GOOGL Options History — December 2019 In December 2019, GOOGL traded between $64.63 and $68.05. ATM implied volatility averaged 16.1%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.6% (HV 20d: 12.6%). Max pain ranged from $60.00 to $63.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.64.
Notable Days 2019-12-06 : Highest Volume — 970,120 contracts2019-12-13 : Largest IV drop — 14.4% change2019-12-31 : Highest IV Rank — 18.9%2019-12-03 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $67.05 $64.63 $68.05 $64.63 $66.86 Max Pain $61.37 $60.00 $63.50 $63.25 $62.75 ATM IV 16.1% 13.9% 18.6% 17.1% 18.6% Expected Move 4.6% 4.0% 5.4% 5.0% 4.6% HV 20d 12.6% 10.6% 14.3% 13.9% 11.2% HV 60d 16.6% 14.6% 17.6% 17.2% 14.6% IV Rank 6.3% 0.0% 18.9% 6.7% 18.9% IV Percentile 7.0% 0.0% 23.0% 7.9% 23.0% Term Structure 1.0% -0.2% 3.2% 0.6% 3.2% VWIV 16.5% 13.8% 19.8% 18.2% 16.2% Skew 25d 2.8% 2.2% 3.6% 3.0% 2.5% Skew 10d 5.8% 4.3% 7.3% 6.8% 5.6% Call IV 25d 14.8% 12.9% 17.5% 15.9% 17.1% Put IV 25d 17.6% 15.3% 20.4% 18.9% 19.6% Bid-Ask Spread % 59.42 55.67 64.18 58.64 56.61 Gamma HHI 0.13 0.03 0.50 0.04 0.05 Net GEX 535.3M 91.2M 1.39B 91.2M 216.2M Net DEX -7.59B -10.22B -4.24B -4.24B -4.62B Net VEX -27.7M -31.1M -25.1M -30.2M -27.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.37 1.25 0.71 1.02 Total Volume 549,196.19 266,640 970,120 528,720 414,660 Total OI 5,279,527.619 4,390,460 6,080,420 5,016,940 4,704,340
Daily Data (21 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 2019-12-02 $64.63 $63.25 17.1% 5.0% 13.9% 6.7% 18.2% 3.0% 0.6% 91.2M -4.24B -30.2M 0.71 58.64 N/A N/A 309,500 219,220 2,479,720 2,537,220 2019-12-03 $64.69 $63.25 18.2% 5.4% 12.5% 11.3% 19.7% 3.6% 0.3% 102.4M -4.24B -31.1M 0.82 56.91 N/A N/A 225,180 183,880 2,543,740 2,628,600 2019-12-04 $65.99 $63.50 17.7% 5.2% 14.3% 9.3% 18.7% 3.0% 0.5% 372.3M -6.93B -30.2M 0.38 57.56 N/A N/A 676,440 255,300 2,605,420 2,679,720 2019-12-05 $66.25 $60.00 16.9% 5.1% 14.3% 6.2% 19.8% 3.2% 0.4% 531.7M -7.46B -30.4M 0.54 55.85 N/A N/A 465,160 249,360 2,731,700 2,761,580 2019-12-06 $67.11 $60.00 16.1% 4.8% 14.1% 2.9% 17.3% 3.2% 0.7% 615.5M -9.46B -29.0M 0.49 57.50 N/A N/A 649,420 320,700 2,774,320 2,815,820 2019-12-09 $67.30 $60.00 16.4% 4.9% 14.1% 4.1% 18.0% 3.2% 0.5% 462.5M -8.64B -28.2M 0.59 59.60 N/A N/A 384,220 226,440 2,603,340 2,692,200 2019-12-10 $67.03 $60.25 16.5% 4.9% 13.8% 4.4% 18.3% 2.9% 0.7% 420.1M -7.96B -29.1M 1.25 61.13 N/A N/A 164,820 205,460 2,672,320 2,760,740 2019-12-11 $67.18 $60.25 16.7% 4.9% 13.8% 5.2% 18.0% 3.2% 0.4% 460.8M -8.33B -28.2M 0.48 60.34 N/A N/A 180,080 86,560 2,697,820 2,844,860 2019-12-12 $67.41 $60.25 17.3% 4.9% 13.8% 7.6% 18.2% 3.6% -0.2% 546.6M -8.70B -28.2M 0.38 62.54 N/A N/A 471,120 179,860 2,738,420 2,878,000 2019-12-13 $67.42 $60.25 14.8% 4.3% 13.6% 0.0% 15.3% 2.6% 0.5% 683.2M -9.35B -26.7M 0.48 62.71 N/A N/A 396,040 190,940 2,848,980 2,929,520 2019-12-16 $68.05 $60.50 13.9% 4.0% 12.6% 0.0% 14.3% 2.4% 0.5% 721.0M -10.22B -25.1M 0.65 61.71 N/A N/A 343,100 224,060 2,703,060 2,730,440 2019-12-17 $67.77 $61.00 14.0% 4.0% 12.2% 0.4% 14.3% 2.4% 0.5% 779.5M -9.74B -25.7M 0.86 62.30 N/A N/A 274,580 234,900 2,778,460 2,822,600 2019-12-18 $67.67 $61.25 13.9% 4.0% 12.1% 0.0% 13.8% 2.4% 0.2% 872.6M -9.58B -26.1M 0.61 63.96 N/A N/A 227,300 139,480 2,848,300 2,942,580 2019-12-19 $67.69 $61.25 14.4% 4.1% 11.0% 1.9% 14.7% 2.3% 0.4% 997.7M -9.78B -26.1M 0.46 64.18 N/A N/A 332,160 153,380 2,944,940 3,010,060 2019-12-20 $67.65 $61.50 14.4% 4.1% 11.1% 2.1% 14.5% 2.2% 0.5% 1.39B -9.94B -26.7M 0.65 63.90 N/A N/A 282,080 183,580 3,012,260 3,068,160 2019-12-23 $67.44 $61.50 14.7% 4.1% 10.7% 3.2% 14.7% 2.8% 1.9% 331.7M -5.89B -26.5M 0.77 57.88 N/A N/A 190,260 146,660 2,178,620 2,211,840 2019-12-24 $67.25 $61.50 15.2% 4.2% 10.6% 4.9% 15.1% 2.4% 2.0% 293.0M -5.56B -26.9M 0.74 55.67 N/A N/A 163,140 120,260 2,250,020 2,285,720 2019-12-26 $68.01 $61.50 16.3% 4.4% 11.1% 9.7% 15.6% 2.6% 2.1% 544.0M -7.13B -26.3M 0.37 55.91 N/A N/A 624,820 231,580 2,303,420 2,345,740 2019-12-27 $67.74 $62.50 17.3% 4.5% 11.2% 14.1% 15.7% 3.5% 2.1% 584.3M -6.68B -27.6M 0.39 56.74 N/A N/A 542,700 211,180 2,477,340 2,453,240 2019-12-30 $67.03 $62.50 18.4% 4.8% 11.8% 18.4% 16.8% 2.5% 3.0% 220.6M -4.94B -27.0M 0.72 56.11 N/A N/A 263,540 190,000 2,285,120 2,289,780 2019-12-31 $66.86 $62.75 18.6% 4.6% 11.2% 18.9% 16.2% 2.5% 3.2% 216.2M -4.62B -27.0M 1.02 56.61 N/A N/A 204,820 209,840 2,353,220 2,351,120
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