GOOGL Options History — June 2023 In June 2023, GOOGL traded between $118.43 and $127.41. ATM implied volatility averaged 26.0%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 0.3% (HV 20d: 25.8%). Max pain ranged from $106.00 to $120.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.49.
Notable Days 2023-06-07 : Highest Volume — 494,945 contracts2023-06-26 : Largest IV spike — 14.0% change2023-06-28 : Highest IV Rank — 33.0%2023-06-01 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $122.56 $118.43 $127.41 $123.05 $120.07 Max Pain $117.02 $106.00 $120.00 $106.00 $120.00 ATM IV 26.0% 23.5% 31.4% 26.3% 30.1% Expected Move 7.0% 6.5% 7.9% 7.9% 6.5% HV 20d 25.8% 23.5% 32.0% 27.9% 25.7% HV 60d 27.8% 26.7% 29.3% 28.8% 27.7% IV Rank 9.9% 0.0% 33.0% 4.2% 27.5% IV Percentile 7.9% 0.0% 30.6% 2.8% 24.6% Term Structure 0.8% -1.1% 5.5% -0.6% -1.1% VWIV 25.0% 23.0% 28.1% 28.1% 23.0% Skew 25d 1.6% 0.9% 2.4% 2.1% 1.4% Skew 10d 3.1% 2.1% 4.8% 3.7% 2.7% Call IV 25d 25.7% 22.9% 31.0% 25.8% 30.2% Put IV 25d 27.3% 24.8% 32.9% 27.8% 31.5% Bid-Ask Spread % 3.05 2.01 5.88 2.54 2.27 Gamma HHI 0.07 0.03 0.33 0.07 0.09 Net GEX 213.7M 79.0M 528.7M 217.9M 203.3M Net DEX -7.90B -11.91B -4.39B -9.38B -5.38B Net VEX -56.2M -57.5M -55.0M -57.5M -55.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.49 0.29 0.76 0.41 0.38 Total Volume 294,336.19 183,166 494,945 284,063 312,219 Total OI 3,556,535.048 3,048,765 3,944,435 3,727,687 3,346,604
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 2023-06-01 $123.05 $106.00 26.3% 7.9% 27.9% 4.2% 28.1% 2.1% -0.6% 217.9M -9.38B -57.5M 0.41 2.54 N/A N/A 201,942 82,121 2,101,814 1,625,873 2023-06-02 $124.91 $106.50 24.3% 7.1% 27.3% 0.0% 25.2% 1.6% -0.4% 528.7M -10.69B -56.9M 0.33 5.88 N/A N/A 316,435 102,939 2,127,591 1,646,472 2023-06-05 $126.16 $115.00 24.6% 7.2% 27.3% 1.1% 25.0% 1.8% 0.1% 259.7M -10.93B -56.5M 0.29 2.33 N/A N/A 362,765 104,239 2,096,274 1,616,724 2023-06-06 $127.41 $115.00 23.5% 6.9% 27.1% 0.0% 24.6% 1.9% 0.1% 365.4M -11.91B -56.9M 0.37 3.79 N/A N/A 264,342 98,120 2,163,348 1,640,182 2023-06-07 $122.35 $115.00 25.8% 7.5% 32.0% 9.5% 25.8% 2.4% -0.3% 169.8M -8.36B -57.2M 0.50 2.89 N/A N/A 330,356 164,589 2,186,121 1,659,179 2023-06-08 $122.16 $115.00 24.8% 7.2% 29.4% 5.3% 25.4% 1.5% -0.1% 172.8M -8.13B -56.8M 0.61 3.66 N/A N/A 198,552 121,732 2,206,524 1,687,497 2023-06-09 $122.63 $115.00 23.6% 6.8% 25.9% 0.5% 24.4% 1.5% 0.4% 272.2M -8.49B -57.1M 0.50 2.20 N/A N/A 172,770 86,993 2,235,783 1,708,652 2023-06-12 $123.53 $115.00 24.3% 7.0% 25.9% 3.4% 25.1% 1.6% -0.1% 228.6M -9.45B -56.1M 0.55 3.47 N/A N/A 143,480 78,540 2,106,693 1,640,906 2023-06-13 $123.63 $115.00 23.8% 6.8% 25.6% 1.3% 24.8% 1.5% -0.2% 252.1M -9.58B -55.5M 0.37 2.75 N/A N/A 194,314 71,516 2,133,921 1,662,687 2023-06-14 $123.35 $120.00 24.3% 6.9% 23.9% 3.3% 24.8% 1.3% -0.2% 237.9M -9.37B -55.8M 0.58 4.06 N/A N/A 137,211 79,552 2,176,904 1,682,859 2023-06-15 $125.25 $120.00 24.9% 7.1% 24.3% 5.6% 25.2% 0.9% -0.1% 321.3M -10.64B -56.3M 0.52 2.77 N/A N/A 191,473 99,805 2,191,606 1,697,257 2023-06-16 $124.13 $120.00 24.0% 6.9% 23.7% 1.9% 25.0% 1.0% 0.1% 185.6M -9.86B -56.8M 0.41 3.03 N/A N/A 185,927 75,622 2,207,964 1,721,902 2023-06-20 $123.38 $120.00 24.1% 6.9% 23.7% 2.6% 24.6% 1.2% 5.3% 163.5M -6.62B -55.9M 0.71 2.35 N/A N/A 120,859 86,292 1,708,753 1,340,012 2023-06-21 $120.52 $120.00 24.5% 7.0% 23.9% 4.0% 25.2% 1.3% 5.3% 97.2M -5.29B -55.7M 0.76 3.42 N/A N/A 144,464 110,037 1,750,028 1,368,801 2023-06-22 $122.88 $120.00 25.0% 6.9% 24.4% 6.3% 24.5% 1.1% 5.3% 195.7M -6.54B -56.0M 0.49 2.01 N/A N/A 179,182 88,273 1,768,444 1,372,662 2023-06-23 $122.68 $120.00 26.2% 7.0% 23.5% 11.4% 25.2% 1.1% 5.5% 195.9M -6.41B -56.5M 0.44 2.69 N/A N/A 174,805 76,265 1,792,918 1,389,805 2023-06-26 $118.62 $120.00 29.9% 7.2% 24.8% 26.9% 25.6% 1.8% -0.6% 79.0M -4.47B -55.4M 0.41 2.20 N/A N/A 217,534 89,803 1,753,952 1,374,722 2023-06-27 $118.43 $120.00 30.3% 7.0% 24.5% 28.7% 24.8% 1.9% -0.7% 90.1M -4.39B -55.0M 0.57 4.11 N/A N/A 211,285 119,521 1,814,840 1,400,863 2023-06-28 $120.06 $120.00 31.4% 7.0% 25.0% 33.0% 24.9% 2.0% -0.8% 160.7M -5.39B -55.7M 0.44 2.59 N/A N/A 140,296 61,724 1,852,780 1,427,791 2023-06-29 $118.66 $120.00 31.1% 7.0% 25.3% 31.7% 24.8% 1.7% -1.0% 91.1M -4.55B -55.2M 0.63 3.05 N/A N/A 112,507 70,659 1,856,278 1,443,250 2023-06-30 $120.07 $120.00 30.1% 6.5% 25.7% 27.5% 23.0% 1.4% -1.1% 203.3M -5.38B -55.0M 0.38 2.27 N/A N/A 226,343 85,876 1,878,498 1,468,106
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