GOOGL Options History — April 2020 In April 2020, GOOGL traded between $53.89 and $67.82. ATM implied volatility averaged 41.0%, placing in the 43.1% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 18.9% (HV 20d: 59.8%). Max pain ranged from $57.50 to $66.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.73.
Notable Days 2020-04-29 : Highest Volume — 1,637,340 contracts2020-04-29 : Largest IV drop — 26.3% change2020-04-01 : Highest IV Rank — 65.7%2020-04-01 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $61.47 $53.89 $67.82 $55.04 $66.65 Max Pain $61.14 $57.50 $66.50 $66.50 $62.50 ATM IV 41.0% 27.0% 55.1% 55.1% 29.0% Expected Move 11.9% 8.0% 15.7% 15.7% 8.5% HV 20d 59.8% 48.4% 73.7% 67.8% 55.9% HV 60d 50.8% 45.8% 55.4% 45.8% 55.3% IV Rank 43.1% 21.0% 65.7% 65.7% 24.0% IV Percentile 88.9% 74.2% 97.2% 97.2% 80.2% Term Structure -1.3% -2.2% 0.3% -1.7% 0.3% VWIV 41.6% 28.7% 53.9% 53.9% 29.7% Skew 25d 9.3% 3.8% 15.3% 15.3% 4.2% Skew 10d 17.0% 6.9% 26.0% 26.0% 7.9% Call IV 25d 36.2% 25.0% 47.7% 47.7% 26.9% Put IV 25d 45.5% 28.9% 63.1% 63.1% 31.1% Bid-Ask Spread % 51.23 37.57 63.90 63.21 59.77 Gamma HHI 0.04 0.02 0.09 0.03 0.04 Net GEX 50.4M -123.3M 248.8M -51.9M 96.3M Net DEX -289.1M -5.26B 3.75B 3.36B -3.55B Net VEX -36.0M -39.1M -30.1M -31.5M -38.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.26 1.13 0.89 0.94 Total Volume 678,575.238 368,660 1,637,340 643,900 707,180 Total OI 4,077,926.667 3,649,560 4,735,580 3,985,120 4,735,580
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 2020-04-01 $55.04 $66.50 55.1% 15.7% 67.8% 65.7% 53.9% 15.3% -1.7% -51.9M 3.36B -31.5M 0.89 63.21 N/A N/A 341,160 302,740 1,945,180 2,039,940 2020-04-02 $55.63 $58.25 51.0% 13.9% 66.9% 59.2% 47.3% 13.6% -1.2% 5.5M 2.73B -32.6M 0.81 37.57 N/A N/A 208,140 167,600 2,089,480 2,084,480 2020-04-03 $53.89 $58.25 49.9% 13.7% 67.2% 57.4% 45.7% 12.9% -2.2% -123.3M 3.75B -30.1M 0.74 41.23 N/A N/A 348,960 259,880 2,136,280 2,102,920 2020-04-06 $58.72 $58.25 40.7% 11.5% 73.7% 42.8% 42.0% 11.4% -0.3% -391.6K 1.29B -33.3M 0.72 53.01 N/A N/A 414,400 299,940 1,836,820 1,920,640 2020-04-07 $59.72 $57.50 41.3% 11.6% 73.3% 43.7% 40.8% 11.9% -1.0% 55.7M 397.9M -34.8M 0.91 46.20 N/A N/A 352,880 322,820 1,982,180 2,015,360 2020-04-08 $60.18 $57.50 40.1% 11.3% 72.1% 41.7% 39.7% 11.0% -0.8% 68.1M 236.6M -34.4M 0.94 46.97 N/A N/A 248,940 234,600 2,013,520 2,143,920 2020-04-09 $60.12 $57.75 40.0% 11.1% 66.7% 41.6% 36.4% 9.8% -1.7% 95.0M 283.6M -33.9M 0.90 50.41 N/A N/A 399,380 358,740 2,053,720 2,209,060 2020-04-13 $60.15 $60.50 40.3% 11.4% 65.3% 42.1% 40.0% 9.7% -1.1% -220.5K 885.3M -33.9M 0.76 52.98 N/A N/A 209,180 159,480 1,873,060 1,981,660 2020-04-14 $63.44 $60.00 38.5% 11.0% 62.4% 39.3% 38.8% 8.6% -1.4% 73.0M -1.31B -36.4M 0.26 51.20 N/A N/A 749,200 198,260 1,961,000 2,043,260 2020-04-15 $63.16 $62.50 40.8% 11.7% 62.3% 42.9% 41.3% 9.5% -1.2% 92.8M -1.18B -37.2M 0.37 49.69 N/A N/A 379,320 139,280 2,067,360 2,079,480 2020-04-16 $62.36 $62.00 43.3% 12.5% 59.3% 46.8% 42.5% 9.1% -1.7% 70.6M -718.5M -37.4M 0.49 43.77 N/A N/A 483,740 237,720 2,094,420 2,109,280 2020-04-17 $63.83 $62.50 40.4% 11.7% 55.6% 42.2% 41.7% 7.5% -1.8% 110.1M -2.00B -38.5M 0.39 51.77 N/A N/A 489,280 191,080 2,216,820 2,181,900 2020-04-20 $63.06 $62.50 42.4% 12.5% 52.3% 45.4% 44.0% 7.9% -1.6% 47.4M -845.0M -38.5M 0.62 48.22 N/A N/A 235,520 147,160 1,813,120 1,836,440 2020-04-21 $60.79 $62.50 45.7% 13.5% 52.5% 50.7% 47.3% 9.6% -1.8% -2.7M 503.2M -37.4M 0.85 49.16 N/A N/A 287,300 244,420 1,870,300 1,908,460 2020-04-22 $63.38 $62.50 42.4% 12.8% 48.7% 45.4% 45.1% 9.3% -1.7% 63.4M -1.14B -39.1M 0.40 49.24 N/A N/A 372,220 150,300 1,937,600 1,988,640 2020-04-23 $63.56 $62.50 40.8% 12.4% 48.7% 43.0% 42.9% 9.4% -1.7% 81.9M -1.23B -38.9M 0.41 48.85 N/A N/A 363,060 147,400 1,993,760 2,017,160 2020-04-24 $63.75 $62.50 38.3% 11.8% 48.6% 38.9% 42.4% 8.7% -1.4% 92.2M -1.33B -38.4M 1.04 53.55 N/A N/A 412,820 429,120 2,024,040 2,051,640 2020-04-27 $63.72 $62.50 36.6% 11.7% 48.4% 36.2% 41.6% 7.0% -0.9% 39.4M -1.05B -37.8M 1.13 51.61 N/A N/A 195,480 220,240 1,845,780 1,909,480 2020-04-28 $61.83 $62.50 36.7% 11.7% 49.9% 36.4% 41.0% 4.3% -1.8% -2.8M 125.6M -36.5M 0.97 63.90 N/A N/A 610,660 593,140 1,914,420 2,010,660 2020-04-29 $67.82 $62.50 27.0% 8.0% 59.0% 21.0% 28.7% 3.8% 0.0% 248.8M -5.26B -37.7M 0.80 63.59 N/A N/A 911,880 725,460 2,242,880 2,354,760 2020-04-30 $66.65 $62.50 29.0% 8.5% 55.9% 24.0% 29.7% 4.2% 0.3% 96.3M -3.55B -38.5M 0.94 59.77 N/A N/A 365,180 342,000 2,241,740 2,493,840
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