GOOGL Options History — October 2015 In October 2015, GOOGL traded between $31.93 and $37.22. ATM implied volatility averaged 30.6%, placing in the 60.6% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 4.8% (HV 20d: 25.8%). Max pain ranged from $32.25 to $34.25. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.61.
Notable Days 2015-10-23 : Highest Volume — 2,444,980 contracts2015-10-23 : Largest IV drop — 39.3% change2015-10-08 : Highest IV Rank — 93.0%2015-10-01 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $34.55 $31.93 $37.22 $31.93 $36.93 Max Pain $32.93 $32.25 $34.25 $32.50 $34.25 ATM IV 30.6% 18.4% 38.6% 37.3% 18.6% Expected Move 8.5% 5.5% 11.4% 11.4% 5.6% HV 20d 25.8% 23.9% 30.5% 23.9% 27.5% HV 60d 33.7% 27.5% 43.3% 43.0% 30.7% IV Rank 60.6% 10.7% 93.0% 87.7% 11.5% IV Percentile 76.8% 23.4% 98.8% 97.6% 25.4% Term Structure -1.4% -2.9% 0.4% -1.7% 0.4% VWIV 29.9% 19.9% 39.4% 39.4% 19.9% Skew 25d 4.2% 2.4% 5.5% 5.0% 2.5% Skew 10d 8.3% 4.4% 11.3% 10.4% 4.8% Call IV 25d 29.0% 17.5% 37.3% 35.4% 17.6% Put IV 25d 33.2% 20.1% 42.4% 40.4% 20.2% Bid-Ask Spread % 39.24 12.97 62.30 58.56 58.61 Gamma HHI 0.07 0.03 0.19 0.03 0.08 Net GEX 167.1M 76.3M 313.1M 81.0M 175.4M Net DEX -4.09B -6.27B -1.75B -1.75B -5.58B Net VEX -14.1M -18.0M -11.2M -17.5M -11.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.35 0.92 0.84 0.54 Total Volume 911,746.364 502,480 2,444,980 502,480 918,560 Total OI 5,391,002.727 4,567,340 6,025,620 5,911,960 5,354,640
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-10-01 $31.93 $32.50 37.3% 11.4% 23.9% 87.7% 39.4% 5.0% -1.7% 81.0M -1.75B -17.5M 0.84 58.56 N/A N/A 273,480 229,000 3,445,700 2,466,260 2015-10-02 $32.79 $32.50 35.6% 10.3% 25.5% 80.8% 34.9% 4.9% -1.8% 169.9M -3.28B -15.8M 0.58 60.84 N/A N/A 690,580 402,460 3,498,840 2,512,040 2015-10-05 $33.58 $32.25 34.6% 9.0% 26.1% 76.7% 33.0% 4.9% -1.4% 168.3M -3.12B -18.0M 0.59 27.40 N/A N/A 358,240 211,560 3,105,740 2,280,500 2015-10-06 $33.58 $32.50 36.4% 9.5% 25.3% 84.3% 34.3% 5.2% -1.6% 142.4M -3.77B -15.4M 0.67 17.95 N/A N/A 463,580 309,060 3,323,120 2,421,980 2015-10-07 $33.42 $32.50 38.5% 9.9% 25.3% 92.7% 34.8% 5.2% -2.4% 116.9M -3.89B -13.7M 0.65 20.93 N/A N/A 531,560 343,620 3,346,640 2,475,580 2015-10-08 $33.37 $32.50 38.6% 10.1% 24.9% 93.0% 35.5% 5.1% -1.8% 119.8M -3.65B -14.3M 0.35 22.45 N/A N/A 1,055,180 364,160 3,468,800 2,556,820 2015-10-09 $33.58 $32.50 37.1% 9.7% 25.0% 87.0% 34.5% 4.9% -2.0% 180.0M -4.19B -12.8M 0.44 14.67 N/A N/A 658,800 287,660 3,198,920 2,608,380 2015-10-12 $33.77 $32.50 35.5% 9.4% 25.0% 80.4% 33.7% 5.5% -2.4% 141.1M -2.96B -16.3M 0.61 12.97 N/A N/A 390,140 239,140 2,941,900 2,346,980 2015-10-13 $34.10 $32.50 34.0% 9.2% 24.2% 74.4% 32.4% 5.0% -1.8% 175.0M -3.85B -14.5M 0.55 23.05 N/A N/A 558,180 304,480 2,980,260 2,355,880 2015-10-14 $33.99 $32.50 33.6% 9.0% 24.2% 72.6% 32.1% 4.7% -2.2% 165.2M -4.16B -12.3M 0.58 31.43 N/A N/A 518,980 303,020 3,056,880 2,414,660 2015-10-15 $34.67 $32.50 32.1% 8.6% 25.0% 66.5% 30.7% 5.3% -2.5% 247.9M -4.72B -14.9M 0.55 32.47 N/A N/A 605,200 334,920 3,104,180 2,454,400 2015-10-16 $34.75 $32.50 32.2% 8.8% 24.0% 66.9% 30.4% 3.9% -2.3% 228.8M -4.08B -14.8M 0.38 24.91 N/A N/A 665,320 254,840 3,104,040 2,502,800 2015-10-19 $34.94 $32.50 31.4% 8.8% 23.9% 63.7% 30.2% 4.7% -1.8% 114.8M -3.32B -14.8M 0.60 35.17 N/A N/A 324,360 193,620 2,464,740 2,102,600 2015-10-20 $33.82 $32.50 34.4% 9.8% 24.7% 76.0% 34.0% 4.4% -2.5% 92.0M -3.58B -12.3M 0.59 36.27 N/A N/A 391,600 229,880 2,594,640 2,155,460 2015-10-21 $33.55 $32.75 33.9% 9.7% 24.6% 73.9% 33.1% 3.8% -1.7% 76.3M -3.23B -14.9M 0.73 38.10 N/A N/A 329,720 241,680 2,711,420 2,231,420 2015-10-22 $34.00 $33.00 33.7% 9.8% 25.0% 72.9% 33.1% 4.1% -2.9% 102.6M -2.85B -15.9M 0.51 56.13 N/A N/A 931,200 478,560 2,777,700 2,321,900 2015-10-23 $36.07 $33.50 20.4% 5.9% 30.5% 18.8% 21.2% 2.7% -0.8% 313.1M -6.27B -11.2M 0.66 54.21 N/A N/A 1,477,320 967,660 3,055,540 2,548,540 2015-10-26 $36.58 $34.00 19.5% 5.7% 28.5% 14.9% 20.6% 2.4% 0.4% 185.4M -4.87B -13.1M 0.70 57.75 N/A N/A 521,160 362,860 2,625,180 2,292,800 2015-10-27 $36.68 $34.00 19.3% 5.7% 28.3% 14.1% 20.9% 2.6% 0.3% 177.2M -5.29B -12.1M 0.92 54.86 N/A N/A 380,600 350,660 2,631,520 2,373,840 2015-10-28 $36.79 $34.00 19.0% 5.6% 27.9% 12.9% 20.0% 2.9% 0.4% 193.6M -5.57B -11.6M 0.84 62.30 N/A N/A 403,280 340,540 2,680,340 2,438,940 2015-10-29 $37.22 $34.13 18.4% 5.5% 27.9% 10.7% 20.0% 2.7% 0.3% 309.2M -6.02B -11.7M 0.64 62.25 N/A N/A 526,060 335,940 2,756,480 2,513,060 2015-10-30 $36.93 $34.25 18.6% 5.6% 27.5% 11.5% 19.9% 2.5% 0.4% 175.4M -5.58B -11.5M 0.54 58.61 N/A N/A 595,680 322,880 2,784,960 2,569,680
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