GOOGL Options History — May 2023 In May 2023, GOOGL traded between $104.72 and $125.00. ATM implied volatility averaged 27.2%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 1.6% (HV 20d: 28.7%). Max pain ranged from $100.00 to $106.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2023-05-11 : Highest Volume — 1,205,377 contracts2023-05-05 : Largest IV drop — 10.4% change2023-05-04 : Highest IV Rank — 18.7%2023-05-04 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $116.29 $104.72 $125.00 $107.28 $123.63 Max Pain $102.84 $100.00 $106.50 $105.00 $106.50 ATM IV 27.2% 25.4% 30.0% 26.6% 27.6% Expected Move 8.0% 7.3% 8.8% 7.9% 8.4% HV 20d 28.7% 25.4% 31.0% 27.8% 27.6% HV 60d 29.6% 26.9% 34.4% 34.4% 29.0% IV Rank 6.5% 0.0% 18.7% 2.7% 9.9% IV Percentile 4.6% 0.0% 11.1% 1.6% 8.3% Term Structure 0.1% -1.1% 1.2% 0.9% -0.5% VWIV 28.5% 26.4% 31.1% 27.4% 29.5% Skew 25d 3.6% 2.5% 4.7% 3.7% 2.5% Skew 10d 6.9% 4.4% 8.7% 7.3% 4.4% Call IV 25d 25.8% 24.5% 28.1% 24.7% 26.8% Put IV 25d 29.4% 27.6% 32.6% 28.4% 29.3% Bid-Ask Spread % 3.02 2.12 5.35 4.38 5.35 Gamma HHI 0.08 0.04 0.42 0.06 0.05 Net GEX 240.5M 42.1M 626.6M 180.6M 218.3M Net DEX -7.92B -12.31B -2.49B -4.00B -9.65B Net VEX -55.8M -60.3M -51.7M -52.2M -58.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.33 0.95 0.79 0.52 Total Volume 443,265.864 189,762 1,205,377 189,762 202,446 Total OI 3,633,903.545 3,357,528 3,972,961 3,357,528 3,683,667
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 2023-05-01 $107.28 $105.00 26.6% 7.9% 27.8% 2.7% 27.4% 3.7% 0.9% 180.6M -4.00B -52.2M 0.79 4.38 N/A N/A 105,749 84,013 1,945,015 1,412,513 2023-05-02 $105.27 $105.00 28.1% 8.5% 28.6% 9.9% 28.4% 4.5% 0.5% 108.0M -2.88B -52.7M 0.83 4.64 N/A N/A 122,711 101,553 1,981,620 1,447,348 2023-05-03 $105.60 $105.00 28.2% 8.4% 28.7% 10.0% 28.6% 4.7% 0.2% 116.8M -3.07B -53.0M 0.83 4.18 N/A N/A 104,409 87,134 1,991,593 1,471,868 2023-05-04 $104.72 $100.00 30.0% 8.8% 28.8% 18.7% 31.1% 4.5% -0.1% 42.1M -2.49B -52.7M 0.68 2.59 N/A N/A 124,247 83,884 2,003,108 1,487,780 2023-05-05 $105.66 $100.00 26.9% 8.1% 25.6% 4.0% 26.9% 4.4% 0.1% 120.7M -3.10B -52.0M 0.53 3.09 N/A N/A 180,631 95,742 2,035,573 1,497,433 2023-05-08 $107.73 $100.00 26.6% 7.9% 25.6% 2.7% 27.5% 3.9% 0.8% 178.6M -4.27B -51.7M 0.45 2.66 N/A N/A 143,391 64,477 1,947,997 1,411,030 2023-05-09 $107.56 $100.00 27.8% 8.2% 25.4% 8.3% 29.2% 4.2% 1.0% 189.2M -4.30B -52.4M 0.39 2.45 N/A N/A 302,172 118,118 1,984,149 1,430,746 2023-05-10 $112.06 $100.00 27.1% 7.9% 28.9% 4.8% 28.3% 3.3% 0.6% 298.5M -7.09B -54.2M 0.44 2.37 N/A N/A 589,707 258,551 2,029,266 1,471,308 2023-05-11 $116.81 $100.00 27.5% 8.0% 31.0% 6.6% 28.8% 3.3% 0.4% 305.0M -10.00B -55.1M 0.66 2.31 N/A N/A 724,962 480,415 2,098,213 1,545,167 2023-05-12 $117.65 $100.00 26.1% 7.7% 30.9% 0.3% 27.8% 3.3% 1.2% 407.8M -10.23B -56.3M 0.45 2.84 N/A N/A 545,161 247,282 2,182,830 1,689,545 2023-05-15 $116.66 $100.00 25.9% 7.5% 29.1% 0.0% 27.5% 3.9% -0.2% 283.5M -8.51B -55.6M 0.60 2.94 N/A N/A 227,402 136,756 2,081,590 1,588,166 2023-05-16 $119.95 $100.00 26.8% 7.7% 29.2% 4.0% 27.9% 3.7% -0.4% 339.6M -10.58B -56.6M 0.60 2.55 N/A N/A 380,964 229,982 2,109,968 1,631,425 2023-05-17 $120.93 $100.00 26.7% 7.7% 29.0% 3.7% 28.4% 3.4% -1.1% 299.5M -10.99B -57.2M 0.81 2.80 N/A N/A 231,735 187,178 2,127,293 1,710,856 2023-05-18 $123.25 $105.00 26.2% 7.6% 29.3% 1.4% 26.9% 3.0% -1.0% 292.6M -12.31B -56.7M 0.64 2.78 N/A N/A 288,089 183,457 2,143,631 1,752,743 2023-05-19 $122.52 $105.00 25.4% 7.3% 29.6% 0.0% 26.4% 3.1% -0.6% 126.1M -11.80B -56.6M 0.46 2.12 N/A N/A 535,808 246,845 2,159,280 1,813,681 2023-05-22 $125.00 $105.00 26.1% 7.7% 29.9% 3.1% 27.6% 3.5% 0.3% 288.6M -10.86B -57.9M 0.73 2.69 N/A N/A 275,597 201,927 2,015,712 1,509,620 2023-05-23 $122.94 $105.00 26.9% 7.9% 29.9% 6.7% 28.6% 3.8% 0.1% 219.6M -9.48B -58.9M 0.61 3.11 N/A N/A 197,624 121,248 2,063,357 1,588,364 2023-05-24 $120.81 $105.00 28.1% 8.3% 30.8% 12.2% 30.2% 4.0% 0.1% 151.5M -8.16B -59.7M 0.95 2.82 N/A N/A 144,209 136,423 2,093,726 1,609,145 2023-05-25 $123.75 $105.00 28.2% 8.3% 29.0% 12.9% 29.6% 2.9% -0.1% 302.2M -10.11B -60.3M 0.57 2.66 N/A N/A 277,770 158,738 2,126,184 1,629,226 2023-05-26 $124.85 $105.50 27.5% 8.1% 28.5% 9.4% 29.3% 2.9% 0.2% 626.6M -10.71B -59.7M 0.33 2.23 N/A N/A 351,726 117,430 2,136,629 1,689,059 2023-05-30 $123.75 $105.50 28.0% 8.6% 29.0% 12.0% 30.8% 2.7% -0.5% 196.5M -9.71B -58.5M 0.61 2.98 N/A N/A 219,954 134,232 2,030,106 1,588,348 2023-05-31 $123.63 $106.50 27.6% 8.4% 27.6% 9.9% 29.5% 2.5% -0.5% 218.3M -9.65B -58.0M 0.52 5.35 N/A N/A 133,178 69,268 2,072,815 1,610,852
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