GOOGL Options History — October 2016

In October 2016, GOOGL traded between $39.96 and $41.74. ATM implied volatility averaged 26.3%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 11.8% (HV 20d: 14.4%). Max pain ranged from $39.50 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.74.

Notable Days

2016-10-28: Highest Volume — 1,798,940 contracts
2016-10-28: Largest IV drop — 30.5% change
2016-10-19: Highest IV Rank — 57.5%
2016-10-26: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.70	$39.96	$41.74	$39.96	$40.48
Max Pain	$39.89	$39.50	$40.00	$39.50	$40.00
ATM IV	26.3%	18.1%	28.6%	26.9%	18.3%
Expected Move	7.1%	4.4%	8.7%	4.5%	5.7%
HV 20d	14.4%	13.5%	15.9%	15.9%	14.6%
HV 60d	13.6%	12.5%	14.4%	14.2%	12.7%
IV Rank	49.1%	19.9%	57.5%	51.3%	20.6%
IV Percentile	67.0%	22.2%	80.2%	69.0%	25.8%
Term Structure	-1.5%	-2.3%	-0.1%	-1.4%	-0.1%
VWIV	24.9%	15.4%	30.2%	16.0%	20.2%
Skew 25d	3.5%	2.0%	4.4%	3.0%	3.4%
Skew 10d	5.4%	2.6%	7.3%	5.8%	4.9%
Call IV 25d	24.7%	16.3%	27.3%	25.3%	16.3%
Put IV 25d	28.2%	19.7%	31.3%	28.2%	19.7%
Bid-Ask Spread %	44.28	13.81	59.03	51.90	59.03
Gamma HHI	0.05	0.04	0.17	0.04	0.04
Net GEX	187.5M	77.4M	350.4M	88.3M	118.4M
Net DEX	-2.22B	-3.57B	-1.34B	-1.34B	-1.51B
Net VEX	-17.6M	-18.3M	-16.8M	-17.3M	-16.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.45	1.06	0.65	0.82
Total Volume	685,134.286	375,740	1,798,940	480,620	687,280
Total OI	4,114,610.476	3,661,240	4,729,000	3,694,080	4,002,140

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2016-10-03	$39.96	$39.50	26.9%	4.5%	15.9%	51.3%	16.0%	3.0%	-1.4%	88.3M	-1.34B	-17.3M	0.65	51.90	N/A	N/A	292,160	188,460	1,905,400	1,788,680
2016-10-04	$40.17	$39.75	26.3%	4.4%	15.2%	49.0%	15.4%	3.2%	-1.0%	178.0M	-1.73B	-17.4M	0.73	53.39	N/A	N/A	290,700	210,980	1,999,560	1,839,880
2016-10-05	$40.05	$39.75	27.4%	4.5%	15.2%	53.0%	15.4%	2.0%	-1.2%	140.0M	-1.51B	-17.7M	0.77	53.70	N/A	N/A	282,600	217,160	2,038,200	1,882,500
2016-10-06	$40.20	$39.75	27.3%	7.2%	15.2%	52.5%	25.4%	2.5%	-1.5%	178.5M	-1.70B	-17.7M	0.79	13.81	N/A	N/A	255,660	201,020	2,082,100	1,942,660
2016-10-07	$40.03	$39.75	26.9%	7.1%	13.9%	51.3%	24.3%	3.5%	-1.3%	77.4M	-1.41B	-17.4M	0.78	15.20	N/A	N/A	331,360	257,740	2,125,140	1,975,640
2016-10-10	$40.78	$39.75	26.5%	7.1%	14.9%	49.9%	24.7%	3.6%	-1.6%	220.1M	-2.46B	-17.3M	0.70	15.84	N/A	N/A	356,720	250,380	1,975,480	1,848,000
2016-10-11	$40.47	$39.75	28.4%	7.6%	13.9%	56.7%	26.4%	4.4%	-1.5%	170.2M	-2.03B	-17.7M	0.93	18.23	N/A	N/A	370,240	343,880	2,039,120	1,916,920
2016-10-12	$40.64	$39.75	27.3%	7.2%	13.8%	52.6%	25.8%	4.1%	-1.8%	237.9M	-2.28B	-17.8M	0.89	48.08	N/A	N/A	198,980	176,760	2,136,640	1,995,300
2016-10-13	$40.21	$40.00	27.0%	7.4%	13.7%	51.7%	26.7%	4.1%	-1.4%	79.3M	-1.48B	-17.5M	0.87	49.20	N/A	N/A	354,980	309,260	2,169,800	2,011,920
2016-10-14	$40.28	$40.00	26.4%	7.2%	13.5%	49.6%	25.4%	3.9%	-1.8%	189.2M	-1.77B	-17.3M	0.81	50.92	N/A	N/A	344,080	278,380	2,266,380	2,063,340
2016-10-17	$40.35	$40.00	27.2%	7.6%	13.5%	52.4%	26.9%	3.9%	-1.9%	177.2M	-1.86B	-17.1M	1.06	51.93	N/A	N/A	233,880	246,880	2,110,980	1,902,680
2016-10-18	$41.16	$40.00	28.5%	8.1%	15.1%	56.9%	28.0%	4.1%	-1.8%	327.4M	-3.11B	-17.3M	0.57	52.76	N/A	N/A	775,260	438,100	2,165,540	1,955,420
2016-10-19	$41.39	$40.00	28.6%	8.2%	15.1%	57.5%	29.1%	4.1%	-2.0%	350.4M	-3.57B	-17.9M	0.57	52.25	N/A	N/A	416,560	236,380	2,382,180	2,118,200
2016-10-20	$41.08	$40.00	27.6%	8.0%	14.6%	53.6%	27.8%	3.6%	-2.2%	310.2M	-3.02B	-18.1M	0.59	53.51	N/A	N/A	437,380	258,880	2,456,900	2,151,200
2016-10-21	$41.13	$40.00	27.5%	8.1%	14.5%	53.5%	28.1%	3.6%	-2.3%	283.8M	-3.24B	-18.0M	0.45	53.08	N/A	N/A	522,880	235,680	2,536,460	2,192,540
2016-10-24	$41.74	$40.00	25.9%	7.9%	14.0%	47.5%	27.9%	3.4%	-1.5%	168.8M	-2.96B	-17.3M	0.62	43.96	N/A	N/A	402,380	248,280	1,987,340	1,673,900
2016-10-25	$41.42	$40.00	26.7%	8.5%	14.0%	50.5%	29.8%	2.7%	-1.7%	157.5M	-2.66B	-18.3M	0.99	44.08	N/A	N/A	222,680	220,680	2,118,940	1,785,460
2016-10-26	$41.11	$40.00	27.4%	8.7%	14.3%	53.1%	30.2%	3.0%	-1.7%	142.2M	-2.38B	-17.9M	0.60	44.95	N/A	N/A	311,580	188,300	2,178,980	1,858,340
2016-10-27	$40.97	$40.00	26.0%	8.4%	14.1%	47.9%	29.1%	3.2%	-1.8%	147.6M	-2.30B	-18.1M	0.69	49.67	N/A	N/A	589,220	405,100	2,283,780	1,911,800
2016-10-28	$41.04	$40.00	18.1%	5.5%	14.1%	19.9%	19.6%	3.3%	-0.1%	195.5M	-2.35B	-17.0M	0.74	54.29	N/A	N/A	1,034,560	764,380	2,536,520	2,094,860
2016-10-31	$40.48	$40.00	18.3%	5.7%	14.6%	20.6%	20.2%	3.4%	-0.1%	118.4M	-1.51B	-16.8M	0.82	59.03	N/A	N/A	376,980	310,300	2,193,200	1,808,940