GOOG Options History — October 2023

In October 2023, GOOG traded between $122.97 and $141.70. ATM implied volatility averaged 31.9%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 4.0% (HV 20d: 28.0%). Max pain ranged from $124.00 to $130.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.77.

Notable Days

2023-10-25: Highest Volume — 528,106 contracts
2023-10-25: Largest IV drop — 14.3% change
2023-10-20: Highest IV Rank — 59.4%
2023-10-20: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$135.33	$122.97	$141.70	$134.72	$125.25
Max Pain	$125.18	$124.00	$130.00	$125.00	$125.00
ATM IV	31.9%	26.7%	35.8%	32.7%	26.7%
Expected Move	9.0%	7.8%	10.5%	7.8%	8.0%
HV 20d	28.0%	20.8%	43.6%	21.8%	43.4%
HV 60d	25.5%	21.2%	30.7%	26.4%	30.2%
IV Rank	43.4%	25.4%	59.4%	44.1%	25.4%
IV Percentile	49.6%	22.6%	80.6%	49.2%	22.6%
Term Structure	-0.9%	-2.6%	0.2%	-1.0%	0.2%
VWIV	31.5%	26.4%	37.9%	26.7%	26.4%
Skew 25d	4.8%	3.9%	5.8%	4.7%	4.5%
Skew 10d	8.9%	7.3%	10.9%	8.6%	8.1%
Call IV 25d	29.5%	24.5%	33.4%	30.4%	24.5%
Put IV 25d	34.3%	29.0%	39.0%	35.0%	29.0%
Bid-Ask Spread %	5.04	2.81	7.61	4.41	5.35
Gamma HHI	0.06	0.03	0.13	0.06	0.03
Net GEX	182.7M	13.1M	345.2M	174.3M	80.3M
Net DEX	-7.54B	-10.35B	-2.56B	-7.57B	-3.78B
Net VEX	-39.1M	-41.3M	-35.7M	-40.4M	-35.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.44	1.08	0.62	0.64
Total Volume	175,954.909	91,141	528,106	106,531	129,030
Total OI	2,344,057.182	2,131,918	2,471,579	2,243,124	2,365,746

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
2023-10-02	$134.72	$125.00	32.7%	7.8%	21.8%	44.1%	26.7%	4.7%	-1.0%	174.3M	-7.57B	-40.4M	0.62	4.41	65,687	40,844	1,280,180	962,944
2023-10-03	$133.05	$125.00	35.5%	8.8%	22.2%	55.1%	33.4%	5.4%	-1.1%	148.0M	-6.92B	-41.3M	0.98	5.67	55,926	55,069	1,297,388	974,720
2023-10-04	$136.44	$124.00	33.5%	7.9%	23.8%	47.1%	27.6%	5.0%	-1.1%	236.4M	-8.38B	-41.0M	0.78	6.25	67,010	52,481	1,315,318	985,082
2023-10-05	$136.13	$125.00	33.3%	9.2%	23.6%	46.6%	31.2%	5.0%	-1.2%	243.4M	-8.21B	-41.2M	1.08	3.54	43,909	47,232	1,327,101	996,446
2023-10-06	$139.00	$125.00	31.6%	8.6%	24.7%	39.7%	30.6%	4.3%	-1.2%	345.2M	-9.65B	-40.2M	0.88	2.81	108,781	95,244	1,335,231	1,003,918
2023-10-09	$139.41	$125.00	31.9%	8.7%	24.6%	40.8%	30.9%	4.4%	-1.0%	258.4M	-9.33B	-39.7M	0.71	4.93	74,752	53,333	1,307,356	985,599
2023-10-10	$139.49	$125.00	30.9%	8.5%	24.2%	37.2%	30.7%	4.3%	-1.2%	253.6M	-9.33B	-39.4M	0.78	5.11	74,685	58,076	1,320,097	1,010,371
2023-10-11	$141.70	$125.00	30.1%	8.5%	24.7%	34.0%	30.0%	3.9%	-0.3%	315.3M	-10.35B	-39.2M	0.59	4.36	129,259	76,020	1,330,836	1,019,299
2023-10-12	$140.45	$125.00	30.6%	8.6%	24.5%	35.9%	30.2%	4.1%	-0.7%	272.2M	-9.76B	-39.4M	1.08	5.63	75,828	81,902	1,355,002	1,048,932
2023-10-13	$138.59	$125.00	32.6%	9.1%	24.8%	44.0%	33.2%	5.1%	-1.1%	156.7M	-8.75B	-40.0M	1.00	5.37	75,914	75,783	1,371,327	1,062,280
2023-10-16	$140.47	$125.00	32.2%	9.1%	25.1%	43.5%	32.8%	5.0%	-1.5%	238.1M	-9.60B	-39.0M	0.44	4.72	98,931	43,622	1,335,811	1,017,089
2023-10-17	$140.59	$130.00	32.6%	9.3%	25.1%	45.3%	33.7%	5.1%	-1.9%	257.2M	-9.68B	-39.4M	0.89	4.72	60,057	53,165	1,369,239	1,029,809
2023-10-18	$138.78	$125.00	34.0%	9.7%	23.2%	51.9%	34.1%	5.3%	-1.4%	213.1M	-8.89B	-39.6M	0.82	5.49	50,831	41,803	1,374,315	1,038,704
2023-10-19	$138.63	$125.00	34.7%	10.0%	21.2%	54.8%	35.2%	5.5%	-1.8%	203.4M	-8.81B	-39.2M	0.64	5.14	80,059	51,436	1,382,802	1,044,931
2023-10-20	$136.88	$125.00	35.8%	10.5%	21.8%	59.4%	36.1%	5.6%	-2.6%	106.8M	-8.07B	-40.2M	0.90	5.38	101,824	91,783	1,401,624	1,054,792
2023-10-23	$138.30	$125.00	34.6%	10.4%	22.0%	55.5%	37.9%	5.8%	-1.0%	161.8M	-7.58B	-39.3M	0.61	4.71	80,475	48,697	1,217,831	914,087
2023-10-24	$140.50	$125.00	33.9%	10.3%	20.8%	55.9%	36.2%	4.3%	-1.1%	195.2M	-8.53B	-39.3M	0.80	4.35	135,763	108,757	1,260,435	937,919
2023-10-25	$126.73	$125.00	29.0%	8.7%	43.2%	34.5%	29.7%	4.3%	0.1%	22.7M	-3.41B	-36.8M	0.73	4.80	305,677	222,429	1,311,173	992,186
2023-10-26	$123.28	$125.00	29.9%	9.0%	43.5%	39.1%	30.4%	4.9%	0.0%	13.1M	-2.56B	-36.5M	0.66	6.42	188,964	124,553	1,409,332	1,012,127
2023-10-27	$122.97	$125.00	29.0%	8.5%	43.5%	36.5%	29.2%	4.6%	-0.1%	38.1M	-2.64B	-36.6M	0.76	7.61	161,497	122,232	1,453,420	1,018,159
2023-10-30	$125.84	$125.00	27.5%	8.2%	43.6%	29.0%	27.6%	4.7%	0.1%	86.5M	-4.05B	-36.9M	0.54	4.05	105,263	56,425	1,343,619	994,681
2023-10-31	$125.25	$125.00	26.7%	8.0%	43.4%	25.4%	26.4%	4.5%	0.2%	80.3M	-3.78B	-35.7M	0.64	5.35	78,626	50,404	1,361,767	1,003,979