GOOGL Options History — July 2023 In July 2023, GOOGL traded between $116.40 and $132.55. ATM implied volatility averaged 31.1%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 2.4% (HV 20d: 28.7%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.43.
Notable Days 2023-07-26 : Highest Volume — 845,145 contracts2023-07-26 : Largest IV drop — 26.2% change2023-07-20 : Highest IV Rank — 47.4%2023-07-24 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $123.02 $116.40 $132.55 $119.65 $132.25 Max Pain $117.50 $115.00 $120.00 $120.00 $120.00 ATM IV 31.1% 23.6% 34.8% 30.8% 24.0% Expected Move 8.6% 6.6% 10.2% 6.7% 6.7% HV 20d 28.7% 21.9% 33.9% 25.0% 33.9% HV 60d 28.0% 26.8% 29.5% 27.7% 29.5% IV Rank 31.9% 0.1% 47.4% 30.5% 2.0% IV Percentile 34.8% 0.4% 62.3% 27.8% 2.0% Term Structure -1.1% -1.9% 0.4% -1.3% 0.3% VWIV 30.6% 23.5% 36.6% 24.2% 24.2% Skew 25d 0.4% -1.4% 1.5% 1.4% 1.4% Skew 10d 1.0% -2.2% 3.8% 2.4% 3.8% Call IV 25d 31.4% 23.6% 36.5% 30.2% 24.1% Put IV 25d 31.8% 24.5% 35.2% 31.6% 25.6% Bid-Ask Spread % 2.44 1.47 3.70 1.89 2.86 Gamma HHI 0.06 0.04 0.16 0.04 0.07 Net GEX 248.2M 77.8M 478.2M 148.1M 389.8M Net DEX -7.09B -12.11B -3.57B -5.24B -11.06B Net VEX -56.1M -58.0M -54.2M -54.7M -56.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.28 0.67 0.28 0.53 Total Volume 372,929.2 147,669 845,145 147,669 237,666 Total OI 3,466,565 3,246,540 3,741,133 3,246,540 3,541,184
Daily Data (20 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 2023-07-03 $119.65 $120.00 30.8% 6.7% 25.0% 30.5% 24.2% 1.4% -1.3% 148.1M -5.24B -54.7M 0.28 1.89 N/A N/A 115,586 32,083 1,829,501 1,417,039 2023-07-05 $122.00 $120.00 31.6% 7.1% 25.8% 34.0% 25.6% 0.9% -1.2% 235.3M -6.56B -55.8M 0.46 1.47 N/A N/A 176,965 81,058 1,838,629 1,428,365 2023-07-06 $119.97 $115.00 32.3% 8.8% 26.0% 36.9% 31.0% 1.5% -1.2% 149.7M -5.31B -55.6M 0.45 2.93 N/A N/A 172,338 77,943 1,866,852 1,447,062 2023-07-07 $119.91 $115.00 31.4% 8.5% 21.9% 33.1% 30.0% 1.3% -1.2% 284.1M -5.30B -55.2M 0.35 2.38 N/A N/A 138,242 47,714 1,893,478 1,461,187 2023-07-10 $116.40 $115.00 33.2% 9.1% 24.1% 40.9% 31.8% 1.5% -1.2% 77.8M -3.57B -54.2M 0.42 2.52 N/A N/A 197,979 84,034 1,847,867 1,432,633 2023-07-11 $117.07 $115.00 32.3% 8.9% 24.2% 36.9% 31.2% 1.3% -0.8% 121.3M -4.01B -54.5M 0.40 1.93 N/A N/A 201,055 79,792 1,909,377 1,462,440 2023-07-12 $118.93 $115.00 31.1% 8.6% 24.8% 32.1% 30.5% 0.9% -1.2% 207.7M -5.11B -54.3M 0.38 2.70 N/A N/A 183,703 70,606 1,928,960 1,495,820 2023-07-13 $124.53 $115.00 32.9% 9.0% 30.1% 39.4% 32.1% -0.3% -1.7% 334.8M -8.95B -56.1M 0.45 2.05 N/A N/A 432,834 193,894 1,943,501 1,510,039 2023-07-14 $125.32 $115.00 31.8% 8.8% 30.2% 34.8% 30.8% 0.4% -1.7% 405.5M -9.46B -56.3M 0.33 2.73 N/A N/A 378,912 124,274 1,993,096 1,551,609 2023-07-17 $124.62 $115.00 32.7% 9.2% 29.7% 38.5% 32.7% 0.2% -1.3% 295.2M -8.06B -56.0M 0.32 2.70 N/A N/A 204,421 65,978 1,940,897 1,507,106 2023-07-18 $123.88 $115.00 33.4% 9.5% 29.6% 41.5% 33.6% -0.6% -1.4% 288.6M -7.77B -56.7M 0.30 2.58 N/A N/A 212,936 64,588 1,988,855 1,522,798 2023-07-19 $122.53 $115.00 34.7% 10.0% 29.8% 47.1% 35.4% -1.0% -1.9% 234.0M -6.94B -56.9M 0.43 2.49 N/A N/A 224,067 96,960 2,024,439 1,541,285 2023-07-20 $118.90 $120.00 34.8% 10.1% 30.6% 47.4% 36.0% -1.3% -1.8% 80.3M -4.61B -56.3M 0.41 2.66 N/A N/A 308,442 126,443 2,066,204 1,569,804 2023-07-21 $119.75 $120.00 34.3% 10.0% 29.8% 45.5% 35.8% -1.4% -1.9% 83.6M -5.14B -56.9M 0.60 3.70 N/A N/A 221,244 131,687 2,134,155 1,606,978 2023-07-24 $121.34 $120.00 33.7% 10.2% 30.3% 43.0% 36.6% -0.8% -1.4% 154.2M -5.80B -56.6M 0.41 1.74 N/A N/A 186,689 76,565 1,827,747 1,451,819 2023-07-25 $122.63 $120.00 33.2% 10.1% 27.8% 40.9% 35.4% -0.1% -1.1% 193.7M -6.50B -56.7M 0.67 2.28 N/A N/A 306,811 206,753 1,895,772 1,488,035 2023-07-26 $129.38 $120.00 24.5% 7.0% 33.3% 4.2% 25.1% 0.4% -0.1% 448.2M -10.62B -56.5M 0.55 2.11 N/A N/A 544,916 300,229 2,010,618 1,591,591 2023-07-27 $128.86 $120.00 25.7% 7.3% 33.2% 9.1% 26.4% 0.8% -0.2% 353.5M -9.67B -58.0M 0.46 3.19 N/A N/A 423,233 195,266 2,002,810 1,644,378 2023-07-28 $132.55 $120.00 23.6% 6.6% 33.8% 0.1% 23.5% 0.8% 0.4% 478.2M -12.11B -57.9M 0.45 1.80 N/A N/A 369,228 165,450 2,037,478 1,679,892 2023-07-31 $132.25 $120.00 24.0% 6.7% 33.9% 2.0% 24.2% 1.4% 0.3% 389.8M -11.06B -56.8M 0.53 2.86 N/A N/A 155,367 82,299 1,954,231 1,586,953
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