GOOGL Options History — November 2020 In November 2020, GOOGL traded between $80.89 and $89.09. ATM implied volatility averaged 27.7%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 7.5% (HV 20d: 35.2%). Max pain ranged from $77.25 to $79.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.52.
Notable Days 2020-11-04 : Highest Volume — 1,467,280 contracts2020-11-04 : Largest IV drop — 14.3% change2020-11-02 : Highest IV Rank — 37.2%2020-11-02 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $87.28 $80.89 $89.09 $80.89 $87.74 Max Pain $78.47 $77.25 $79.50 $77.25 $79.50 ATM IV 27.7% 25.2% 37.3% 37.3% 25.9% Expected Move 8.1% 7.2% 11.5% 11.5% 7.6% HV 20d 35.2% 25.7% 38.3% 35.5% 25.9% HV 60d 33.7% 30.7% 34.3% 32.3% 30.7% IV Rank 22.0% 18.1% 37.2% 37.2% 19.2% IV Percentile 36.2% 21.8% 72.2% 72.2% 28.6% Term Structure 0.3% -0.3% 1.4% -0.3% 1.4% VWIV 28.8% 25.4% 40.8% 40.8% 27.2% Skew 25d 4.1% 2.5% 7.6% 7.6% 3.1% Skew 10d 7.8% 5.1% 13.5% 13.5% 6.0% Call IV 25d 25.9% 23.9% 33.0% 33.0% 24.5% Put IV 25d 30.0% 26.7% 40.6% 40.6% 27.6% Bid-Ask Spread % 59.33 47.04 67.09 58.83 67.09 Gamma HHI 0.07 0.03 0.15 0.03 0.07 Net GEX 409.2M 181.2M 727.4M 181.2M 306.0M Net DEX -12.47B -15.00B -7.17B -7.17B -10.62B Net VEX -45.3M -49.5M -43.2M -49.5M -43.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.28 0.93 0.65 0.55 Total Volume 628,964 354,680 1,467,280 517,220 430,120 Total OI 5,302,610 4,754,320 5,904,700 4,885,180 4,792,520
Daily Data (20 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 2020-11-02 $80.89 $77.25 37.3% 11.5% 35.5% 37.2% 40.8% 7.6% -0.3% 181.2M -7.17B -49.5M 0.65 58.83 N/A N/A 314,000 203,220 2,563,360 2,321,820 2020-11-03 $82.77 $77.25 35.7% 11.1% 35.0% 34.8% 39.5% 7.6% 0.3% 231.7M -8.81B -48.4M 0.69 63.62 N/A N/A 312,340 215,160 2,563,360 2,321,820 2020-11-04 $87.09 $77.50 30.6% 9.1% 38.3% 26.6% 33.0% 4.7% 0.2% 391.6M -13.60B -45.5M 0.44 65.94 N/A N/A 1,017,640 449,640 2,745,420 2,417,560 2020-11-05 $88.02 $77.50 30.7% 8.9% 38.2% 26.7% 31.9% 5.2% 0.4% 450.9M -14.45B -46.7M 0.57 47.04 N/A N/A 472,540 270,920 2,927,940 2,548,800 2020-11-06 $88.28 $77.50 27.2% 8.1% 38.1% 21.2% 28.8% 4.4% 0.8% 434.1M -15.00B -45.1M 0.53 49.31 N/A N/A 522,380 274,820 3,012,320 2,606,640 2020-11-09 $89.09 $78.00 25.9% 7.7% 36.4% 19.1% 27.2% 3.6% 0.8% 423.2M -14.41B -43.2M 0.54 60.82 N/A N/A 433,540 234,020 2,769,600 2,347,860 2020-11-10 $86.86 $79.00 27.8% 8.1% 38.1% 22.2% 28.7% 4.4% 0.4% 283.2M -11.70B -45.3M 0.93 54.80 N/A N/A 279,700 260,360 2,829,700 2,454,480 2020-11-11 $87.59 $79.00 27.3% 7.9% 38.0% 21.4% 27.8% 4.1% 0.3% 344.6M -12.53B -45.4M 0.56 55.86 N/A N/A 293,020 165,460 2,886,740 2,501,180 2020-11-12 $87.15 $79.00 28.8% 8.3% 38.0% 23.8% 28.4% 5.0% 0.2% 320.1M -12.18B -46.4M 0.28 53.11 N/A N/A 535,820 148,900 2,992,640 2,537,780 2020-11-13 $88.74 $79.00 26.3% 7.7% 38.3% 19.8% 27.2% 3.5% 0.6% 617.4M -14.87B -45.2M 0.40 56.88 N/A N/A 613,640 242,560 3,105,260 2,577,380 2020-11-16 $88.80 $78.00 25.4% 7.3% 36.2% 18.4% 25.9% 3.6% 0.2% 499.8M -14.70B -43.2M 0.64 60.78 N/A N/A 316,480 202,340 2,971,260 2,423,420 2020-11-17 $88.30 $78.00 25.3% 7.2% 36.3% 18.2% 26.8% 3.4% 0.4% 486.5M -14.08B -44.5M 0.45 61.72 N/A N/A 245,340 109,340 3,063,700 2,509,960 2020-11-18 $87.22 $79.00 25.2% 7.2% 36.3% 18.1% 26.9% 3.2% -0.1% 411.7M -12.65B -45.1M 0.48 61.80 N/A N/A 385,640 185,680 3,098,680 2,559,560 2020-11-19 $87.99 $79.00 25.9% 7.5% 36.3% 19.2% 26.8% 3.3% -0.3% 555.0M -13.81B -45.7M 0.30 62.33 N/A N/A 459,720 136,400 3,191,420 2,653,640 2020-11-20 $86.99 $79.00 26.2% 7.5% 36.6% 19.6% 26.5% 3.2% 0.0% 292.1M -12.13B -45.2M 0.38 62.25 N/A N/A 504,160 190,500 3,236,880 2,667,820 2020-11-23 $86.61 $79.00 25.6% 7.4% 34.6% 18.7% 25.6% 3.2% -0.0% 315.9M -9.99B -44.2M 0.57 58.64 N/A N/A 347,940 196,820 2,628,120 2,126,200 2020-11-24 $88.21 $79.00 25.6% 7.4% 34.8% 18.6% 26.1% 2.7% 0.1% 421.2M -11.87B -44.0M 0.58 60.09 N/A N/A 336,780 196,400 2,700,680 2,217,060 2020-11-25 $88.29 $79.00 25.3% 7.3% 27.7% 18.1% 25.4% 2.5% -0.1% 491.1M -11.96B -44.8M 0.52 61.54 N/A N/A 283,900 148,900 2,761,480 2,273,180 2020-11-27 $88.99 $79.00 25.6% 7.3% 25.7% 18.6% 26.0% 2.8% -0.2% 727.4M -12.93B -44.3M 0.29 64.06 N/A N/A 496,960 146,180 2,823,100 2,321,860 2020-11-30 $87.74 $79.50 25.9% 7.6% 25.9% 19.2% 27.2% 3.1% 1.4% 306.0M -10.62B -43.7M 0.55 67.09 N/A N/A 276,800 153,320 2,613,960 2,178,560
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