GOOGL Options History — February 2023 In February 2023, GOOGL traded between $89.07 and $107.59. ATM implied volatility averaged 34.4%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 13.9% (HV 20d: 48.3%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.52.
Notable Days 2023-02-09 : Highest Volume — 1,532,384 contracts2023-02-03 : Largest IV drop — 27.6% change2023-02-02 : Highest IV Rank — 66.4%2023-02-01 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $96.39 $89.07 $107.59 $100.87 $90.44 Max Pain $99.00 $95.00 $100.00 $95.00 $97.00 ATM IV 34.4% 29.8% 41.1% 34.2% 32.4% Expected Move 9.9% 8.7% 11.5% 11.5% 9.3% HV 20d 48.3% 33.4% 54.4% 33.4% 48.1% HV 60d 38.9% 35.5% 40.0% 35.5% 38.3% IV Rank 37.2% 18.3% 66.4% 36.8% 28.5% IV Percentile 41.9% 13.9% 80.2% 44.0% 22.2% Term Structure -0.1% -1.7% 0.7% -0.5% -0.5% VWIV 35.1% 30.9% 41.8% 41.8% 32.3% Skew 25d 2.7% 0.2% 4.3% 4.3% 3.4% Skew 10d 4.6% -0.3% 7.6% 7.6% 6.5% Call IV 25d 33.7% 29.3% 42.2% 32.5% 30.4% Put IV 25d 36.4% 31.7% 42.4% 36.8% 33.8% Bid-Ask Spread % 6.07 3.97 12.24 12.24 6.11 Gamma HHI 0.04 0.03 0.10 0.04 0.04 Net GEX 55.2M -82.2M 239.6M 91.6M 23.8M Net DEX -592.4M -6.02B 2.66B -2.71B 1.44B Net VEX -46.8M -49.6M -43.4M -44.0M -44.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.26 0.84 0.84 0.44 Total Volume 600,267.579 191,775 1,532,384 191,775 211,074 Total OI 3,714,366.842 3,104,280 4,285,957 3,104,280 3,789,138
Daily Data (19 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 2023-02-01 $100.87 $95.00 34.2% 11.5% 33.4% 36.8% 41.8% 4.3% -0.5% 91.6M -2.71B -44.0M 0.84 12.24 N/A N/A 104,230 87,545 1,827,569 1,276,711 2023-02-02 $107.19 $100.00 41.1% 10.9% 37.0% 66.4% 38.9% 0.2% -1.7% 125.1M -5.63B -47.9M 0.52 6.12 N/A N/A 716,413 371,086 1,848,293 1,293,480 2023-02-03 $104.72 $100.00 29.8% 8.7% 38.2% 18.3% 30.9% 2.4% 0.1% 112.7M -4.43B -47.3M 0.46 4.42 N/A N/A 576,518 267,643 2,030,182 1,433,210 2023-02-06 $102.87 $100.00 31.6% 9.1% 39.3% 26.0% 32.4% 2.1% 0.1% 124.4M -3.19B -47.1M 0.61 3.97 N/A N/A 244,248 147,887 1,962,328 1,309,760 2023-02-07 $107.59 $100.00 32.5% 9.4% 41.5% 29.5% 33.6% 1.7% 0.4% 239.6M -6.02B -49.6M 0.39 4.97 N/A N/A 435,136 170,442 2,028,543 1,363,484 2023-02-08 $99.41 $100.00 36.0% 10.4% 52.1% 44.8% 36.8% 2.8% 0.0% 48.2M -1.38B -47.9M 0.62 5.55 N/A N/A 671,814 414,766 2,105,700 1,385,040 2023-02-09 $94.75 $100.00 38.9% 11.2% 54.3% 56.7% 39.6% 2.5% 0.2% -17.1M 1.06B -46.6M 0.47 5.47 N/A N/A 1,038,974 493,410 2,291,793 1,482,609 2023-02-10 $94.68 $100.00 36.7% 10.6% 54.3% 47.7% 37.1% 2.2% 0.3% -3.8M 1.02B -48.4M 0.34 4.37 N/A N/A 623,967 214,056 2,660,377 1,625,580 2023-02-13 $94.55 $100.00 36.9% 10.6% 54.2% 47.7% 37.1% 2.6% 0.0% 38.7M 301.2M -48.2M 0.32 4.49 N/A N/A 361,274 114,521 2,299,287 1,519,435 2023-02-14 $94.66 $100.00 33.4% 9.6% 54.1% 32.7% 34.3% 2.3% 0.5% 45.5M 288.9M -47.5M 0.44 5.67 N/A N/A 410,421 181,706 2,386,597 1,549,021 2023-02-15 $96.47 $100.00 33.0% 9.4% 54.4% 30.8% 33.4% 1.6% 0.6% 164.3M -1.25B -49.1M 0.26 5.61 N/A N/A 516,479 136,652 2,488,464 1,571,619 2023-02-16 $95.55 $99.00 33.4% 9.6% 54.3% 32.9% 34.1% 2.3% 0.5% 136.5M -666.8M -49.1M 0.35 5.83 N/A N/A 360,497 124,682 2,564,855 1,578,495 2023-02-17 $94.20 $99.00 32.8% 9.3% 51.5% 30.4% 33.0% 3.0% 0.7% 27.9M 565.9M -47.7M 0.43 4.84 N/A N/A 389,895 166,069 2,577,170 1,601,830 2023-02-21 $92.06 $99.00 35.4% 10.1% 51.5% 41.4% 35.1% 3.9% -0.7% -2.6M 1.38B -45.6M 0.73 8.72 N/A N/A 194,707 142,529 2,204,207 1,413,236 2023-02-22 $91.55 $99.00 34.7% 10.0% 51.0% 38.3% 35.4% 3.2% -0.6% -8.3M 1.61B -45.2M 0.81 6.34 N/A N/A 232,622 188,583 2,267,323 1,445,799 2023-02-23 $91.00 $98.00 33.6% 9.5% 50.3% 33.5% 33.1% 3.4% -0.6% -10.5M 1.84B -44.7M 0.57 6.06 N/A N/A 271,492 154,651 2,319,834 1,457,604 2023-02-24 $89.07 $98.00 34.0% 9.6% 49.5% 35.5% 34.2% 3.7% -0.4% -82.2M 2.66B -43.4M 0.66 7.47 N/A N/A 246,345 163,128 2,407,260 1,469,807 2023-02-27 $89.72 $97.00 32.7% 9.4% 48.6% 29.7% 33.2% 3.6% -0.4% -5.3M 1.87B -44.2M 0.57 7.17 N/A N/A 165,665 93,957 2,310,698 1,426,632 2023-02-28 $90.44 $97.00 32.4% 9.3% 48.1% 28.5% 32.3% 3.4% -0.5% 23.8M 1.44B -44.8M 0.44 6.11 N/A N/A 146,523 64,551 2,356,162 1,432,976
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