GOOGL Options History — May 2020 In May 2020, GOOGL traded between $65.96 and $71.62. ATM implied volatility averaged 27.8%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 15.4% (HV 20d: 43.2%). Max pain ranged from $62.50 to $66.25. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2020-05-01 : Highest Volume — 1,084,020 contracts2020-05-13 : Largest IV spike — 19.8% change2020-05-13 : Highest IV Rank — 28.6%2020-05-01 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $69.11 $65.96 $71.62 $66.09 $71.62 Max Pain $65.21 $62.50 $66.25 $62.50 $66.25 ATM IV 27.8% 25.5% 31.8% 31.6% 26.0% Expected Move 8.0% 7.2% 9.4% 9.4% 7.2% HV 20d 43.2% 21.3% 56.3% 56.3% 21.3% HV 60d 55.1% 53.2% 56.1% 55.3% 53.2% IV Rank 22.1% 18.6% 28.6% 28.1% 19.3% IV Percentile 71.9% 62.7% 82.1% 82.1% 63.5% Term Structure 0.2% -0.5% 0.8% -0.3% 0.1% VWIV 28.3% 25.4% 33.0% 33.0% 25.8% Skew 25d 5.9% 5.1% 7.1% 6.4% 5.7% Skew 10d 12.0% 9.6% 14.8% 11.9% 12.2% Call IV 25d 24.9% 22.7% 28.4% 28.4% 23.2% Put IV 25d 30.9% 27.9% 35.5% 34.8% 28.8% Bid-Ask Spread % 55.94 50.83 65.78 65.78 59.76 Gamma HHI 0.05 0.02 0.18 0.04 0.18 Net GEX 142.4M -27.8M 327.5M -27.8M 327.5M Net DEX -3.87B -5.31B -2.12B -2.68B -4.87B Net VEX -39.0M -40.3M -38.3M -39.0M -38.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.42 1.25 1.25 0.51 Total Volume 638,152 332,820 1,084,020 1,084,020 645,220 Total OI 4,301,033 3,801,280 4,819,360 4,791,160 4,393,160
Daily Data (20 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 2020-05-01 $66.09 $62.50 31.6% 9.4% 56.3% 28.1% 33.0% 6.4% -0.3% -27.8M -2.68B -39.0M 1.25 65.78 N/A N/A 481,260 602,760 2,246,380 2,544,780 2020-05-04 $65.96 $64.00 30.8% 8.9% 54.4% 26.9% 32.4% 6.3% 0.2% 16.6M -2.12B -38.5M 0.93 50.92 N/A N/A 172,600 160,220 1,963,180 2,223,500 2020-05-05 $67.58 $64.00 29.0% 8.5% 46.9% 24.0% 30.3% 6.0% 0.4% 107.3M -3.70B -38.3M 0.61 56.41 N/A N/A 470,180 288,160 2,002,160 2,247,060 2020-05-06 $67.51 $64.00 28.7% 8.4% 46.8% 23.6% 30.0% 6.2% 0.4% 101.2M -3.56B -38.6M 0.58 57.14 N/A N/A 286,120 166,600 2,073,460 2,301,920 2020-05-07 $68.24 $64.00 28.0% 8.1% 46.9% 22.5% 28.3% 5.2% 0.5% 164.8M -4.33B -38.4M 0.68 55.79 N/A N/A 431,540 294,060 2,103,040 2,339,080 2020-05-08 $69.30 $65.00 25.5% 7.5% 46.9% 18.6% 27.4% 5.2% 0.7% 311.8M -5.20B -38.7M 0.67 53.93 N/A N/A 401,080 270,280 2,144,320 2,396,980 2020-05-11 $70.32 $65.00 25.9% 7.5% 46.9% 19.2% 27.3% 5.1% 0.1% 171.9M -5.31B -38.3M 0.53 51.38 N/A N/A 383,080 201,980 2,000,040 2,180,100 2020-05-12 $69.22 $65.00 26.6% 7.6% 44.3% 20.2% 26.5% 5.1% -0.1% 124.1M -4.32B -38.7M 0.52 54.94 N/A N/A 383,920 201,020 2,061,080 2,246,960 2020-05-13 $66.94 $65.25 31.8% 9.0% 46.3% 28.6% 32.1% 7.1% -0.5% 13.8M -2.28B -39.7M 0.66 50.83 N/A N/A 443,060 290,900 2,163,380 2,324,460 2020-05-14 $67.23 $65.50 31.1% 9.0% 45.9% 27.5% 30.0% 6.6% 0.4% 1.3M -2.58B -39.9M 0.75 51.62 N/A N/A 367,260 276,640 2,226,520 2,376,820 2020-05-15 $68.52 $65.50 28.6% 8.2% 45.7% 23.4% 28.5% 6.6% -0.2% 111.8M -4.17B -40.3M 0.69 52.81 N/A N/A 429,920 297,400 2,303,200 2,516,160 2020-05-18 $69.46 $65.75 26.6% 7.6% 45.4% 20.2% 27.8% 6.0% 0.6% 124.5M -3.26B -39.0M 0.66 53.97 N/A N/A 288,000 190,620 1,815,460 1,985,820 2020-05-19 $69.09 $66.00 27.3% 7.8% 42.9% 21.4% 27.7% 6.0% 0.7% 104.0M -2.90B -39.5M 0.93 55.77 N/A N/A 183,740 171,280 1,877,340 2,060,900 2020-05-20 $70.48 $66.00 25.7% 7.4% 41.2% 18.9% 25.8% 5.6% 0.8% 181.1M -4.27B -39.0M 0.44 57.43 N/A N/A 424,180 184,560 1,905,720 2,140,240 2020-05-21 $70.41 $66.00 27.1% 7.8% 41.2% 21.0% 27.2% 6.3% 0.2% 221.2M -4.15B -39.5M 0.61 55.40 N/A N/A 315,280 192,260 1,971,900 2,176,720 2020-05-22 $70.72 $66.00 26.2% 7.5% 41.2% 19.6% 25.4% 6.1% 0.1% 252.7M -4.57B -39.0M 0.47 57.94 N/A N/A 473,480 220,360 2,013,460 2,235,340 2020-05-26 $71.10 $66.00 26.1% 7.4% 41.2% 19.4% 26.3% 5.6% 0.3% 194.8M -4.49B -38.6M 0.46 59.46 N/A N/A 575,800 262,640 1,910,980 2,068,340 2020-05-27 $71.17 $66.25 26.3% 7.3% 39.1% 19.7% 27.2% 5.9% 0.3% 164.9M -4.26B -39.3M 0.63 58.11 N/A N/A 359,220 224,980 2,026,560 2,158,420 2020-05-28 $71.18 $66.25 26.5% 7.4% 22.5% 20.0% 26.4% 5.7% 0.0% 179.8M -4.35B -39.2M 0.42 59.35 N/A N/A 530,660 220,720 2,072,140 2,223,580 2020-05-29 $71.62 $66.25 26.0% 7.2% 21.3% 19.3% 25.8% 5.7% 0.1% 327.5M -4.87B -38.5M 0.51 59.76 N/A N/A 428,160 217,060 2,121,000 2,272,160
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