GOOG Options History — November 2017

In November 2017, GOOG traded between $50.91 and $52.72. ATM implied volatility averaged 16.7%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 1.8% (HV 20d: 18.5%). Max pain ranged from $47.50 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.08.

Notable Days

2017-11-29: Highest Volume — 849,840 contracts
2017-11-29: Largest IV spike — 20.2% change
2017-11-07: Highest IV Rank — 44.9%
2017-11-29: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$51.52	$50.91	$52.72	$51.27	$51.08
Max Pain	$49.48	$47.50	$50.00	$47.50	$50.00
ATM IV	16.7%	14.3%	18.9%	17.5%	17.1%
Expected Move	4.9%	4.1%	5.5%	5.2%	5.2%
HV 20d	18.5%	12.2%	20.7%	20.5%	14.8%
HV 60d	15.8%	15.2%	16.4%	16.2%	16.4%
IV Rank	32.5%	19.2%	44.9%	37.0%	34.9%
IV Percentile	43.9%	20.6%	61.9%	49.2%	51.6%
Term Structure	-0.0%	-0.6%	0.6%	0.4%	-0.1%
VWIV	17.6%	14.9%	19.0%	18.5%	18.4%
Skew 25d	0.8%	-0.2%	1.5%	0.3%	1.5%
Skew 10d	1.5%	-1.2%	3.2%	0.5%	3.2%
Call IV 25d	16.6%	13.7%	19.4%	17.4%	16.7%
Put IV 25d	17.4%	15.0%	19.9%	17.8%	18.1%
Bid-Ask Spread %	53.81	48.95	63.59	58.91	57.16
Gamma HHI	0.07	0.04	0.14	0.06	0.04
Net GEX	376.6M	194.3M	568.1M	422.7M	211.1M
Net DEX	-8.04B	-9.67B	-5.45B	-8.62B	-5.45B
Net VEX	-35.1M	-37.4M	-32.3M	-37.4M	-34.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.08	0.82	1.57	1.28	0.90
Total Volume	671,921.905	538,280	849,840	695,840	666,620
Total OI	6,804,480.952	6,066,840	7,357,720	6,887,940	6,780,800

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 Vol	Put Vol	Call OI	Put OI
2017-11-01	$51.27	$47.50	17.5%	5.2%	20.5%	37.0%	18.5%	0.3%	0.4%	422.7M	-8.62B	-37.4M	1.28	58.91	305,520	390,320	3,844,840	3,043,100
2017-11-02	$51.34	$49.25	17.3%	5.2%	19.6%	36.1%	18.7%	0.6%	0.2%	434.2M	-8.72B	-37.2M	1.20	49.81	311,940	375,180	3,873,800	3,081,800
2017-11-03	$51.59	$49.50	16.4%	5.1%	19.5%	30.8%	18.4%	0.5%	0.6%	446.2M	-9.38B	-36.8M	1.13	54.24	341,160	385,840	3,943,580	3,113,700
2017-11-06	$51.28	$49.50	17.7%	5.1%	19.7%	38.2%	18.4%	0.8%	0.2%	365.3M	-8.39B	-36.4M	1.57	48.95	240,280	377,840	3,792,200	3,002,780
2017-11-07	$51.68	$49.50	18.9%	5.3%	19.6%	44.9%	18.9%	0.5%	-0.6%	385.3M	-8.98B	-36.7M	1.16	51.72	249,180	289,100	3,823,660	3,058,260
2017-11-08	$52.00	$49.50	17.3%	5.0%	19.0%	36.1%	17.8%	0.3%	0.1%	427.2M	-9.67B	-35.9M	0.98	52.98	341,220	334,120	3,851,460	3,077,180
2017-11-09	$51.58	$49.50	18.7%	5.3%	19.3%	43.5%	19.0%	0.5%	-0.6%	407.2M	-9.11B	-36.9M	0.83	49.11	424,280	350,880	4,044,780	3,104,640
2017-11-10	$51.38	$49.50	17.6%	5.1%	19.4%	37.9%	18.7%	-0.2%	0.6%	269.6M	-8.78B	-37.0M	0.88	49.34	371,360	326,980	4,075,840	3,136,080
2017-11-13	$51.26	$49.50	17.8%	5.1%	19.5%	38.7%	18.4%	0.4%	-0.6%	415.0M	-8.48B	-35.9M	1.05	53.24	313,760	330,440	3,980,280	3,068,220
2017-11-14	$51.28	$49.50	17.1%	4.9%	19.5%	34.8%	17.5%	0.6%	-0.3%	411.5M	-8.44B	-35.0M	1.10	56.00	291,280	321,720	4,018,720	3,132,840
2017-11-15	$50.96	$49.50	17.0%	4.9%	19.7%	34.5%	17.7%	1.3%	-0.3%	367.2M	-7.66B	-36.2M	1.22	50.52	262,760	321,260	4,082,300	3,169,800
2017-11-16	$51.65	$49.50	17.0%	4.9%	19.9%	34.0%	17.5%	0.7%	-0.1%	568.1M	-9.29B	-35.5M	1.17	60.73	296,160	345,200	4,116,540	3,200,340
2017-11-17	$50.91	$49.50	16.6%	4.7%	20.7%	32.0%	17.4%	1.1%	-0.2%	225.4M	-7.43B	-35.3M	1.10	63.59	372,400	408,180	4,131,180	3,226,540
2017-11-20	$50.92	$49.50	15.5%	4.6%	19.1%	25.8%	16.4%	1.1%	-0.0%	195.7M	-5.68B	-33.6M	0.82	52.10	345,880	284,400	3,368,620	2,698,220
2017-11-21	$51.69	$49.50	14.4%	4.2%	19.6%	19.9%	14.9%	0.9%	-0.2%	359.9M	-7.18B	-33.0M	0.92	54.79	332,020	306,900	3,496,680	2,726,360
2017-11-22	$51.84	$49.50	14.3%	4.1%	19.6%	19.2%	15.1%	1.4%	-0.2%	438.1M	-7.49B	-32.9M	1.11	54.66	285,540	315,860	3,542,940	2,759,400
2017-11-24	$52.03	$49.50	14.8%	4.3%	19.6%	22.0%	15.8%	1.4%	-0.2%	539.3M	-7.92B	-32.8M	1.02	56.15	303,180	308,140	3,588,760	2,787,820
2017-11-27	$52.72	$49.75	15.2%	4.5%	12.2%	24.5%	17.0%	1.2%	0.6%	433.8M	-8.61B	-32.3M	1.12	49.50	323,180	362,500	3,500,280	2,726,400
2017-11-28	$52.30	$50.00	14.5%	4.5%	12.7%	20.4%	16.2%	1.1%	0.5%	391.4M	-7.88B	-32.5M	1.15	55.20	347,460	400,480	3,565,180	2,805,340
2017-11-29	$51.16	$50.00	17.4%	5.5%	15.1%	36.5%	19.0%	1.3%	-0.2%	194.3M	-5.65B	-33.8M	0.92	51.24	442,100	407,740	3,657,900	2,894,940
2017-11-30	$51.08	$50.00	17.1%	5.2%	14.8%	34.9%	18.4%	1.5%	-0.1%	211.1M	-5.45B	-34.1M	0.90	57.16	350,060	316,560	3,802,760	2,978,040