GOOG Options History — November 2023 In November 2023, GOOG traded between $127.59 and $140.00. ATM implied volatility averaged 20.9%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 14.7% (HV 20d: 35.6%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2023-11-17 : Highest Volume — 208,355 contracts2023-11-02 : Largest IV drop — 6.0% change2023-11-01 : Highest IV Rank — 12.4%2023-11-01 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $134.89 $127.59 $140.00 $127.59 $133.36 Max Pain $124.05 $120.00 $125.00 $125.00 $125.00 ATM IV 20.9% 19.3% 24.0% 24.0% 20.5% Expected Move 6.1% 5.5% 7.0% 7.0% 6.1% HV 20d 35.6% 15.5% 43.4% 42.9% 18.2% HV 60d 30.3% 29.5% 30.8% 30.5% 29.9% IV Rank 2.1% 0.0% 12.4% 12.4% 5.4% IV Percentile 1.3% 0.0% 7.1% 7.1% 2.8% Term Structure 0.2% -0.3% 1.7% 0.4% 0.2% VWIV 21.9% 19.7% 24.6% 23.1% 21.7% Skew 25d 2.7% 1.9% 4.1% 4.1% 2.2% Skew 10d 5.5% 4.2% 7.3% 7.3% 4.6% Call IV 25d 19.7% 18.2% 22.2% 22.2% 19.5% Put IV 25d 22.5% 20.4% 26.3% 26.3% 21.8% Bid-Ask Spread % 5.19 1.92 10.34 2.90 5.43 Gamma HHI 0.07 0.04 0.11 0.04 0.04 Net GEX 247.1M 112.6M 352.9M 161.1M 112.6M Net DEX -7.34B -9.44B -4.75B -4.75B -5.67B Net VEX -33.7M -35.9M -31.8M -35.9M -31.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.45 1.59 1.24 0.51 Total Volume 125,651.143 62,530 208,355 186,196 204,232 Total OI 2,338,140.619 2,180,682 2,461,878 2,394,934 2,280,028
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 2023-11-01 $127.59 $125.00 24.0% 7.0% 42.9% 12.4% 23.1% 4.1% 0.4% 161.1M -4.75B -35.9M 1.24 2.90 83,188 103,008 1,382,648 1,012,286 2023-11-02 $128.68 $125.00 22.6% 6.7% 43.1% 5.5% 23.7% 3.6% 0.3% 211.0M -5.27B -35.5M 0.67 2.16 78,076 52,070 1,390,467 1,018,624 2023-11-03 $130.38 $125.00 21.3% 6.4% 42.7% 0.0% 24.6% 3.3% 0.4% 179.9M -6.22B -35.0M 0.50 3.19 133,124 66,718 1,405,995 1,029,073 2023-11-06 $131.38 $125.00 21.4% 6.5% 42.8% 0.1% 22.6% 3.4% 1.0% 194.3M -6.19B -34.6M 0.67 3.39 49,435 33,090 1,339,221 1,003,903 2023-11-07 $132.95 $125.00 20.9% 6.1% 43.1% 0.0% 21.5% 3.4% 0.0% 235.8M -6.96B -34.0M 0.54 2.82 74,730 40,258 1,343,161 1,011,539 2023-11-08 $133.25 $125.00 21.0% 6.1% 42.6% 0.3% 21.5% 3.1% 0.3% 248.7M -7.14B -34.5M 0.57 6.00 65,058 37,140 1,360,563 1,020,382 2023-11-09 $131.75 $125.00 22.1% 6.7% 42.7% 5.3% 23.0% 3.3% 1.7% 222.8M -6.37B -34.8M 0.72 2.63 48,274 34,832 1,382,551 1,022,752 2023-11-10 $134.14 $125.00 20.8% 6.1% 43.1% 0.0% 21.6% 2.8% 0.5% 315.8M -7.62B -34.3M 0.79 6.05 81,025 64,133 1,389,070 1,025,433 2023-11-13 $133.84 $125.00 21.6% 6.2% 42.8% 3.5% 24.6% 3.2% 0.3% 218.2M -7.12B -33.9M 1.59 1.92 31,631 50,269 1,343,131 1,002,880 2023-11-14 $135.93 $125.00 21.1% 6.1% 43.2% 1.4% 22.1% 2.7% -0.0% 265.0M -8.06B -33.4M 0.68 6.62 102,935 70,047 1,351,755 1,019,868 2023-11-15 $136.37 $120.00 21.3% 6.1% 43.0% 2.2% 21.3% 2.6% -0.1% 265.4M -8.38B -33.8M 0.65 2.41 43,435 28,275 1,375,218 1,046,399 2023-11-16 $138.55 $120.00 20.7% 5.9% 43.4% 0.0% 22.0% 2.8% 0.3% 338.6M -9.44B -33.8M 0.52 5.82 112,117 58,756 1,382,065 1,053,822 2023-11-17 $137.05 $120.00 21.4% 6.2% 43.4% 3.3% 21.7% 2.2% -0.3% 284.7M -8.75B -33.3M 0.59 4.53 130,816 77,539 1,396,850 1,065,028 2023-11-20 $137.89 $120.00 20.3% 5.8% 43.3% 0.0% 21.7% 2.3% -0.1% 279.4M -7.99B -32.8M 0.63 8.35 61,294 38,806 1,246,661 934,021 2023-11-21 $138.47 $125.00 20.2% 5.8% 42.9% 0.0% 22.5% 2.2% -0.2% 299.0M -8.19B -33.4M 0.79 4.10 55,689 44,146 1,261,585 952,096 2023-11-22 $140.00 $125.00 19.4% 5.5% 19.5% 0.0% 20.3% 2.1% 0.0% 352.9M -8.94B -33.3M 0.87 7.87 74,863 65,390 1,273,446 969,757 2023-11-24 $138.13 $125.00 19.6% 5.6% 16.8% 0.8% 19.7% 1.9% -0.3% 285.7M -8.06B -33.0M 0.62 6.96 56,935 35,100 1,285,508 1,001,198 2023-11-27 $138.28 $125.00 19.6% 5.7% 16.7% 0.9% 20.1% 2.1% 0.2% 271.8M -8.01B -32.5M 0.91 8.96 42,390 38,736 1,251,303 967,240 2023-11-28 $138.31 $125.00 19.3% 5.6% 15.5% 0.0% 20.0% 2.1% 0.2% 266.3M -7.99B -32.4M 0.95 6.50 32,065 30,465 1,260,296 985,872 2023-11-29 $136.45 $125.00 19.8% 5.9% 16.5% 2.2% 20.6% 2.0% 0.2% 180.9M -7.11B -32.4M 0.45 10.34 75,139 33,445 1,264,952 992,306 2023-11-30 $133.36 $125.00 20.5% 6.1% 18.2% 5.4% 21.7% 2.2% 0.2% 112.6M -5.67B -31.8M 0.51 5.43 135,324 68,908 1,279,801 1,000,227
« Oct 2023 | All History | Dec 2023 » Home GOOG History November 2023