GOOG Options History — November 2021 In November 2021, GOOG traded between $143.15 and $151.18. ATM implied volatility averaged 23.1%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 3.5% (HV 20d: 26.6%). Max pain ranged from $142.50 to $145.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 1.01.
Notable Days 2021-11-04 : Highest Volume — 1,264,480 contracts2021-11-26 : Largest IV spike — 17.7% change2021-11-26 : Highest IV Rank — 41.5%2021-11-30 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $147.62 $143.15 $151.18 $144.20 $143.15 Max Pain $144.64 $142.50 $145.00 $142.50 $145.00 ATM IV 23.1% 20.8% 27.8% 22.0% 27.6% Expected Move 6.7% 6.0% 8.2% 6.5% 8.2% HV 20d 26.6% 18.6% 29.9% 29.9% 19.9% HV 60d 24.0% 23.6% 25.1% 23.6% 25.1% IV Rank 23.1% 14.4% 41.5% 18.9% 40.7% IV Percentile 35.0% 23.0% 71.8% 27.8% 70.2% Term Structure 0.3% -0.6% 1.0% 0.5% 0.1% VWIV 24.8% 21.9% 29.8% 23.5% 29.2% Skew 25d 2.0% 0.5% 4.6% 1.0% 4.2% Skew 10d 4.4% 1.5% 9.5% 2.9% 8.4% Call IV 25d 22.9% 20.9% 26.7% 22.3% 26.2% Put IV 25d 24.8% 22.5% 31.3% 23.4% 30.4% Bid-Ask Spread % 55.55 43.15 71.12 43.15 48.84 Gamma HHI 0.05 0.03 0.35 0.03 0.03 Net GEX -23.2M -642.2M 989.1M -229.1M -507.3M Net DEX -7.56B -12.15B 79.0M -4.65B -2.08B Net VEX -80.8M -85.7M -75.9M -85.0M -81.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.01 0.59 1.35 0.89 1.15 Total Volume 908,750.476 665,560 1,264,480 1,199,020 857,080 Total OI 5,453,223.81 4,843,060 5,862,300 5,162,400 5,044,020
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 2021-11-01 $144.20 $142.50 22.0% 6.5% 29.9% 18.9% 23.5% 1.0% 0.5% -229.1M -4.65B -85.0M 0.89 43.15 634,640 564,380 1,736,800 3,425,600 2021-11-02 $145.73 $142.50 21.7% 6.1% 29.1% 17.9% 21.9% 1.0% 0.5% -97.8M -6.69B -85.7M 0.69 43.48 620,240 429,240 1,900,620 3,606,240 2021-11-03 $146.76 $142.50 21.9% 6.4% 29.2% 18.6% 23.1% 0.7% 0.6% 49.3M -8.24B -85.5M 1.19 45.60 331,380 392,780 1,976,720 3,648,880 2021-11-04 $148.65 $145.00 23.0% 6.9% 28.9% 22.9% 25.2% 0.5% 0.5% 335.0M -10.95B -84.0M 0.59 59.42 792,800 471,680 2,019,980 3,689,820 2021-11-05 $149.37 $145.00 23.5% 6.9% 28.9% 24.8% 25.8% 0.7% 0.5% 754.7M -11.71B -83.8M 0.65 48.03 742,200 484,280 2,096,580 3,765,720 2021-11-08 $149.32 $145.00 23.3% 6.9% 28.9% 24.1% 25.1% 1.0% 0.4% 35.6M -9.68B -82.1M 1.19 51.24 337,820 403,580 1,782,880 3,474,460 2021-11-09 $149.26 $145.00 23.1% 6.7% 27.5% 23.3% 24.9% 1.3% 0.4% 13.9M -9.55B -82.0M 1.05 54.95 374,700 394,520 1,858,480 3,585,660 2021-11-10 $146.21 $145.00 23.3% 7.0% 28.8% 24.1% 25.9% 2.8% 1.0% -322.5M -5.32B -84.4M 1.23 52.65 385,680 472,720 1,925,520 3,657,840 2021-11-11 $146.97 $145.00 22.1% 6.4% 27.7% 19.2% 25.1% 2.6% 0.5% -253.2M -6.56B -82.5M 1.33 52.97 285,120 380,440 1,981,980 3,734,400 2021-11-12 $149.66 $145.00 22.0% 6.4% 28.3% 18.9% 25.0% 1.8% 0.3% 552.5M -11.43B -79.4M 0.97 55.88 528,720 515,520 2,033,520 3,797,220 2021-11-15 $149.37 $145.00 22.0% 6.3% 28.3% 18.9% 23.7% 1.7% 0.3% -88.4M -9.27B -77.8M 1.25 60.54 319,160 399,740 1,770,780 3,565,400 2021-11-16 $149.26 $145.00 20.8% 6.0% 28.2% 14.4% 22.6% 1.7% 0.5% -86.8M -9.38B -76.6M 1.17 65.42 353,260 414,720 1,849,640 3,654,360 2021-11-17 $149.49 $145.00 21.1% 6.1% 27.9% 15.6% 22.8% 2.1% 0.5% 5.0M -9.77B -76.1M 0.90 70.77 369,820 333,480 1,886,800 3,724,160 2021-11-18 $151.18 $145.00 22.6% 6.5% 28.1% 21.3% 23.8% 1.6% 0.1% 389.7M -12.15B -76.5M 0.70 71.12 667,500 464,120 1,951,740 3,761,000 2021-11-19 $149.99 $145.00 21.9% 6.3% 25.9% 18.7% 23.1% 1.4% 0.2% 989.1M -10.54B -75.9M 0.71 67.35 637,420 454,280 2,039,800 3,817,900 2021-11-22 $148.06 $145.00 22.9% 6.6% 26.6% 22.4% 24.6% 2.1% -0.2% -290.2M -6.10B -77.8M 0.95 63.75 442,000 418,760 1,596,040 3,247,020 2021-11-23 $146.63 $145.00 23.6% 6.7% 26.8% 25.3% 25.8% 3.0% -0.4% -423.4M -4.28B -79.7M 1.14 56.16 489,120 555,840 1,716,480 3,349,060 2021-11-24 $146.77 $145.00 23.6% 6.6% 18.6% 25.2% 24.2% 3.0% 0.0% -376.6M -4.89B -80.1M 1.02 55.41 377,400 385,260 1,889,880 3,545,940 2021-11-26 $143.59 $145.00 27.8% 8.2% 19.7% 41.5% 29.8% 4.6% -0.6% -642.2M 79.0M -82.8M 1.35 45.67 357,680 484,020 1,943,320 3,599,260 2021-11-29 $146.49 $145.00 24.5% 7.1% 20.4% 28.7% 25.7% 2.6% 0.5% -295.0M -5.63B -78.0M 1.01 54.07 379,140 381,520 1,611,100 3,255,080 2021-11-30 $143.15 $145.00 27.6% 8.2% 19.9% 40.7% 29.2% 4.2% 0.1% -507.3M -2.08B -81.3M 1.15 48.84 398,760 458,320 1,706,160 3,337,860
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