GOOG Options History — November 2018

In November 2018, GOOG traded between $50.92 and $54.59. ATM implied volatility averaged 28.7%, placing in the 61.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 14.0% (HV 20d: 42.7%). Max pain ranged from $54.50 to $56.25. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.86.

Notable Days

2018-11-28: Highest Volume — 757,760 contracts
2018-11-19: Largest IV spike — 15.4% change
2018-11-20: Highest IV Rank — 78.9%
2018-11-20: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.75	$50.92	$54.59	$53.49	$54.46
Max Pain	$55.24	$54.50	$56.25	$56.25	$54.50
ATM IV	28.7%	24.8%	33.3%	27.8%	26.4%
Expected Move	8.3%	7.0%	9.5%	8.8%	8.1%
HV 20d	42.7%	32.6%	46.9%	43.5%	32.6%
HV 60d	30.6%	28.4%	32.6%	28.4%	32.5%
IV Rank	61.0%	45.6%	78.9%	57.6%	52.1%
IV Percentile	77.0%	63.1%	92.9%	77.4%	64.7%
Term Structure	-0.5%	-1.2%	0.4%	-0.3%	-0.2%
VWIV	29.1%	24.4%	33.1%	30.9%	28.5%
Skew 25d	4.6%	3.4%	5.4%	4.6%	3.4%
Skew 10d	8.9%	6.3%	10.9%	9.1%	6.3%
Call IV 25d	26.6%	22.4%	30.8%	25.9%	25.0%
Put IV 25d	31.2%	27.1%	36.3%	30.6%	28.4%
Bid-Ask Spread %	27.68	15.33	42.81	34.42	42.81
Gamma HHI	0.06	0.03	0.24	0.03	0.24
Net GEX	-7.5M	-119.3M	383.4M	-17.2M	383.4M
Net DEX	455.0M	-2.06B	1.80B	378.5M	-2.06B
Net VEX	-23.0M	-24.6M	-21.5M	-24.6M	-22.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.48	1.07	0.63	0.80
Total Volume	507,567.619	393,760	757,760	534,280	654,800
Total OI	4,264,691.429	3,775,860	4,707,520	4,615,420	4,356,900

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
2018-11-01	$53.49	$56.25	27.8%	8.8%	43.5%	57.6%	30.9%	4.6%	-0.3%	-17.2M	378.5M	-24.6M	0.63	34.42	328,100	206,180	2,297,520	2,317,900
2018-11-02	$52.91	$56.25	28.8%	9.1%	43.6%	61.6%	31.6%	4.8%	-0.7%	-98.1M	959.6M	-24.2M	0.76	38.82	340,160	259,260	2,355,920	2,351,600
2018-11-05	$51.64	$55.75	29.9%	8.3%	44.1%	65.8%	28.6%	4.7%	-0.5%	-68.4M	1.80B	-23.1M	0.78	17.17	276,840	217,260	2,067,520	2,198,040
2018-11-06	$52.66	$55.75	28.7%	7.9%	45.0%	60.8%	27.9%	4.6%	-0.4%	-37.6M	926.3M	-23.8M	0.77	16.96	238,940	183,440	2,136,660	2,252,700
2018-11-07	$54.59	$55.50	24.8%	7.0%	44.7%	45.6%	24.4%	4.8%	-0.1%	38.7M	-814.1M	-24.1M	1.07	15.33	271,540	290,000	2,159,820	2,249,080
2018-11-08	$53.75	$55.50	25.1%	7.2%	45.0%	46.9%	25.3%	5.0%	0.0%	-46.9M	150.4M	-23.3M	0.97	20.43	243,460	235,520	2,188,780	2,334,100
2018-11-09	$53.31	$55.50	26.2%	7.6%	44.7%	51.3%	26.4%	4.9%	0.4%	-119.3M	728.2M	-23.3M	0.71	23.54	360,580	256,320	2,221,200	2,375,660
2018-11-12	$51.99	$55.50	30.1%	8.4%	45.4%	66.4%	28.2%	5.4%	-0.8%	-64.8M	1.44B	-22.7M	1.05	22.79	210,700	220,660	2,052,440	2,137,880
2018-11-13	$51.79	$55.50	30.2%	8.5%	44.6%	66.8%	29.5%	4.8%	-0.6%	-80.7M	1.58B	-22.5M	0.96	18.62	200,640	193,120	2,090,360	2,178,840
2018-11-14	$52.41	$55.25	30.3%	8.6%	45.0%	67.4%	30.2%	5.1%	-0.4%	-61.9M	1.05B	-23.0M	0.83	26.72	251,280	209,760	2,121,940	2,206,660
2018-11-15	$53.05	$55.25	29.9%	8.5%	44.5%	65.8%	29.4%	5.4%	-0.2%	-17.9M	444.2M	-23.6M	0.96	28.78	240,520	230,940	2,180,300	2,231,900
2018-11-16	$53.20	$55.25	28.1%	8.0%	44.4%	58.8%	27.6%	4.7%	-0.3%	26.9M	238.6M	-23.4M	1.01	28.52	260,880	263,740	2,212,460	2,259,780
2018-11-19	$50.92	$55.00	32.5%	9.2%	46.7%	75.8%	32.4%	4.8%	-1.1%	-56.0M	1.60B	-22.0M	0.86	27.51	232,860	200,980	1,791,220	1,984,640
2018-11-20	$51.39	$55.00	33.3%	9.5%	46.9%	78.9%	33.1%	5.4%	-1.1%	-51.6M	1.29B	-22.7M	0.95	30.77	250,080	238,540	1,858,460	2,042,060
2018-11-21	$51.93	$54.75	30.5%	8.7%	45.6%	67.9%	29.8%	4.5%	-1.1%	-22.0M	785.9M	-22.6M	0.83	25.38	259,200	215,420	1,918,980	2,091,460
2018-11-23	$51.19	$54.75	31.1%	9.0%	43.1%	70.5%	31.3%	4.6%	-1.2%	-82.1M	1.41B	-22.0M	0.80	31.11	235,300	189,080	1,959,700	2,134,540
2018-11-26	$52.29	$54.75	27.9%	8.3%	42.0%	58.0%	29.1%	3.8%	-0.1%	-4.4M	469.1M	-21.5M	0.97	26.42	239,960	233,680	1,858,760	2,016,420
2018-11-27	$52.10	$54.75	27.5%	8.3%	35.5%	56.1%	29.5%	4.0%	-0.4%	-2.3M	632.4M	-21.9M	0.91	31.97	239,460	217,500	1,926,900	2,075,340
2018-11-28	$54.23	$54.75	26.6%	8.0%	36.6%	52.9%	28.3%	3.6%	-0.3%	73.7M	-1.41B	-22.5M	0.48	33.43	512,260	245,500	1,982,620	2,111,180
2018-11-29	$54.53	$54.50	26.7%	8.1%	32.9%	53.1%	28.3%	3.5%	-0.3%	151.4M	-2.03B	-23.2M	0.85	39.74	272,620	231,840	2,098,840	2,171,440
2018-11-30	$54.46	$54.50	26.4%	8.1%	32.6%	52.1%	28.5%	3.4%	-0.2%	383.4M	-2.06B	-22.9M	0.80	42.81	363,620	291,180	2,149,260	2,207,640