GOOGL Options History — June 2019 In June 2019, GOOGL traded between $51.58 and $56.14. ATM implied volatility averaged 23.9%, placing in the 29.4% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 8.6% (HV 20d: 32.5%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.75.
Notable Days 2019-06-03 : Highest Volume — 1,370,260 contracts2019-06-24 : Largest IV spike — 16.8% change2019-06-27 : Highest IV Rank — 48.7%2019-06-03 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.12 $51.58 $56.14 $51.58 $53.83 Max Pain $55.49 $55.00 $57.50 $57.50 $55.00 ATM IV 23.9% 20.2% 28.4% 27.1% 28.1% Expected Move 6.4% 5.6% 7.9% 7.9% 6.1% HV 20d 32.5% 30.6% 36.1% 33.5% 31.3% HV 60d 28.8% 28.5% 29.4% 29.1% 28.7% IV Rank 29.4% 13.7% 48.7% 43.1% 47.6% IV Percentile 43.9% 19.4% 68.7% 62.3% 67.5% Term Structure 0.5% -1.0% 5.6% -0.2% -1.0% VWIV 22.1% 20.0% 26.7% 26.7% 21.3% Skew 25d 3.1% 2.2% 4.5% 4.5% 2.9% Skew 10d 5.8% 4.0% 9.7% 9.7% 5.2% Call IV 25d 22.4% 18.8% 27.0% 25.0% 27.0% Put IV 25d 25.5% 21.0% 29.9% 29.6% 29.9% Bid-Ask Spread % 47.23 39.41 55.47 46.59 43.26 Gamma HHI 0.03 0.02 0.06 0.03 0.05 Net GEX 11.2M -150.4M 163.6M -150.4M 19.3M Net DEX 887.6M -2.05B 4.91B 4.91B 1.05B Net VEX -34.5M -36.5M -27.8M -27.8M -36.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.46 1.26 1.00 0.64 Total Volume 725,102 418,540 1,370,260 1,370,260 552,200 Total OI 5,165,443 4,187,560 5,609,740 4,683,600 5,123,640
Daily Data (20 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 2019-06-03 $51.58 $57.50 27.1% 7.9% 33.5% 43.1% 26.7% 4.5% -0.2% -150.4M 4.91B -27.8M 1.00 46.59 N/A N/A 684,720 685,540 2,357,240 2,326,360 2019-06-04 $52.55 $56.00 24.3% 6.9% 34.5% 31.0% 23.8% 4.0% -0.0% -119.9M 3.46B -31.6M 0.99 44.51 N/A N/A 500,620 493,560 2,642,380 2,421,200 2019-06-05 $52.11 $55.00 24.6% 7.0% 34.2% 32.7% 23.6% 3.7% -0.6% -132.8M 3.81B -31.7M 1.26 48.15 N/A N/A 376,060 474,100 2,774,580 2,497,940 2019-06-06 $52.38 $57.00 23.4% 6.6% 34.3% 27.3% 22.5% 3.6% -0.5% -113.3M 3.08B -32.3M 0.93 42.93 N/A N/A 463,980 432,140 2,854,320 2,486,980 2019-06-07 $53.41 $56.00 22.9% 6.4% 35.4% 25.1% 22.5% 3.1% -0.1% 58.1M 1.36B -34.3M 0.64 43.07 N/A N/A 681,340 433,720 2,946,800 2,527,520 2019-06-10 $54.25 $55.75 22.6% 6.5% 36.1% 24.1% 22.3% 3.6% -0.2% 1.5M 579.8M -35.3M 0.46 46.84 N/A N/A 382,600 176,520 2,731,600 2,380,820 2019-06-11 $54.17 $55.75 23.5% 6.6% 34.8% 27.9% 23.3% 3.2% -0.8% 22.3M 599.6M -35.4M 0.72 45.71 N/A N/A 372,440 267,540 2,821,640 2,415,420 2019-06-12 $53.91 $55.75 23.4% 6.6% 34.8% 27.4% 23.3% 3.1% -0.2% -17.2M 1.06B -35.5M 0.99 46.67 N/A N/A 296,960 293,740 2,878,360 2,483,640 2019-06-13 $54.41 $55.50 22.6% 6.5% 31.2% 24.0% 22.4% 2.9% 0.0% 62.7M 280.6M -35.4M 0.86 50.91 N/A N/A 306,400 264,880 2,921,400 2,507,440 2019-06-14 $54.49 $55.50 21.7% 6.2% 30.9% 20.2% 21.4% 2.8% 0.1% -8.8M 271.9M -34.9M 0.76 53.11 N/A N/A 380,220 287,620 2,936,280 2,537,760 2019-06-17 $54.70 $55.00 21.1% 6.1% 30.9% 17.8% 21.7% 2.8% 3.0% 11.5M 251.8M -34.7M 0.70 49.04 N/A N/A 248,740 173,500 2,797,120 2,444,260 2019-06-18 $55.49 $55.00 20.3% 5.8% 30.8% 14.2% 20.7% 2.6% 2.8% 90.8M -924.8M -35.1M 0.50 53.17 N/A N/A 433,020 217,060 2,850,380 2,488,660 2019-06-19 $55.22 $55.00 20.3% 5.8% 30.6% 14.1% 20.8% 2.5% 3.1% 90.0M -528.8M -35.5M 0.85 47.80 N/A N/A 323,480 274,440 2,934,000 2,526,840 2019-06-20 $55.64 $55.00 20.2% 5.6% 30.7% 13.7% 20.0% 2.2% 2.7% 163.6M -1.26B -35.0M 0.70 52.98 N/A N/A 434,080 303,740 2,978,080 2,537,640 2019-06-21 $56.14 $55.00 21.8% 5.7% 30.6% 20.5% 20.2% 2.3% 5.6% 111.4M -2.05B -35.5M 0.67 54.58 N/A N/A 572,560 383,020 3,035,820 2,573,920 2019-06-24 $55.82 $55.00 25.4% 5.9% 30.7% 36.1% 20.5% 2.9% -0.9% 67.1M -695.5M -34.9M 0.53 55.47 N/A N/A 340,340 181,740 2,147,220 2,040,340 2019-06-25 $54.33 $55.00 27.5% 6.5% 32.0% 44.7% 21.8% 3.2% -0.8% 9.7M 693.6M -35.5M 0.47 39.41 N/A N/A 563,900 264,540 2,376,900 2,109,460 2019-06-26 $53.95 $55.00 28.3% 6.3% 31.5% 48.2% 21.8% 3.1% -0.8% 19.9M 997.4M -36.1M 0.61 40.34 N/A N/A 348,620 213,820 2,653,800 2,215,800 2019-06-27 $53.97 $55.00 28.4% 6.3% 31.5% 48.7% 22.0% 2.8% -1.0% 38.8M 804.9M -36.5M 0.79 40.09 N/A N/A 233,800 184,740 2,774,300 2,251,000 2019-06-28 $53.83 $55.00 28.1% 6.1% 31.3% 47.6% 21.3% 2.9% -1.0% 19.3M 1.05B -36.4M 0.64 43.26 N/A N/A 336,440 215,760 2,839,660 2,283,980
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