GOOGL Options History — June 2020 In June 2020, GOOGL traded between $68.78 and $73.36. ATM implied volatility averaged 29.2%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 6.8% (HV 20d: 22.4%). Max pain ranged from $65.50 to $69.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2020-06-26 : Highest Volume — 1,508,180 contracts2020-06-11 : Largest IV spike — 27.6% change2020-06-26 : Highest IV Rank — 35.5%2020-06-26 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $71.52 $68.78 $73.36 $71.70 $70.55 Max Pain $68.03 $65.50 $69.50 $66.50 $67.25 ATM IV 29.2% 23.9% 36.2% 26.6% 34.0% Expected Move 8.1% 6.9% 9.8% 7.4% 7.9% HV 20d 22.4% 19.4% 29.2% 20.8% 29.2% HV 60d 43.5% 37.6% 52.3% 52.3% 37.6% IV Rank 24.5% 16.0% 35.5% 20.3% 32.1% IV Percentile 72.1% 46.8% 84.1% 68.3% 82.5% Term Structure 0.8% -1.6% 3.8% -0.4% -1.0% VWIV 29.0% 25.5% 33.6% 26.8% 27.8% Skew 25d 5.7% 4.3% 7.4% 6.0% 6.3% Skew 10d 11.5% 8.7% 15.9% 11.1% 13.0% Call IV 25d 26.7% 22.2% 33.5% 23.7% 31.7% Put IV 25d 32.4% 26.8% 40.2% 29.6% 38.0% Bid-Ask Spread % 55.13 42.38 66.03 60.27 63.92 Gamma HHI 0.04 0.02 0.09 0.03 0.04 Net GEX 135.4M -57.2M 347.3M 155.6M 137.5M Net DEX -3.96B -6.34B -356.9M -4.52B -2.82B Net VEX -37.9M -39.3M -36.7M -38.0M -39.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.33 1.17 0.74 0.42 Total Volume 674,464.545 328,100 1,508,180 390,580 448,380 Total OI 4,088,079.091 3,175,120 4,662,180 4,006,940 3,669,140
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 2020-06-01 $71.70 $66.50 26.6% 7.4% 20.8% 20.3% 26.8% 6.0% -0.4% 155.6M -4.52B -38.0M 0.74 60.27 N/A N/A 223,840 166,740 1,917,420 2,089,520 2020-06-02 $71.63 $66.50 25.9% 7.2% 20.8% 19.2% 26.1% 5.8% -0.0% 147.6M -4.48B -37.7M 0.61 62.60 N/A N/A 203,720 124,380 1,988,860 2,154,520 2020-06-03 $72.05 $66.75 25.2% 7.0% 19.4% 18.0% 26.4% 5.3% -0.5% 205.2M -4.96B -37.5M 0.41 66.03 N/A N/A 419,220 171,980 2,040,860 2,200,820 2020-06-04 $70.53 $68.75 25.8% 7.4% 21.3% 18.9% 27.0% 5.4% -0.0% 454.5K -3.31B -37.2M 0.76 42.38 N/A N/A 486,000 368,340 2,101,340 2,241,220 2020-06-05 $71.88 $68.75 23.9% 6.9% 21.9% 16.0% 25.5% 4.6% -0.1% 265.8M -5.03B -37.2M 0.38 46.61 N/A N/A 929,560 349,700 2,159,160 2,332,240 2020-06-08 $72.09 $68.75 24.5% 7.1% 21.4% 16.9% 25.7% 4.3% 0.5% 192.4M -4.91B -36.9M 0.49 46.88 N/A N/A 304,800 150,320 2,030,180 2,162,080 2020-06-09 $73.02 $68.75 26.6% 7.7% 21.2% 20.2% 27.2% 4.8% 0.0% 305.1M -5.91B -37.4M 0.33 46.96 N/A N/A 526,860 172,460 2,139,360 2,199,100 2020-06-10 $73.36 $69.25 26.2% 7.5% 20.2% 19.7% 26.2% 4.9% 0.0% 347.3M -6.34B -36.7M 0.33 53.35 N/A N/A 546,000 179,100 2,171,940 2,236,160 2020-06-11 $70.52 $69.50 33.5% 9.4% 21.7% 31.2% 32.5% 6.9% -1.0% 75.9M -3.17B -38.7M 0.68 49.72 N/A N/A 553,520 378,620 2,262,840 2,266,540 2020-06-12 $70.10 $69.50 32.7% 9.4% 21.9% 30.0% 33.0% 7.4% -0.2% -1.4M -2.58B -39.3M 1.17 54.52 N/A N/A 394,840 463,140 2,284,700 2,377,480 2020-06-15 $70.72 $69.50 29.6% 8.5% 21.1% 25.0% 31.3% 6.0% 1.4% 63.4M -3.49B -38.0M 0.75 53.39 N/A N/A 211,500 157,620 1,999,880 2,235,900 2020-06-16 $72.14 $69.50 28.9% 8.3% 21.7% 24.0% 29.6% 5.9% 0.9% 149.2M -4.89B -37.3M 0.36 53.39 N/A N/A 455,780 162,260 2,036,360 2,261,940 2020-06-17 $72.48 $69.50 29.0% 8.3% 21.6% 24.1% 29.7% 5.9% 1.0% 189.7M -5.11B -37.6M 0.48 51.57 N/A N/A 328,300 157,840 2,083,880 2,290,900 2020-06-18 $71.63 $69.50 29.2% 8.3% 21.1% 24.4% 29.7% 5.5% 1.2% 103.2M -4.28B -36.9M 0.61 52.70 N/A N/A 346,400 212,320 2,111,720 2,338,740 2020-06-19 $71.29 $69.50 28.7% 8.1% 21.2% 23.5% 30.9% 5.4% 1.3% 106.7M -3.98B -37.2M 0.54 55.68 N/A N/A 563,100 306,620 2,168,820 2,390,060 2020-06-22 $72.36 $65.50 29.0% 7.9% 21.7% 24.1% 28.4% 5.2% 3.4% 120.8M -3.70B -37.6M 0.53 56.85 N/A N/A 304,400 160,160 1,622,300 1,552,820 2020-06-23 $73.21 $66.00 28.5% 7.6% 22.0% 23.2% 28.6% 5.3% 3.8% 211.5M -4.46B -38.0M 0.49 57.46 N/A N/A 594,440 291,100 1,733,500 1,622,780 2020-06-24 $71.87 $65.75 31.7% 8.5% 23.1% 28.5% 31.3% 5.7% 3.1% 107.6M -3.42B -38.8M 0.60 60.49 N/A N/A 378,600 225,420 1,848,140 1,690,020 2020-06-25 $72.02 $67.25 31.6% 8.4% 23.1% 28.2% 30.2% 5.4% 3.6% 111.4M -3.56B -38.5M 0.79 59.21 N/A N/A 247,160 196,220 1,886,660 1,767,680 2020-06-26 $68.78 $67.25 36.2% 9.8% 28.3% 35.5% 33.6% 6.9% 2.1% -57.2M -356.9M -38.5M 0.87 56.56 N/A N/A 806,220 701,960 1,915,560 1,829,760 2020-06-29 $69.55 $67.25 35.9% 8.8% 28.6% 35.0% 31.0% 6.7% -1.6% 42.0M -1.81B -39.0M 0.64 62.27 N/A N/A 286,380 182,900 1,794,660 1,730,180 2020-06-30 $70.55 $67.25 34.0% 7.9% 29.2% 32.1% 27.8% 6.3% -1.0% 137.5M -2.82B -39.0M 0.42 63.92 N/A N/A 315,980 132,400 1,882,880 1,786,260
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