GOOG Options History — October 2019

In October 2019, GOOG traded between $58.90 and $64.81. ATM implied volatility averaged 25.6%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 6.2% (HV 20d: 19.4%). Max pain ranged from $60.00 to $61.75. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.87.

Notable Days

2019-10-28: Highest Volume — 1,151,340 contracts
2019-10-29: Largest IV drop — 40.7% change
2019-10-02: Highest IV Rank — 67.2%
2019-10-28: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.69	$58.90	$64.81	$60.43	$62.84
Max Pain	$61.40	$60.00	$61.75	$60.00	$61.75
ATM IV	25.6%	15.7%	31.9%	28.8%	16.0%
Expected Move	7.2%	4.5%	9.5%	6.4%	4.5%
HV 20d	19.4%	17.3%	21.6%	17.9%	19.2%
HV 60d	25.8%	20.8%	29.1%	27.9%	20.9%
IV Rank	39.4%	0.0%	67.2%	53.2%	1.2%
IV Percentile	58.1%	0.0%	87.7%	73.8%	0.4%
Term Structure	-1.2%	-2.8%	0.5%	-1.9%	0.2%
VWIV	25.1%	15.9%	32.4%	22.3%	15.9%
Skew 25d	4.1%	2.3%	5.7%	5.7%	2.3%
Skew 10d	8.2%	4.4%	10.7%	10.7%	4.4%
Call IV 25d	23.3%	14.7%	28.8%	26.5%	14.7%
Put IV 25d	27.4%	17.0%	34.2%	32.2%	17.0%
Bid-Ask Spread %	49.26	33.20	67.35	54.69	67.35
Gamma HHI	0.06	0.02	0.40	0.03	0.04
Net GEX	118.7M	-107.9M	511.8M	34.9M	60.9M
Net DEX	-2.48B	-4.33B	-63.3M	-1.44B	-2.66B
Net VEX	-21.7M	-23.3M	-20.1M	-22.9M	-20.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.55	1.25	0.78	0.65
Total Volume	405,829.565	181,620	1,151,340	318,100	345,300
Total OI	3,401,826.957	3,056,860	4,011,020	3,128,360	4,011,020

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
2019-10-01	$60.43	$60.00	28.8%	6.4%	17.9%	53.2%	22.3%	5.7%	-1.9%	34.9M	-1.44B	-22.9M	0.78	54.69	178,700	139,400	1,561,100	1,567,260
2019-10-02	$58.90	$60.00	31.9%	7.1%	19.8%	67.2%	24.6%	5.4%	-1.5%	-52.4M	-63.3M	-22.9M	1.13	49.85	277,120	312,460	1,618,640	1,620,760
2019-10-03	$59.28	$61.50	31.1%	8.3%	18.0%	63.3%	29.2%	5.1%	-1.8%	-38.3M	-394.4M	-23.3M	0.55	33.20	310,200	170,380	1,718,740	1,740,300
2019-10-04	$60.50	$61.50	28.5%	7.7%	19.5%	51.8%	26.6%	5.0%	-2.4%	132.9M	-2.33B	-23.2M	1.00	38.15	302,860	304,180	1,816,880	1,772,140
2019-10-07	$60.54	$61.50	27.8%	7.6%	19.4%	48.5%	27.0%	4.8%	-0.8%	91.3M	-1.88B	-22.5M	1.25	42.55	113,500	141,680	1,600,760	1,651,000
2019-10-08	$59.65	$61.50	30.5%	8.3%	20.2%	60.7%	28.9%	5.0%	-1.6%	-16.5M	-896.6M	-22.7M	0.82	40.31	138,720	114,080	1,636,420	1,709,260
2019-10-09	$60.17	$61.50	28.5%	7.9%	19.9%	51.7%	26.4%	4.6%	-0.8%	52.9M	-1.50B	-22.5M	0.69	44.81	110,060	75,680	1,674,720	1,744,040
2019-10-10	$60.38	$61.50	28.6%	7.8%	18.7%	52.3%	26.9%	4.8%	-2.0%	88.5M	-1.73B	-22.3M	0.87	43.91	128,540	112,220	1,694,700	1,761,640
2019-10-11	$61.05	$61.50	26.5%	7.4%	19.2%	43.1%	25.7%	4.6%	-1.0%	362.2M	-2.66B	-21.8M	1.15	49.52	242,360	278,880	1,715,180	1,788,900
2019-10-14	$60.96	$61.50	25.8%	7.3%	19.1%	39.7%	24.6%	4.6%	-1.1%	51.8M	-2.00B	-21.7M	0.70	47.36	107,020	74,600	1,562,140	1,689,720
2019-10-15	$62.23	$61.50	24.9%	7.1%	20.5%	35.6%	25.1%	4.4%	-2.0%	168.9M	-3.34B	-21.3M	1.15	49.03	163,740	188,280	1,590,280	1,708,140
2019-10-16	$62.24	$61.50	24.8%	7.1%	20.5%	35.2%	25.7%	4.1%	-0.7%	165.8M	-3.39B	-21.3M	1.05	50.60	136,900	144,280	1,628,320	1,762,000
2019-10-17	$62.68	$61.50	24.1%	7.0%	20.6%	32.0%	24.3%	4.0%	-1.7%	211.5M	-3.90B	-21.0M	1.17	52.36	147,620	173,320	1,658,060	1,805,440
2019-10-18	$62.40	$61.50	24.5%	7.2%	20.5%	34.1%	25.5%	4.2%	-1.6%	-107.9M	-3.47B	-21.4M	0.79	49.05	277,980	220,980	1,687,540	1,866,040
2019-10-21	$62.31	$61.50	25.0%	7.5%	20.5%	36.3%	26.6%	4.2%	-1.6%	127.9M	-2.65B	-21.2M	1.02	46.64	115,560	117,980	1,511,220	1,545,640
2019-10-22	$62.13	$61.50	25.6%	7.7%	19.7%	38.7%	26.7%	3.7%	-1.3%	97.3M	-2.46B	-21.2M	0.94	46.22	96,460	90,760	1,549,220	1,606,820
2019-10-23	$62.91	$61.50	25.7%	7.7%	18.2%	39.5%	27.0%	3.6%	-1.5%	204.5M	-3.21B	-21.3M	0.60	48.08	198,180	118,420	1,571,820	1,625,460
2019-10-24	$62.96	$61.50	25.5%	7.8%	18.1%	38.5%	27.4%	3.5%	-0.5%	264.6M	-3.29B	-21.2M	0.68	48.06	152,020	103,940	1,646,140	1,656,260
2019-10-25	$63.23	$61.50	24.6%	7.7%	17.3%	34.2%	26.7%	3.0%	-1.3%	511.8M	-3.60B	-20.9M	0.95	54.29	260,520	246,840	1,674,240	1,682,020
2019-10-28	$64.81	$61.50	27.9%	9.5%	19.0%	49.1%	32.4%	3.0%	-2.8%	137.7M	-4.33B	-20.2M	0.80	53.57	639,240	512,100	1,523,520	1,616,620
2019-10-29	$63.04	$61.75	16.5%	4.8%	21.6%	0.0%	16.8%	2.4%	0.5%	51.9M	-2.75B	-20.1M	0.70	58.98	544,080	378,500	1,872,040	1,871,660
2019-10-30	$63.21	$61.75	15.7%	4.6%	18.9%	0.0%	16.2%	2.4%	0.5%	127.7M	-3.09B	-20.7M	0.65	64.50	199,340	129,100	1,985,620	1,942,580
2019-10-31	$62.84	$61.75	16.0%	4.5%	19.2%	1.2%	15.9%	2.3%	0.2%	60.9M	-2.66B	-20.6M	0.65	67.35	208,740	136,560	2,051,600	1,959,420