GOOG Options History — October 2020

In October 2020, GOOG traded between $72.74 and $81.73. ATM implied volatility averaged 39.2%, placing in the 40.3% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 10.3% (HV 20d: 28.9%). Max pain ranged from $73.75 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.73.

Notable Days

2020-10-30: Highest Volume — 1,645,720 contracts
2020-10-28: Largest IV spike — 10.9% change
2020-10-28: Highest IV Rank — 48.4%
2020-10-28: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.45	$72.74	$81.73	$74.35	$80.59
Max Pain	$74.73	$73.75	$80.00	$80.00	$75.00
ATM IV	39.2%	36.9%	44.4%	38.7%	40.4%
Expected Move	11.1%	8.9%	13.4%	8.9%	12.1%
HV 20d	28.9%	24.4%	35.5%	35.0%	35.3%
HV 60d	30.0%	28.9%	32.3%	29.0%	32.3%
IV Rank	40.3%	36.7%	48.4%	39.5%	42.1%
IV Percentile	82.4%	75.8%	90.1%	83.3%	83.7%
Term Structure	-0.5%	-1.7%	2.4%	2.4%	-0.4%
VWIV	38.9%	30.4%	46.2%	30.4%	42.2%
Skew 25d	3.6%	1.5%	6.4%	4.6%	6.4%
Skew 10d	6.1%	2.6%	11.4%	7.3%	11.4%
Call IV 25d	37.2%	35.4%	41.4%	35.6%	36.8%
Put IV 25d	40.8%	37.4%	47.0%	40.2%	43.2%
Bid-Ask Spread %	41.15	30.03	61.43	60.52	44.74
Gamma HHI	0.05	0.03	0.10	0.03	0.05
Net GEX	313.5M	98.9M	494.3M	278.7M	343.2M
Net DEX	-6.78B	-11.55B	-1.40B	-3.27B	-9.73B
Net VEX	-50.9M	-52.9M	-46.5M	-49.3M	-51.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.47	1.07	0.63	0.56
Total Volume	472,434.545	164,000	1,645,720	382,700	1,645,720
Total OI	5,409,370	4,740,120	5,914,560	5,549,160	5,359,800

Daily Data (22 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
2020-10-01	$74.35	$80.00	38.7%	8.9%	35.0%	39.5%	30.4%	4.6%	2.4%	278.7M	-3.27B	-49.3M	0.63	60.52	234,080	148,620	3,584,980	1,964,180
2020-10-02	$73.27	$80.00	38.9%	9.1%	29.5%	39.8%	31.5%	4.6%	2.2%	98.9M	-2.03B	-48.4M	0.69	61.43	273,960	189,460	3,668,100	2,012,320
2020-10-05	$74.13	$73.75	39.1%	11.3%	29.6%	40.0%	39.7%	4.1%	-0.1%	209.6M	-2.75B	-48.2M	0.88	30.03	173,840	152,160	3,502,020	1,905,140
2020-10-06	$72.74	$73.75	40.5%	11.4%	26.8%	42.3%	39.2%	4.7%	-1.1%	154.6M	-1.40B	-46.5M	0.65	30.41	197,720	128,940	3,566,540	1,958,620
2020-10-07	$73.02	$73.75	38.6%	11.0%	26.0%	39.2%	38.0%	4.1%	-0.4%	180.8M	-1.56B	-46.6M	0.49	32.72	262,300	129,360	3,625,600	2,013,640
2020-10-08	$74.32	$73.75	39.6%	11.1%	26.7%	40.9%	38.6%	3.1%	-0.7%	387.7M	-3.49B	-48.9M	0.95	34.37	433,560	411,060	3,708,140	2,033,480
2020-10-09	$75.68	$73.75	38.0%	10.7%	27.2%	38.4%	37.7%	2.7%	-0.7%	382.9M	-6.08B	-52.1M	0.60	34.58	368,080	222,400	3,763,860	2,095,920
2020-10-12	$78.71	$73.75	37.4%	10.5%	30.6%	37.4%	37.1%	2.5%	-0.5%	463.4M	-8.86B	-52.9M	0.65	39.08	394,000	257,720	3,618,440	1,978,700
2020-10-13	$78.96	$73.75	36.9%	10.4%	30.5%	36.7%	36.6%	2.0%	-0.3%	433.8M	-9.06B	-52.4M	0.47	41.46	215,500	101,300	3,637,160	2,067,840
2020-10-14	$78.67	$73.75	37.5%	10.7%	30.4%	37.6%	37.2%	2.4%	-0.4%	395.0M	-8.55B	-52.3M	0.64	39.89	249,160	158,440	3,688,860	2,093,680
2020-10-15	$78.24	$74.00	38.1%	10.8%	29.0%	38.6%	38.0%	2.6%	-0.8%	336.0M	-7.99B	-52.6M	0.52	39.22	215,340	111,940	3,737,240	2,130,660
2020-10-16	$78.91	$74.00	37.2%	10.5%	26.8%	37.1%	36.9%	1.5%	-0.6%	494.3M	-8.88B	-52.0M	0.59	41.25	265,880	157,280	3,760,120	2,154,440
2020-10-19	$76.72	$74.25	38.3%	10.9%	28.2%	38.9%	38.0%	1.8%	-1.7%	246.0M	-6.15B	-50.3M	1.07	40.40	142,680	152,940	2,954,280	1,785,840
2020-10-20	$78.12	$74.50	38.8%	11.1%	27.2%	39.7%	39.6%	3.4%	-1.5%	284.7M	-7.42B	-51.2M	0.92	40.80	239,060	219,520	2,993,740	1,861,460
2020-10-21	$80.03	$74.50	39.1%	11.2%	24.4%	40.1%	39.4%	3.5%	-1.3%	376.8M	-9.59B	-52.4M	0.91	41.96	281,720	255,660	3,077,560	1,952,700
2020-10-22	$80.92	$74.50	38.9%	11.2%	24.5%	39.7%	39.6%	2.8%	-1.5%	393.9M	-10.55B	-52.8M	0.88	40.57	178,180	157,340	3,143,940	2,028,020
2020-10-23	$81.73	$74.50	38.6%	11.2%	24.4%	39.2%	39.9%	2.9%	-1.3%	429.0M	-11.55B	-52.4M	0.64	41.88	279,460	178,360	3,177,140	2,083,480
2020-10-26	$79.29	$74.50	41.2%	12.3%	27.4%	43.4%	42.9%	3.7%	-0.7%	285.1M	-8.32B	-52.1M	0.96	40.89	158,540	152,800	3,016,380	1,910,640
2020-10-27	$80.19	$74.50	40.0%	12.1%	27.5%	41.5%	42.7%	3.9%	-0.4%	285.6M	-9.06B	-51.8M	1.00	42.47	81,960	82,040	3,051,660	2,007,340
2020-10-28	$76.31	$74.75	44.4%	13.4%	33.6%	48.4%	46.2%	5.6%	-0.6%	184.3M	-5.08B	-51.5M	0.81	39.82	182,520	148,280	3,071,040	2,045,560
2020-10-29	$79.00	$75.00	42.3%	13.0%	35.5%	45.2%	45.7%	5.4%	-0.8%	252.7M	-7.81B	-52.1M	0.62	46.86	249,980	154,700	3,120,620	2,095,260
2020-10-30	$80.59	$75.00	40.4%	12.1%	35.3%	42.1%	42.2%	6.4%	-0.4%	343.2M	-9.73B	-51.7M	0.56	44.74	1,052,220	593,500	3,198,600	2,161,200