GOOGL Options History — August 2023 In August 2023, GOOGL traded between $127.45 and $137.06. ATM implied volatility averaged 26.1%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 1.9% (HV 20d: 28.0%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.64.
Notable Days 2023-08-29 : Highest Volume — 492,072 contracts2023-08-02 : Largest IV spike — 11.0% change2023-08-18 : Highest IV Rank — 18.3%2023-08-17 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $130.63 $127.45 $137.06 $131.81 $137.06 Max Pain $117.61 $115.00 $120.00 $120.00 $117.50 ATM IV 26.1% 23.0% 27.9% 24.1% 23.0% Expected Move 7.4% 6.2% 8.0% 6.7% 6.2% HV 20d 28.0% 20.9% 35.1% 33.9% 21.2% HV 60d 27.9% 26.4% 30.0% 29.4% 27.7% IV Rank 11.0% 0.0% 18.3% 2.3% 0.0% IV Percentile 11.4% 0.0% 20.6% 2.4% 0.0% Term Structure 0.1% -0.6% 0.9% -0.3% 0.8% VWIV 26.3% 22.1% 28.0% 24.0% 22.1% Skew 25d 2.9% 1.2% 4.4% 1.2% 2.1% Skew 10d 5.8% 2.8% 7.8% 2.8% 3.8% Call IV 25d 25.0% 22.1% 26.3% 24.0% 22.1% Put IV 25d 27.9% 24.2% 30.1% 25.2% 24.2% Bid-Ask Spread % 2.31 1.54 3.59 1.83 1.54 Gamma HHI 0.06 0.05 0.13 0.07 0.06 Net GEX 257.5M 80.2M 504.7M 392.9M 504.7M Net DEX -9.22B -12.61B -7.19B -10.80B -12.61B Net VEX -58.6M -60.6M -56.8M -58.9M -58.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.34 0.91 0.84 0.43 Total Volume 244,315.261 114,165 492,072 194,912 287,039 Total OI 3,563,759.522 3,237,342 3,753,431 3,615,280 3,582,773
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 2023-08-01 $131.81 $120.00 24.1% 6.7% 33.9% 2.3% 24.0% 1.2% -0.3% 392.9M -10.80B -58.9M 0.84 1.83 N/A N/A 105,950 88,962 2,003,871 1,611,409 2023-08-02 $128.44 $120.00 26.7% 7.5% 35.1% 13.4% 26.3% 1.8% -0.6% 215.2M -8.44B -60.1M 0.57 2.11 N/A N/A 154,474 88,415 2,026,002 1,638,397 2023-08-03 $128.49 $115.00 26.8% 7.6% 34.3% 13.9% 27.7% 2.1% -0.6% 220.7M -8.49B -60.0M 0.78 2.40 N/A N/A 93,287 72,480 2,043,579 1,648,229 2023-08-04 $128.12 $117.50 26.3% 7.6% 34.4% 11.8% 26.7% 2.6% -0.2% 136.5M -8.10B -60.6M 0.58 2.60 N/A N/A 219,228 128,123 2,061,545 1,669,547 2023-08-07 $131.22 $117.50 25.9% 7.5% 32.8% 10.2% 26.9% 2.7% 0.4% 285.1M -10.01B -59.4M 0.71 3.59 N/A N/A 130,289 91,926 1,945,939 1,612,171 2023-08-08 $131.37 $117.50 26.3% 7.5% 32.8% 11.5% 26.6% 3.0% -0.0% 323.2M -10.13B -59.6M 0.85 3.46 N/A N/A 91,654 78,310 1,983,859 1,639,588 2023-08-09 $130.09 $117.50 26.6% 7.7% 33.0% 12.7% 26.9% 3.0% 0.2% 280.4M -9.32B -59.2M 0.74 2.11 N/A N/A 98,219 72,219 2,002,396 1,656,394 2023-08-10 $129.63 $117.50 26.4% 7.6% 29.2% 11.9% 27.6% 3.2% 0.2% 241.8M -8.94B -59.1M 0.91 2.69 N/A N/A 124,772 114,016 2,008,425 1,668,619 2023-08-11 $129.72 $117.50 25.4% 7.3% 29.2% 7.9% 26.6% 3.4% 0.3% 187.2M -8.97B -58.6M 0.71 3.30 N/A N/A 141,492 99,964 2,033,194 1,680,773 2023-08-14 $131.06 $117.50 25.5% 7.3% 29.2% 8.2% 25.2% 3.1% -0.0% 250.7M -9.86B -58.0M 0.56 2.21 N/A N/A 80,060 45,085 1,959,669 1,655,737 2023-08-15 $129.53 $117.50 26.4% 7.6% 29.5% 11.9% 27.4% 3.4% 0.2% 202.8M -8.96B -58.1M 0.59 2.08 N/A N/A 71,991 42,174 1,985,030 1,669,791 2023-08-16 $128.91 $117.50 26.3% 7.5% 29.2% 11.8% 26.6% 3.4% 0.5% 171.1M -8.60B -57.8M 0.51 2.31 N/A N/A 90,358 46,262 1,999,758 1,681,701 2023-08-17 $129.63 $117.50 27.8% 8.0% 26.6% 18.0% 27.9% 3.9% 0.2% 214.6M -9.06B -58.8M 0.78 2.74 N/A N/A 183,865 144,061 2,012,966 1,690,635 2023-08-18 $127.45 $117.50 27.9% 7.9% 27.6% 18.3% 28.0% 3.6% 0.5% 80.2M -7.68B -57.9M 0.58 2.92 N/A N/A 232,228 135,300 2,044,046 1,709,385 2023-08-21 $128.50 $117.50 27.2% 7.8% 27.4% 15.5% 27.9% 3.6% 0.0% 168.9M -7.19B -56.8M 0.49 2.10 N/A N/A 122,998 60,200 1,761,555 1,475,787 2023-08-22 $128.81 $117.50 27.4% 7.8% 27.3% 16.5% 27.1% 4.4% 0.9% 202.2M -7.50B -57.4M 0.64 1.96 N/A N/A 125,033 79,934 1,797,116 1,498,316 2023-08-23 $132.75 $117.50 26.7% 7.7% 22.2% 13.5% 27.1% 3.0% 0.1% 283.7M -9.76B -57.2M 0.74 1.63 N/A N/A 180,234 133,504 1,823,442 1,516,559 2023-08-24 $130.28 $117.50 27.3% 7.8% 23.3% 15.9% 27.1% 3.2% 0.0% 234.2M -8.17B -58.1M 0.77 1.91 N/A N/A 146,388 113,113 1,852,752 1,545,657 2023-08-25 $129.94 $117.50 25.8% 7.2% 20.9% 9.5% 25.5% 3.0% 0.3% 292.7M -7.95B -58.0M 0.60 2.51 N/A N/A 194,367 116,447 1,879,803 1,567,303 2023-08-28 $131.12 $117.50 26.1% 7.4% 21.2% 10.7% 25.9% 2.7% 0.1% 226.8M -8.68B -58.0M 0.34 1.74 N/A N/A 192,879 66,090 1,817,116 1,512,958 2023-08-29 $134.81 $117.50 24.9% 7.0% 23.4% 5.8% 24.7% 2.2% 0.1% 380.5M -11.11B -58.8M 0.38 1.75 N/A N/A 355,979 136,093 1,914,270 1,536,818 2023-08-30 $135.75 $117.50 23.7% 6.4% 21.1% 0.8% 22.8% 2.2% 0.4% 426.7M -11.65B -59.3M 0.50 1.54 N/A N/A 162,453 81,336 1,965,191 1,576,398 2023-08-31 $137.06 $117.50 23.0% 6.2% 21.2% 0.0% 22.1% 2.1% 0.8% 504.7M -12.61B -58.5M 0.43 1.54 N/A N/A 200,751 86,288 1,990,348 1,592,425
« Jul 2023 | All History | Sep 2023 » Home GOOGL History August 2023