GOOGL Options History — June 2021 In June 2021, GOOGL traded between $117.03 and $122.40. ATM implied volatility averaged 20.8%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 4.0% (HV 20d: 16.8%). Max pain ranged from $100.00 to $115.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2021-06-04 : Highest Volume — 1,607,460 contracts2021-06-28 : Largest IV spike — 18.1% change2021-06-30 : Highest IV Rank — 21.5%2021-06-03 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $120.99 $117.03 $122.40 $118.94 $122.08 Max Pain $113.38 $100.00 $115.50 $100.00 $115.50 ATM IV 20.8% 18.8% 25.2% 22.1% 25.2% Expected Move 5.6% 4.9% 6.4% 6.2% 4.9% HV 20d 16.8% 11.8% 23.4% 22.9% 11.8% HV 60d 21.5% 18.5% 24.4% 24.4% 18.5% IV Rank 4.8% 0.0% 21.5% 5.5% 21.5% IV Percentile 3.8% 0.0% 18.3% 4.4% 18.3% Term Structure 1.6% -0.4% 6.3% -0.1% -0.4% VWIV 20.5% 17.9% 23.0% 21.8% 18.2% Skew 25d 2.6% 1.9% 3.5% 2.9% 2.5% Skew 10d 6.8% 4.3% 9.5% 8.6% 6.3% Call IV 25d 20.0% 17.7% 25.0% 21.2% 24.8% Put IV 25d 22.7% 19.7% 27.6% 24.1% 27.3% Bid-Ask Spread % 53.92 33.94 63.68 56.53 63.03 Gamma HHI 0.08 0.03 0.23 0.06 0.03 Net GEX 638.6M -183.5M 1.91B 598.6M 341.0M Net DEX -15.60B -21.23B -9.96B -16.89B -11.80B Net VEX -54.5M -59.6M -50.7M -54.1M -54.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.35 1.24 0.95 0.60 Total Volume 955,911.818 472,760 1,607,460 760,880 472,760 Total OI 5,619,215.455 4,242,040 6,841,120 5,298,020 4,911,880
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 2021-06-01 $118.94 $100.00 22.1% 6.2% 22.9% 5.5% 21.8% 2.9% -0.1% 598.6M -16.89B -54.1M 0.95 56.53 N/A N/A 390,860 370,020 2,759,620 2,538,400 2021-06-02 $118.10 $108.00 21.8% 6.0% 21.7% 4.5% 21.0% 3.3% -0.0% 324.3M -14.09B -58.1M 1.24 58.77 N/A N/A 489,480 606,040 2,889,300 2,876,100 2021-06-03 $117.03 $112.50 22.2% 6.4% 21.9% 5.9% 23.0% 3.5% -0.2% -183.5M -9.96B -59.6M 0.54 33.94 N/A N/A 493,320 265,060 2,989,660 3,250,560 2021-06-04 $119.91 $113.00 20.7% 6.0% 23.4% 0.6% 22.5% 2.8% -0.1% 1.31B -17.63B -59.2M 0.50 38.94 N/A N/A 1,072,060 535,400 3,089,760 3,344,560 2021-06-07 $119.93 $113.00 21.2% 6.2% 23.1% 2.6% 22.7% 2.9% 0.5% 199.5M -15.96B -57.2M 0.35 43.50 N/A N/A 697,120 245,920 2,903,360 3,070,580 2021-06-08 $119.95 $113.00 20.8% 6.1% 21.3% 0.9% 22.4% 2.6% 0.4% 290.1M -16.20B -58.2M 0.58 44.39 N/A N/A 516,220 300,880 3,035,640 3,156,040 2021-06-09 $120.32 $113.00 20.7% 6.1% 20.5% 0.6% 22.0% 2.8% 0.5% 235.9M -16.84B -57.0M 0.63 45.60 N/A N/A 374,680 236,700 3,093,280 3,281,400 2021-06-10 $121.50 $113.00 19.6% 5.8% 17.0% 0.0% 20.9% 2.3% 0.6% 1.25B -21.23B -54.8M 0.37 52.44 N/A N/A 1,163,060 431,080 3,308,740 3,342,320 2021-06-11 $121.30 $114.00 18.8% 5.5% 16.8% 0.0% 20.1% 1.9% 0.7% 1.91B -21.04B -54.4M 0.46 55.16 N/A N/A 827,540 383,360 3,477,760 3,363,360 2021-06-14 $121.98 $114.00 19.2% 5.5% 15.9% 1.3% 21.2% 2.2% 0.7% 1.04B -20.59B -52.0M 0.84 57.66 N/A N/A 483,160 405,240 3,078,440 3,029,000 2021-06-15 $121.53 $115.00 19.2% 5.5% 16.1% 1.4% 20.3% 2.2% 1.1% 1.18B -20.00B -53.2M 0.45 57.63 N/A N/A 538,460 242,540 3,142,080 2,848,520 2021-06-16 $121.04 $115.00 20.1% 5.8% 16.2% 4.4% 20.7% 2.8% 0.7% 687.3M -18.22B -52.6M 0.70 58.27 N/A N/A 608,700 424,140 3,022,420 2,893,420 2021-06-17 $122.10 $115.00 19.4% 5.5% 15.8% 1.9% 20.6% 2.6% 1.1% 1.18B -20.35B -52.7M 0.44 58.80 N/A N/A 830,200 362,500 3,067,480 3,007,240 2021-06-18 $120.90 $115.00 20.1% 5.7% 15.3% 4.5% 21.9% 3.5% 1.2% 365.7M -17.73B -53.2M 0.51 55.49 N/A N/A 896,600 454,620 3,114,540 3,079,120 2021-06-21 $121.78 $115.00 19.8% 5.4% 15.1% 3.2% 20.6% 2.7% 5.2% 452.0M -11.38B -52.9M 0.66 53.06 N/A N/A 445,680 294,700 2,119,040 2,123,000 2021-06-22 $122.23 $115.00 19.2% 5.2% 12.6% 1.3% 19.8% 2.6% 5.1% 603.4M -12.06B -53.5M 0.93 55.87 N/A N/A 392,420 363,700 2,229,180 2,247,100 2021-06-23 $122.00 $115.00 18.9% 5.1% 12.6% 0.1% 18.6% 2.2% 5.9% 245.6M -11.65B -53.2M 0.99 49.74 N/A N/A 560,600 556,640 2,297,100 2,458,240 2021-06-24 $122.40 $115.00 19.5% 4.9% 12.4% 2.2% 17.9% 2.2% 6.3% 326.6M -12.57B -52.1M 0.64 63.68 N/A N/A 386,980 245,840 2,382,980 2,582,500 2021-06-25 $122.27 $115.00 20.5% 4.9% 12.4% 5.7% 18.1% 1.9% 6.0% 910.0M -12.66B -53.2M 0.82 59.73 N/A N/A 487,660 400,280 2,440,640 2,586,700 2021-06-28 $122.10 $115.00 24.2% 5.0% 12.2% 18.1% 18.6% 2.6% -0.4% 336.8M -12.04B -50.7M 0.68 62.91 N/A N/A 486,940 331,780 2,226,320 2,231,760 2021-06-29 $122.34 $115.25 24.8% 5.0% 12.2% 19.9% 18.6% 2.7% -0.1% 435.7M -12.30B -52.9M 0.92 61.19 N/A N/A 499,280 459,840 2,358,920 2,374,680 2021-06-30 $122.08 $115.50 25.2% 4.9% 11.8% 21.5% 18.2% 2.5% -0.4% 341.0M -11.80B -54.2M 0.60 63.03 N/A N/A 295,260 177,500 2,427,240 2,484,640
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