GOOGL Options History — September 2020 In September 2020, GOOGL traded between $70.56 and $86.08. ATM implied volatility averaged 37.0%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 2.3% (HV 20d: 34.6%). Max pain ranged from $73.75 to $77.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.73.
Notable Days 2020-09-03 : Highest Volume — 1,226,900 contracts2020-09-03 : Largest IV spike — 30.2% change2020-09-03 : Highest IV Rank — 55.4%2020-09-03 : Largest Expected Move — 13.7%Monthly Statistics Metric Avg Min Max Open Close Price $75.58 $70.56 $86.08 $82.73 $73.52 Max Pain $76.30 $73.75 $77.50 $73.75 $75.50 ATM IV 37.0% 32.1% 48.6% 35.3% 36.5% Expected Move 10.2% 8.6% 13.7% 9.4% 8.6% HV 20d 34.6% 16.1% 38.7% 16.1% 38.4% HV 60d 28.3% 24.0% 29.4% 24.0% 28.4% IV Rank 36.8% 29.0% 55.4% 34.2% 36.0% IV Percentile 78.8% 67.9% 92.5% 78.2% 77.8% Term Structure 1.4% -0.8% 3.9% 0.6% 3.0% VWIV 35.6% 30.3% 47.9% 33.4% 30.3% Skew 25d 4.8% 3.5% 7.2% 3.5% 4.7% Skew 10d 8.0% 5.6% 13.0% 6.0% 7.2% Call IV 25d 34.2% 29.9% 46.0% 33.4% 33.6% Put IV 25d 39.0% 34.0% 52.2% 36.9% 38.3% Bid-Ask Spread % 51.95 37.88 61.59 58.07 61.59 Gamma HHI 0.03 0.02 0.07 0.04 0.05 Net GEX 2.2M -182.3M 262.8M 197.3M 73.4M Net DEX -2.69B -11.24B 1.27B -8.60B -1.82B Net VEX -46.7M -50.5M -44.4M -45.0M -48.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.43 1.27 0.60 0.51 Total Volume 592,309.524 280,520 1,226,900 630,960 426,480 Total OI 4,747,114.286 4,245,840 5,213,000 4,390,080 4,718,900
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 2020-09-01 $82.73 $73.75 35.3% 9.4% 16.1% 34.2% 33.4% 3.5% 0.6% 197.3M -8.60B -45.0M 0.60 58.07 N/A N/A 393,920 237,040 2,179,560 2,210,520 2020-09-02 $86.08 $73.75 37.4% 10.3% 20.1% 37.4% 36.6% 3.7% 0.8% 262.8M -11.24B -45.5M 0.43 59.34 N/A N/A 789,960 343,320 2,267,920 2,319,560 2020-09-03 $80.98 $77.00 48.6% 13.7% 31.2% 55.4% 47.9% 6.2% -0.8% 40.1M -6.25B -50.5M 0.72 37.88 N/A N/A 711,880 515,020 2,400,660 2,414,620 2020-09-04 $79.47 $77.50 45.1% 12.7% 32.2% 49.7% 45.5% 7.2% -0.7% -103.6M -5.02B -50.4M 1.07 42.53 N/A N/A 459,600 491,600 2,532,400 2,484,340 2020-09-08 $76.26 $77.25 41.6% 11.8% 35.7% 44.2% 40.8% 5.5% -0.2% 13.0M -3.02B -47.7M 0.73 38.91 N/A N/A 229,580 167,680 2,351,400 2,298,640 2020-09-09 $77.48 $77.00 37.2% 10.8% 36.1% 37.1% 37.1% 5.0% 0.3% 36.3M -4.16B -46.8M 0.53 40.06 N/A N/A 287,920 152,580 2,388,740 2,347,020 2020-09-10 $76.53 $77.00 37.2% 10.4% 36.0% 37.1% 36.6% 5.5% -0.8% 27.5M -3.36B -46.5M 0.72 47.64 N/A N/A 260,400 187,380 2,476,720 2,393,920 2020-09-11 $75.65 $77.00 33.9% 9.8% 36.2% 31.8% 33.5% 4.7% 0.3% -42.5M -2.42B -44.9M 1.27 49.41 N/A N/A 295,840 376,560 2,505,720 2,436,060 2020-09-14 $75.88 $77.00 32.7% 9.4% 36.1% 30.0% 33.3% 4.2% 1.8% 26.6M -3.15B -44.5M 0.78 50.77 N/A N/A 399,680 311,780 2,374,780 2,354,900 2020-09-15 $76.57 $76.50 32.1% 9.2% 36.0% 29.0% 32.0% 4.1% 1.3% 45.3M -3.83B -46.0M 0.74 53.99 N/A N/A 263,280 193,680 2,445,920 2,419,380 2020-09-16 $75.93 $76.50 32.7% 9.4% 35.2% 30.0% 32.7% 5.2% 0.8% 10.6M -3.11B -46.1M 0.80 51.24 N/A N/A 212,260 170,200 2,513,780 2,480,560 2020-09-17 $74.07 $77.00 35.4% 10.1% 36.2% 34.2% 34.1% 4.1% 0.5% -93.0M -1.03B -45.9M 0.88 52.59 N/A N/A 272,740 240,020 2,560,980 2,539,180 2020-09-18 $72.09 $76.50 35.6% 10.1% 36.2% 34.6% 34.6% 4.8% 0.5% -182.3M 1.16B -44.4M 1.08 52.23 N/A N/A 439,960 474,400 2,618,340 2,594,660 2020-09-21 $71.20 $76.50 36.4% 10.3% 36.3% 35.8% 36.2% 4.6% 2.6% -68.1M 815.0M -44.4M 0.92 53.87 N/A N/A 276,560 254,940 2,131,120 2,114,720 2020-09-22 $73.04 $76.50 35.3% 9.8% 37.8% 34.1% 34.4% 4.1% 2.7% -9.0M -693.0M -46.7M 0.65 53.19 N/A N/A 254,600 166,440 2,244,320 2,219,040 2020-09-23 $70.56 $76.50 36.8% 10.1% 38.7% 36.5% 35.3% 4.6% 3.1% -98.7M 1.27B -45.4M 0.62 54.54 N/A N/A 311,560 194,360 2,298,720 2,271,840 2020-09-24 $71.10 $76.00 36.8% 10.1% 37.5% 36.6% 34.8% 4.1% 3.9% -105.7M 838.6M -46.9M 0.73 57.29 N/A N/A 299,560 219,340 2,367,540 2,340,180 2020-09-25 $72.02 $76.00 36.1% 9.9% 38.1% 35.4% 33.9% 4.8% 3.5% -60.3M -151.7M -48.2M 0.58 57.23 N/A N/A 373,660 215,840 2,440,300 2,390,900 2020-09-28 $72.94 $75.75 37.0% 9.5% 38.6% 36.9% 32.7% 4.7% 2.8% 36.2M -1.34B -48.5M 0.44 58.93 N/A N/A 194,380 86,140 2,360,560 2,231,000 2020-09-29 $73.09 $75.75 37.2% 9.4% 38.7% 37.2% 32.4% 5.3% 3.1% 39.4M -1.43B -48.4M 0.49 59.69 N/A N/A 192,280 94,080 2,394,960 2,255,020 2020-09-30 $73.52 $75.50 36.5% 8.6% 38.4% 36.0% 30.3% 4.7% 3.0% 73.4M -1.82B -48.0M 0.51 61.59 N/A N/A 283,300 143,180 2,440,220 2,278,680
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