GOOGL Options History — February 2019

In February 2019, GOOGL traded between $55.06 and $57.43. ATM implied volatility averaged 21.9%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded below realized volatility by 2.5% (HV 20d: 24.3%). Max pain ranged from $55.00 to $56.50. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.75.

Notable Days

  • 2019-02-05: Highest Volume — 1,713,820 contracts
  • 2019-02-05: Largest IV drop — 25.7% change
  • 2019-02-01: Highest IV Rank — 53.8%
  • 2019-02-01: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.06$55.06$57.43$56.16$56.34
Max Pain$55.86$55.00$56.50$55.00$56.25
ATM IV21.9%19.7%29.6%29.6%19.7%
Expected Move6.2%5.5%8.0%8.0%5.5%
HV 20d24.3%19.8%28.4%28.4%19.8%
HV 60d30.4%28.7%32.0%32.0%28.7%
IV Rank20.9%11.4%53.8%53.8%11.4%
IV Percentile31.7%21.0%66.7%66.7%21.0%
Term Structure-0.1%-1.3%0.3%-1.3%0.2%
VWIV22.0%19.5%28.0%28.0%19.5%
Skew 25d2.4%2.2%2.9%2.8%2.3%
Skew 10d4.8%4.0%6.0%5.7%4.4%
Call IV 25d20.8%18.7%28.5%28.5%18.7%
Put IV 25d23.3%21.0%31.3%31.3%21.0%
Bid-Ask Spread %27.9118.5942.2532.5519.55
Gamma HHI0.050.030.170.170.03
Net GEX72.2M-85.1M268.5M268.5M104.9M
Net DEX-1.02B-2.60B135.4M-1.93B-1.23B
Net VEX-23.4M-23.9M-22.4M-22.5M-23.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.480.970.490.86
Total Volume646,305.263241,4201,713,820793,000432,680
Total OI3,409,867.3682,912,4604,182,3203,205,7003,270,360

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$56.16$55.0029.6%8.0%28.4%53.8%28.0%2.8%-1.3%268.5M-1.93B-22.5M0.4932.55N/AN/A530,540262,4601,587,6801,618,020
2019-02-04$56.97$55.0027.7%7.6%24.2%45.6%26.5%2.6%-1.0%98.2M-1.96B-22.4M0.7838.24N/AN/A828,880645,9201,445,1601,503,100
2019-02-05$57.43$55.0020.6%5.9%24.2%15.3%20.8%2.2%-0.1%241.9M-2.60B-22.6M0.7336.38N/AN/A989,400724,4201,846,9001,908,940
2019-02-06$56.15$55.2522.1%6.3%25.8%22.0%22.3%2.3%-0.1%91.9M-1.18B-23.9M0.4839.75N/AN/A665,960316,4601,952,4801,921,120
2019-02-07$55.12$55.5023.2%6.7%26.8%26.6%23.3%2.7%0.1%-73.1M112.0M-23.8M0.6337.90N/AN/A535,880336,5402,067,3801,993,160
2019-02-08$55.06$55.7523.3%6.7%26.7%26.8%23.9%2.8%-0.1%-58.9M70.5M-23.9M0.8438.49N/AN/A339,920285,5202,131,8802,050,440
2019-02-11$55.12$55.5022.4%6.4%26.3%23.3%22.7%2.9%-0.0%-11.3M-276.2M-23.4M0.6537.73N/AN/A146,16095,2601,644,9001,722,200
2019-02-12$56.44$55.5020.8%6.0%26.7%16.5%21.2%2.3%0.1%114.3M-1.49B-23.3M0.6742.25N/AN/A395,040264,7401,670,3401,758,560
2019-02-13$56.52$56.0020.9%6.0%24.4%16.9%20.9%2.4%0.3%169.8M-1.59B-23.1M0.8020.43N/AN/A258,960207,4001,743,7801,804,000
2019-02-14$56.59$56.5021.4%6.1%24.4%18.8%21.7%2.7%0.1%167.0M-1.52B-23.5M0.8321.43N/AN/A303,000250,7401,798,5801,864,820
2019-02-15$55.97$56.5021.4%6.1%24.8%18.9%21.7%2.3%0.2%52.4M-747.0M-23.6M0.6719.67N/AN/A385,100258,7001,833,5601,905,320
2019-02-19$56.38$56.2520.6%5.9%24.7%15.6%21.5%2.3%0.0%49.6M-1.03B-23.1M0.8922.01N/AN/A160,400143,5401,359,0801,553,380
2019-02-20$56.04$56.2520.7%5.9%22.3%16.0%21.0%2.3%-0.1%37.3M-780.8M-23.4M0.8424.02N/AN/A207,780174,3001,421,3201,611,140
2019-02-21$55.06$56.2521.4%6.1%23.3%18.8%21.7%2.3%0.0%-85.1M135.4M-23.6M0.7721.45N/AN/A348,140269,5601,482,5201,667,300
2019-02-22$55.55$56.2520.2%5.7%23.4%13.7%19.9%2.2%0.2%74.7M-456.4M-23.7M0.7818.59N/AN/A294,440229,6601,563,5401,734,180
2019-02-25$56.06$56.2520.0%5.7%23.0%13.0%20.6%2.2%-0.1%28.4M-870.0M-23.6M0.7619.36N/AN/A185,720141,7601,403,4801,600,480
2019-02-26$56.19$56.0020.0%5.7%21.9%12.7%20.1%2.3%0.0%55.5M-1.06B-23.6M0.9720.98N/AN/A181,480176,2401,465,7601,662,260
2019-02-27$56.07$56.2519.9%5.7%21.5%12.4%20.0%2.2%0.1%46.2M-939.4M-23.6M0.7619.56N/AN/A174,380132,7201,503,8001,716,560
2019-02-28$56.34$56.2519.7%5.5%19.8%11.4%19.5%2.3%0.2%104.9M-1.23B-23.7M0.8619.55N/AN/A233,020199,6601,530,0001,740,360