GOOGL Options History — September 2019

In September 2019, GOOGL traded between $58.41 and $62.33. ATM implied volatility averaged 20.5%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 0.6% (HV 20d: 21.1%). Max pain ranged from $58.75 to $60.25. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.75.

Notable Days

  • 2019-09-27: Highest Volume — 780,960 contracts
  • 2019-09-30: Largest IV spike — 15.2% change
  • 2019-09-30: Highest IV Rank — 38.9%
  • 2019-09-03: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.06$58.41$62.33$58.41$61.04
Max Pain$59.58$58.75$60.25$59.00$60.25
ATM IV20.5%17.1%26.2%24.5%26.2%
Expected Move5.6%5.0%6.9%6.9%5.8%
HV 20d21.1%15.8%25.3%24.1%18.8%
HV 60d28.1%27.7%28.4%27.9%28.0%
IV Rank14.2%0.0%38.9%31.3%38.9%
IV Percentile18.9%0.0%62.3%49.2%62.3%
Term Structure2.1%-0.9%6.2%-0.1%-0.9%
VWIV20.2%17.9%24.2%24.2%20.5%
Skew 25d3.9%3.2%5.2%4.5%5.2%
Skew 10d8.0%6.2%10.0%9.8%10.0%
Call IV 25d18.5%15.7%25.1%22.3%25.1%
Put IV 25d22.4%18.9%30.4%26.8%30.4%
Bid-Ask Spread %48.7922.6062.1529.1462.15
Gamma HHI0.050.030.090.030.03
Net GEX223.2M36.5M440.9M36.5M88.5M
Net DEX-3.87B-6.12B-1.19B-1.19B-2.57B
Net VEX-34.8M-37.0M-32.8M-37.0M-34.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.541.110.750.56
Total Volume486,567269,280780,960527,600322,180
Total OI4,743,9253,803,1405,200,8804,693,0004,129,740

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$58.41$59.0024.5%6.9%24.1%31.3%24.2%4.5%-0.1%36.5M-1.19B-37.0M0.7529.14N/AN/A301,480226,1202,400,3602,292,640
2019-09-04$59.20$59.0022.3%6.2%24.0%21.4%21.7%4.2%0.1%108.1M-2.15B-36.9M0.5422.60N/AN/A217,120117,9802,483,8402,357,220
2019-09-05$60.59$58.7519.4%5.9%25.3%9.2%20.9%4.1%0.2%379.7M-4.32B-36.5M0.5454.06N/AN/A382,960207,0602,547,6402,393,220
2019-09-06$60.41$59.0018.9%5.7%24.1%6.7%21.0%3.6%0.2%388.1M-3.97B-36.1M0.7654.83N/AN/A245,880187,8002,604,6602,438,960
2019-09-09$60.13$59.0019.7%5.9%24.0%10.2%21.6%4.0%0.9%139.9M-3.08B-35.4M0.9953.38N/AN/A285,800282,4402,429,6402,324,820
2019-09-10$60.10$59.0020.0%6.0%23.3%11.5%21.2%4.1%1.0%149.0M-3.05B-35.7M1.0152.04N/AN/A158,540160,3002,501,9802,403,980
2019-09-11$60.81$59.0018.4%5.6%22.8%4.5%20.2%3.5%1.3%302.1M-4.23B-35.0M0.7857.48N/AN/A261,940205,3402,544,3202,439,840
2019-09-12$61.93$59.0017.8%5.3%21.5%2.0%19.9%3.3%0.8%440.9M-6.08B-34.1M0.7760.91N/AN/A350,940270,8802,557,4402,506,100
2019-09-13$61.95$59.5017.1%5.1%21.5%0.0%19.1%3.2%1.2%437.1M-6.12B-34.0M0.7859.31N/AN/A294,420229,6002,611,4402,587,100
2019-09-16$61.56$60.0019.1%5.5%21.7%8.5%19.4%3.7%2.9%207.7M-4.65B-33.9M1.1158.80N/AN/A162,220179,4802,407,7802,445,820
2019-09-17$61.47$60.0018.9%5.5%20.8%7.9%19.3%3.9%2.8%161.4M-4.45B-34.0M0.8557.31N/AN/A145,640123,6402,444,8002,532,200
2019-09-18$61.79$60.0018.7%5.4%20.1%6.9%19.5%3.5%3.7%219.0M-4.96B-33.7M0.6930.30N/AN/A218,620151,5602,469,2402,586,260
2019-09-19$61.93$60.0018.0%5.0%20.1%4.0%17.9%3.3%3.9%334.7M-5.28B-33.1M0.7332.91N/AN/A237,520173,6002,509,1202,613,480
2019-09-20$61.53$60.0019.1%5.0%20.3%8.3%18.3%3.2%4.6%187.9M-4.63B-33.3M0.8032.58N/AN/A389,900312,0002,544,5202,656,360
2019-09-23$61.82$60.0021.1%5.2%15.8%17.3%18.0%4.5%2.2%143.1M-3.31B-32.8M0.6428.27N/AN/A197,040125,5801,881,5001,921,640
2019-09-24$60.84$60.0024.1%6.1%17.1%30.2%21.3%4.5%2.4%53.6M-2.36B-34.4M0.8051.71N/AN/A430,560346,2802,009,8402,065,180
2019-09-25$62.33$60.0022.9%5.4%18.8%24.9%19.4%4.2%3.0%269.1M-4.28B-34.8M0.6358.27N/AN/A351,880222,8202,103,3802,175,140
2019-09-26$62.08$60.0020.6%5.5%18.9%15.2%19.4%4.0%6.2%269.4M-4.06B-35.1M0.6160.58N/AN/A294,640178,6202,183,1802,240,100
2019-09-27$61.24$60.0022.7%5.9%18.9%24.1%21.1%4.0%6.2%147.5M-2.63B-35.3M0.6559.15N/AN/A473,780307,1802,241,3002,292,720
2019-09-30$61.04$60.2526.2%5.8%18.8%38.9%20.5%5.2%-0.9%88.5M-2.57B-34.6M0.5662.15N/AN/A206,240115,9402,043,1402,086,600