GOOGL Options History — May 2021 In May 2021, GOOGL traded between $110.40 and $119.09. ATM implied volatility averaged 23.1%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 0.6% (HV 20d: 23.7%). Max pain ranged from $90.00 to $110.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.60.
Notable Days 2021-05-21 : Highest Volume — 1,596,280 contracts2021-05-12 : Largest IV spike — 20.1% change2021-05-12 : Highest IV Rank — 33.5%2021-05-12 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $115.54 $110.40 $119.09 $117.29 $118.37 Max Pain $95.94 $90.00 $110.00 $108.75 $100.00 ATM IV 23.1% 20.5% 30.0% 21.3% 20.5% Expected Move 6.6% 5.6% 8.5% 6.0% 5.6% HV 20d 23.7% 19.7% 26.8% 19.7% 22.9% HV 60d 25.0% 23.7% 25.9% 23.7% 24.9% IV Rank 8.5% 0.0% 33.5% 0.6% 0.0% IV Percentile 6.1% 0.0% 55.2% 0.4% 0.0% Term Structure 0.4% -0.3% 0.8% 0.5% 0.5% VWIV 24.0% 21.0% 30.7% 21.8% 21.0% Skew 25d 4.6% 3.0% 7.3% 3.0% 3.3% Skew 10d 11.0% 7.0% 16.2% 7.0% 8.7% Call IV 25d 21.3% 18.8% 27.1% 20.2% 19.2% Put IV 25d 25.9% 22.5% 34.4% 23.2% 22.5% Bid-Ask Spread % 50.20 42.45 59.39 54.15 59.39 Gamma HHI 0.08 0.02 0.31 0.05 0.13 Net GEX 602.9M -159.2M 1.92B 356.9M 188.4M Net DEX -14.73B -18.81B -5.55B -16.49B -16.68B Net VEX -57.0M -60.6M -51.7M -51.7M -57.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.37 0.98 0.59 0.54 Total Volume 1,012,619 686,400 1,596,280 726,660 699,520 Total OI 6,054,422 5,283,020 6,886,720 5,283,020 5,984,340
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 2021-05-03 $117.29 $108.75 21.3% 6.0% 19.7% 0.6% 21.8% 3.0% 0.5% 356.9M -16.49B -51.7M 0.59 54.15 N/A N/A 457,100 269,560 2,815,000 2,468,020 2021-05-04 $114.94 $109.00 22.9% 6.6% 21.2% 6.6% 24.3% 4.9% 0.8% 83.1M -12.85B -54.8M 0.98 53.28 N/A N/A 703,080 692,540 2,905,440 2,590,160 2021-05-05 $115.88 $110.00 22.0% 6.2% 20.8% 3.3% 22.6% 4.5% 0.7% 180.5M -14.40B -54.7M 0.61 51.45 N/A N/A 445,180 273,480 3,042,680 2,881,880 2021-05-06 $116.31 $90.00 22.4% 6.7% 20.7% 4.5% 23.8% 4.8% 0.5% 243.8M -14.90B -56.2M 0.58 44.35 N/A N/A 493,720 288,340 3,081,980 2,937,640 2021-05-07 $117.74 $90.00 20.6% 6.3% 21.0% 0.0% 22.8% 3.9% 0.5% 1.04B -18.41B -53.2M 0.72 45.54 N/A N/A 857,920 617,840 3,166,920 2,977,160 2021-05-10 $115.07 $90.00 23.1% 6.8% 22.4% 9.0% 24.1% 5.2% 0.5% 67.0M -12.83B -54.6M 0.80 46.29 N/A N/A 483,400 388,640 2,871,240 2,682,220 2021-05-11 $113.55 $90.00 25.0% 7.2% 22.8% 15.6% 25.9% 5.5% 0.1% -81.8M -10.15B -55.2M 0.69 43.70 N/A N/A 478,380 332,060 2,996,760 2,833,040 2021-05-12 $110.40 $90.00 30.0% 8.5% 24.9% 33.5% 30.7% 7.3% -0.3% -159.2M -5.55B -57.3M 0.47 42.45 N/A N/A 1,039,840 489,540 3,096,520 2,879,480 2021-05-13 $111.92 $90.00 26.1% 7.5% 24.3% 19.6% 26.6% 6.2% 0.1% 348.7M -9.09B -60.6M 0.39 42.58 N/A N/A 740,800 289,760 3,623,160 3,005,840 2021-05-14 $114.08 $90.50 22.8% 6.6% 25.4% 7.9% 23.8% 4.7% 0.5% 793.8M -15.44B -58.1M 0.68 47.13 N/A N/A 796,200 539,520 3,754,040 3,028,240 2021-05-17 $114.21 $91.00 24.6% 7.1% 25.4% 14.4% 24.3% 4.7% 0.1% 880.1M -15.41B -58.5M 0.55 48.50 N/A N/A 494,000 271,480 3,388,640 2,737,940 2021-05-18 $113.98 $91.00 24.0% 6.9% 25.3% 12.1% 23.9% 4.4% 0.3% 964.2M -14.86B -59.5M 0.55 48.30 N/A N/A 453,600 248,140 3,574,680 2,877,540 2021-05-19 $113.09 $93.50 25.4% 7.3% 25.5% 17.2% 25.7% 5.2% 0.2% 556.1M -12.45B -59.7M 0.54 49.57 N/A N/A 578,540 312,440 3,619,560 2,982,540 2021-05-20 $115.35 $94.00 23.4% 6.7% 26.2% 10.1% 23.7% 4.2% 0.3% 1.92B -18.81B -59.8M 0.37 49.85 N/A N/A 1,122,640 412,840 3,757,920 3,084,520 2021-05-21 $114.79 $95.00 22.6% 6.4% 25.2% 7.1% 24.0% 5.1% 0.8% 1.21B -16.10B -58.5M 0.38 52.13 N/A N/A 1,154,620 441,660 3,721,920 3,164,800 2021-05-24 $117.77 $97.00 21.4% 6.0% 26.8% 2.9% 22.0% 4.4% 0.1% 608.3M -16.31B -57.6M 0.59 58.86 N/A N/A 718,200 423,620 2,779,340 2,564,900 2021-05-25 $118.06 $99.00 21.8% 6.1% 26.6% 4.1% 22.8% 4.1% 0.6% 806.1M -17.05B -57.1M 0.64 56.00 N/A N/A 483,240 306,960 2,919,940 2,664,840 2021-05-26 $119.09 $100.00 21.1% 5.9% 24.0% 1.8% 22.8% 3.9% 0.6% 1.08B -18.67B -57.9M 0.77 55.80 N/A N/A 434,060 333,520 3,005,060 2,747,440 2021-05-27 $118.97 $100.00 20.8% 5.8% 23.7% 0.7% 22.4% 3.7% 0.6% 976.5M -18.15B -58.3M 0.51 54.60 N/A N/A 455,880 230,520 3,044,900 2,830,200 2021-05-28 $118.37 $100.00 20.5% 5.6% 22.9% 0.0% 21.0% 3.3% 0.5% 188.4M -16.68B -57.2M 0.54 59.39 N/A N/A 454,860 244,660 3,117,620 2,866,720
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