GOOGL Options History — July 2020 In July 2020, GOOGL traded between $72.34 and $78.28. ATM implied volatility averaged 35.8%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 9.5% (HV 20d: 26.2%). Max pain ranged from $66.25 to $71.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2020-07-02 : Highest Volume — 1,938,960 contracts2020-07-31 : Largest IV drop — 14.8% change2020-07-15 : Highest IV Rank — 43.8%2020-07-15 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $75.75 $72.34 $78.28 $72.34 $73.93 Max Pain $69.64 $66.25 $71.00 $67.25 $70.50 ATM IV 35.8% 27.6% 41.4% 33.5% 27.6% Expected Move 9.8% 6.9% 11.2% 7.3% 7.8% HV 20d 26.2% 20.9% 30.5% 30.5% 24.4% HV 60d 30.0% 23.8% 34.0% 33.9% 25.1% IV Rank 34.9% 21.9% 43.8% 31.3% 21.9% IV Percentile 80.9% 59.9% 89.3% 82.1% 59.9% Term Structure -1.3% -2.4% 0.5% -1.2% 0.5% VWIV 34.9% 25.1% 40.3% 26.4% 28.0% Skew 25d 3.0% 1.1% 6.0% 6.0% 2.3% Skew 10d 5.3% 0.3% 12.0% 12.0% 3.5% Call IV 25d 34.7% 26.8% 41.1% 30.8% 26.8% Put IV 25d 37.7% 29.1% 42.9% 36.8% 29.1% Bid-Ask Spread % 44.67 31.97 66.64 65.85 59.70 Gamma HHI 0.05 0.03 0.14 0.04 0.03 Net GEX 242.9M -25.4M 692.4M 258.5M -25.4M Net DEX -5.96B -8.24B -2.86B -4.76B -2.86B Net VEX -39.6M -42.5M -37.3M -38.6M -38.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.21 1.30 0.24 0.84 Total Volume 904,826.364 257,800 1,938,960 1,178,600 1,732,240 Total OI 4,098,660 3,598,680 4,617,040 3,760,060 4,541,340
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 2020-07-01 $72.34 $67.25 33.5% 7.3% 30.5% 31.3% 26.4% 6.0% -1.2% 258.5M -4.76B -38.6M 0.24 65.85 N/A N/A 950,160 228,440 1,948,620 1,811,440 2020-07-02 $73.70 $67.50 32.1% 6.9% 30.1% 29.0% 25.1% 5.3% -1.2% 522.6M -6.53B -38.0M 0.25 66.64 N/A N/A 1,546,420 392,540 2,098,800 1,869,780 2020-07-06 $74.74 $70.25 33.5% 8.9% 29.8% 31.2% 31.7% 5.2% -1.3% 278.0M -5.99B -37.3M 0.31 31.97 N/A N/A 958,860 294,680 1,891,260 1,707,420 2020-07-07 $74.65 $71.00 34.4% 9.2% 29.8% 32.8% 33.3% 5.5% -1.3% 295.9M -5.93B -38.4M 0.28 33.75 N/A N/A 768,460 215,920 2,063,540 1,805,080 2020-07-08 $74.95 $71.00 35.5% 9.4% 29.5% 34.5% 33.0% 5.2% -1.4% 318.1M -6.16B -38.7M 0.30 32.48 N/A N/A 520,380 154,640 2,152,700 1,904,620 2020-07-09 $76.01 $71.00 37.4% 9.8% 29.8% 37.4% 38.1% 5.4% -2.3% 446.7M -7.38B -38.4M 0.25 33.71 N/A N/A 1,390,140 341,660 2,212,320 1,934,340 2020-07-10 $76.73 $66.25 38.5% 10.2% 25.6% 39.3% 36.1% 1.8% -1.9% 692.4M -8.24B -39.0M 0.21 46.66 N/A N/A 1,202,500 247,360 2,295,420 2,001,840 2020-07-13 $76.09 $67.50 41.0% 11.1% 25.8% 43.2% 38.9% 1.1% -0.9% 254.2M -6.69B -40.5M 0.30 40.60 N/A N/A 1,028,800 305,340 2,139,240 1,812,300 2020-07-14 $75.58 $69.75 40.7% 11.0% 26.0% 42.8% 38.7% 1.6% -1.7% 194.6M -5.89B -41.5M 0.56 39.10 N/A N/A 474,260 265,240 2,268,780 1,947,380 2020-07-15 $75.79 $70.00 41.4% 11.2% 25.2% 43.8% 40.3% 1.8% -2.1% 209.6M -6.18B -42.5M 0.54 36.36 N/A N/A 530,560 288,680 2,381,260 2,069,060 2020-07-16 $75.63 $70.00 40.2% 11.0% 25.3% 41.9% 38.7% 2.0% -2.4% 213.9M -6.04B -41.8M 0.33 37.83 N/A N/A 349,400 115,040 2,423,520 2,101,840 2020-07-17 $75.94 $70.00 36.2% 10.0% 24.7% 35.5% 35.3% 1.2% -1.9% 317.9M -6.75B -40.3M 0.44 41.38 N/A N/A 456,920 202,760 2,496,580 2,120,460 2020-07-20 $78.28 $70.00 36.2% 10.2% 26.4% 35.6% 36.3% 1.4% -1.5% 200.8M -7.03B -39.5M 0.38 42.80 N/A N/A 439,320 165,780 2,021,280 1,746,960 2020-07-21 $78.10 $70.00 35.9% 10.2% 26.2% 35.1% 35.7% 1.5% -0.9% 215.0M -6.98B -39.8M 0.35 42.55 N/A N/A 437,420 153,640 2,100,140 1,811,660 2020-07-22 $78.08 $70.00 35.1% 10.1% 26.0% 33.8% 36.0% 2.3% -1.0% 237.4M -7.12B -40.2M 0.48 44.51 N/A N/A 173,900 83,900 2,215,700 1,878,120 2020-07-23 $75.90 $70.00 35.7% 10.3% 27.3% 34.7% 37.0% 2.7% -1.3% 145.2M -5.13B -40.1M 0.73 43.78 N/A N/A 530,840 386,240 2,237,040 1,892,000 2020-07-24 $75.28 $70.00 36.0% 10.5% 27.6% 35.2% 36.8% 2.8% -1.5% -1.2M -4.32B -40.8M 1.30 44.12 N/A N/A 341,940 442,920 2,296,540 1,966,780 2020-07-27 $76.49 $70.00 35.1% 10.3% 21.3% 33.8% 36.4% 2.9% -1.3% 142.4M -5.49B -39.1M 0.55 47.08 N/A N/A 167,300 92,180 2,063,800 1,826,020 2020-07-28 $75.30 $70.00 34.7% 10.3% 22.4% 33.2% 36.5% 2.9% -1.1% 123.8M -4.63B -39.1M 0.78 48.33 N/A N/A 158,340 122,980 2,105,860 1,850,340 2020-07-29 $76.16 $70.00 33.6% 10.0% 22.3% 31.4% 35.6% 2.8% -0.8% 142.5M -5.27B -39.2M 0.84 49.75 N/A N/A 179,740 150,500 2,138,580 1,893,020 2020-07-30 $76.73 $70.00 32.4% 9.8% 20.9% 29.6% 34.4% 2.2% -0.7% 160.8M -5.75B -39.0M 0.89 53.81 N/A N/A 485,900 431,940 2,177,820 1,949,920 2020-07-31 $73.93 $70.50 27.6% 7.8% 24.4% 21.9% 28.0% 2.3% 0.5% -25.4M -2.86B -38.4M 0.84 59.70 N/A N/A 940,140 792,100 2,339,100 2,202,240
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