GOOGL Options History — March 2023 In March 2023, GOOGL traded between $90.35 and $105.81. ATM implied volatility averaged 33.5%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 1.1% (HV 20d: 32.3%). Max pain ranged from $95.00 to $96.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.65.
Notable Days 2023-03-16 : Highest Volume — 716,767 contracts2023-03-09 : Largest IV spike — 11.1% change2023-03-29 : Highest IV Rank — 53.9%2023-03-13 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $98.11 $90.35 $105.81 $90.35 $103.22 Max Pain $95.04 $95.00 $96.00 $96.00 $95.00 ATM IV 33.5% 29.8% 38.5% 32.4% 36.7% Expected Move 9.2% 8.2% 10.1% 9.4% 8.2% HV 20d 32.3% 22.9% 47.7% 47.7% 31.4% HV 60d 38.4% 37.9% 39.1% 38.2% 38.0% IV Rank 33.0% 17.4% 53.9% 28.4% 46.5% IV Percentile 36.1% 11.1% 71.0% 21.8% 61.9% Term Structure 0.9% -2.0% 5.9% -0.5% -0.3% VWIV 32.0% 28.7% 35.1% 33.5% 28.7% Skew 25d 4.8% 3.0% 6.2% 3.5% 5.2% Skew 10d 8.8% 5.3% 11.2% 6.4% 9.9% Call IV 25d 31.3% 28.5% 36.8% 30.8% 34.5% Put IV 25d 36.1% 31.6% 42.4% 34.3% 39.7% Bid-Ask Spread % 4.06 2.31 6.34 4.38 3.03 Gamma HHI 0.05 0.03 0.08 0.04 0.05 Net GEX 121.8M -30.3M 233.8M 19.1M 184.4M Net DEX -2.25B -5.88B 1.55B 1.44B -3.99B Net VEX -50.2M -55.9M -44.7M -44.7M -53.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.41 1.51 1.51 0.51 Total Volume 374,152.043 209,659 716,767 463,556 398,862 Total OI 3,694,671.348 3,230,765 3,999,937 3,816,884 3,567,225
Daily Data (23 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 2023-03-01 $90.35 $96.00 32.4% 9.4% 47.7% 28.4% 33.5% 3.5% -0.5% 19.1M 1.44B -44.7M 1.51 4.38 N/A N/A 184,626 278,930 2,372,931 1,443,953 2023-03-02 $92.07 $95.00 31.3% 9.2% 47.3% 23.6% 32.1% 3.2% -0.2% 97.3M 311.5M -46.1M 0.54 6.34 N/A N/A 235,014 125,732 2,414,998 1,452,040 2023-03-03 $93.56 $95.00 29.8% 8.6% 41.4% 17.5% 30.9% 3.0% -0.2% 81.7M -762.1M -47.2M 0.46 5.69 N/A N/A 289,881 132,303 2,464,562 1,487,979 2023-03-06 $95.25 $95.00 30.1% 8.7% 41.8% 18.5% 30.2% 3.1% 0.9% 139.1M -1.41B -48.2M 0.50 3.12 N/A N/A 207,973 104,049 2,352,007 1,451,241 2023-03-07 $93.80 $95.00 30.4% 8.7% 41.8% 19.9% 30.4% 3.5% -0.1% 86.0M -366.1M -47.0M 0.41 3.29 N/A N/A 191,988 78,744 2,374,066 1,483,272 2023-03-08 $94.55 $95.00 29.8% 8.7% 37.8% 17.4% 30.4% 3.1% -0.3% 137.7M -1.02B -47.8M 0.80 2.93 N/A N/A 198,787 158,733 2,426,420 1,504,150 2023-03-09 $92.22 $95.00 33.1% 9.6% 27.5% 31.6% 32.5% 3.7% -2.0% 42.7M 499.4M -46.5M 0.46 4.97 N/A N/A 203,429 94,037 2,446,919 1,522,199 2023-03-10 $90.43 $95.00 35.0% 9.9% 22.9% 39.5% 34.3% 5.1% -1.0% -30.3M 1.55B -45.6M 0.60 2.97 N/A N/A 215,954 129,375 2,468,747 1,525,846 2023-03-13 $91.78 $95.00 34.7% 10.1% 23.7% 38.5% 34.4% 5.5% 0.6% 18.5M 682.8M -46.4M 0.54 4.73 N/A N/A 159,062 85,530 2,379,196 1,489,863 2023-03-14 $93.53 $95.00 32.4% 9.2% 24.8% 28.4% 32.5% 5.1% -0.4% 55.6M -156.5M -46.6M 0.76 4.79 N/A N/A 158,959 121,512 2,398,180 1,505,132 2023-03-15 $96.30 $95.00 34.4% 9.9% 27.0% 37.0% 35.1% 6.2% 0.2% 130.3M -1.78B -49.1M 0.77 6.00 N/A N/A 246,355 189,822 2,394,780 1,512,150 2023-03-16 $100.41 $95.00 31.8% 9.1% 30.0% 25.7% 32.1% 5.2% 0.1% 233.8M -4.86B -51.0M 0.68 5.75 N/A N/A 427,074 289,693 2,421,647 1,541,995 2023-03-17 $101.34 $95.00 33.4% 9.7% 29.8% 32.8% 33.1% 5.3% 0.2% 183.3M -5.34B -51.9M 0.68 2.99 N/A N/A 364,453 246,620 2,408,711 1,591,226 2023-03-20 $101.16 $95.00 32.8% 9.4% 29.2% 30.1% 33.0% 5.4% 3.6% 130.6M -3.28B -51.3M 0.79 4.46 N/A N/A 117,166 92,493 1,917,914 1,312,851 2023-03-21 $104.95 $95.00 30.8% 8.8% 29.7% 21.7% 31.1% 5.2% 3.8% 184.9M -5.15B -52.9M 0.51 3.25 N/A N/A 324,767 166,133 1,942,999 1,336,433 2023-03-22 $104.63 $95.00 31.2% 8.9% 29.6% 23.2% 31.6% 5.3% 5.3% 196.5M -5.16B -54.0M 0.52 4.40 N/A N/A 344,171 179,049 2,013,812 1,374,876 2023-03-23 $105.81 $95.00 33.8% 9.4% 29.2% 34.4% 33.1% 5.7% 5.9% 224.0M -5.88B -55.9M 0.79 4.47 N/A N/A 221,621 175,582 2,068,214 1,413,687 2023-03-24 $105.23 $95.00 34.7% 9.4% 27.6% 37.7% 32.4% 5.7% 5.7% 192.6M -5.62B -55.6M 0.65 4.24 N/A N/A 190,220 124,565 2,105,220 1,459,740 2023-03-27 $102.78 $95.00 37.0% 9.2% 29.8% 47.4% 31.2% 6.1% -0.1% 145.2M -3.55B -54.0M 0.63 2.97 N/A N/A 202,958 128,299 1,975,865 1,310,107 2023-03-28 $100.77 $95.00 38.3% 9.3% 31.3% 53.3% 32.5% 5.6% -0.2% 107.0M -2.52B -53.0M 0.69 3.21 N/A N/A 164,171 113,227 2,029,252 1,359,302 2023-03-29 $101.40 $95.00 38.5% 9.0% 31.2% 53.9% 31.0% 5.5% -0.7% 125.9M -2.84B -53.1M 0.69 2.31 N/A N/A 146,752 101,030 2,064,867 1,384,777 2023-03-30 $100.91 $95.00 37.8% 8.6% 31.0% 50.9% 30.0% 5.1% -0.1% 115.5M -2.57B -53.3M 0.47 2.98 N/A N/A 200,802 94,994 2,100,228 1,405,862 2023-03-31 $103.22 $95.00 36.7% 8.2% 31.4% 46.5% 28.7% 5.2% -0.3% 184.4M -3.99B -53.8M 0.51 3.03 N/A N/A 264,162 134,700 2,133,107 1,434,118
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