GOOGL Options History — February 2021 In February 2021, GOOGL traded between $94.70 and $105.93. ATM implied volatility averaged 27.8%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 12.8% (HV 20d: 40.6%). Max pain ranged from $86.75 to $100.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.75.
Notable Days 2021-02-03 : Highest Volume — 3,016,480 contracts2021-02-25 : Largest IV spike — 23.1% change2021-02-01 : Highest IV Rank — 31.5%2021-02-01 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $103.09 $94.70 $105.93 $94.70 $102.12 Max Pain $91.28 $86.75 $100.00 $86.75 $100.00 ATM IV 27.8% 24.5% 36.4% 36.4% 30.0% Expected Move 8.1% 6.9% 11.1% 11.1% 8.5% HV 20d 40.6% 33.5% 44.8% 37.2% 33.5% HV 60d 29.6% 26.4% 30.5% 28.1% 30.2% IV Rank 14.5% 6.3% 31.5% 31.5% 11.4% IV Percentile 24.0% 1.2% 66.7% 66.7% 41.3% Term Structure 0.4% -0.6% 1.0% -0.6% 0.3% VWIV 29.0% 24.9% 39.0% 39.0% 30.3% Skew 25d 2.6% 1.2% 6.8% 2.7% 5.0% Skew 10d 5.4% 1.8% 13.7% 5.5% 11.2% Call IV 25d 27.0% 23.4% 35.2% 35.2% 28.0% Put IV 25d 29.6% 26.1% 38.0% 38.0% 33.0% Bid-Ask Spread % 52.15 41.14 68.56 59.06 50.32 Gamma HHI 0.09 0.05 0.19 0.07 0.19 Net GEX 391.8M -511.6M 1.02B 297.9M 1.02B Net DEX -14.57B -19.49B -7.31B -9.92B -9.33B Net VEX -50.0M -57.0M -46.1M -50.8M -55.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.47 1.43 0.59 0.54 Total Volume 920,664.211 356,460 3,016,480 752,880 852,140 Total OI 4,995,313.684 4,200,060 5,846,900 4,310,580 5,112,420
Daily Data (19 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 2021-02-01 $94.70 $86.75 36.4% 11.1% 37.2% 31.5% 39.0% 2.7% -0.6% 297.9M -9.92B -50.8M 0.59 59.06 N/A N/A 472,420 280,460 2,429,580 1,881,000 2021-02-02 $96.43 $87.00 33.1% 10.3% 37.3% 25.9% 36.5% 1.8% -0.4% 377.1M -11.75B -49.4M 0.49 68.56 N/A N/A 842,160 409,240 2,536,380 1,971,160 2021-02-03 $103.87 $87.50 29.3% 8.3% 44.6% 19.5% 30.2% 1.2% 0.3% 559.0M -19.49B -46.1M 0.81 64.82 N/A N/A 1,667,020 1,349,460 2,775,820 2,147,220 2021-02-04 $102.72 $88.50 27.1% 8.0% 44.8% 15.7% 28.8% 1.5% 0.8% -511.6M -15.66B -49.4M 0.90 42.45 N/A N/A 599,840 541,780 2,909,780 2,758,500 2021-02-05 $104.19 $89.00 25.1% 7.5% 44.4% 12.3% 27.8% 1.3% 0.7% 647.7M -18.79B -48.9M 0.63 41.14 N/A N/A 1,089,480 687,840 3,007,060 2,839,840 2021-02-08 $103.84 $90.00 26.3% 7.7% 44.6% 14.4% 27.9% 1.6% 0.3% 321.5M -16.15B -48.8M 1.04 50.08 N/A N/A 346,220 360,860 2,705,300 2,240,560 2021-02-09 $104.30 $90.00 26.1% 7.6% 43.5% 14.0% 27.8% 1.7% 0.3% 352.1M -16.68B -49.1M 0.93 48.85 N/A N/A 184,660 171,800 2,766,140 2,338,000 2021-02-10 $104.16 $90.00 26.3% 7.7% 43.0% 14.4% 27.4% 1.7% 0.5% 359.6M -16.43B -49.7M 0.99 46.68 N/A N/A 303,940 300,800 2,797,300 2,372,420 2021-02-11 $104.28 $90.00 26.1% 7.6% 43.1% 14.1% 26.8% 2.2% 0.4% 457.3M -16.63B -49.4M 0.65 47.30 N/A N/A 331,540 215,240 2,856,560 2,418,260 2021-02-12 $104.78 $90.00 25.3% 7.3% 42.7% 12.6% 26.2% 1.4% 0.6% 1.01B -17.73B -48.6M 0.53 58.31 N/A N/A 544,500 290,020 2,945,120 2,457,760 2021-02-16 $105.57 $90.00 26.2% 7.5% 42.4% 14.2% 27.1% 2.1% 1.0% 476.0M -17.41B -47.9M 0.57 56.11 N/A N/A 554,680 316,920 2,719,000 2,164,680 2021-02-17 $105.93 $90.00 26.1% 7.5% 41.8% 13.7% 26.6% 1.6% 0.6% 484.9M -17.65B -48.4M 0.60 51.30 N/A N/A 291,000 175,820 2,801,520 2,273,940 2021-02-18 $105.90 $90.00 24.9% 7.1% 38.0% 11.8% 25.8% 2.7% 0.8% 482.4M -17.53B -48.7M 0.47 53.05 N/A N/A 419,360 197,220 2,843,820 2,330,900 2021-02-19 $104.60 $91.00 24.5% 6.9% 38.5% 9.4% 24.9% 2.9% 1.0% 395.1M -15.89B -48.3M 0.56 51.89 N/A N/A 548,380 306,520 2,875,260 2,395,960 2021-02-22 $102.97 $92.00 26.8% 7.5% 39.2% 9.0% 27.5% 3.9% 0.6% 244.5M -10.65B -49.4M 0.82 50.81 N/A N/A 262,360 214,880 2,301,140 1,898,920 2021-02-23 $103.12 $92.50 27.3% 7.8% 39.0% 6.3% 27.7% 4.1% 0.3% 246.7M -10.62B -51.2M 1.43 53.42 N/A N/A 406,640 580,900 2,378,360 2,016,480 2021-02-24 $104.11 $100.00 27.5% 7.7% 38.9% 6.7% 27.7% 3.8% -0.0% 228.2M -11.12B -53.8M 0.86 46.65 N/A N/A 346,480 297,700 2,445,040 2,303,300 2021-02-25 $101.10 $100.00 33.8% 9.8% 34.3% 18.7% 34.2% 6.8% -0.4% 1.7M -7.31B -57.0M 0.82 50.01 N/A N/A 403,360 328,980 2,508,940 2,387,520 2021-02-26 $102.12 $100.00 30.0% 8.5% 33.5% 11.4% 30.3% 5.0% 0.3% 1.02B -9.33B -55.3M 0.54 50.32 N/A N/A 554,880 297,260 2,708,860 2,403,560
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