GOOGL Options History — May 2019 In May 2019, GOOGL traded between $55.37 and $59.71. ATM implied volatility averaged 21.3%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 11.9% (HV 20d: 33.2%). Max pain ranged from $57.50 to $60.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.85.
Notable Days 2019-05-03 : Highest Volume — 1,639,220 contracts2019-05-07 : Largest IV spike — 31.0% change2019-05-29 : Highest IV Rank — 31.7%2019-05-31 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $57.77 $55.37 $59.71 $58.71 $55.37 Max Pain $57.85 $57.50 $60.00 $60.00 $57.50 ATM IV 21.3% 17.3% 24.4% 18.6% 24.3% Expected Move 6.1% 4.6% 6.9% 5.3% 6.9% HV 20d 33.2% 24.9% 37.4% 30.7% 25.1% HV 60d 24.7% 23.3% 25.8% 23.8% 25.5% IV Rank 18.6% 1.4% 31.7% 7.1% 31.2% IV Percentile 33.3% 0.4% 51.2% 15.9% 50.4% Term Structure 0.0% -0.5% 0.7% 0.3% -0.1% VWIV 21.0% 16.3% 24.1% 18.6% 23.3% Skew 25d 3.4% 1.9% 4.4% 1.9% 3.8% Skew 10d 7.0% 3.8% 9.5% 3.8% 8.0% Call IV 25d 19.7% 16.3% 22.6% 17.8% 22.4% Put IV 25d 23.1% 18.3% 26.2% 19.7% 26.2% Bid-Ask Spread % 39.89 17.88 50.57 17.88 38.48 Gamma HHI 0.03 0.02 0.05 0.03 0.03 Net GEX -50.7M -302.9M 236.1M -211.3M -158.6M Net DEX 231.5M -2.74B 2.35B 1.84B 2.12B Net VEX -33.9M -35.7M -30.5M -30.5M -33.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.50 1.33 0.87 1.33 Total Volume 790,356.364 450,740 1,639,220 1,529,120 685,640 Total OI 4,941,404.545 4,398,440 5,726,560 5,244,900 4,961,700
Daily Data (22 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 2019-05-01 $58.71 $60.00 18.6% 5.3% 30.7% 7.1% 18.6% 1.9% 0.3% -211.3M 1.84B -30.5M 0.87 17.88 N/A N/A 815,920 713,200 2,648,300 2,596,600 2019-05-02 $58.19 $60.00 19.2% 5.3% 30.8% 9.5% 18.6% 2.2% 0.3% -302.9M 2.30B -31.8M 0.82 21.41 N/A N/A 698,860 572,700 2,859,400 2,692,500 2019-05-03 $59.42 $59.75 17.3% 4.6% 31.7% 1.4% 16.3% 2.0% 0.4% 68.6M -990.0M -31.9M 0.61 37.14 N/A N/A 1,015,680 623,540 2,992,900 2,733,660 2019-05-06 $59.71 $57.50 18.4% 5.4% 31.8% 6.2% 19.6% 2.5% 0.2% 94.2M -1.98B -33.4M 0.71 32.22 N/A N/A 359,780 254,560 2,398,260 2,377,820 2019-05-07 $58.62 $57.50 24.1% 6.7% 32.4% 30.5% 23.3% 4.1% -0.5% -33.9M -198.4M -35.1M 0.88 38.78 N/A N/A 400,160 350,200 2,470,700 2,440,340 2019-05-08 $58.77 $57.50 21.9% 6.2% 32.4% 20.9% 21.5% 3.7% -0.1% -31.6M -372.9M -34.9M 0.89 40.99 N/A N/A 267,080 236,860 2,516,380 2,525,880 2019-05-09 $58.40 $57.50 22.4% 6.3% 32.4% 23.3% 21.8% 4.4% -0.1% -88.5M 267.6M -34.6M 0.89 42.86 N/A N/A 355,520 314,760 2,561,300 2,553,760 2019-05-10 $58.38 $57.50 20.1% 5.8% 32.4% 13.2% 20.6% 3.8% -0.0% -166.2M 190.8M -33.8M 0.84 46.87 N/A N/A 426,540 356,560 2,615,580 2,573,540 2019-05-13 $56.69 $57.50 23.7% 6.7% 33.5% 28.6% 22.9% 4.3% -0.2% -144.9M 1.93B -32.3M 1.07 42.56 N/A N/A 322,320 343,620 2,278,960 2,355,640 2019-05-14 $56.25 $57.50 21.8% 6.2% 33.4% 20.5% 20.7% 4.1% -0.5% -162.9M 2.35B -32.2M 0.68 44.12 N/A N/A 474,600 322,020 2,438,440 2,422,740 2019-05-15 $58.61 $57.50 19.4% 5.6% 37.0% 10.3% 20.1% 3.3% 0.3% 104.0M -1.70B -34.1M 0.64 49.42 N/A N/A 574,660 366,560 2,556,340 2,440,060 2019-05-16 $59.16 $57.50 17.8% 5.2% 37.1% 3.7% 18.2% 2.9% 0.7% 236.1M -2.74B -34.0M 0.50 50.57 N/A N/A 706,460 353,180 2,645,120 2,489,780 2019-05-17 $58.47 $57.50 20.6% 5.9% 37.2% 15.6% 20.6% 3.4% -0.1% 42.5M -1.33B -35.4M 0.64 50.40 N/A N/A 536,020 344,600 2,771,680 2,545,620 2019-05-20 $57.28 $57.50 22.9% 6.6% 37.4% 25.3% 22.9% 3.7% -0.1% -34.7M 214.9M -34.9M 1.00 39.97 N/A N/A 243,860 244,400 2,216,680 2,181,760 2019-05-21 $57.72 $57.50 21.0% 6.0% 37.2% 17.0% 21.0% 3.4% 0.2% -6.7M -329.8M -35.0M 0.72 42.81 N/A N/A 282,820 203,500 2,295,960 2,255,980 2019-05-22 $57.92 $57.50 20.4% 5.9% 37.3% 14.7% 19.7% 3.3% 0.2% 27.5M -662.8M -35.1M 1.22 39.13 N/A N/A 232,000 283,120 2,361,220 2,269,420 2019-05-23 $57.10 $57.75 23.7% 6.8% 37.3% 28.5% 24.1% 4.3% 0.4% -66.9M 462.4M -35.7M 1.02 38.90 N/A N/A 360,920 368,460 2,421,480 2,318,180 2019-05-24 $56.93 $57.50 21.4% 6.1% 37.1% 18.8% 21.8% 3.5% 0.1% -65.4M 637.6M -35.1M 1.08 41.09 N/A N/A 274,260 295,260 2,476,340 2,367,560 2019-05-28 $57.02 $57.63 22.7% 6.3% 36.5% 24.3% 21.5% 3.9% 0.1% -46.5M 342.4M -34.5M 0.57 41.63 N/A N/A 286,260 164,480 2,301,700 2,255,660 2019-05-29 $56.03 $57.63 24.4% 6.8% 25.6% 31.7% 23.0% 3.5% -0.4% -99.4M 1.44B -33.8M 0.94 38.92 N/A N/A 407,560 383,520 2,388,260 2,290,320 2019-05-30 $56.10 $57.50 23.5% 6.5% 24.9% 27.8% 22.5% 3.5% -0.2% -67.0M 1.30B -34.4M 0.81 41.46 N/A N/A 312,220 253,600 2,495,560 2,351,820 2019-05-31 $55.37 $57.50 24.3% 6.9% 25.1% 31.2% 23.3% 3.8% -0.1% -158.6M 2.12B -33.8M 1.33 38.48 N/A N/A 293,840 391,800 2,575,980 2,385,720
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