GOOGL Options History — January 2020 In January 2020, GOOGL traded between $68.24 and $74.43. ATM implied volatility averaged 24.0%, placing in the 54.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.2% (HV 20d: 14.8%). Max pain ranged from $63.00 to $70.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2020-01-17 : Highest Volume — 1,666,520 contracts2020-01-31 : Largest IV spike — 23.5% change2020-01-31 : Highest IV Rank — 100.0%2020-01-31 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $71.82 $68.24 $74.43 $68.32 $71.47 Max Pain $68.24 $63.00 $70.00 $63.00 $70.00 ATM IV 24.0% 18.8% 31.9% 18.8% 31.9% Expected Move 6.8% 4.6% 10.0% 4.7% 10.0% HV 20d 14.8% 11.6% 18.4% 13.2% 17.9% HV 60d 14.9% 14.4% 15.3% 15.2% 14.6% IV Rank 54.8% 19.9% 100.0% 19.9% 100.0% IV Percentile 65.5% 25.0% 100.0% 25.0% 100.0% Term Structure -0.5% -1.8% 4.3% 3.8% -1.0% VWIV 24.0% 16.4% 35.3% 17.4% 35.3% Skew 25d 2.9% 1.5% 4.3% 2.6% 3.5% Skew 10d 5.7% 2.8% 7.1% 6.2% 6.8% Call IV 25d 22.6% 16.8% 30.5% 17.1% 30.5% Put IV 25d 25.5% 19.7% 33.9% 19.7% 33.9% Bid-Ask Spread % 45.65 38.00 64.78 56.19 46.53 Gamma HHI 0.08 0.03 0.18 0.06 0.04 Net GEX 381.8M -58.6M 673.8M 605.0M -58.6M Net DEX -7.85B -13.91B -2.26B -7.72B -2.26B Net VEX -27.4M -32.5M -25.2M -26.2M -32.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.35 0.89 0.57 0.64 Total Volume 837,701.905 450,800 1,666,520 877,280 1,343,460 Total OI 4,551,735.238 3,322,360 5,652,340 4,819,300 4,081,180
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 2020-01-02 $68.32 $63.00 18.8% 4.7% 13.2% 19.9% 17.4% 2.6% 3.8% 605.0M -7.72B -26.2M 0.57 56.19 N/A N/A 560,340 316,940 2,389,360 2,429,940 2020-01-03 $68.24 $63.00 19.1% 4.6% 11.6% 21.3% 16.4% 3.0% 4.3% 641.7M -7.72B -26.2M 0.64 64.78 N/A N/A 412,240 264,260 2,466,180 2,504,860 2020-01-06 $69.82 $66.50 22.5% 6.4% 13.9% 45.8% 23.1% 4.3% -0.4% 450.7M -8.97B -25.2M 0.49 39.86 N/A N/A 740,700 362,660 2,256,440 2,323,680 2020-01-07 $69.85 $66.75 23.1% 6.3% 13.3% 48.9% 22.6% 3.9% -1.2% 550.7M -9.21B -25.9M 0.64 39.88 N/A N/A 460,100 295,880 2,413,580 2,448,200 2020-01-08 $70.50 $67.25 22.6% 6.0% 13.6% 46.6% 21.6% 3.0% -0.9% 621.2M -10.17B -25.5M 0.76 42.88 N/A N/A 361,800 275,040 2,466,440 2,578,380 2020-01-09 $70.94 $67.25 21.1% 5.9% 13.4% 38.5% 20.3% 3.2% -0.2% 644.3M -10.79B -25.5M 0.55 42.37 N/A N/A 544,360 298,200 2,497,500 2,664,900 2020-01-10 $71.41 $67.50 22.5% 6.0% 13.5% 46.0% 21.1% 3.3% -1.0% 673.8M -11.60B -25.6M 0.63 43.99 N/A N/A 770,320 485,340 2,598,780 2,781,160 2020-01-13 $71.91 $68.00 22.8% 6.1% 13.6% 49.2% 21.5% 3.2% -1.1% 428.5M -10.78B -25.8M 0.89 43.56 N/A N/A 289,660 257,440 2,450,560 2,631,140 2020-01-14 $71.77 $68.25 22.3% 6.0% 13.6% 46.6% 21.5% 3.1% -1.2% 441.2M -10.62B -25.9M 0.83 44.32 N/A N/A 291,880 242,340 2,523,280 2,685,840 2020-01-15 $71.77 $68.50 22.8% 6.1% 13.5% 49.3% 21.8% 3.1% -1.4% 400.0M -10.53B -26.3M 0.86 45.74 N/A N/A 242,260 208,540 2,560,720 2,800,640 2020-01-16 $72.32 $68.75 22.1% 6.0% 13.3% 45.8% 21.2% 3.4% -1.4% 648.2M -11.68B -25.6M 0.83 48.87 N/A N/A 324,400 268,160 2,632,020 2,871,600 2020-01-17 $73.85 $69.00 23.2% 6.3% 14.6% 51.8% 22.4% 4.0% -1.8% 315.5M -13.91B -25.5M 0.35 46.87 N/A N/A 1,230,000 436,520 2,674,240 2,978,100 2020-01-21 $74.19 $69.50 25.1% 7.1% 14.5% 62.4% 25.4% 2.1% -1.1% 345.4M -6.55B -27.1M 0.54 38.00 N/A N/A 696,820 374,080 1,683,820 1,638,540 2020-01-22 $74.34 $69.75 24.9% 7.1% 14.4% 61.0% 25.2% 2.2% -1.4% 414.2M -6.67B -27.8M 0.67 41.89 N/A N/A 548,000 369,520 1,828,600 1,812,620 2020-01-23 $74.43 $70.00 26.6% 7.7% 14.2% 70.5% 27.5% 1.5% -1.0% 400.1M -6.58B -28.2M 0.71 39.05 N/A N/A 354,100 250,500 1,901,200 1,933,580 2020-01-24 $73.32 $70.00 26.9% 7.8% 15.7% 72.0% 27.3% 1.9% -1.5% 7.5M -4.44B -29.8M 0.84 44.86 N/A N/A 636,040 532,100 1,955,860 2,033,300 2020-01-27 $71.64 $70.00 28.0% 8.3% 18.2% 78.4% 28.9% 2.7% -0.6% 26.5M -2.58B -30.4M 0.88 43.74 N/A N/A 358,540 314,300 1,722,680 1,794,120 2020-01-28 $72.61 $70.00 25.9% 7.8% 18.4% 66.6% 27.3% 2.3% -0.5% 129.5M -3.83B -30.3M 0.57 46.34 N/A N/A 343,060 195,620 1,830,140 1,905,020 2020-01-29 $73.01 $70.00 25.6% 7.7% 17.7% 64.7% 26.9% 1.9% -1.3% 200.7M -4.44B -30.1M 0.39 51.34 N/A N/A 474,400 184,100 1,894,780 1,964,160 2020-01-30 $72.60 $70.00 25.8% 8.0% 17.9% 66.3% 28.8% 2.7% -0.5% 132.7M -3.78B -30.8M 0.70 47.64 N/A N/A 398,980 278,740 1,972,360 2,006,940 2020-01-31 $71.47 $70.00 31.9% 10.0% 17.9% 100.0% 35.3% 3.5% -1.0% -58.6M -2.26B -32.5M 0.64 46.53 N/A N/A 820,360 523,100 2,017,040 2,064,140
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