GOOGL Options History — July 2021 In July 2021, GOOGL traded between $122.26 and $136.29. ATM implied volatility averaged 25.0%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.0% (HV 20d: 16.0%). Max pain ranged from $112.00 to $120.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2021-07-28 : Highest Volume — 3,834,760 contracts2021-07-28 : Largest IV drop — 26.3% change2021-07-19 : Highest IV Rank — 31.1%2021-07-27 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $128.51 $122.26 $136.29 $122.26 $134.59 Max Pain $115.82 $112.00 $120.00 $115.75 $120.00 ATM IV 25.0% 18.8% 28.1% 25.1% 19.3% Expected Move 6.8% 4.6% 8.0% 4.8% 5.1% HV 20d 16.0% 11.1% 25.0% 11.1% 25.0% HV 60d 19.1% 18.3% 20.5% 18.3% 20.1% IV Rank 20.7% 0.0% 31.1% 21.2% 1.6% IV Percentile 23.9% 0.0% 52.4% 17.9% 2.4% Term Structure -0.4% -1.4% 0.9% -0.3% 0.6% VWIV 24.6% 17.3% 28.4% 17.4% 18.7% Skew 25d 2.2% 1.4% 3.6% 2.3% 2.0% Skew 10d 5.4% 3.3% 9.0% 5.9% 3.9% Call IV 25d 24.3% 18.2% 26.8% 24.6% 18.2% Put IV 25d 26.5% 20.0% 30.1% 26.9% 20.2% Bid-Ask Spread % 44.24 34.07 64.56 64.00 44.92 Gamma HHI 0.07 0.04 0.19 0.04 0.06 Net GEX 527.4M 52.0M 1.14B 506.5M 331.8M Net DEX -15.89B -21.89B -8.49B -12.27B -17.48B Net VEX -51.3M -55.1M -45.7M -53.4M -54.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.37 1.53 0.65 0.73 Total Volume 1,254,221.905 633,320 3,834,760 633,320 1,356,300 Total OI 4,845,498.095 4,040,920 5,791,400 5,033,460 5,791,400
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 2021-07-01 $122.26 $115.75 25.1% 4.8% 11.1% 21.2% 17.4% 2.3% -0.3% 506.5M -12.27B -53.4M 0.65 64.00 N/A N/A 382,860 250,460 2,488,280 2,545,180 2021-07-02 $125.29 $115.75 24.7% 4.6% 11.2% 19.8% 17.3% 2.0% -0.1% 1.14B -17.78B -51.0M 0.49 64.56 N/A N/A 1,359,160 664,280 2,512,360 2,589,080 2021-07-06 $126.03 $112.00 26.9% 7.3% 11.2% 27.0% 26.7% 1.8% -0.5% 614.2M -16.03B -50.9M 0.65 35.16 N/A N/A 688,780 450,700 2,326,120 2,336,620 2021-07-07 $126.58 $112.50 26.8% 7.3% 11.2% 26.9% 26.5% 1.8% -0.9% 763.4M -16.99B -50.2M 0.46 34.07 N/A N/A 724,240 332,700 2,465,640 2,495,360 2021-07-08 $124.98 $114.00 27.0% 7.4% 12.4% 27.3% 26.8% 3.5% -0.8% 254.3M -13.59B -54.8M 0.50 36.24 N/A N/A 583,180 293,200 2,513,840 2,585,720 2021-07-09 $125.53 $115.00 25.9% 7.0% 12.1% 23.7% 25.4% 1.9% -1.0% 456.1M -15.27B -52.1M 0.60 35.70 N/A N/A 523,600 313,160 2,572,060 2,656,780 2021-07-12 $126.90 $115.00 25.4% 7.0% 12.5% 22.1% 25.7% 1.7% -0.6% 574.1M -16.26B -50.0M 0.77 41.29 N/A N/A 372,000 286,040 2,329,240 2,391,340 2021-07-13 $127.53 $115.00 25.9% 7.0% 12.5% 23.7% 26.0% 2.0% -1.4% 639.9M -16.96B -50.7M 0.69 41.33 N/A N/A 555,860 385,340 2,396,860 2,477,420 2021-07-14 $128.69 $115.00 25.6% 7.1% 12.5% 22.6% 25.2% 1.8% -0.7% 805.4M -18.61B -50.1M 0.37 40.47 N/A N/A 849,460 315,680 2,479,860 2,590,040 2021-07-15 $126.93 $115.00 25.5% 7.1% 13.6% 22.4% 25.8% 2.4% -0.7% 354.2M -15.55B -53.7M 1.53 41.35 N/A N/A 431,740 660,000 2,536,780 2,682,020 2021-07-16 $126.86 $115.00 25.3% 7.1% 13.5% 21.7% 25.5% 2.3% -1.0% 96.4M -15.16B -52.5M 1.04 39.94 N/A N/A 554,680 576,900 2,534,220 2,803,860 2021-07-19 $124.12 $115.50 28.1% 8.0% 15.4% 31.1% 28.2% 3.6% -0.5% 52.0M -8.49B -55.1M 0.97 43.14 N/A N/A 364,160 353,400 1,996,960 2,047,540 2021-07-20 $126.68 $116.00 25.5% 7.3% 16.7% 22.3% 26.9% 3.3% -0.1% 290.7M -11.44B -54.0M 0.50 43.29 N/A N/A 486,200 244,280 2,103,220 2,196,900 2021-07-21 $127.29 $116.25 24.9% 7.1% 16.7% 20.5% 26.1% 3.0% -0.2% 480.1M -12.57B -52.4M 0.45 44.92 N/A N/A 464,960 211,040 2,193,540 2,268,380 2021-07-22 $128.27 $116.50 24.9% 7.1% 16.8% 20.3% 26.3% 2.9% -0.3% 930.1M -14.29B -51.5M 0.67 46.56 N/A N/A 450,660 302,940 2,282,200 2,317,000 2021-07-23 $133.10 $116.75 25.5% 7.4% 20.8% 22.5% 26.4% 1.4% -0.6% 462.6M -20.46B -50.8M 0.43 47.76 N/A N/A 1,755,860 762,560 2,331,980 2,415,840 2021-07-26 $133.52 $116.75 26.1% 7.7% 20.7% 24.3% 27.9% 1.8% -0.3% 330.9M -16.57B -47.2M 0.78 44.68 N/A N/A 565,880 441,420 1,968,920 2,072,000 2021-07-27 $131.55 $117.50 27.5% 8.0% 21.7% 29.1% 28.4% 1.6% -0.6% 383.8M -15.66B -50.5M 0.56 47.67 N/A N/A 1,162,280 651,960 2,189,560 2,167,740 2021-07-28 $136.29 $118.00 20.3% 5.6% 24.4% 4.8% 20.7% 1.4% 0.7% 688.2M -20.29B -45.7M 0.44 47.71 N/A N/A 2,656,780 1,177,980 2,327,720 2,346,360 2021-07-29 $135.80 $119.00 18.8% 5.0% 24.5% 0.0% 18.8% 1.6% 0.9% 915.5M -21.89B -47.0M 0.61 44.32 N/A N/A 857,260 518,720 2,772,300 2,657,220 2021-07-30 $134.59 $120.00 19.3% 5.1% 25.0% 1.6% 18.7% 2.0% 0.6% 331.8M -17.48B -54.2M 0.73 44.92 N/A N/A 782,860 573,440 2,913,020 2,878,380
« Jun 2021 | All History | Aug 2021 » Home GOOGL History July 2021