GOOG Options History — November 2019

In November 2019, GOOG traded between $63.46 and $66.62. ATM implied volatility averaged 16.2%, placing in the 3.9% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 1.4% (HV 20d: 17.6%). Max pain ranged from $60.00 to $62.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.75.

Notable Days

  • 2019-11-15: Highest Volume — 1,005,400 contracts
  • 2019-11-20: Largest IV spike — 10.3% change
  • 2019-11-20: Highest IV Rank — 11.7%
  • 2019-11-20: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.18$63.46$66.62$63.46$65.30
Max Pain$61.70$60.00$62.50$61.75$62.50
ATM IV16.2%15.2%18.1%15.3%15.3%
Expected Move4.8%4.3%5.2%4.3%4.5%
HV 20d17.6%13.7%19.2%18.3%13.7%
HV 60d19.0%17.0%20.6%20.4%17.0%
IV Rank3.9%0.0%11.7%0.0%0.8%
IV Percentile3.2%0.0%11.5%0.0%1.6%
Term Structure0.1%-0.5%0.7%0.7%0.3%
VWIV17.2%15.1%18.9%15.1%16.4%
Skew 25d2.5%2.1%2.8%2.1%2.3%
Skew 10d5.0%4.0%5.8%4.0%5.1%
Call IV 25d15.1%14.1%16.7%14.2%14.4%
Put IV 25d17.6%16.3%19.5%16.3%16.7%
Bid-Ask Spread %60.2853.2969.2369.2362.75
Gamma HHI0.070.040.140.130.05
Net GEX291.3M75.2M462.4M328.4M193.0M
Net DEX-4.71B-7.61B-3.28B-3.62B-4.04B
Net VEX-20.0M-20.8M-18.7M-20.5M-19.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.401.290.600.87
Total Volume393,936194,9201,005,400480,900208,640
Total OI3,647,0433,355,7604,050,9204,050,9203,559,420

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$63.46$61.7515.3%4.3%18.3%0.0%15.1%2.1%0.7%328.4M-3.62B-20.5M0.6069.23301,120179,7802,067,1801,983,740
2019-11-04$64.57$60.0015.5%4.9%19.0%1.0%17.7%2.3%0.5%303.6M-4.72B-20.3M0.8057.77195,760157,0601,750,2401,739,200
2019-11-05$64.69$60.2515.3%4.8%17.8%0.3%17.2%2.3%0.6%347.9M-4.91B-19.8M0.8559.46141,200120,1001,810,4001,790,240
2019-11-06$64.52$60.5015.8%4.8%17.9%2.3%18.9%2.3%0.7%335.2M-4.63B-20.4M1.1559.97123,040140,9201,866,8401,845,640
2019-11-07$65.48$60.5015.9%4.9%18.3%2.5%17.3%2.5%-0.1%462.4M-6.12B-19.7M1.2959.02357,440459,5601,895,5801,889,480
2019-11-08$65.52$60.7515.9%4.9%18.2%2.6%17.0%2.3%-0.3%75.2M-5.53B-19.7M0.5959.69424,920249,5201,940,9802,059,760
2019-11-11$64.92$61.0016.5%4.8%18.6%5.2%17.5%2.5%0.2%377.0M-4.76B-20.0M0.5463.11192,000102,8801,903,3401,771,960
2019-11-12$64.95$61.5016.4%4.8%17.5%4.6%17.3%2.5%0.2%305.4M-4.67B-20.0M0.9361.46137,780128,6801,862,2401,820,440
2019-11-13$64.94$61.5016.7%4.9%17.5%6.0%17.9%2.7%0.2%271.6M-4.60B-20.2M0.7962.51125,36099,3201,891,1001,870,100
2019-11-14$65.46$61.7516.9%4.9%17.5%6.8%17.7%2.6%0.0%418.2M-5.39B-19.7M0.8164.70237,700192,5201,909,2001,892,980
2019-11-15$66.62$62.0015.8%4.6%18.2%2.1%16.4%2.4%0.2%420.0M-7.61B-18.7M0.5863.80637,940367,4601,958,3801,956,640
2019-11-18$66.02$62.5016.4%4.7%18.6%4.8%16.8%2.5%0.0%453.1M-5.03B-20.0M0.9153.29176,440160,9001,772,1401,604,540
2019-11-19$65.82$62.5016.4%4.7%18.6%4.6%17.3%2.6%-0.3%392.3M-4.65B-20.4M0.4056.93239,36095,7801,804,8001,668,500
2019-11-20$65.03$62.5018.1%5.2%19.0%11.7%18.3%2.8%-0.5%164.9M-3.68B-20.8M0.7155.67227,560161,1601,785,4801,711,960
2019-11-21$65.14$62.5017.7%5.1%19.0%10.3%17.9%2.7%-0.4%155.7M-3.82B-20.8M0.6655.86182,820120,0601,841,9201,759,560
2019-11-22$64.71$62.5017.1%4.9%19.2%7.8%17.6%2.6%-0.2%79.3M-3.28B-20.7M0.4957.28350,820173,2201,875,5601,790,680
2019-11-25$65.21$62.5016.0%4.6%17.2%3.1%16.8%2.6%0.0%187.5M-4.02B-19.6M0.6058.21173,960105,0601,665,7801,689,980
2019-11-26$65.62$62.5015.2%4.4%13.8%0.0%15.9%2.4%0.4%274.5M-4.53B-19.9M0.7261.87113,42081,5001,723,8001,726,740
2019-11-27$65.63$62.5015.3%4.5%13.8%0.8%15.8%2.4%0.3%280.3M-4.54B-19.8M0.7162.92137,94098,0201,739,3801,744,960
2019-11-29$65.30$62.5015.3%4.5%13.7%0.8%16.4%2.3%0.3%193.0M-4.04B-19.5M0.8762.75111,54097,1001,772,7401,786,680