22.95 N/A N/A 602,960 303,060 2,450,760 2,241,520 2019-01-22 $53.78 $54.50 31.3% 9.6% 33.9% 61.2% 33.2% 4.4% -1.1% 18.5M -124.3M -21.7M 0.60 23.09 N/A N/A 280,640 167,360 1,311,900 1,361,320 2019-01-23 $54.16 $54.50 31.4% 9.7% 30.7% 61.7% 33.9% 4.5% -1.2% 42.6M -346.4M -22.3M 0.79 18.31 N/A N/A 236,960 187,820 1,392,360 1,437,760 2019-01-24 $54.12 $54.50 30.6% 9.6% 30.8% 58.3% 32.5% 4.0% -1.1% 37.0M -308.8M -22.3M 0.74 18.81 N/A N/A 239,180 177,760 1,443,980 1,498,000 2019-01-25 $55.01 $54.50 29.2% 9.2% 26.6% 52.0% 31.8% 3.8% -1.1% 342.3M -1.14B -22.4M 0.68 18.70 N/A N/A 316,840 214,640 1,508,940 1,543,800 2019-01-28 $54.05 $54.50 31.1% 10.2% 27.5% 60.4% 35.9% 4.2% -0.8% 26.6M -315.1M -21.9M 1.82 16.70 N/A N/A 40,600 73,820 1,372,080 1,434,800 2019-01-29 $53.51 $54.50 31.5% 10.5% 27.9% 62.1% 36.9% 3.8% -1.2% 3.4M 50.1M -22.2M 0.91 14.87 N/A N/A 113,860 103,320 1,417,700 1,499,060 2019-01-30 $54.84 $54.75 30.1% 10.3% 29.0% 56.1% 35.8% 3.8% -1.2% 71.0M -831.0M -22.4M 0.56 20.26 N/A N/A 256,880 143,180 1,440,400 1,530,160 2019-01-31 $56.20 $55.00 30.3% 8.1% 29.9% 56.8% 28.3% 3.6% -1.2% 164.0M -1.97B -22.7M 0.44 27.16 N/A N/A 497,720 218,120 1,490,760 1,563,980
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