GOOGL Options History — April 2023 In April 2023, GOOGL traded between $103.62 and $108.81. ATM implied volatility averaged 35.3%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 6.7% (HV 20d: 28.7%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.54.
Notable Days 2023-04-06 : Highest Volume — 658,668 contracts2023-04-26 : Largest IV drop — 18.3% change2023-04-10 : Highest IV Rank — 56.9%2023-04-25 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $105.68 $103.62 $108.81 $104.09 $107.05 Max Pain $102.68 $95.00 $105.00 $95.00 $105.00 ATM IV 35.3% 26.9% 39.1% 37.8% 26.9% Expected Move 9.6% 7.9% 10.8% 8.4% 7.9% HV 20d 28.7% 25.1% 31.1% 31.1% 28.8% HV 60d 37.6% 36.0% 38.9% 37.9% 36.6% IV Rank 40.4% 4.2% 56.9% 51.1% 4.2% IV Percentile 49.4% 2.0% 74.2% 67.9% 2.0% Term Structure -1.3% -2.7% -0.4% -0.6% -0.5% VWIV 33.5% 27.4% 37.7% 29.7% 27.4% Skew 25d 4.3% 3.8% 5.1% 4.9% 4.1% Skew 10d 7.9% 6.9% 9.1% 8.8% 7.5% Call IV 25d 33.3% 25.1% 36.6% 35.4% 25.1% Put IV 25d 37.6% 29.2% 41.1% 40.3% 29.2% Bid-Ask Spread % 2.99 1.90 5.06 2.51 4.02 Gamma HHI 0.11 0.04 0.54 0.06 0.27 Net GEX 256.0M 69.0M 738.2M 176.6M 411.4M Net DEX -4.43B -6.99B -2.18B -4.02B -4.23B Net VEX -54.1M -58.1M -51.7M -53.8M -52.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.31 0.96 0.43 0.68 Total Volume 345,682.684 208,962 658,668 263,424 392,778 Total OI 3,585,466.842 3,257,277 3,792,041 3,420,477 3,591,577
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 2023-04-03 $104.09 $95.00 37.8% 8.4% 31.1% 51.1% 29.7% 4.9% -0.6% 176.6M -4.02B -53.8M 0.43 2.51 N/A N/A 184,004 79,420 2,025,325 1,395,152 2023-04-04 $104.31 $95.00 38.0% 8.3% 30.2% 52.2% 28.6% 4.9% -0.8% 208.8M -4.24B -55.0M 0.56 3.89 N/A N/A 179,772 101,579 2,092,190 1,412,554 2023-04-05 $104.40 $96.00 38.4% 8.4% 30.2% 53.8% 28.9% 4.9% -0.6% 223.2M -4.30B -55.5M 0.46 2.82 N/A N/A 198,055 91,744 2,134,708 1,432,112 2023-04-06 $108.37 $100.00 38.2% 10.2% 30.1% 52.8% 36.5% 3.9% -0.6% 296.4M -6.99B -58.1M 0.41 4.12 N/A N/A 468,416 190,252 2,182,258 1,456,899 2023-04-10 $106.32 $100.00 39.1% 10.7% 30.1% 56.9% 37.7% 4.4% -1.4% 241.5M -5.16B -56.6M 0.47 2.54 N/A N/A 207,508 97,622 2,155,425 1,438,823 2023-04-11 $105.43 $100.00 37.8% 10.5% 30.5% 50.9% 35.7% 4.5% -0.4% 214.9M -4.56B -55.3M 0.37 4.15 N/A N/A 155,164 57,858 2,168,426 1,461,747 2023-04-12 $104.73 $105.00 37.8% 10.2% 30.5% 50.9% 35.0% 4.3% -2.1% 193.2M -4.07B -54.6M 0.48 2.01 N/A N/A 178,751 85,954 2,180,627 1,473,655 2023-04-13 $107.47 $105.00 36.8% 10.2% 30.2% 46.6% 35.0% 4.0% -1.7% 367.6M -5.89B -55.5M 0.47 1.90 N/A N/A 141,787 67,175 2,198,715 1,487,437 2023-04-14 $108.81 $105.00 35.5% 9.7% 27.2% 41.2% 35.0% 3.8% -2.7% 439.2M -6.94B -55.2M 0.43 2.71 N/A N/A 289,068 123,998 2,217,465 1,501,326 2023-04-17 $105.97 $105.00 36.8% 10.4% 29.2% 46.6% 36.2% 4.8% -2.1% 198.2M -4.61B -53.5M 0.68 2.71 N/A N/A 217,711 147,043 2,126,151 1,456,802 2023-04-18 $104.38 $105.00 35.5% 10.1% 29.8% 40.9% 34.8% 4.2% -1.3% 169.3M -3.64B -52.7M 0.42 2.09 N/A N/A 164,366 69,362 2,162,499 1,505,166 2023-04-19 $104.16 $105.00 34.8% 10.0% 26.7% 38.0% 34.8% 4.0% -1.3% 168.1M -3.47B -52.1M 0.58 2.27 N/A N/A 150,668 86,751 2,184,162 1,522,181 2023-04-20 $105.09 $105.00 35.4% 10.2% 26.9% 40.7% 34.9% 3.9% -1.5% 270.8M -4.27B -53.2M 0.50 2.84 N/A N/A 210,645 105,943 2,226,506 1,533,080 2023-04-21 $105.16 $105.00 34.3% 10.0% 26.6% 36.0% 34.5% 4.0% -1.6% 738.2M -4.45B -52.7M 0.31 3.10 N/A N/A 295,730 90,744 2,240,042 1,551,999 2023-04-24 $106.19 $105.00 34.1% 10.2% 26.7% 35.1% 35.6% 4.1% -1.6% 125.7M -3.60B -52.5M 0.96 2.19 N/A N/A 129,127 123,805 1,900,751 1,356,526 2023-04-25 $104.41 $105.00 36.6% 10.8% 26.0% 45.9% 37.2% 5.1% -2.6% 97.3M -2.72B -52.7M 0.64 5.06 N/A N/A 263,762 169,770 1,944,193 1,386,375 2023-04-26 $103.62 $105.00 29.9% 8.8% 25.1% 16.7% 30.5% 4.2% -0.8% 69.0M -2.18B -51.7M 0.79 2.48 N/A N/A 347,996 276,247 2,024,617 1,449,630 2023-04-27 $107.88 $105.00 27.9% 8.2% 28.6% 8.2% 28.9% 4.1% -0.6% 255.2M -4.75B -53.7M 0.68 3.34 N/A N/A 254,189 173,207 2,057,864 1,488,905 2023-04-28 $107.05 $105.00 26.9% 7.9% 28.8% 4.2% 27.4% 4.1% -0.5% 411.4M -4.23B -52.9M 0.68 4.02 N/A N/A 233,533 159,245 2,076,817 1,514,760
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