GOOGL Options History — February 2020 In February 2020, GOOGL traded between $65.21 and $76.28. ATM implied volatility averaged 24.4%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 0.1% (HV 20d: 24.4%). Max pain ranged from $67.50 to $70.75. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.70.
Notable Days 2020-02-03 : Highest Volume — 1,887,640 contracts2020-02-04 : Largest IV drop — 36.7% change2020-02-03 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $73.07 $65.21 $76.28 $73.93 $65.21 Max Pain $69.43 $67.50 $70.75 $70.00 $70.00 ATM IV 24.4% 17.9% 45.4% 33.2% 45.4% Expected Move 7.1% 5.1% 14.0% 10.9% 14.0% HV 20d 24.4% 21.1% 31.8% 21.1% 31.8% HV 60d 17.9% 16.0% 22.6% 16.0% 22.6% IV Rank 49.9% 20.6% 100.0% 100.0% 100.0% IV Percentile 55.2% 18.3% 100.0% 100.0% 100.0% Term Structure -0.4% -2.6% 0.3% -2.0% -2.6% VWIV 25.2% 18.3% 49.6% 38.2% 49.6% Skew 25d 3.4% 0.5% 14.5% 2.0% 14.5% Skew 10d 7.2% 1.2% 31.4% 3.5% 31.4% Call IV 25d 23.2% 17.5% 40.5% 31.5% 40.5% Put IV 25d 26.6% 19.0% 55.0% 33.5% 55.0% Bid-Ask Spread % 43.80 31.00 55.60 39.15 34.68 Gamma HHI 0.06 0.02 0.15 0.04 0.03 Net GEX 244.2M -116.9M 666.9M 139.2M -116.9M Net DEX -4.25B -8.06B 3.69B -5.08B 3.69B Net VEX -33.1M -38.3M -30.1M -32.2M -38.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.37 1.13 0.62 1.13 Total Volume 951,643.158 567,940 1,887,640 1,887,640 777,560 Total OI 4,512,088.421 3,773,640 5,116,880 3,773,640 4,731,020
Daily Data (19 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 2020-02-03 $73.93 $70.00 33.2% 10.9% 21.1% 100.0% 38.2% 2.0% -2.0% 139.2M -5.08B -32.2M 0.62 39.15 N/A N/A 1,165,820 721,820 1,797,340 1,976,300 2020-02-04 $72.18 $70.00 21.0% 5.8% 22.0% 36.9% 20.9% 0.5% -0.1% 76.2M -3.26B -31.6M 0.63 51.23 N/A N/A 1,129,300 707,640 2,288,820 2,360,980 2020-02-05 $72.24 $70.50 22.6% 6.0% 22.0% 45.1% 21.5% 0.9% -0.5% 140.4M -3.64B -33.1M 0.65 51.26 N/A N/A 524,020 343,160 2,443,060 2,455,060 2020-02-06 $73.69 $67.50 20.2% 5.8% 22.8% 32.5% 20.4% 0.7% -0.0% 436.5M -6.26B -32.6M 0.55 45.83 N/A N/A 813,660 450,740 2,495,080 2,522,300 2020-02-07 $73.92 $67.50 20.5% 5.9% 22.8% 34.4% 20.7% 1.1% -0.1% 664.2M -6.50B -32.5M 0.37 42.37 N/A N/A 767,860 282,660 2,521,340 2,595,540 2020-02-10 $75.24 $67.50 21.7% 6.1% 23.4% 40.7% 21.6% 1.0% -0.4% 378.7M -7.19B -31.6M 0.39 41.64 N/A N/A 654,880 254,140 2,035,580 2,159,900 2020-02-11 $75.61 $67.50 21.2% 6.1% 23.4% 38.2% 21.3% 1.9% -0.1% 468.0M -7.66B -32.3M 0.54 38.98 N/A N/A 908,300 488,820 2,152,700 2,245,880 2020-02-12 $75.96 $69.00 19.1% 5.5% 23.3% 27.1% 19.7% 1.8% 0.1% 528.8M -8.00B -32.7M 0.54 44.67 N/A N/A 367,700 200,240 2,246,460 2,365,460 2020-02-13 $75.64 $69.00 18.9% 5.4% 23.4% 26.2% 19.3% 2.0% 0.2% 514.8M -7.60B -31.7M 0.51 45.46 N/A N/A 423,520 217,480 2,310,460 2,396,600 2020-02-14 $75.86 $70.00 17.9% 5.1% 23.4% 20.6% 18.3% 1.5% 0.1% 666.9M -8.06B -31.4M 0.61 49.36 N/A N/A 408,300 250,100 2,364,280 2,457,260 2020-02-18 $76.11 $70.00 18.8% 5.4% 22.3% 25.3% 19.6% 1.6% 0.2% 445.7M -7.46B -30.6M 0.68 49.55 N/A N/A 365,480 250,020 2,075,120 2,174,940 2020-02-19 $76.28 $70.00 18.0% 5.2% 22.3% 21.4% 18.8% 1.6% 0.2% 355.0M -7.65B -30.1M 0.60 49.68 N/A N/A 379,620 226,340 2,138,100 2,301,460 2020-02-20 $75.77 $70.00 19.1% 5.5% 22.5% 26.9% 19.6% 2.0% 0.1% 323.7M -6.73B -31.3M 0.93 55.60 N/A N/A 426,440 396,500 2,185,160 2,342,100 2020-02-21 $74.12 $70.75 21.9% 6.3% 23.9% 41.8% 22.3% 3.5% 0.3% -100.0M -3.49B -33.1M 0.74 50.45 N/A N/A 596,320 440,860 2,214,980 2,479,380 2020-02-24 $71.22 $70.00 26.2% 7.6% 27.3% 63.6% 26.9% 4.8% -0.4% -24.0M -684.2M -34.2M 1.07 38.42 N/A N/A 365,680 391,000 1,858,600 2,029,060 2020-02-25 $69.41 $70.00 30.5% 9.1% 27.6% 86.0% 31.3% 6.6% -0.6% -77.1M 881.2M -36.0M 0.93 36.44 N/A N/A 425,960 396,500 1,939,720 2,157,580 2020-02-26 $69.63 $70.00 29.6% 8.6% 27.1% 81.3% 29.7% 6.8% -0.6% -72.3M 711.8M -36.8M 0.79 36.50 N/A N/A 420,740 330,500 2,078,840 2,278,160 2020-02-27 $66.34 $70.00 37.3% 11.4% 31.5% 100.0% 39.1% 9.3% -1.2% -109.0M 3.21B -37.0M 0.96 31.00 N/A N/A 414,880 396,660 2,200,560 2,354,500 2020-02-28 $65.21 $70.00 45.4% 14.0% 31.8% 100.0% 49.6% 14.5% -2.6% -116.9M 3.69B -38.3M 1.13 34.68 N/A N/A 364,600 412,960 2,307,640 2,423,380
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