GOOGL Options History — March 2021 In March 2021, GOOGL traded between $100.79 and $105.28. ATM implied volatility averaged 28.3%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 0.6% (HV 20d: 27.7%). Max pain ranged from $97.50 to $104.50. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.73.
Notable Days 2021-03-12 : Highest Volume — 1,606,680 contracts2021-03-18 : Largest IV spike — 12.8% change2021-03-30 : Highest IV Rank — 21.8%2021-03-08 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $102.58 $100.79 $105.28 $103.53 $103.25 Max Pain $101.37 $97.50 $104.50 $100.00 $102.50 ATM IV 28.3% 24.6% 32.1% 26.6% 30.4% Expected Move 7.8% 6.6% 9.1% 7.4% 6.6% HV 20d 27.7% 18.7% 33.1% 33.1% 26.5% HV 60d 31.7% 29.9% 32.7% 30.0% 32.0% IV Rank 10.1% 2.1% 21.8% 5.0% 20.7% IV Percentile 31.7% 1.2% 50.0% 19.4% 48.8% Term Structure 1.1% -0.9% 4.8% 0.2% -0.5% VWIV 27.8% 23.7% 33.3% 26.9% 23.7% Skew 25d 4.8% 3.6% 7.0% 3.7% 3.6% Skew 10d 10.7% 8.7% 14.9% 9.7% 8.9% Call IV 25d 26.5% 23.3% 30.3% 25.3% 29.3% Put IV 25d 31.3% 27.2% 36.6% 29.0% 32.9% Bid-Ask Spread % 38.39 24.57 55.71 53.52 46.88 Gamma HHI 0.05 0.04 0.18 0.06 0.05 Net GEX 139.4M -395.6M 805.1M 192.4M 414.0M Net DEX -8.66B -13.20B -4.91B -10.67B -9.47B Net VEX -56.7M -61.0M -51.7M -51.7M -59.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.43 1.16 0.90 0.55 Total Volume 850,580.87 438,220 1,606,680 547,880 1,143,460 Total OI 5,317,895.652 4,571,640 5,995,600 4,571,640 5,899,660
Daily Data (23 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 2021-03-01 $103.53 $100.00 26.6% 7.4% 33.1% 5.0% 26.9% 3.7% 0.2% 192.4M -10.67B -51.7M 0.90 53.52 N/A N/A 287,880 260,000 2,358,900 2,212,740 2021-03-02 $103.60 $98.50 26.5% 7.4% 31.6% 4.8% 28.2% 4.0% 0.3% 259.9M -10.86B -52.3M 0.56 55.71 N/A N/A 281,260 156,960 2,422,860 2,253,000 2021-03-03 $101.27 $98.50 29.3% 8.7% 32.6% 10.1% 31.3% 5.4% -0.2% 92.6M -8.12B -53.4M 0.86 47.59 N/A N/A 363,500 312,700 2,453,180 2,279,520 2021-03-04 $101.99 $97.50 32.1% 9.0% 18.7% 15.5% 33.3% 7.0% -0.9% 163.5M -9.08B -54.6M 1.09 24.67 N/A N/A 377,820 412,280 2,538,560 2,368,980 2021-03-05 $104.81 $97.50 29.4% 8.3% 20.8% 10.4% 28.5% 5.0% -0.3% 805.1M -12.97B -53.2M 0.71 35.69 N/A N/A 769,940 547,180 2,592,580 2,417,800 2021-03-08 $101.14 $97.50 32.1% 9.1% 23.9% 15.5% 32.6% 6.2% -0.4% 204.8M -8.94B -55.2M 0.61 24.57 N/A N/A 490,080 296,800 2,524,200 2,154,080 2021-03-09 $102.29 $97.50 28.4% 8.3% 24.3% 8.5% 30.0% 4.5% 0.6% 245.7M -10.07B -54.7M 0.46 27.73 N/A N/A 307,740 142,780 2,659,320 2,239,620 2021-03-10 $102.18 $97.50 28.7% 8.4% 24.2% 9.1% 30.1% 4.2% 0.7% 175.3M -9.59B -52.8M 1.16 30.62 N/A N/A 280,860 327,100 2,553,280 2,271,840 2021-03-11 $105.28 $100.00 27.2% 7.9% 26.6% 6.1% 27.5% 4.1% 0.2% 506.6M -13.20B -52.2M 0.91 29.15 N/A N/A 555,940 506,740 2,617,980 2,468,240 2021-03-12 $102.59 $104.50 28.8% 8.3% 28.2% 9.3% 28.9% 5.6% 0.5% -31.8M -9.18B -54.9M 1.09 30.18 N/A N/A 767,520 839,160 2,756,780 2,626,560 2021-03-15 $102.18 $104.50 28.0% 8.1% 28.1% 7.7% 28.5% 4.5% 1.2% -48.8M -7.63B -58.5M 0.89 33.02 N/A N/A 242,840 216,220 2,698,140 2,813,040 2021-03-16 $104.33 $104.50 26.6% 7.6% 29.1% 5.0% 27.3% 4.5% 1.3% 174.8M -10.55B -59.5M 0.62 34.10 N/A N/A 659,360 410,360 2,747,100 2,900,260 2021-03-17 $104.05 $104.50 26.5% 7.6% 29.0% 4.8% 27.1% 4.9% 0.9% 225.3M -10.19B -59.0M 0.83 36.82 N/A N/A 449,320 374,940 2,832,520 2,879,080 2021-03-18 $101.47 $104.50 29.9% 8.5% 30.3% 11.3% 29.5% 5.9% 0.7% -145.2M -6.14B -59.7M 0.59 34.62 N/A N/A 534,100 314,880 2,904,860 3,003,500 2021-03-19 $101.76 $104.50 27.0% 7.6% 30.1% 8.0% 27.3% 5.9% 1.0% -395.6M -6.34B -57.7M 0.95 35.66 N/A N/A 776,140 738,540 2,911,700 3,071,900 2021-03-22 $101.82 $102.50 25.3% 7.1% 29.6% 3.9% 24.0% 4.7% 4.0% -95.0M -5.59B -55.6M 0.55 47.78 N/A N/A 742,000 406,120 2,412,700 2,347,120 2021-03-23 $102.24 $102.50 24.6% 6.8% 29.6% 2.1% 23.7% 3.9% 4.4% 60.5M -6.75B -60.2M 0.43 43.26 N/A N/A 467,140 199,740 2,857,060 2,548,460 2021-03-24 $102.04 $102.50 26.0% 7.3% 29.4% 6.5% 25.4% 4.1% 4.1% 47.4M -6.60B -60.8M 0.49 42.76 N/A N/A 482,880 238,740 2,969,620 2,608,880 2021-03-25 $102.09 $102.50 27.5% 7.5% 27.4% 11.2% 26.4% 4.5% 4.7% 59.9M -6.75B -61.0M 0.67 39.82 N/A N/A 528,360 353,960 3,110,740 2,686,460 2021-03-26 $100.79 $102.50 28.3% 7.3% 27.6% 13.7% 25.7% 4.3% 4.8% -127.5M -4.91B -59.2M 0.62 43.16 N/A N/A 521,240 325,600 3,230,940 2,764,660 2021-03-29 $102.26 $102.50 30.8% 7.4% 27.6% 21.4% 26.9% 4.3% -0.5% 188.4M -7.59B -59.5M 0.68 42.36 N/A N/A 385,020 263,400 3,026,960 2,540,480 2021-03-30 $102.49 $102.50 30.8% 7.1% 27.6% 21.8% 25.4% 4.5% -0.5% 232.9M -8.01B -59.2M 0.57 43.31 N/A N/A 322,200 182,560 3,133,900 2,641,840 2021-03-31 $103.25 $102.50 30.4% 6.6% 26.5% 20.7% 23.7% 3.6% -0.5% 414.0M -9.47B -59.1M 0.55 46.88 N/A N/A 735,600 407,860 3,201,200 2,698,460
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