GOOGL Options History — September 2021 In September 2021, GOOGL traded between $134.26 and $145.17. ATM implied volatility averaged 22.1%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 6.2% (HV 20d: 15.9%). Max pain ranged from $130.00 to $137.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2021-09-10 : Highest Volume — 2,270,220 contracts2021-09-20 : Largest IV spike — 31.8% change2021-09-30 : Highest IV Rank — 54.4%2021-09-20 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $141.26 $134.26 $145.17 $145.17 $134.26 Max Pain $135.30 $130.00 $137.50 $130.00 $137.50 ATM IV 22.1% 17.4% 32.0% 17.6% 32.0% Expected Move 6.0% 4.4% 8.0% 4.4% 8.0% HV 20d 15.9% 12.3% 20.7% 12.3% 20.7% HV 60d 17.9% 16.6% 20.1% 16.6% 20.1% IV Rank 18.0% 0.8% 54.4% 1.6% 54.4% IV Percentile 26.1% 0.8% 80.6% 1.6% 80.6% Term Structure 1.3% -1.1% 5.2% 0.6% -1.1% VWIV 21.9% 16.5% 27.3% 16.5% 27.3% Skew 25d 5.1% 2.6% 8.2% 2.6% 7.2% Skew 10d 11.6% 7.2% 18.1% 7.2% 14.6% Call IV 25d 20.3% 16.3% 29.1% 17.0% 29.1% Put IV 25d 25.4% 19.5% 36.3% 19.6% 36.3% Bid-Ask Spread % 43.95 36.24 57.15 55.45 57.15 Gamma HHI 0.07 0.03 0.14 0.08 0.03 Net GEX 393.6M -582.2M 1.22B 789.2M -104.6M Net DEX -13.97B -20.45B -2.61B -20.45B -2.61B Net VEX -65.1M -73.9M -56.0M -56.0M -72.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.41 0.82 0.42 0.70 Total Volume 1,212,556.19 616,200 2,270,220 1,110,620 1,058,740 Total OI 5,750,920 4,912,820 6,555,980 5,311,240 6,555,980
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 2021-09-01 $145.17 $130.00 17.6% 4.4% 12.3% 1.6% 16.5% 2.6% 0.6% 789.2M -20.45B -56.0M 0.42 55.45 N/A N/A 780,620 330,000 2,479,980 2,831,260 2021-09-02 $143.53 $132.25 17.9% 5.6% 13.3% 2.6% 19.8% 3.0% 0.7% 438.3M -17.82B -57.5M 0.55 38.45 N/A N/A 974,200 535,500 2,566,720 2,905,420 2021-09-03 $143.81 $132.50 17.4% 5.3% 13.1% 0.8% 19.0% 3.1% 0.8% -25.1M -17.80B -57.3M 0.59 39.73 N/A N/A 858,220 502,180 2,665,280 2,992,700 2021-09-07 $144.22 $132.50 18.3% 5.4% 12.7% 4.3% 19.0% 3.1% 0.4% 477.8M -17.60B -56.8M 0.71 49.83 N/A N/A 423,480 298,700 2,372,160 2,763,640 2021-09-08 $143.61 $132.50 18.6% 5.6% 12.7% 5.6% 21.0% 3.4% 0.9% 540.3M -17.64B -59.1M 0.70 49.06 N/A N/A 418,740 295,180 2,563,180 2,859,100 2021-09-09 $143.69 $133.50 18.5% 5.4% 12.7% 5.0% 19.7% 3.4% 0.6% 421.3M -17.88B -61.1M 0.70 36.83 N/A N/A 362,440 253,760 2,709,800 3,022,460 2021-09-10 $140.96 $135.00 19.9% 5.8% 14.9% 9.9% 21.2% 4.6% 0.4% -582.2M -12.53B -61.7M 0.82 36.24 N/A N/A 1,246,800 1,023,420 2,785,820 3,096,740 2021-09-13 $142.15 $135.00 20.0% 5.8% 15.0% 10.4% 21.0% 4.9% 0.7% 336.4M -15.23B -61.3M 0.72 38.37 N/A N/A 504,840 364,680 2,566,160 2,803,940 2021-09-14 $142.57 $135.00 19.6% 5.6% 15.0% 9.1% 20.7% 4.8% 0.7% 473.2M -15.84B -62.9M 0.68 37.50 N/A N/A 388,380 263,680 2,746,920 3,015,580 2021-09-15 $144.32 $135.00 18.7% 5.4% 14.5% 5.7% 19.3% 4.2% 0.8% 1.22B -20.40B -61.6M 0.61 41.50 N/A N/A 873,600 533,400 2,864,800 3,095,740 2021-09-16 $143.64 $135.00 18.9% 5.4% 14.7% 6.5% 20.2% 4.5% 0.7% 1.09B -19.14B -63.1M 0.53 39.25 N/A N/A 946,200 501,860 2,927,300 3,153,000 2021-09-17 $141.02 $135.75 21.2% 6.0% 16.4% 14.8% 21.6% 5.8% 0.3% -157.4M -14.41B -64.4M 0.55 40.24 N/A N/A 1,317,460 727,200 3,067,720 3,265,140 2021-09-20 $137.79 $137.25 27.9% 8.0% 18.2% 39.4% 26.9% 8.2% 3.1% -5.9M -7.18B -67.9M 0.41 42.69 N/A N/A 1,393,060 569,440 2,397,160 2,515,660 2021-09-21 $139.64 $137.50 24.7% 7.0% 17.5% 27.8% 25.3% 7.1% 4.5% 136.1M -9.18B -70.1M 0.69 39.48 N/A N/A 564,860 388,040 2,684,040 2,673,080 2021-09-22 $140.50 $137.50 23.0% 6.4% 17.2% 21.5% 24.9% 6.5% 4.4% 560.0M -12.57B -73.9M 0.77 43.65 N/A N/A 522,040 401,040 3,056,560 2,858,640 2021-09-23 $141.34 $137.50 21.9% 5.7% 17.3% 17.5% 21.7% 5.4% 4.7% 969.0M -14.50B -73.3M 0.73 45.20 N/A N/A 523,420 381,700 3,147,900 2,968,300 2021-09-24 $142.28 $137.50 21.5% 5.3% 17.4% 16.0% 20.1% 5.3% 5.2% 1.18B -17.23B -72.6M 0.52 46.15 N/A N/A 859,180 450,760 3,235,980 3,063,100 2021-09-27 $141.26 $137.50 24.7% 5.5% 16.2% 27.8% 20.7% 6.1% 0.1% 594.4M -13.57B -70.5M 0.61 46.66 N/A N/A 514,160 316,060 2,855,920 2,703,100 2021-09-28 $136.07 $137.50 29.9% 7.6% 20.6% 46.6% 27.1% 7.1% -0.8% 52.0M -6.26B -71.1M 0.65 48.75 N/A N/A 952,040 618,140 2,981,500 2,805,340 2021-09-29 $134.62 $137.50 31.2% 7.9% 20.7% 51.2% 27.3% 7.0% -0.2% -132.3M -3.59B -71.1M 0.64 50.83 N/A N/A 748,820 477,640 3,197,360 2,949,140 2021-09-30 $134.26 $137.50 32.0% 8.0% 20.7% 54.4% 27.3% 7.2% -1.1% -104.6M -2.61B -72.9M 0.70 57.15 N/A N/A 623,320 435,420 3,420,100 3,135,880
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