GOOGL Options History — April 2021 In April 2021, GOOGL traded between $106.61 and $119.85. ATM implied volatility averaged 28.3%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 4.4% (HV 20d: 23.9%). Max pain ranged from $100.00 to $107.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.57.
Notable Days 2021-04-28 : Highest Volume — 3,047,640 contracts2021-04-28 : Largest IV drop — 20.7% change2021-04-20 : Highest IV Rank — 30.7%2021-04-20 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $113.74 $106.61 $119.85 $106.61 $117.70 Max Pain $103.32 $100.00 $107.50 $102.50 $107.50 ATM IV 28.3% 21.1% 31.5% 29.7% 21.1% Expected Move 7.8% 5.9% 9.0% 6.1% 5.9% HV 20d 23.9% 20.8% 30.4% 28.6% 23.5% HV 60d 30.7% 23.9% 33.3% 32.6% 23.9% IV Rank 18.6% 0.0% 30.7% 18.4% 0.0% IV Percentile 39.4% 0.0% 56.3% 48.0% 0.0% Term Structure -0.9% -1.5% 0.2% -0.6% 0.2% VWIV 28.0% 21.1% 32.9% 22.8% 21.2% Skew 25d 2.5% 1.3% 3.6% 3.6% 2.9% Skew 10d 5.5% 3.1% 8.4% 8.4% 6.1% Call IV 25d 27.4% 19.8% 30.4% 28.7% 19.8% Put IV 25d 29.9% 22.3% 33.6% 32.3% 22.7% Bid-Ask Spread % 35.51 22.02 52.99 50.17 52.99 Gamma HHI 0.08 0.04 0.30 0.07 0.06 Net GEX 695.2M 153.1M 1.37B 938.5M 153.1M Net DEX -20.67B -26.54B -15.30B -17.38B -17.25B Net VEX -50.5M -59.3M -45.7M -59.3M -50.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.30 0.83 0.56 0.47 Total Volume 1,135,998.095 492,600 3,047,640 2,105,320 1,444,320 Total OI 5,591,524.762 4,528,740 6,320,260 6,167,060 6,045,160
Daily Data (21 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 2021-04-01 $106.61 $102.50 29.7% 6.1% 28.6% 18.4% 22.8% 3.6% -0.6% 938.5M -17.38B -59.3M 0.56 50.17 N/A N/A 1,349,140 756,180 3,374,260 2,792,800 2021-04-05 $110.94 $100.00 30.6% 8.2% 30.4% 24.6% 29.4% 2.3% -0.9% 930.8M -22.85B -52.6M 0.42 22.02 N/A N/A 869,040 367,600 3,196,400 2,583,180 2021-04-06 $110.35 $100.00 29.6% 8.0% 27.0% 21.8% 29.1% 2.4% -1.2% 991.6M -21.61B -54.3M 0.37 23.40 N/A N/A 866,560 323,400 3,357,600 2,611,020 2021-04-07 $112.01 $100.00 30.1% 8.0% 27.2% 25.1% 28.7% 2.6% -1.4% 969.0M -24.76B -50.9M 0.52 25.00 N/A N/A 645,180 335,140 3,426,700 2,693,580 2021-04-08 $112.55 $100.50 29.4% 7.9% 27.1% 22.0% 28.7% 2.6% -1.2% 1.04B -25.28B -52.7M 0.76 24.80 N/A N/A 496,260 377,700 3,465,580 2,752,700 2021-04-09 $113.29 $102.50 29.2% 7.8% 25.4% 21.2% 28.1% 2.4% -1.5% 1.37B -26.54B -50.2M 0.62 29.58 N/A N/A 742,620 458,800 3,507,780 2,812,480 2021-04-12 $112.02 $102.50 29.8% 8.1% 23.7% 23.6% 29.3% 2.3% -1.2% 754.1M -22.53B -51.6M 0.79 28.88 N/A N/A 321,600 253,380 3,240,200 2,490,480 2021-04-13 $112.89 $102.50 29.6% 8.1% 23.5% 23.1% 29.4% 2.8% -1.1% 721.1M -23.82B -50.4M 0.69 29.72 N/A N/A 654,480 449,160 3,308,040 2,580,660 2021-04-14 $112.29 $102.50 29.7% 8.2% 22.9% 23.4% 29.0% 2.7% -1.2% 688.8M -21.24B -51.1M 0.40 31.51 N/A N/A 383,580 154,660 3,180,100 2,610,000 2021-04-15 $114.50 $103.00 29.0% 8.0% 23.5% 20.6% 28.7% 2.9% -1.4% 800.5M -24.03B -48.8M 0.30 30.97 N/A N/A 849,200 254,460 3,207,300 2,656,880 2021-04-16 $114.32 $103.50 28.1% 7.8% 20.8% 16.7% 28.3% 2.4% -1.2% 157.6M -23.22B -47.8M 0.55 35.85 N/A N/A 596,600 327,140 3,274,100 2,792,700 2021-04-19 $114.51 $103.50 30.2% 8.5% 20.9% 25.2% 30.6% 2.3% -1.0% 405.1M -17.03B -49.4M 0.61 34.26 N/A N/A 419,420 254,960 2,523,880 2,004,860 2021-04-20 $114.06 $104.00 31.5% 9.0% 21.1% 30.7% 32.9% 3.2% -1.0% 409.4M -16.62B -51.4M 0.49 29.09 N/A N/A 388,000 188,240 2,640,800 2,128,940 2021-04-21 $113.74 $104.00 29.9% 8.6% 21.3% 24.0% 31.2% 2.7% -0.9% 420.7M -16.62B -50.9M 0.50 32.60 N/A N/A 328,340 164,260 2,708,460 2,189,760 2021-04-22 $112.75 $104.00 30.4% 8.8% 21.7% 26.1% 30.9% 2.9% -1.2% 341.2M -15.30B -52.8M 0.66 33.60 N/A N/A 463,340 306,340 2,758,740 2,234,980 2021-04-23 $115.15 $104.75 28.0% 8.1% 22.4% 16.6% 29.8% 2.4% -0.9% 1.27B -19.08B -49.5M 0.56 38.27 N/A N/A 786,040 438,100 2,820,260 2,387,840 2021-04-26 $115.71 $105.00 27.4% 8.1% 21.3% 13.9% 28.9% 1.4% -0.8% 363.6M -18.14B -45.9M 0.76 43.53 N/A N/A 387,880 293,340 2,569,020 2,140,460 2021-04-27 $114.74 $105.00 27.0% 8.1% 21.7% 12.5% 28.2% 1.3% -0.8% 355.1M -17.33B -46.7M 0.83 48.77 N/A N/A 702,880 586,820 2,666,860 2,270,260 2021-04-28 $118.56 $105.00 21.4% 6.0% 23.7% 0.0% 21.1% 1.8% 0.2% 664.2M -21.80B -45.7M 0.69 52.67 N/A N/A 1,807,740 1,239,900 2,906,940 2,626,400 2021-04-29 $119.85 $107.50 21.5% 6.0% 23.7% 0.4% 21.3% 2.6% 0.2% 853.9M -21.56B -48.6M 0.37 47.99 N/A N/A 1,329,580 494,580 3,079,140 2,804,720 2021-04-30 $117.70 $107.50 21.1% 5.9% 23.5% 0.0% 21.2% 2.9% 0.2% 153.1M -17.25B -50.6M 0.47 52.99 N/A N/A 979,480 464,840 3,155,380 2,889,780
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