GOOGL Options History — August 2021 In August 2021, GOOGL traded between $134.63 and $144.97. ATM implied volatility averaged 18.5%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 1.0% (HV 20d: 19.5%). Max pain ranged from $120.00 to $127.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2021-08-27 : Highest Volume — 2,257,900 contracts2021-08-20 : Largest IV drop — 10.7% change2021-08-19 : Highest IV Rank — 11.9%2021-08-19 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $138.40 $134.63 $144.97 $134.63 $144.97 Max Pain $122.15 $120.00 $127.50 $120.25 $127.50 ATM IV 18.5% 17.1% 20.9% 19.5% 17.7% Expected Move 5.2% 4.5% 6.0% 5.2% 4.5% HV 20d 19.5% 11.9% 24.0% 23.9% 12.4% HV 60d 17.6% 16.6% 20.1% 20.1% 16.6% IV Rank 2.6% 0.0% 11.9% 2.4% 1.7% IV Percentile 2.5% 0.0% 13.5% 3.6% 1.6% Term Structure 0.5% 0.0% 1.0% 0.1% 0.5% VWIV 19.4% 16.9% 21.8% 19.2% 17.2% Skew 25d 2.6% 1.8% 4.5% 2.3% 2.6% Skew 10d 6.9% 4.7% 11.5% 5.8% 7.3% Call IV 25d 17.8% 16.3% 19.2% 19.0% 17.1% Put IV 25d 20.3% 18.2% 23.7% 21.3% 19.7% Bid-Ask Spread % 54.11 39.09 74.57 41.87 54.65 Gamma HHI 0.08 0.05 0.21 0.07 0.08 Net GEX 708.9M 295.1M 1.42B 470.7M 774.9M Net DEX -18.66B -22.95B -15.79B -15.79B -20.45B Net VEX -53.5M -57.3M -49.7M -54.1M -55.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.40 0.73 0.56 0.59 Total Volume 1,046,443.636 620,060 2,257,900 765,140 620,060 Total OI 5,197,060 4,429,480 5,945,300 4,793,900 5,047,120
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 2021-08-02 $134.63 $120.25 19.5% 5.2% 23.9% 2.4% 19.2% 2.3% 0.1% 470.7M -15.79B -54.1M 0.56 41.87 N/A N/A 491,760 273,380 2,388,860 2,405,040 2021-08-03 $135.47 $121.00 19.9% 5.3% 23.9% 3.7% 19.1% 2.5% 0.0% 567.0M -17.05B -53.6M 0.41 43.30 N/A N/A 855,240 350,020 2,486,500 2,506,720 2021-08-04 $135.20 $121.00 19.7% 5.2% 24.0% 3.0% 18.8% 2.1% 0.2% 674.5M -16.91B -54.7M 0.43 43.04 N/A N/A 612,800 260,700 2,623,840 2,610,860 2021-08-05 $136.06 $120.00 19.1% 5.8% 23.2% 1.1% 21.0% 2.0% 0.1% 1.17B -18.53B -54.3M 0.55 66.70 N/A N/A 584,400 321,140 2,765,560 2,720,040 2021-08-06 $135.47 $120.00 18.3% 5.5% 23.4% 0.0% 21.3% 2.1% 0.2% 995.6M -17.60B -53.1M 0.51 65.47 N/A N/A 859,180 440,740 2,858,880 2,765,060 2021-08-09 $137.06 $120.00 18.3% 5.4% 23.5% 0.0% 20.3% 1.8% 0.6% 564.0M -18.08B -51.6M 0.40 72.22 N/A N/A 845,400 340,360 2,336,480 2,487,320 2021-08-10 $136.61 $120.00 18.3% 5.4% 23.6% 0.0% 19.7% 1.9% 0.5% 576.0M -18.27B -52.1M 0.44 69.46 N/A N/A 644,280 282,360 2,434,620 2,574,840 2021-08-11 $136.56 $120.00 18.1% 5.4% 23.5% 0.0% 19.4% 1.8% 0.8% 674.4M -18.61B -52.3M 0.47 69.52 N/A N/A 592,420 277,260 2,616,060 2,693,840 2021-08-12 $136.94 $120.00 17.8% 5.3% 22.7% 0.0% 19.2% 2.0% 0.7% 781.9M -19.36B -51.5M 0.40 70.93 N/A N/A 670,360 264,860 2,666,400 2,770,240 2021-08-13 $137.65 $120.00 17.2% 5.1% 22.6% 0.0% 19.0% 2.0% 1.0% 1.42B -20.87B -51.3M 0.61 74.57 N/A N/A 669,800 409,440 2,774,160 2,867,600 2021-08-16 $138.13 $120.00 18.3% 5.3% 20.5% 3.5% 19.6% 2.4% 0.3% 624.9M -19.95B -49.7M 0.67 56.15 N/A N/A 656,360 437,160 2,472,260 2,605,960 2021-08-17 $136.43 $122.50 18.9% 5.4% 20.6% 5.5% 21.0% 2.9% 0.8% 566.7M -17.93B -52.9M 0.40 46.43 N/A N/A 758,780 301,740 2,581,520 2,709,360 2021-08-18 $136.24 $122.50 19.7% 5.6% 20.7% 7.9% 20.1% 3.3% 0.3% 487.9M -17.35B -53.4M 0.59 47.99 N/A N/A 436,820 257,620 2,671,080 2,833,420 2021-08-19 $135.77 $122.50 20.9% 6.0% 20.7% 11.9% 21.8% 4.5% 0.3% 295.1M -17.06B -57.3M 0.59 42.68 N/A N/A 648,500 379,660 2,851,700 2,909,800 2021-08-20 $137.24 $122.50 18.7% 5.3% 16.7% 4.8% 19.7% 3.6% 1.0% 1.03B -20.30B -54.7M 0.62 39.09 N/A N/A 795,560 494,780 2,940,720 3,004,580 2021-08-23 $139.97 $122.50 18.3% 5.0% 17.9% 3.6% 19.1% 3.2% 0.6% 499.2M -16.49B -53.4M 0.54 47.93 N/A N/A 953,520 515,360 2,099,320 2,330,160 2021-08-24 $141.34 $125.00 17.8% 4.9% 16.9% 1.8% 19.6% 3.0% 0.7% 613.9M -18.56B -53.6M 0.71 44.15 N/A N/A 513,240 366,720 2,203,540 2,456,760 2021-08-25 $142.04 $125.00 17.6% 4.7% 12.0% 1.2% 18.0% 2.8% 0.6% 752.4M -19.54B -55.0M 0.73 47.02 N/A N/A 428,560 313,600 2,347,120 2,637,640 2021-08-26 $141.79 $125.00 18.6% 5.0% 11.9% 4.4% 19.0% 3.2% 0.7% 732.8M -18.98B -57.1M 0.59 42.92 N/A N/A 431,280 252,380 2,409,180 2,779,020 2021-08-27 $144.42 $125.00 17.1% 4.5% 12.5% 0.0% 17.5% 2.6% 0.8% 837.4M -22.95B -54.4M 0.41 52.06 N/A N/A 1,596,420 661,480 2,483,020 2,892,860 2021-08-30 $144.85 $125.00 17.6% 4.5% 12.4% 1.4% 16.9% 2.4% 0.5% 490.7M -19.84B -52.5M 0.52 52.24 N/A N/A 759,660 396,600 2,190,000 2,526,260 2021-08-31 $144.97 $127.50 17.7% 4.5% 12.4% 1.7% 17.2% 2.6% 0.5% 774.9M -20.45B -55.3M 0.59 54.65 N/A N/A 389,860 230,200 2,372,980 2,674,140
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