GOOG Options History — October 2018

In October 2018, GOOG traded between $50.09 and $60.06. ATM implied volatility averaged 32.9%, placing in the 77.5% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 8.8% (HV 20d: 24.1%). Max pain ranged from $56.25 to $60.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.98.

Notable Days

2018-10-26: Highest Volume — 1,265,040 contracts
2018-10-04: Largest IV spike — 13.3% change
2018-10-11: Highest IV Rank — 99.9%
2018-10-24: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$55.59	$50.09	$60.06	$59.59	$54.08
Max Pain	$58.55	$56.25	$60.00	$59.25	$56.25
ATM IV	32.9%	27.3%	38.6%	27.3%	28.9%
Expected Move	9.3%	5.4%	11.9%	5.4%	9.1%
HV 20d	24.1%	13.3%	44.5%	14.8%	44.5%
HV 60d	20.3%	17.4%	28.4%	17.5%	28.4%
IV Rank	77.5%	55.3%	99.9%	55.3%	61.9%
IV Percentile	92.9%	81.3%	99.6%	82.9%	81.3%
Term Structure	-1.6%	-2.3%	-0.7%	-1.2%	-0.7%
VWIV	32.5%	19.4%	41.8%	19.7%	32.6%
Skew 25d	4.8%	2.7%	6.9%	2.7%	5.2%
Skew 10d	9.4%	5.2%	13.9%	6.1%	9.6%
Call IV 25d	30.6%	25.8%	36.3%	25.8%	26.7%
Put IV 25d	35.4%	28.5%	42.0%	28.5%	31.9%
Bid-Ask Spread %	26.40	13.58	51.12	46.63	33.44
Gamma HHI	0.03	0.02	0.04	0.03	0.03
Net GEX	-19.7M	-86.0M	128.5M	79.8M	4.4M
Net DEX	-326.1M	-3.74B	2.62B	-3.25B	-133.3M
Net VEX	-25.8M	-27.3M	-23.2M	-25.1M	-25.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.98	0.63	1.47	0.69	0.73
Total Volume	693,690.435	410,260	1,265,040	509,720	626,260
Total OI	4,349,629.565	3,837,360	4,822,220	3,837,360	4,518,020

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 Vol	Put Vol	Call OI	Put OI
2018-10-01	$59.59	$59.25	27.3%	5.4%	14.8%	55.3%	19.7%	2.7%	-1.2%	79.8M	-3.25B	-25.1M	0.69	46.63	301,140	208,580	1,906,180	1,931,180
2018-10-02	$59.93	$59.25	27.4%	5.5%	13.8%	55.9%	19.5%	2.7%	-1.1%	110.8M	-3.58B	-25.3M	0.67	51.12	320,440	213,720	1,960,380	1,965,780
2018-10-03	$60.06	$59.25	27.4%	5.4%	13.3%	55.9%	19.4%	2.9%	-0.8%	128.5M	-3.74B	-24.7M	0.82	39.41	225,600	184,660	1,986,400	1,997,100
2018-10-04	$58.18	$60.00	31.1%	8.2%	17.2%	70.3%	28.6%	4.0%	-1.4%	-43.6M	-1.60B	-25.8M	0.80	14.50	486,320	389,400	1,997,200	2,017,580
2018-10-05	$57.85	$60.00	32.6%	8.5%	17.2%	76.4%	29.9%	5.5%	-1.9%	-27.7M	-1.27B	-26.6M	0.90	13.58	404,460	364,580	2,155,920	2,104,480
2018-10-08	$57.46	$60.00	33.1%	9.0%	17.3%	78.2%	32.1%	5.1%	-1.2%	-16.5M	-1.13B	-27.3M	0.86	18.13	322,500	277,800	2,007,440	2,024,980
2018-10-09	$57.03	$60.00	32.6%	8.8%	17.0%	76.1%	31.3%	5.5%	-1.7%	-20.3M	-892.0M	-26.2M	1.47	19.15	237,680	349,880	2,103,360	2,081,260
2018-10-10	$54.68	$59.75	36.5%	9.9%	22.1%	91.4%	33.6%	5.4%	-1.8%	-86.0M	1.06B	-25.6M	0.80	16.21	447,600	358,240	2,129,000	2,208,640
2018-10-11	$54.41	$59.25	38.6%	10.5%	21.8%	99.9%	36.0%	5.7%	-2.3%	-70.1M	1.05B	-26.4M	0.92	20.82	361,260	334,000	2,292,000	2,245,100
2018-10-12	$55.28	$58.75	34.9%	9.6%	22.8%	85.4%	33.1%	5.5%	-2.1%	-42.9M	336.6M	-26.8M	0.89	17.48	412,200	365,060	2,354,800	2,265,360
2018-10-15	$54.92	$58.75	34.4%	9.7%	22.5%	83.5%	35.7%	5.0%	-1.8%	-52.3M	416.9M	-26.1M	1.32	19.26	236,400	312,720	2,150,040	2,202,420
2018-10-16	$56.03	$58.75	31.1%	8.8%	23.7%	70.3%	30.5%	4.2%	-1.6%	-21.6M	-510.1M	-25.8M	1.32	23.45	302,580	400,660	2,182,740	2,285,160
2018-10-17	$55.81	$58.50	32.1%	9.2%	23.6%	74.4%	32.6%	4.3%	-2.1%	-29.5M	-277.0M	-26.0M	1.31	20.62	285,380	375,220	2,271,640	2,318,400
2018-10-18	$54.44	$58.50	35.6%	10.3%	24.0%	88.2%	35.7%	4.8%	-1.7%	-65.4M	722.4M	-26.1M	0.90	20.28	434,420	392,560	2,311,560	2,402,640
2018-10-19	$54.86	$58.50	33.2%	9.7%	23.9%	78.7%	35.0%	4.9%	-2.2%	-52.0M	295.8M	-26.2M	1.13	22.50	386,540	435,240	2,428,040	2,394,180
2018-10-22	$55.31	$58.00	32.5%	9.9%	24.2%	75.9%	35.2%	4.6%	-1.3%	-11.6M	-467.5M	-26.0M	1.27	19.07	280,780	355,980	2,063,080	2,182,100
2018-10-23	$55.08	$57.75	34.6%	10.7%	23.8%	84.0%	37.9%	5.2%	-1.7%	-6.0M	-424.4M	-25.8M	1.04	22.15	298,420	310,900	2,111,520	2,208,120
2018-10-24	$53.18	$57.75	38.2%	11.9%	26.2%	98.2%	41.8%	6.9%	-2.2%	-36.1M	912.4M	-25.8M	1.15	22.07	256,100	295,620	2,157,980	2,247,820
2018-10-25	$55.33	$57.50	34.8%	11.0%	30.4%	85.1%	37.6%	5.5%	-1.4%	7.8M	-647.8M	-26.8M	0.99	48.19	446,800	440,620	2,213,520	2,278,740
2018-10-26	$53.25	$57.50	31.9%	10.0%	32.8%	73.4%	34.8%	5.1%	-1.2%	-76.5M	1.17B	-25.2M	1.01	30.71	630,060	634,980	2,331,360	2,368,280
2018-10-29	$50.09	$57.00	35.6%	11.6%	38.2%	88.2%	39.4%	5.3%	-1.9%	-64.1M	2.62B	-23.2M	0.83	35.70	362,560	301,800	2,094,120	2,176,360
2018-10-30	$51.65	$56.50	32.7%	10.6%	40.4%	76.7%	36.7%	5.5%	-1.1%	-62.5M	1.84B	-24.5M	0.63	32.76	360,880	226,280	2,178,180	2,231,320
2018-10-31	$54.08	$56.25	28.9%	9.1%	44.5%	61.9%	32.6%	5.2%	-0.7%	4.4M	-133.3M	-25.6M	0.73	33.44	362,140	264,120	2,244,280	2,273,740