GOOG Options History — October 2017

In October 2017, GOOG traded between $47.54 and $51.01. ATM implied volatility averaged 24.3%, placing in the 74.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 9.1% (HV 20d: 15.1%). Max pain ranged from $46.38 to $47.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.00.

Notable Days

2017-10-27: Highest Volume — 2,424,640 contracts
2017-10-27: Largest IV drop — 31.0% change
2017-10-13: Highest IV Rank — 86.9%
2017-10-26: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.11	$47.54	$51.01	$47.64	$50.83
Max Pain	$46.77	$46.38	$47.50	$46.38	$47.50
ATM IV	24.3%	17.9%	26.5%	24.3%	17.9%
Expected Move	6.6%	4.6%	8.4%	4.6%	5.4%
HV 20d	15.1%	13.1%	20.8%	13.7%	20.7%
HV 60d	14.9%	12.9%	16.2%	15.5%	16.2%
IV Rank	74.3%	39.5%	86.9%	74.8%	39.5%
IV Percentile	82.3%	54.8%	94.4%	81.0%	54.8%
Term Structure	-1.0%	-1.9%	0.4%	-1.2%	0.4%
VWIV	23.5%	16.3%	28.6%	16.3%	19.3%
Skew 25d	0.8%	-1.6%	2.2%	1.9%	0.3%
Skew 10d	1.7%	-2.9%	4.3%	2.2%	1.6%
Call IV 25d	24.2%	17.9%	26.7%	24.0%	17.9%
Put IV 25d	25.0%	17.7%	27.9%	25.9%	18.2%
Bid-Ask Spread %	46.10	33.41	60.91	57.18	59.20
Gamma HHI	0.08	0.04	0.26	0.04	0.06
Net GEX	375.8M	210.2M	724.6M	232.4M	380.1M
Net DEX	-6.44B	-9.43B	-4.12B	-4.29B	-7.77B
Net VEX	-37.6M	-38.9M	-35.4M	-37.2M	-37.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.54	1.46	0.90	1.16
Total Volume	729,361.818	395,360	2,424,640	482,140	699,180
Total OI	6,335,120.909	5,766,780	7,054,420	5,766,780	6,828,620

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 Vol	Put Vol	Call OI	Put OI
2017-10-02	$47.64	$46.38	24.3%	4.6%	13.7%	74.8%	16.3%	1.9%	-1.2%	232.4M	-4.29B	-37.2M	0.90	57.18	253,540	228,600	3,234,620	2,532,160
2017-10-03	$47.84	$46.50	25.3%	4.8%	13.1%	80.1%	17.1%	1.7%	-0.8%	269.1M	-4.68B	-37.5M	0.94	56.85	203,680	191,680	3,317,400	2,592,980
2017-10-04	$47.54	$46.50	25.6%	4.7%	13.4%	81.9%	17.0%	1.5%	-1.9%	210.2M	-4.12B	-37.8M	0.94	60.91	213,040	200,220	3,347,760	2,633,940
2017-10-05	$48.49	$46.75	25.6%	6.7%	14.7%	81.6%	23.9%	1.0%	-1.1%	397.8M	-5.91B	-38.9M	0.88	33.64	331,380	292,900	3,388,760	2,668,700
2017-10-06	$48.90	$46.75	24.7%	6.5%	14.1%	76.7%	23.1%	2.2%	-1.1%	396.4M	-6.80B	-37.5M	0.96	34.43	373,020	357,160	3,429,600	2,737,540
2017-10-09	$48.82	$46.75	25.2%	6.7%	14.2%	79.4%	24.1%	2.0%	-1.4%	334.9M	-6.18B	-37.1M	1.46	33.41	228,680	333,320	3,366,440	2,644,040
2017-10-10	$48.63	$46.75	25.6%	6.9%	14.4%	81.9%	25.3%	1.8%	-1.5%	269.6M	-5.61B	-37.6M	1.27	38.61	217,840	277,140	3,394,040	2,753,500
2017-10-11	$49.45	$46.75	25.3%	7.0%	15.3%	80.2%	24.8%	1.3%	-0.8%	386.5M	-7.29B	-37.5M	0.98	37.44	374,540	367,100	3,449,260	2,812,700
2017-10-12	$49.38	$46.75	25.9%	7.2%	14.6%	83.6%	26.2%	1.2%	-1.2%	432.6M	-7.19B	-38.0M	0.99	40.56	330,480	327,980	3,544,720	2,913,080
2017-10-13	$49.46	$46.75	26.5%	7.3%	14.2%	86.9%	26.1%	1.4%	-1.7%	724.6M	-7.42B	-37.9M	0.72	41.90	471,880	341,880	3,608,240	3,000,900
2017-10-16	$49.59	$46.75	25.3%	7.2%	13.9%	80.4%	25.6%	0.7%	-1.6%	390.4M	-7.38B	-37.3M	0.93	41.45	269,840	250,880	3,526,320	2,867,120
2017-10-17	$49.60	$46.75	23.6%	6.7%	14.0%	70.6%	24.4%	0.9%	-1.5%	442.8M	-7.47B	-36.6M	0.86	42.63	356,440	306,900	3,580,880	2,910,760
2017-10-18	$49.59	$46.75	25.0%	7.2%	13.7%	78.6%	25.0%	0.1%	-1.0%	530.3M	-7.93B	-37.0M	1.38	41.97	258,020	356,200	3,722,980	3,016,560
2017-10-19	$49.23	$46.75	24.9%	7.2%	14.2%	77.8%	25.4%	0.7%	-1.1%	557.9M	-7.02B	-37.5M	0.57	44.58	582,100	330,220	3,798,700	3,069,500
2017-10-20	$49.37	$46.75	24.6%	7.1%	14.0%	76.3%	25.7%	-0.1%	-0.9%	241.4M	-7.75B	-38.8M	0.97	39.91	389,420	379,480	3,960,600	3,093,820
2017-10-23	$48.38	$46.75	25.0%	7.6%	15.7%	78.6%	26.4%	-0.0%	-0.9%	227.8M	-4.63B	-38.1M	1.24	41.91	285,800	355,260	3,348,520	2,525,920
2017-10-24	$48.49	$46.75	24.8%	7.6%	15.7%	77.5%	26.5%	0.1%	-0.7%	232.1M	-4.73B	-37.3M	1.10	50.70	261,440	288,800	3,433,060	2,618,640
2017-10-25	$48.65	$46.75	25.4%	8.0%	13.8%	80.5%	28.1%	0.5%	-1.2%	241.5M	-4.90B	-37.6M	1.14	48.00	277,020	316,660	3,508,120	2,658,740
2017-10-26	$48.73	$46.75	26.2%	8.4%	13.8%	85.3%	28.6%	-1.1%	-1.0%	245.9M	-5.06B	-37.8M	0.84	53.32	474,560	399,580	3,564,860	2,731,400
2017-10-27	$51.01	$46.75	18.1%	5.4%	20.8%	40.3%	18.3%	-1.6%	0.2%	723.4M	-9.43B	-35.4M	0.54	59.87	1,572,120	852,520	3,717,780	2,848,720
2017-10-30	$50.90	$47.25	18.6%	5.6%	20.6%	43.0%	20.0%	0.3%	0.0%	399.6M	-8.10B	-38.2M	1.20	55.68	394,940	472,520	3,834,580	2,836,080
2017-10-31	$50.83	$47.50	17.9%	5.4%	20.7%	39.5%	19.3%	0.3%	0.4%	380.1M	-7.77B	-37.7M	1.16	59.20	323,280	375,900	3,811,700	3,016,920