GOOGL Options History — July 2019 In July 2019, GOOGL traded between $55.01 and $62.72. ATM implied volatility averaged 23.8%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 3.4% (HV 20d: 20.4%). Max pain ranged from $55.00 to $57.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.71.
Notable Days 2019-07-26 : Highest Volume — 2,356,960 contracts2019-07-26 : Largest IV drop — 32.8% change2019-07-24 : Highest IV Rank — 44.0%2019-07-24 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $57.68 $55.01 $62.72 $55.01 $61.25 Max Pain $56.03 $55.00 $57.50 $55.00 $57.50 ATM IV 23.8% 17.6% 27.3% 26.2% 18.1% Expected Move 6.5% 4.6% 8.5% 5.1% 5.4% HV 20d 20.4% 13.2% 36.3% 18.7% 36.3% HV 60d 29.5% 24.6% 31.4% 29.1% 31.2% IV Rank 29.1% 2.8% 44.0% 39.2% 4.9% IV Percentile 44.9% 1.6% 66.7% 57.1% 6.0% Term Structure -0.9% -1.5% 0.1% -1.2% 0.1% VWIV 22.9% 16.2% 29.4% 17.8% 18.8% Skew 25d 2.3% 1.7% 2.9% 2.6% 2.9% Skew 10d 4.5% 3.1% 5.8% 4.8% 5.8% Call IV 25d 22.7% 17.0% 26.3% 24.5% 17.4% Put IV 25d 25.0% 18.8% 28.1% 27.1% 20.3% Bid-Ask Spread % 35.69 13.75 53.80 44.02 14.42 Gamma HHI 0.06 0.03 0.12 0.08 0.04 Net GEX 233.9M 19.5M 446.4M 210.4M 149.0M Net DEX -3.23B -8.40B -716.1M -716.1M -4.51B Net VEX -35.6M -37.6M -33.4M -36.4M -37.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.48 0.98 0.58 0.48 Total Volume 697,648.182 331,120 2,356,960 622,340 768,080 Total OI 4,909,031.818 4,144,460 5,304,920 4,802,100 5,013,480
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 2019-07-01 $55.01 $55.00 26.2% 5.1% 18.7% 39.2% 17.8% 2.6% -1.2% 210.4M -716.1M -36.4M 0.58 44.02 N/A N/A 393,940 228,400 2,627,080 2,175,020 2019-07-02 $55.62 $55.00 24.7% 4.6% 18.1% 33.1% 16.8% 2.5% -1.2% 365.9M -1.78B -36.5M 0.77 53.80 N/A N/A 290,100 222,740 2,701,060 2,242,120 2019-07-03 $56.07 $55.00 24.5% 4.6% 17.7% 32.3% 16.2% 2.4% -1.2% 436.7M -2.67B -36.5M 0.66 48.96 N/A N/A 331,260 217,220 2,742,340 2,300,860 2019-07-05 $56.64 $55.50 25.1% 6.6% 17.8% 34.7% 23.6% 2.6% -1.5% 398.7M -3.63B -36.1M 0.61 44.85 N/A N/A 487,080 294,960 2,728,460 2,321,220 2019-07-08 $55.92 $55.50 24.9% 6.7% 17.8% 33.6% 23.5% 2.7% -1.2% 287.8M -1.85B -35.3M 0.83 45.52 N/A N/A 290,280 242,140 2,635,840 2,212,400 2019-07-09 $56.25 $55.50 25.3% 6.9% 17.1% 35.5% 24.4% 2.3% -1.0% 333.4M -2.47B -35.9M 0.60 46.85 N/A N/A 353,200 213,660 2,714,360 2,324,840 2019-07-10 $56.90 $55.50 24.2% 6.6% 17.4% 30.7% 23.4% 2.3% -1.2% 434.6M -3.78B -35.3M 0.56 48.49 N/A N/A 483,680 269,240 2,773,740 2,380,720 2019-07-11 $57.16 $55.50 24.0% 6.6% 17.2% 29.8% 23.2% 2.4% -1.0% 446.4M -4.18B -35.0M 0.63 45.49 N/A N/A 511,880 321,000 2,801,620 2,414,060 2019-07-12 $57.27 $55.50 23.5% 6.5% 17.0% 27.7% 23.1% 2.3% -1.1% 393.5M -4.18B -34.8M 0.58 47.66 N/A N/A 442,120 258,360 2,815,360 2,489,560 2019-07-15 $57.48 $55.50 23.4% 6.6% 17.0% 27.3% 23.1% 2.4% -0.4% 264.2M -4.00B -34.7M 0.78 47.11 N/A N/A 235,480 183,120 2,666,400 2,372,160 2019-07-16 $57.76 $56.00 23.2% 6.6% 17.1% 26.7% 23.5% 2.2% -0.8% 253.2M -4.25B -34.7M 0.57 50.30 N/A N/A 398,980 229,060 2,687,580 2,442,440 2019-07-17 $57.43 $56.00 24.0% 6.9% 16.7% 30.1% 24.1% 2.4% -0.8% 161.3M -3.48B -34.7M 0.72 28.32 N/A N/A 239,760 172,520 2,663,680 2,500,560 2019-07-18 $57.29 $56.25 25.4% 7.3% 16.6% 35.9% 25.9% 2.5% -1.2% 124.0M -3.13B -34.8M 0.65 28.04 N/A N/A 447,540 289,360 2,670,620 2,538,480 2019-07-19 $56.75 $56.50 25.9% 7.5% 16.9% 38.1% 26.7% 2.4% -1.3% 19.5M -2.02B -34.7M 0.78 28.98 N/A N/A 424,600 331,940 2,672,240 2,601,780 2019-07-22 $56.77 $56.25 27.0% 8.1% 16.7% 42.8% 28.2% 2.5% -1.2% 28.7M -1.14B -35.6M 0.98 26.22 N/A N/A 191,180 188,260 2,057,820 2,086,640 2019-07-23 $57.37 $56.50 27.3% 8.3% 16.9% 43.9% 29.2% 1.9% -1.3% 50.5M -1.75B -36.4M 0.97 28.26 N/A N/A 168,220 162,900 2,127,580 2,167,500 2019-07-24 $56.95 $56.50 27.3% 8.5% 13.6% 44.0% 29.4% 1.8% -1.4% 35.0M -1.37B -36.2M 0.98 27.94 N/A N/A 212,160 208,300 2,159,960 2,208,240 2019-07-25 $56.95 $56.50 26.5% 8.3% 13.2% 40.8% 28.4% 2.0% -1.3% 37.0M -1.33B -36.0M 0.79 21.20 N/A N/A 558,640 441,620 2,231,340 2,270,440 2019-07-26 $62.72 $56.50 17.8% 5.1% 35.7% 3.7% 18.1% 1.7% -0.0% 310.2M -8.40B -33.4M 0.54 23.31 N/A N/A 1,528,840 828,120 2,412,360 2,464,420 2019-07-29 $62.06 $57.13 17.6% 5.1% 36.1% 2.8% 17.9% 2.0% -0.2% 234.6M -5.73B -35.3M 0.88 21.69 N/A N/A 413,320 363,320 2,347,340 2,323,780 2019-07-30 $61.38 $57.50 17.8% 5.2% 36.3% 3.5% 18.2% 2.4% -0.1% 171.9M -4.76B -37.4M 0.60 13.75 N/A N/A 319,320 192,360 2,451,660 2,459,540 2019-07-31 $61.25 $57.50 18.1% 5.4% 36.3% 4.9% 18.8% 2.9% 0.1% 149.0M -4.51B -37.6M 0.48 14.42 N/A N/A 517,300 250,780 2,513,060 2,500,420
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