GOOGL Options History — August 2020 In August 2020, GOOGL traded between $73.51 and $82.09. ATM implied volatility averaged 28.3%, placing in the 22.9% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 5.3% (HV 20d: 22.9%). Max pain ranged from $70.75 to $73.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2020-08-07 : Highest Volume — 1,128,280 contracts2020-08-12 : Largest IV drop — 9.3% change2020-08-28 : Highest IV Rank — 33.7%2020-08-28 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $77.27 $73.51 $82.09 $74.27 $81.71 Max Pain $72.90 $70.75 $73.75 $70.75 $73.75 ATM IV 28.3% 25.3% 35.0% 29.3% 34.7% Expected Move 8.0% 7.1% 9.7% 8.1% 9.3% HV 20d 22.9% 16.6% 25.0% 23.9% 16.9% HV 60d 24.1% 23.4% 25.1% 25.1% 23.9% IV Rank 22.9% 18.2% 33.7% 24.6% 33.2% IV Percentile 58.7% 43.7% 77.4% 67.1% 76.6% Term Structure 0.5% -0.3% 1.1% -0.3% 0.8% VWIV 28.7% 25.3% 34.1% 29.2% 33.0% Skew 25d 3.3% 1.6% 4.2% 3.1% 3.4% Skew 10d 6.3% 1.9% 8.6% 5.4% 6.0% Call IV 25d 26.8% 23.9% 33.7% 28.3% 32.9% Put IV 25d 30.2% 27.3% 36.4% 31.5% 36.4% Bid-Ask Spread % 54.62 48.99 66.97 61.51 57.35 Gamma HHI 0.05 0.02 0.18 0.02 0.03 Net GEX 220.5M 40.3M 481.8M 74.3M 169.5M Net DEX -6.16B -9.29B -2.99B -3.74B -7.70B Net VEX -42.0M -44.9M -39.9M -39.9M -44.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.37 1.05 0.78 1.05 Total Volume 655,330.476 355,700 1,128,280 645,800 385,280 Total OI 4,545,496.19 3,978,580 4,938,360 4,201,380 4,231,560
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 2020-08-03 $74.27 $70.75 29.3% 8.1% 23.9% 24.6% 29.2% 3.1% -0.3% 74.3M -3.74B -39.9M 0.78 61.51 N/A N/A 362,220 283,580 2,138,800 2,062,580 2020-08-04 $73.51 $71.00 26.9% 7.5% 24.2% 20.8% 27.1% 3.4% 0.1% 40.3M -2.99B -41.1M 0.69 64.92 N/A N/A 339,600 232,640 2,264,820 2,181,200 2020-08-05 $73.80 $71.00 26.0% 7.1% 24.2% 19.2% 25.3% 3.5% 0.2% 111.3M -3.41B -41.2M 0.61 66.97 N/A N/A 271,140 166,020 2,356,100 2,239,040 2020-08-06 $75.11 $71.00 25.7% 7.5% 24.5% 18.8% 26.6% 3.8% -0.2% 322.5M -5.15B -41.3M 0.50 49.89 N/A N/A 475,020 236,520 2,411,200 2,277,860 2020-08-07 $74.93 $71.25 27.4% 7.9% 24.2% 21.5% 27.7% 3.7% -0.2% 372.0M -4.85B -42.1M 0.59 48.99 N/A N/A 707,420 420,860 2,474,580 2,315,660 2020-08-10 $74.57 $72.50 27.4% 8.0% 24.1% 21.6% 27.3% 4.1% 0.9% 104.2M -4.09B -41.6M 0.77 53.27 N/A N/A 275,020 211,600 2,219,960 2,165,140 2020-08-11 $74.26 $73.50 27.9% 8.2% 24.1% 22.4% 28.9% 4.0% 0.7% 74.1M -3.90B -42.3M 1.00 54.34 N/A N/A 285,840 286,140 2,280,100 2,224,380 2020-08-12 $75.41 $73.50 25.3% 7.5% 24.7% 18.2% 26.9% 3.6% 0.7% 135.8M -5.05B -41.5M 0.53 50.77 N/A N/A 273,300 144,080 2,316,900 2,336,600 2020-08-13 $75.89 $73.50 26.6% 7.7% 24.8% 20.2% 27.6% 4.2% 0.8% 222.0M -5.71B -41.7M 0.46 50.08 N/A N/A 535,120 244,020 2,382,820 2,351,640 2020-08-14 $75.16 $73.50 25.6% 7.5% 25.0% 18.7% 26.0% 3.5% 0.9% 121.3M -4.85B -41.8M 0.71 52.26 N/A N/A 329,320 233,760 2,491,440 2,409,060 2020-08-17 $76.03 $73.50 25.6% 7.4% 22.7% 18.7% 26.8% 4.1% 1.0% 157.8M -5.59B -40.6M 0.67 53.32 N/A N/A 212,520 143,180 2,323,200 2,231,840 2020-08-18 $77.71 $73.50 25.4% 7.3% 24.2% 18.4% 27.3% 3.3% 0.3% 285.9M -7.36B -40.5M 0.37 51.40 N/A N/A 765,540 282,980 2,344,560 2,264,520 2020-08-19 $77.38 $73.50 26.1% 7.5% 24.2% 19.5% 27.0% 4.2% 0.6% 306.2M -6.88B -41.6M 0.45 56.20 N/A N/A 532,900 240,340 2,450,460 2,358,480 2020-08-20 $78.89 $73.50 26.2% 7.5% 22.8% 19.6% 27.1% 3.7% 0.7% 473.2M -8.67B -42.0M 0.48 52.93 N/A N/A 349,240 168,980 2,518,360 2,395,180 2020-08-21 $78.76 $73.50 27.6% 7.8% 22.6% 21.9% 28.2% 3.1% 1.1% 481.8M -8.47B -42.3M 0.38 54.06 N/A N/A 647,560 245,980 2,522,960 2,415,400 2020-08-24 $79.19 $73.50 29.3% 8.3% 22.0% 24.6% 30.3% 2.8% 0.8% 203.7M -6.59B -42.3M 0.60 50.80 N/A N/A 324,900 194,400 2,032,980 1,945,600 2020-08-25 $80.24 $73.50 29.4% 8.4% 21.4% 24.8% 29.7% 2.1% 0.5% 256.9M -7.56B -41.8M 0.49 52.85 N/A N/A 453,660 223,020 2,099,660 2,042,600 2020-08-26 $82.09 $73.75 31.8% 9.0% 22.3% 28.5% 32.3% 1.6% 0.5% 312.5M -9.29B -42.0M 0.39 53.83 N/A N/A 754,540 296,980 2,188,900 2,131,080 2020-08-27 $81.81 $73.75 34.5% 9.6% 22.4% 32.9% 34.1% 2.1% 0.2% 289.0M -8.58B -44.0M 0.51 54.23 N/A N/A 449,240 230,040 2,224,920 2,215,760 2020-08-28 $82.02 $73.75 35.0% 9.7% 16.6% 33.7% 34.1% 2.5% 0.4% 117.1M -9.03B -44.9M 0.56 57.00 N/A N/A 350,840 196,600 2,308,580 2,308,940 2020-08-31 $81.71 $73.75 34.7% 9.3% 16.9% 33.2% 33.0% 3.4% 0.8% 169.5M -7.70B -44.7M 1.05 57.35 N/A N/A 187,820 197,460 2,121,660 2,109,900
« Jul 2020 | All History | Sep 2020 » Home GOOGL History August 2020