GOOGL Options History — August 2019 In August 2019, GOOGL traded between $57.77 and $60.84. ATM implied volatility averaged 23.2%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 13.4% (HV 20d: 36.5%). Max pain ranged from $57.75 to $59.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2019-08-01 : Highest Volume — 971,740 contracts2019-08-05 : Largest IV spike — 23.9% change2019-08-05 : Highest IV Rank — 48.9%2019-08-05 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $59.16 $57.77 $60.84 $60.84 $59.44 Max Pain $58.61 $57.75 $59.00 $57.75 $59.00 ATM IV 23.2% 19.4% 28.4% 19.4% 21.4% Expected Move 6.6% 5.8% 7.8% 5.8% 6.0% HV 20d 36.5% 25.8% 42.4% 36.5% 26.3% HV 60d 30.7% 27.8% 32.1% 31.0% 27.9% IV Rank 25.7% 10.6% 48.9% 10.6% 17.7% IV Percentile 39.7% 16.3% 71.8% 16.3% 23.8% Term Structure 0.1% -1.3% 0.9% -0.1% 0.1% VWIV 23.1% 20.1% 26.6% 20.1% 21.3% Skew 25d 4.8% 3.5% 5.5% 3.5% 4.5% Skew 10d 9.6% 7.0% 11.9% 7.0% 9.2% Call IV 25d 20.9% 18.5% 25.5% 18.5% 19.3% Put IV 25d 25.7% 22.0% 30.8% 22.0% 23.8% Bid-Ask Spread % 39.61 18.47 50.92 18.47 26.95 Gamma HHI 0.03 0.02 0.05 0.03 0.05 Net GEX 74.7M -77.3M 232.9M 101.8M 47.2M Net DEX -2.13B -3.96B 50.1M -3.82B -2.64B Net VEX -39.2M -40.5M -38.2M -38.9M -38.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.47 0.89 0.59 0.65 Total Volume 545,083.636 209,560 971,740 971,740 388,980 Total OI 5,036,420 4,536,380 5,429,920 5,163,520 5,046,980
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 2019-08-01 $60.84 $57.75 19.4% 5.8% 36.5% 10.6% 20.1% 3.5% -0.1% 101.8M -3.82B -38.9M 0.59 18.47 N/A N/A 610,540 361,200 2,607,980 2,555,540 2019-08-02 $59.82 $57.75 23.0% 6.7% 37.2% 25.5% 23.2% 4.5% -0.1% -24.0M -2.35B -39.7M 0.61 19.44 N/A N/A 578,220 351,240 2,677,160 2,603,520 2019-08-05 $57.82 $58.00 28.4% 7.8% 39.0% 48.9% 26.6% 5.3% -0.3% -13.5M -480.1M -39.7M 0.89 32.58 N/A N/A 426,580 378,960 2,413,120 2,446,180 2019-08-06 $58.65 $58.00 24.6% 7.0% 39.3% 32.7% 24.8% 5.0% -0.5% 28.4M -1.49B -40.0M 0.67 35.68 N/A N/A 423,720 283,020 2,523,400 2,553,440 2019-08-07 $58.89 $58.00 26.1% 7.2% 39.1% 38.8% 25.4% 4.9% -1.3% 51.4M -1.82B -40.5M 0.62 36.54 N/A N/A 335,840 209,860 2,579,800 2,610,520 2019-08-08 $60.21 $58.00 21.6% 6.3% 39.8% 19.8% 22.6% 4.1% 0.1% 225.9M -3.96B -39.9M 0.48 44.45 N/A N/A 534,240 254,600 2,644,960 2,629,100 2019-08-09 $59.65 $58.75 22.5% 6.4% 40.0% 23.4% 23.1% 4.7% 0.1% 111.5M -3.07B -39.9M 0.60 43.37 N/A N/A 425,480 254,400 2,706,980 2,670,660 2019-08-12 $58.77 $58.75 25.0% 7.1% 40.5% 33.2% 24.7% 5.3% -0.0% 48.4M -1.75B -39.7M 0.80 33.21 N/A N/A 225,540 180,420 2,531,540 2,545,460 2019-08-13 $59.82 $58.75 21.8% 6.3% 40.9% 19.3% 22.0% 4.4% 0.2% 144.4M -3.19B -39.3M 0.60 45.82 N/A N/A 345,520 206,380 2,575,080 2,607,180 2019-08-14 $58.37 $58.75 25.2% 7.5% 41.9% 34.3% 26.0% 5.0% 0.8% 7.1M -1.08B -39.7M 0.69 40.90 N/A N/A 356,780 245,960 2,634,920 2,637,780 2019-08-15 $58.55 $58.75 25.4% 7.3% 41.8% 35.1% 25.6% 5.5% -0.2% 18.4M -1.61B -40.1M 0.63 42.66 N/A N/A 243,300 153,700 2,717,260 2,681,600 2019-08-16 $59.01 $58.75 22.6% 6.6% 41.7% 22.7% 22.9% 4.8% 0.4% 122.3M -2.43B -39.2M 0.58 46.79 N/A N/A 320,500 185,220 2,746,600 2,683,320 2019-08-19 $60.11 $58.75 20.9% 6.1% 42.1% 15.7% 21.0% 4.6% 0.4% 139.0M -3.09B -38.8M 0.65 49.46 N/A N/A 341,880 220,920 2,300,540 2,235,840 2019-08-20 $59.31 $58.75 21.6% 6.2% 42.4% 18.8% 21.4% 4.5% 0.7% 86.7M -2.13B -38.4M 0.72 50.92 N/A N/A 223,820 160,820 2,361,760 2,281,900 2019-08-21 $59.58 $59.00 20.6% 5.9% 42.3% 14.2% 20.3% 4.3% 0.5% 136.2M -2.59B -38.6M 0.69 45.36 N/A N/A 172,680 119,220 2,450,920 2,337,240 2019-08-22 $59.71 $59.00 21.1% 6.0% 42.3% 16.7% 21.3% 4.5% 0.5% 155.1M -2.69B -39.1M 0.68 46.83 N/A N/A 266,060 180,360 2,492,220 2,371,720 2019-08-23 $57.77 $59.00 25.2% 7.2% 25.8% 34.2% 24.7% 5.1% 0.5% -77.3M 50.1M -38.8M 0.70 44.01 N/A N/A 405,400 284,580 2,546,580 2,434,060 2019-08-26 $58.22 $59.00 24.2% 6.8% 26.0% 29.7% 23.7% 5.3% 0.1% 5.6M -862.9M -38.4M 0.47 44.04 N/A N/A 142,160 67,400 2,409,340 2,318,040 2019-08-27 $58.46 $59.00 24.2% 6.8% 26.0% 29.7% 23.5% 5.4% 0.3% 37.1M -1.22B -38.5M 0.68 48.10 N/A N/A 183,960 124,980 2,461,220 2,341,180 2019-08-28 $58.70 $59.00 23.4% 6.6% 26.1% 26.6% 22.4% 5.1% 0.9% 59.3M -1.50B -38.5M 0.57 48.04 N/A N/A 214,340 121,580 2,500,140 2,364,240 2019-08-29 $59.75 $59.00 21.4% 6.0% 26.9% 17.9% 21.2% 4.5% 0.3% 232.9M -3.19B -38.5M 0.69 27.85 N/A N/A 284,960 196,520 2,569,720 2,394,500 2019-08-30 $59.44 $59.00 21.4% 6.0% 26.3% 17.7% 21.3% 4.5% 0.1% 47.2M -2.64B -38.2M 0.65 26.95 N/A N/A 235,600 153,380 2,610,840 2,436,140
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