GOOGL Options History — October 2020 In October 2020, GOOGL traded between $72.59 and $81.34. ATM implied volatility averaged 39.4%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 11.1% (HV 20d: 28.3%). Max pain ranged from $75.00 to $75.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2020-10-30 : Highest Volume — 1,859,800 contracts2020-10-28 : Largest IV spike — 10.7% change2020-10-28 : Highest IV Rank — 48.8%2020-10-28 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $77.20 $72.59 $81.34 $74.15 $80.45 Max Pain $75.06 $75.00 $75.75 $75.50 $75.00 ATM IV 39.4% 37.3% 44.5% 38.8% 39.9% Expected Move 11.2% 9.0% 13.5% 9.0% 12.0% HV 20d 28.3% 23.7% 35.6% 34.9% 35.6% HV 60d 29.6% 28.4% 32.3% 28.4% 32.3% IV Rank 40.7% 37.3% 48.8% 39.7% 41.5% IV Percentile 82.6% 78.2% 90.5% 83.3% 81.3% Term Structure -0.6% -1.7% 2.8% 2.8% -0.0% VWIV 39.2% 30.5% 47.3% 30.5% 43.7% Skew 25d 3.6% 1.8% 6.5% 4.4% 6.5% Skew 10d 6.1% 2.9% 11.1% 7.4% 11.1% Call IV 25d 37.4% 35.6% 41.5% 35.7% 36.6% Put IV 25d 41.0% 38.4% 47.2% 40.1% 43.2% Bid-Ask Spread % 47.33 36.71 63.61 61.64 54.49 Gamma HHI 0.06 0.02 0.19 0.07 0.07 Net GEX 257.0M 24.2M 576.6M 164.3M 302.2M Net DEX -5.73B -10.14B -1.01B -2.68B -7.94B Net VEX -50.0M -51.7M -48.4M -49.3M -50.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.32 1.04 0.43 0.61 Total Volume 719,636.364 257,120 1,859,800 480,740 1,859,800 Total OI 5,093,100 4,668,500 5,599,180 4,827,680 5,381,020
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 2020-10-01 $74.15 $75.50 38.8% 9.0% 34.9% 39.7% 30.5% 4.4% 2.8% 164.3M -2.68B -49.3M 0.43 61.64 N/A N/A 336,260 144,480 2,521,220 2,306,460 2020-10-02 $73.10 $75.75 39.0% 9.1% 28.8% 40.0% 31.1% 4.5% 2.2% 24.2M -1.52B -49.2M 0.63 63.61 N/A N/A 386,540 241,740 2,602,220 2,347,880 2020-10-05 $73.97 $75.00 39.0% 11.2% 28.9% 40.0% 39.7% 4.4% 0.1% 87.1M -2.29B -48.9M 0.55 36.71 N/A N/A 228,820 124,760 2,445,460 2,265,240 2020-10-06 $72.59 $75.00 40.6% 11.4% 26.0% 42.5% 39.7% 4.8% -1.2% 26.9M -1.01B -48.4M 0.52 39.43 N/A N/A 296,520 154,300 2,530,940 2,301,920 2020-10-07 $72.93 $75.00 38.9% 11.0% 25.3% 39.8% 38.1% 4.2% -0.5% 64.4M -1.37B -48.5M 0.54 41.27 N/A N/A 368,740 199,440 2,630,540 2,384,000 2020-10-08 $74.16 $75.00 39.6% 11.2% 26.0% 41.1% 38.9% 3.1% -0.5% 281.1M -3.31B -50.1M 0.41 40.14 N/A N/A 541,640 221,280 2,755,040 2,453,620 2020-10-09 $75.45 $75.00 38.0% 10.7% 26.5% 38.5% 37.5% 3.2% -0.5% 507.8M -5.51B -50.8M 0.37 40.45 N/A N/A 763,600 283,800 2,946,200 2,490,660 2020-10-12 $78.42 $75.00 37.6% 10.6% 29.9% 37.8% 36.9% 2.5% -0.3% 333.8M -7.99B -51.2M 0.40 43.80 N/A N/A 928,500 367,180 2,792,500 2,361,220 2020-10-13 $78.70 $75.00 37.3% 10.5% 29.8% 37.3% 37.2% 2.3% -0.6% 327.0M -8.09B -51.7M 0.42 45.89 N/A N/A 304,600 128,820 2,872,620 2,473,400 2020-10-14 $78.40 $75.00 37.9% 10.7% 29.6% 38.3% 37.7% 2.6% -0.8% 316.2M -7.69B -51.5M 0.36 42.85 N/A N/A 381,400 138,680 2,898,720 2,505,540 2020-10-15 $78.08 $75.00 38.5% 10.8% 28.0% 39.2% 37.9% 2.5% -1.0% 334.4M -7.21B -51.0M 0.48 44.53 N/A N/A 417,240 199,900 3,015,040 2,531,880 2020-10-16 $78.67 $75.00 37.8% 10.6% 25.7% 38.1% 37.1% 1.8% -1.2% 405.8M -8.18B -50.6M 0.38 47.88 N/A N/A 539,300 204,720 3,027,020 2,572,160 2020-10-19 $76.51 $75.00 38.6% 10.9% 27.6% 39.3% 38.6% 2.3% -1.3% 227.5M -4.84B -49.4M 0.32 47.95 N/A N/A 583,740 185,340 2,627,580 2,131,320 2020-10-20 $77.92 $75.00 39.2% 11.2% 26.9% 40.4% 39.2% 3.1% -1.5% 267.2M -6.01B -50.3M 0.49 47.35 N/A N/A 508,200 248,560 2,692,920 2,217,860 2020-10-21 $79.64 $75.00 39.5% 11.3% 23.7% 40.9% 39.8% 3.0% -1.7% 440.7M -8.64B -50.4M 0.45 46.12 N/A N/A 636,040 285,480 2,836,400 2,283,260 2020-10-22 $80.48 $75.00 39.1% 11.3% 23.8% 40.1% 39.9% 3.0% -1.6% 425.1M -9.15B -49.9M 0.46 46.65 N/A N/A 355,260 163,560 2,799,840 2,321,960 2020-10-23 $81.34 $75.00 38.8% 11.3% 23.7% 39.8% 40.0% 3.0% -1.3% 576.6M -10.14B -49.3M 0.36 47.66 N/A N/A 647,040 234,480 2,800,740 2,364,960 2020-10-26 $78.93 $75.00 41.6% 12.4% 26.8% 44.1% 43.4% 4.2% -0.9% 162.0M -6.24B -49.9M 1.04 48.93 N/A N/A 231,580 241,920 2,493,100 2,175,400 2020-10-27 $79.95 $75.00 40.2% 12.1% 26.9% 42.0% 43.3% 3.9% -0.4% 173.9M -6.99B -49.6M 0.86 50.79 N/A N/A 138,400 118,720 2,555,200 2,287,300 2020-10-28 $75.91 $75.00 44.5% 13.5% 33.5% 48.8% 47.3% 5.7% -0.8% 61.3M -3.33B -50.2M 0.85 47.85 N/A N/A 323,280 275,000 2,583,820 2,341,320 2020-10-29 $78.68 $75.00 42.4% 13.0% 35.6% 45.5% 45.0% 5.1% -1.1% 144.2M -5.89B -50.5M 0.43 55.27 N/A N/A 624,060 269,280 2,655,680 2,467,020 2020-10-30 $80.45 $75.00 39.9% 12.0% 35.6% 41.5% 43.7% 6.5% -0.0% 302.2M -7.94B -50.4M 0.61 54.49 N/A N/A 1,153,600 706,200 2,813,120 2,567,900
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