GOOGL Options History — March 2020 In March 2020, GOOGL traded between $52.10 and $68.65. ATM implied volatility averaged 52.8%, placing in the 77.5% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded below realized volatility by 0.1% (HV 20d: 53.0%). Max pain ranged from $68.00 to $72.50. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2020-03-06 : Highest Volume — 836,640 contracts2020-03-05 : Largest IV spike — 38.3% change2020-03-06 : Highest IV Rank — 100.0%2020-03-18 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $59.09 $52.10 $68.65 $68.41 $57.81 Max Pain $70.53 $68.00 $72.50 $70.00 $68.00 ATM IV 52.8% 30.5% 76.6% 34.4% 48.6% Expected Move 15.1% 9.0% 22.0% 10.0% 13.7% HV 20d 53.0% 34.5% 70.4% 36.7% 67.1% HV 60d 35.9% 24.6% 45.2% 24.6% 45.1% IV Rank 77.5% 52.9% 100.0% 64.9% 55.4% IV Percentile 98.3% 94.0% 100.0% 99.2% 94.0% Term Structure -1.3% -3.8% 0.9% -0.8% -1.4% VWIV 51.7% 31.3% 75.0% 38.6% 46.6% Skew 25d 15.8% 9.4% 26.0% 10.0% 12.1% Skew 10d 30.7% 19.4% 47.5% 19.4% 21.9% Call IV 25d 44.7% 26.3% 61.9% 29.5% 42.8% Put IV 25d 60.6% 35.7% 87.9% 39.4% 54.9% Bid-Ask Spread % 47.18 26.96 66.63 44.18 66.63 Gamma HHI 0.03 0.02 0.07 0.02 0.02 Net GEX -60.2M -187.7M 71.1M -35.4M 4.3M Net DEX 3.88B 546.8M 6.53B 816.2M 2.21B Net VEX -33.8M -38.7M -26.3M -37.9M -33.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.45 1.38 1.38 0.65 Total Volume 543,705.455 398,540 836,640 467,200 425,440 Total OI 4,444,694.545 3,493,780 5,006,080 4,298,440 3,885,640
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 2020-03-02 $68.41 $70.00 34.4% 10.0% 36.7% 64.9% 38.6% 10.0% -0.8% -35.4M 816.2M -37.9M 1.38 44.18 N/A N/A 196,640 270,560 2,008,760 2,289,680 2020-03-03 $67.26 $70.00 35.7% 10.9% 34.5% 69.4% 38.2% 11.7% -0.4% -67.3M 1.86B -38.0M 1.10 47.87 N/A N/A 264,760 291,100 2,054,800 2,394,760 2020-03-04 $68.65 $70.00 30.5% 9.0% 34.8% 52.9% 31.3% 9.4% -0.1% -28.1M 546.8M -37.9M 0.77 53.43 N/A N/A 289,000 221,620 2,139,960 2,467,860 2020-03-05 $65.59 $72.50 42.2% 11.3% 38.0% 90.0% 39.4% 13.6% -1.5% -122.8M 3.05B -38.7M 1.15 26.96 N/A N/A 279,500 322,160 2,207,360 2,544,160 2020-03-06 $64.06 $72.50 47.2% 12.4% 37.3% 100.0% 42.6% 17.3% -1.6% -187.7M 4.53B -38.7M 0.96 31.91 N/A N/A 426,280 410,360 2,262,400 2,649,920 2020-03-09 $61.36 $72.00 52.4% 14.2% 39.2% 100.0% 45.8% 17.4% -3.0% -109.6M 4.98B -36.5M 0.88 32.48 N/A N/A 211,660 186,880 2,064,900 2,482,960 2020-03-10 $63.02 $71.50 44.4% 12.4% 40.2% 79.1% 42.3% 14.4% -1.4% -95.1M 3.95B -36.4M 0.76 38.92 N/A N/A 298,420 225,540 2,155,940 2,477,620 2020-03-11 $60.61 $71.50 51.7% 14.2% 41.2% 98.2% 50.0% 16.6% -2.8% -92.0M 4.98B -35.7M 0.81 37.92 N/A N/A 290,540 235,280 2,287,480 2,535,640 2020-03-12 $56.28 $71.50 64.6% 17.7% 46.4% 100.0% 58.3% 20.8% -3.8% -109.0M 6.53B -32.5M 1.00 38.20 N/A N/A 320,920 319,780 2,355,920 2,558,040 2020-03-13 $58.51 $71.50 53.5% 15.0% 50.1% 78.1% 55.4% 21.4% -1.8% -93.5M 5.69B -33.2M 0.80 56.42 N/A N/A 349,180 278,260 2,446,140 2,538,940 2020-03-16 $54.66 $71.25 72.0% 20.3% 53.3% 100.0% 66.7% 22.7% -2.8% -74.1M 5.97B -31.3M 0.94 41.54 N/A N/A 244,020 228,480 2,183,680 2,386,360 2020-03-17 $55.70 $71.00 65.9% 18.8% 54.4% 89.5% 63.6% 21.9% -1.9% -80.2M 5.67B -32.3M 0.67 44.04 N/A N/A 295,720 196,680 2,252,120 2,434,900 2020-03-18 $53.04 $71.00 76.6% 22.0% 55.2% 100.0% 75.0% 26.0% -2.1% -73.8M 6.11B -31.3M 0.98 42.60 N/A N/A 244,960 239,800 2,376,320 2,464,680 2020-03-19 $56.66 $70.00 61.8% 17.8% 62.7% 76.3% 58.5% 20.1% -0.9% -53.1M 4.77B -33.4M 0.45 55.64 N/A N/A 396,820 179,360 2,441,460 2,487,760 2020-03-20 $53.98 $70.00 59.6% 17.2% 63.8% 72.8% 59.9% 17.2% -1.5% -85.3M 5.83B -30.0M 0.51 48.81 N/A N/A 438,960 225,600 2,515,960 2,490,120 2020-03-23 $52.10 $70.00 55.0% 16.4% 63.6% 65.5% 54.7% 15.2% 0.4% -58.0M 4.41B -26.3M 0.53 47.00 N/A N/A 365,820 193,120 1,583,600 1,910,180 2020-03-24 $55.93 $70.00 51.4% 15.5% 70.4% 59.8% 51.2% 11.6% 0.9% -29.0M 3.05B -30.1M 0.53 53.01 N/A N/A 329,260 175,780 1,734,440 1,981,500 2020-03-25 $56.00 $69.75 54.6% 16.5% 70.4% 64.9% 56.7% 11.3% -0.2% -17.0M 2.89B -31.7M 0.46 54.45 N/A N/A 380,460 174,460 1,792,700 2,017,260 2020-03-26 $56.78 $69.50 52.2% 15.8% 69.4% 61.0% 52.4% 12.4% 0.2% 24.3M 2.41B -32.5M 0.60 56.02 N/A N/A 320,300 191,200 1,947,280 2,074,660 2020-03-27 $56.34 $69.25 55.7% 16.6% 69.4% 66.7% 57.2% 11.0% 0.2% 71.1M 2.54B -32.5M 0.50 56.91 N/A N/A 357,180 179,460 2,042,040 2,138,340 2020-03-30 $57.28 $69.00 52.0% 15.1% 66.9% 60.7% 53.2% 14.5% -1.7% -13.1M 2.50B -32.5M 0.59 63.03 N/A N/A 307,600 182,600 1,789,720 1,929,320 2020-03-31 $57.81 $68.00 48.6% 13.7% 67.1% 55.4% 46.6% 12.1% -1.4% 4.3M 2.21B -33.9M 0.65 66.63 N/A N/A 257,940 167,500 1,896,060 1,989,580
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