GOOGL Options History — December 2020 In December 2020, GOOGL traded between $85.77 and $91.23. ATM implied volatility averaged 27.4%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.1% (HV 20d: 19.4%). Max pain ranged from $72.00 to $80.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2020-12-01 : Highest Volume — 1,115,500 contracts2020-12-28 : Largest IV spike — 5.2% change2020-12-18 : Highest IV Rank — 23.0%2020-12-18 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $88.32 $85.77 $91.23 $89.70 $87.25 Max Pain $75.22 $72.00 $80.00 $80.00 $78.00 ATM IV 27.4% 26.2% 29.0% 27.0% 29.0% Expected Move 7.8% 7.2% 8.2% 8.0% 7.6% HV 20d 19.4% 17.5% 26.7% 26.7% 17.5% HV 60d 28.3% 27.0% 30.7% 30.7% 27.4% IV Rank 20.4% 16.3% 23.0% 21.0% 19.0% IV Percentile 38.0% 25.8% 46.4% 37.3% 46.4% Term Structure 1.5% -0.3% 5.0% 1.2% 4.9% VWIV 27.6% 25.9% 29.0% 28.2% 26.8% Skew 25d 3.4% 2.4% 4.2% 2.8% 3.9% Skew 10d 6.5% 3.7% 8.6% 3.8% 8.3% Call IV 25d 26.0% 24.7% 28.0% 25.7% 26.6% Put IV 25d 29.4% 27.5% 31.1% 28.4% 30.5% Bid-Ask Spread % 57.27 50.99 71.07 71.07 64.39 Gamma HHI 0.06 0.04 0.12 0.07 0.07 Net GEX 386.0M -7.0M 660.7M 422.2M 426.4M Net DEX -10.97B -15.34B -7.23B -13.09B -8.98B Net VEX -45.7M -47.3M -43.3M -43.3M -46.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.29 0.91 0.29 0.37 Total Volume 656,460 352,740 1,115,500 1,115,500 679,720 Total OI 5,416,493.636 4,904,560 6,016,120 4,970,940 5,402,460
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 2020-12-01 $89.70 $80.00 27.0% 8.0% 26.7% 21.0% 28.2% 2.8% 1.2% 422.2M -13.09B -43.3M 0.29 71.07 N/A N/A 866,760 248,740 2,717,120 2,253,820 2020-12-02 $91.15 $80.00 27.5% 8.2% 26.1% 21.7% 29.0% 2.4% 1.3% 534.8M -14.90B -44.3M 0.31 68.59 N/A N/A 703,080 218,440 2,872,680 2,314,680 2020-12-03 $91.20 $72.00 26.7% 8.1% 19.7% 20.4% 27.8% 2.8% 1.6% 660.7M -15.34B -44.7M 0.38 53.51 N/A N/A 605,460 231,220 3,030,120 2,387,240 2020-12-04 $91.23 $72.25 26.5% 8.0% 19.4% 20.2% 28.1% 2.8% 1.6% 580.2M -15.21B -44.8M 0.43 53.02 N/A N/A 403,340 174,360 3,101,200 2,444,300 2020-12-07 $90.54 $72.50 27.1% 8.0% 19.7% 21.1% 28.1% 2.6% 0.4% 466.1M -13.97B -44.4M 0.54 54.94 N/A N/A 298,160 161,540 2,867,320 2,289,940 2020-12-08 $90.68 $72.50 26.8% 7.7% 19.5% 20.6% 27.2% 2.5% -0.3% 496.1M -14.28B -44.1M 0.36 55.27 N/A N/A 377,460 135,100 2,962,140 2,364,920 2020-12-09 $88.54 $72.50 27.3% 8.1% 19.2% 21.3% 27.6% 3.5% 1.1% 392.3M -12.03B -45.7M 0.34 58.36 N/A N/A 718,480 243,660 3,112,400 2,412,160 2020-12-10 $88.44 $73.00 27.4% 7.9% 19.0% 21.5% 27.6% 3.3% 0.4% 356.6M -11.20B -46.8M 0.45 50.99 N/A N/A 502,960 224,780 3,195,440 2,492,880 2020-12-11 $88.50 $74.00 28.2% 8.1% 18.9% 22.8% 28.2% 4.2% -0.1% 544.4M -11.69B -47.0M 0.64 55.54 N/A N/A 371,680 237,180 3,308,900 2,558,780 2020-12-14 $87.59 $74.25 27.4% 7.9% 18.1% 21.5% 27.7% 4.0% 0.5% 300.6M -10.55B -45.9M 0.60 51.99 N/A N/A 272,060 163,700 3,047,940 2,459,600 2020-12-15 $87.84 $74.75 27.2% 7.8% 18.2% 21.2% 27.1% 4.1% 0.4% 319.1M -10.91B -45.9M 0.57 53.09 N/A N/A 252,620 145,240 3,120,820 2,535,980 2020-12-16 $87.95 $75.00 27.2% 7.8% 18.1% 21.2% 28.2% 3.9% 0.2% 352.4M -11.07B -45.9M 0.91 53.31 N/A N/A 199,380 182,300 3,192,000 2,588,440 2020-12-17 $86.77 $75.00 27.5% 7.9% 18.2% 21.6% 27.6% 3.8% 0.1% 162.8M -9.37B -45.6M 0.53 53.35 N/A N/A 432,300 228,180 3,241,440 2,675,540 2020-12-18 $86.00 $75.00 28.7% 8.2% 18.1% 23.0% 28.7% 3.1% 0.1% -7.0M -8.29B -46.0M 0.85 52.73 N/A N/A 516,360 439,400 3,296,320 2,719,800 2020-12-21 $86.69 $75.00 28.4% 8.1% 18.0% 22.5% 29.0% 4.0% 1.3% 227.9M -7.52B -46.4M 0.49 52.34 N/A N/A 605,760 298,460 2,706,700 2,197,860 2020-12-22 $85.77 $75.00 28.0% 7.9% 18.3% 21.4% 28.3% 3.7% 1.3% 279.4M -7.23B -46.9M 0.62 54.09 N/A N/A 244,600 152,240 2,971,320 2,247,200 2020-12-23 $86.86 $76.00 26.9% 7.6% 17.6% 19.1% 27.1% 3.8% 1.1% 599.5M -8.74B -47.3M 0.51 57.11 N/A N/A 408,720 207,020 3,029,820 2,295,120 2020-12-24 $86.52 $77.00 26.2% 7.2% 17.7% 16.5% 25.9% 3.5% 1.6% 376.0M -8.14B -46.6M 0.48 58.08 N/A N/A 237,940 114,800 3,106,320 2,321,580 2020-12-28 $88.91 $77.00 27.6% 7.5% 20.1% 17.2% 27.2% 3.0% 4.2% 417.7M -10.81B -45.6M 0.46 61.97 N/A N/A 541,420 249,280 2,776,840 2,145,200 2020-12-29 $88.01 $77.00 27.4% 7.4% 19.8% 16.3% 26.4% 3.2% 4.9% 376.7M -9.81B -45.6M 0.48 62.97 N/A N/A 343,360 166,260 2,904,580 2,219,040 2020-12-30 $86.87 $77.00 27.8% 7.4% 18.5% 16.9% 26.3% 3.6% 5.0% 207.5M -8.16B -45.8M 0.54 63.26 N/A N/A 415,940 222,660 3,005,080 2,269,820 2020-12-31 $87.25 $78.00 29.0% 7.6% 17.5% 19.0% 26.8% 3.9% 4.9% 426.4M -8.98B -46.0M 0.37 64.39 N/A N/A 494,440 185,280 3,079,960 2,322,500
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