GOOGL Options History — March 2019 In March 2019, GOOGL traded between $57.39 and $61.73. ATM implied volatility averaged 19.8%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 0.3% (HV 20d: 19.5%). Max pain ranged from $56.00 to $58.75. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2019-03-20 : Highest Volume — 982,020 contracts2019-03-22 : Largest IV spike — 10.4% change2019-03-29 : Highest IV Rank — 20.5%2019-03-25 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $59.20 $57.39 $61.73 $57.39 $58.78 Max Pain $57.43 $56.00 $58.75 $56.25 $58.75 ATM IV 19.8% 18.1% 21.8% 18.9% 21.8% Expected Move 6.4% 5.2% 7.1% 5.2% 7.0% HV 20d 19.5% 17.1% 21.5% 19.0% 20.6% HV 60d 25.9% 23.1% 28.7% 28.7% 23.3% IV Rank 11.9% 4.9% 20.5% 8.0% 20.5% IV Percentile 23.8% 8.3% 40.5% 16.7% 40.5% Term Structure 1.5% -0.3% 6.0% 0.2% 6.0% VWIV 22.7% 18.8% 25.1% 18.8% 24.6% Skew 25d 2.8% 2.2% 3.6% 2.3% 2.9% Skew 10d 5.5% 4.3% 7.3% 4.3% 5.7% Call IV 25d 18.4% 17.1% 20.1% 17.8% 18.2% Put IV 25d 21.2% 19.4% 23.2% 20.1% 21.1% Bid-Ask Spread % 9.38 3.90 21.40 21.40 6.93 Gamma HHI 0.05 0.02 0.10 0.10 0.06 Net GEX 147.5M -17.0M 297.8M 235.7M 96.1M Net DEX -2.66B -4.65B -1.11B -2.48B -1.37B Net VEX -25.7M -27.6M -23.6M -24.0M -27.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.47 0.89 0.70 0.67 Total Volume 633,865.714 394,320 982,020 708,820 730,480 Total OI 3,427,583.81 2,968,980 3,836,780 3,390,680 3,651,900
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 2019-03-01 $57.39 $56.25 18.9% 5.2% 19.0% 8.0% 18.8% 2.3% 0.2% 235.7M -2.48B -24.0M 0.70 21.40 N/A N/A 417,500 291,320 1,588,300 1,802,380 2019-03-04 $57.56 $56.25 19.9% 5.8% 19.0% 12.3% 20.7% 2.7% -0.0% 118.4M -2.07B -23.6M 0.68 17.63 N/A N/A 347,800 238,120 1,479,940 1,665,520 2019-03-05 $58.73 $56.25 19.0% 5.4% 19.6% 8.8% 19.5% 2.6% -0.1% 210.0M -3.16B -23.7M 0.62 18.77 N/A N/A 429,460 266,520 1,548,360 1,744,340 2019-03-06 $58.21 $56.50 20.1% 5.8% 19.8% 13.2% 20.4% 2.5% -0.1% 180.1M -2.66B -25.3M 0.52 16.12 N/A N/A 405,180 211,820 1,657,500 1,821,680 2019-03-07 $57.44 $56.50 21.0% 6.2% 18.6% 17.4% 21.8% 2.9% -0.1% 65.0M -1.70B -25.6M 0.73 18.00 N/A N/A 372,420 270,820 1,704,840 1,866,700 2019-03-08 $57.39 $56.50 21.4% 6.1% 17.1% 18.7% 21.4% 3.1% 0.0% 51.1M -1.58B -26.2M 0.89 15.03 N/A N/A 354,300 313,780 1,744,300 1,914,240 2019-03-11 $58.88 $56.00 19.1% 6.5% 19.0% 9.3% 23.0% 2.8% 0.1% 200.0M -3.11B -24.8M 0.73 3.90 N/A N/A 238,120 173,660 1,600,620 1,791,260 2019-03-12 $60.09 $56.50 18.6% 6.4% 19.9% 6.8% 22.6% 2.4% 0.2% 264.3M -4.22B -24.7M 0.65 4.33 N/A N/A 481,400 313,280 1,641,220 1,846,920 2019-03-13 $60.17 $57.00 18.4% 6.3% 18.6% 5.9% 22.9% 2.3% -0.1% 261.5M -4.21B -24.5M 0.76 5.44 N/A N/A 290,320 221,340 1,699,900 1,922,740 2019-03-14 $59.66 $57.25 18.1% 6.4% 19.0% 4.9% 22.7% 2.2% 0.0% 229.5M -3.55B -25.0M 0.81 5.17 N/A N/A 275,260 223,960 1,750,420 1,977,620 2019-03-15 $59.42 $57.25 18.3% 6.4% 19.2% 5.5% 22.5% 2.5% 0.2% 152.4M -3.13B -25.6M 0.86 6.67 N/A N/A 484,600 417,500 1,808,220 2,028,560 2019-03-18 $59.42 $57.75 19.3% 6.5% 18.5% 10.0% 23.6% 2.7% 4.1% 73.0M -2.15B -25.9M 0.85 6.15 N/A N/A 215,260 182,640 1,399,420 1,569,560 2019-03-19 $59.78 $57.75 19.0% 6.4% 18.5% 8.5% 23.0% 2.6% -0.0% 128.8M -2.54B -25.9M 0.49 5.77 N/A N/A 368,920 181,020 1,475,820 1,652,880 2019-03-20 $61.28 $58.00 19.0% 6.5% 19.7% 8.6% 22.8% 2.7% -0.1% 240.5M -4.12B -25.9M 0.47 6.99 N/A N/A 670,020 312,000 1,555,620 1,703,600 2019-03-21 $61.73 $58.00 18.8% 6.5% 17.9% 7.7% 23.2% 2.9% -0.2% 297.8M -4.65B -25.6M 0.51 6.86 N/A N/A 487,760 247,460 1,632,800 1,773,400 2019-03-22 $60.50 $58.50 20.7% 6.9% 20.1% 16.0% 24.6% 3.5% -0.3% 198.7M -3.05B -27.0M 0.78 6.48 N/A N/A 498,580 387,820 1,704,440 1,830,220 2019-03-25 $59.99 $58.75 21.3% 7.1% 20.5% 18.3% 25.1% 3.6% 4.9% 70.4M -2.20B -27.3M 0.65 6.56 N/A N/A 239,160 155,160 1,465,340 1,699,740 2019-03-26 $59.24 $58.75 20.7% 7.1% 21.2% 15.8% 24.6% 3.2% 5.1% 24.4M -1.53B -27.5M 0.51 5.87 N/A N/A 329,220 169,040 1,528,600 1,757,520 2019-03-27 $58.97 $58.75 20.5% 7.1% 21.3% 15.0% 24.9% 3.2% 5.3% 17.6M -1.35B -27.5M 0.69 6.64 N/A N/A 351,900 244,560 1,616,800 1,806,160 2019-03-28 $58.65 $58.75 21.4% 7.1% 21.5% 18.9% 25.0% 3.1% 5.6% -17.0M -1.11B -27.5M 0.66 6.31 N/A N/A 301,820 199,880 1,700,240 1,849,620 2019-03-29 $58.78 $58.75 21.8% 7.0% 20.6% 20.5% 24.6% 2.9% 6.0% 96.1M -1.37B -27.6M 0.67 6.93 N/A N/A 438,440 292,040 1,774,780 1,877,120
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