GOOG Options History — October 2021

In October 2021, GOOG traded between $133.37 and $147.96. ATM implied volatility averaged 26.3%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 0.0% (HV 20d: 26.3%). Max pain ranged from $137.50 to $142.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.18.

Notable Days

2021-10-27: Highest Volume — 2,546,780 contracts
2021-10-27: Largest IV drop — 19.0% change
2021-10-04: Highest IV Rank — 61.6%
2021-10-04: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$140.50	$133.37	$147.96	$136.66	$147.96
Max Pain	$141.42	$137.50	$142.50	$137.50	$142.50
ATM IV	26.3%	20.0%	33.9%	29.8%	21.4%
Expected Move	7.3%	5.9%	9.0%	6.9%	6.2%
HV 20d	26.3%	22.9%	30.0%	22.9%	29.7%
HV 60d	20.2%	18.9%	22.9%	19.0%	22.9%
IV Rank	33.8%	10.3%	61.6%	46.6%	16.6%
IV Percentile	51.2%	16.3%	86.1%	76.2%	24.6%
Term Structure	-0.7%	-1.3%	0.7%	-1.2%	0.7%
VWIV	26.6%	21.3%	31.5%	24.9%	22.4%
Skew 25d	4.0%	0.4%	8.1%	7.1%	0.4%
Skew 10d	8.1%	0.8%	16.1%	14.1%	1.1%
Call IV 25d	24.9%	20.4%	29.9%	27.0%	21.8%
Put IV 25d	28.9%	21.0%	38.0%	34.1%	22.2%
Bid-Ask Spread %	39.09	18.40	56.73	56.73	43.91
Gamma HHI	0.04	0.02	0.18	0.05	0.04
Net GEX	-238.1M	-1.04B	865.9M	-474.1M	270.6M
Net DEX	-2.29B	-11.90B	5.21B	3.28B	-11.78B
Net VEX	-83.6M	-89.2M	-75.6M	-75.6M	-82.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.18	0.74	2.20	1.21	0.76
Total Volume	1,051,876.19	417,520	2,546,780	1,266,100	1,579,600
Total OI	5,446,999.048	4,696,660	6,092,060	5,372,580	6,092,060

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
2021-10-01	$136.66	$137.50	29.8%	6.9%	22.9%	46.6%	24.9%	7.1%	-1.2%	-474.1M	3.28B	-75.6M	1.21	56.73	573,460	692,640	1,869,100	3,503,480
2021-10-04	$133.37	$142.50	33.9%	9.0%	24.0%	61.6%	31.5%	8.1%	-1.2%	-555.0M	5.21B	-78.1M	0.90	18.40	370,740	334,800	1,586,680	3,199,120
2021-10-05	$136.45	$142.50	30.8%	8.3%	25.7%	50.2%	30.6%	6.8%	-1.3%	-521.3M	2.72B	-85.0M	1.89	21.11	341,700	646,860	1,679,060	3,420,460
2021-10-06	$137.12	$142.00	30.6%	8.3%	25.9%	49.5%	29.5%	6.5%	-1.0%	-291.6M	1.17B	-85.9M	0.93	24.18	358,660	334,180	1,833,740	3,583,460
2021-10-07	$139.45	$141.50	28.4%	7.8%	26.8%	41.5%	27.9%	5.9%	-1.2%	95.4M	-2.72B	-87.9M	0.74	31.15	638,540	471,000	1,903,540	3,765,040
2021-10-08	$139.86	$141.50	28.0%	7.7%	25.8%	39.9%	27.6%	5.6%	-0.8%	534.8M	-3.96B	-86.6M	0.76	28.32	448,300	339,140	1,949,200	3,791,960
2021-10-11	$139.54	$141.50	28.2%	7.8%	25.6%	40.5%	28.4%	5.5%	-0.6%	-393.5M	-1.26B	-86.2M	0.91	34.04	389,920	356,600	1,760,480	3,501,720
2021-10-12	$136.64	$141.25	30.0%	8.3%	26.5%	47.2%	30.3%	5.2%	-0.8%	-588.8M	2.89B	-85.4M	0.87	33.19	290,740	254,280	1,795,120	3,549,200
2021-10-13	$137.90	$141.25	27.7%	7.7%	26.2%	38.6%	28.5%	4.8%	-0.7%	-790.0M	2.06B	-85.1M	0.82	35.02	229,740	187,780	1,916,600	3,687,960
2021-10-14	$141.29	$141.00	25.2%	7.0%	27.9%	29.4%	26.0%	3.9%	-1.2%	225.9M	-5.22B	-83.0M	0.97	41.42	353,600	344,720	1,978,900	3,772,160
2021-10-15	$141.64	$141.00	23.8%	6.7%	26.9%	24.6%	25.0%	3.7%	-0.8%	865.9M	-6.41B	-80.7M	0.80	44.65	555,080	443,740	2,025,700	3,806,000
2021-10-18	$142.83	$141.00	24.1%	6.8%	25.6%	25.4%	25.3%	3.6%	-0.8%	-359.4M	-4.35B	-77.9M	0.85	44.82	297,380	252,580	1,505,820	3,190,840
2021-10-19	$143.83	$141.00	23.9%	6.8%	25.2%	24.7%	25.5%	3.0%	-0.8%	-246.2M	-5.96B	-77.3M	1.55	46.23	229,920	357,080	1,584,600	3,309,980
2021-10-20	$142.47	$141.50	24.5%	7.0%	25.4%	26.9%	26.2%	2.5%	-0.8%	-645.3M	-3.94B	-81.2M	2.20	42.76	337,180	742,660	1,708,000	3,626,400
2021-10-21	$142.58	$141.25	25.1%	7.2%	25.3%	29.2%	26.1%	2.4%	-0.7%	-549.5M	-3.96B	-87.2M	1.31	44.67	457,040	599,440	1,788,560	3,781,660
2021-10-22	$138.64	$141.50	26.7%	7.8%	27.1%	35.0%	27.4%	3.0%	-1.2%	-1.04B	4.73B	-87.9M	1.99	41.35	710,180	1,414,160	1,855,020	3,855,400
2021-10-25	$138.56	$141.00	25.9%	7.7%	27.0%	32.2%	26.9%	3.1%	-0.8%	-573.9M	1.03B	-89.2M	2.13	44.51	313,940	670,020	1,652,320	3,549,580
2021-10-26	$140.06	$142.00	24.6%	7.3%	23.6%	27.5%	26.4%	1.8%	-0.2%	-519.7M	-885.2M	-89.0M	1.46	46.77	466,140	680,540	1,738,040	3,664,980
2021-10-27	$147.82	$142.00	20.0%	5.9%	29.6%	10.3%	21.6%	0.6%	0.4%	335.7M	-11.90B	-80.7M	0.75	49.36	1,455,160	1,091,620	1,867,700	3,831,840
2021-10-28	$145.89	$142.50	20.3%	5.9%	30.0%	11.4%	21.3%	0.7%	0.6%	225.1M	-8.80B	-83.9M	0.89	48.30	783,380	695,160	2,011,620	3,893,880
2021-10-29	$147.96	$142.50	21.4%	6.2%	29.7%	16.6%	22.4%	0.4%	0.7%	270.6M	-11.78B	-82.5M	0.76	43.91	898,080	681,520	2,098,620	3,993,440