GOOGL Options History — April 2019 In April 2019, GOOGL traded between $59.82 and $64.65. ATM implied volatility averaged 24.2%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 8.2% (HV 20d: 16.0%). Max pain ranged from $58.50 to $60.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2019-04-30 : Highest Volume — 2,465,300 contracts2019-04-30 : Largest IV drop — 23.3% change2019-04-25 : Highest IV Rank — 36.2%2019-04-25 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $61.54 $59.82 $64.65 $59.89 $59.82 Max Pain $59.40 $58.50 $60.50 $58.75 $60.50 ATM IV 24.2% 18.2% 25.5% 23.7% 18.2% Expected Move 6.9% 5.2% 7.8% 6.8% 5.2% HV 20d 16.0% 9.3% 30.1% 21.5% 30.1% HV 60d 20.0% 17.1% 23.7% 23.0% 23.7% IV Rank 30.7% 5.1% 36.2% 28.5% 5.1% IV Percentile 48.1% 8.7% 57.5% 47.2% 8.7% Term Structure -0.9% -1.3% 0.4% -0.6% 0.4% VWIV 24.8% 18.4% 28.2% 24.4% 18.4% Skew 25d 2.9% 2.1% 3.3% 2.9% 2.1% Skew 10d 5.8% 4.0% 7.1% 5.4% 4.0% Call IV 25d 22.8% 17.4% 24.2% 23.6% 17.4% Put IV 25d 25.7% 19.4% 27.1% 26.5% 19.4% Bid-Ask Spread % 21.30 8.39 32.96 8.39 14.09 Gamma HHI 0.09 0.03 0.39 0.04 0.03 Net GEX 280.0M -189.0M 856.3M 153.5M -189.0M Net DEX -3.72B -5.29B 911.8M -2.63B 911.8M Net VEX -26.5M -27.8M -25.6M -27.0M -27.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.52 0.90 0.64 0.67 Total Volume 681,851.429 325,800 2,465,300 458,540 2,465,300 Total OI 3,701,975.238 3,277,120 4,521,520 3,352,120 4,521,520
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 2019-04-01 $59.89 $58.75 23.7% 6.8% 21.5% 28.5% 24.4% 2.9% -0.6% 153.5M -2.63B -27.0M 0.64 8.39 N/A N/A 279,140 179,400 1,610,340 1,741,780 2019-04-02 $60.24 $58.75 24.3% 6.8% 20.5% 31.3% 24.6% 3.0% -0.7% 221.4M -3.12B -27.0M 0.77 16.55 N/A N/A 254,760 194,880 1,687,460 1,803,540 2019-04-03 $60.52 $59.00 25.0% 6.7% 20.2% 34.1% 23.8% 2.9% -0.8% 337.1M -3.74B -27.1M 0.71 25.50 N/A N/A 342,940 245,060 1,779,840 1,868,180 2019-04-04 $60.90 $59.00 25.0% 6.8% 19.4% 34.4% 24.0% 3.0% -0.8% 343.9M -4.19B -27.3M 0.89 22.00 N/A N/A 276,400 246,620 1,819,420 1,938,120 2019-04-05 $60.66 $59.00 24.8% 6.7% 19.5% 33.3% 23.6% 2.9% -0.8% 229.2M -3.83B -26.8M 0.57 23.40 N/A N/A 407,620 230,620 1,857,720 2,011,060 2019-04-08 $60.51 $59.00 24.8% 6.8% 17.6% 33.2% 23.8% 3.1% -0.8% 217.7M -3.02B -26.6M 0.90 23.57 N/A N/A 171,120 154,680 1,652,100 1,835,540 2019-04-09 $60.14 $59.25 25.1% 6.9% 16.2% 34.8% 24.7% 3.1% -1.0% 172.8M -2.51B -26.8M 0.82 21.24 N/A N/A 182,000 148,880 1,717,200 1,908,640 2019-04-10 $60.33 $59.50 25.0% 6.9% 16.3% 34.2% 24.5% 3.2% -1.0% 256.6M -2.77B -26.5M 0.69 24.18 N/A N/A 207,620 142,640 1,767,320 1,946,220 2019-04-11 $60.44 $59.50 24.9% 6.9% 16.0% 33.8% 24.3% 3.3% -1.2% 338.7M -2.90B -27.0M 0.75 24.64 N/A N/A 244,480 183,600 1,794,360 1,981,340 2019-04-12 $61.06 $59.50 23.8% 6.6% 16.2% 29.3% 23.4% 3.3% -1.0% 856.3M -4.23B -26.3M 0.52 25.49 N/A N/A 418,740 216,080 1,836,600 2,023,380 2019-04-15 $61.24 $59.50 24.7% 7.0% 16.2% 32.8% 24.8% 3.2% -1.0% 318.0M -3.82B -26.0M 0.62 26.95 N/A N/A 309,660 190,520 1,679,760 1,894,840 2019-04-16 $61.52 $59.50 24.0% 6.8% 16.2% 29.9% 24.4% 2.9% -0.9% 372.4M -4.23B -25.6M 0.77 32.96 N/A N/A 286,100 220,960 1,734,480 1,972,140 2019-04-17 $61.96 $59.75 24.6% 7.1% 13.8% 32.7% 25.9% 3.1% -1.2% 369.3M -4.75B -25.8M 0.70 24.94 N/A N/A 395,840 276,140 1,765,160 2,009,960 2019-04-18 $62.04 $59.50 23.6% 6.8% 13.6% 28.3% 25.7% 3.0% -1.2% 520.9M -4.94B -25.7M 0.68 23.60 N/A N/A 350,820 239,040 1,834,160 2,102,720 2019-04-22 $62.59 $58.50 23.8% 7.1% 11.6% 29.2% 25.7% 3.1% -1.1% 176.5M -3.90B -25.6M 0.77 18.01 N/A N/A 257,020 197,940 1,515,040 1,762,080 2019-04-23 $63.36 $59.00 24.4% 7.3% 11.5% 31.8% 26.5% 3.0% -1.2% 191.3M -4.62B -26.0M 0.61 16.68 N/A N/A 461,740 283,800 1,577,060 1,842,080 2019-04-24 $63.16 $60.00 24.8% 7.5% 10.3% 33.5% 27.2% 2.9% -1.2% 204.3M -4.51B -26.8M 0.69 18.55 N/A N/A 322,400 222,940 1,704,700 1,917,180 2019-04-25 $63.53 $60.00 25.5% 7.8% 9.9% 36.2% 28.2% 2.9% -1.3% 278.0M -4.80B -27.1M 0.67 15.40 N/A N/A 376,180 252,500 1,771,040 2,000,440 2019-04-26 $63.76 $60.00 23.7% 7.3% 9.3% 28.8% 25.7% 2.6% -1.1% 337.7M -5.15B -26.5M 0.61 21.04 N/A N/A 500,060 306,960 1,848,060 2,087,140 2019-04-29 $64.65 $60.00 23.7% 7.6% 9.8% 28.6% 26.6% 2.2% -0.7% 174.0M -5.29B -25.8M 0.63 20.01 N/A N/A 1,025,880 649,800 1,718,220 1,903,540 2019-04-30 $59.82 $60.50 18.2% 5.2% 30.1% 5.1% 18.4% 2.1% 0.4% -189.0M 911.8M -27.8M 0.67 14.09 N/A N/A 1,475,860 989,440 2,205,420 2,316,100
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