GOOGL Options History — October 2017 In October 2017, GOOGL traded between $48.28 and $51.76. ATM implied volatility averaged 24.3%, placing in the 74.9% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 8.9% (HV 20d: 15.5%). Max pain ranged from $47.00 to $49.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2017-10-27 : Highest Volume — 2,034,940 contracts2017-10-27 : Largest IV drop — 31.2% change2017-10-26 : Highest IV Rank — 85.8%2017-10-26 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $49.94 $48.28 $51.76 $48.35 $51.65 Max Pain $47.97 $47.00 $49.50 $47.00 $49.50 ATM IV 24.3% 18.1% 26.3% 24.6% 18.5% Expected Move 6.6% 4.7% 8.2% 4.7% 5.5% HV 20d 15.5% 13.8% 19.6% 14.6% 19.4% HV 60d 15.4% 13.6% 16.3% 16.0% 16.2% IV Rank 74.9% 40.8% 85.8% 76.5% 42.8% IV Percentile 82.4% 54.8% 94.8% 82.5% 56.7% Term Structure -0.9% -1.5% 0.5% -1.2% 0.5% VWIV 23.7% 16.8% 28.4% 16.8% 19.5% Skew 25d 0.9% -1.1% 2.4% 1.2% 0.0% Skew 10d 1.7% -3.8% 4.2% 2.6% 1.0% Call IV 25d 24.2% 18.6% 26.4% 24.4% 18.6% Put IV 25d 25.1% 17.8% 27.6% 25.7% 18.6% Bid-Ask Spread % 45.26 30.87 59.86 58.71 54.09 Gamma HHI 0.07 0.04 0.21 0.06 0.05 Net GEX 342.4M 130.6M 678.8M 305.7M 263.8M Net DEX -5.38B -6.97B -3.20B -3.87B -5.37B Net VEX -25.2M -26.6M -22.9M -26.5M -24.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.54 1.01 0.95 0.68 Total Volume 799,162.727 447,280 2,034,940 504,800 671,620 Total OI 5,159,470 4,424,440 5,798,960 4,870,100 4,991,380
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 2017-10-02 $48.35 $47.00 24.6% 4.7% 14.6% 76.5% 16.8% 1.2% -1.2% 305.7M -3.87B -26.5M 0.95 58.71 N/A N/A 258,880 245,920 2,454,340 2,415,760 2017-10-03 $48.54 $47.00 25.2% 4.9% 13.9% 79.5% 17.3% 2.4% -1.4% 325.6M -4.17B -26.6M 0.81 59.86 N/A N/A 247,180 200,100 2,501,020 2,464,520 2017-10-04 $48.28 $47.00 25.3% 4.7% 14.1% 80.4% 17.0% 2.2% -1.1% 314.3M -3.76B -26.6M 0.90 56.15 N/A N/A 236,160 212,680 2,523,180 2,503,620 2017-10-05 $49.25 $47.50 25.7% 6.7% 15.3% 82.5% 24.2% 1.2% -1.4% 408.2M -5.44B -26.4M 0.61 35.27 N/A N/A 586,840 359,740 2,565,980 2,576,400 2017-10-06 $49.65 $47.75 24.7% 6.5% 14.8% 77.0% 23.4% 1.5% -1.3% 487.0M -6.18B -25.7M 0.56 34.14 N/A N/A 576,980 322,080 2,641,140 2,646,680 2017-10-09 $49.58 $48.00 24.9% 6.7% 14.9% 77.9% 23.8% 2.3% -1.1% 354.1M -5.43B -25.5M 0.83 35.34 N/A N/A 341,360 281,960 2,531,220 2,516,120 2017-10-10 $49.41 $48.00 25.4% 7.0% 15.0% 81.1% 25.4% 2.2% -0.9% 340.8M -5.07B -25.9M 1.01 30.93 N/A N/A 301,980 304,880 2,579,140 2,579,120 2017-10-11 $50.28 $48.00 25.3% 6.9% 16.0% 80.2% 25.1% 1.3% -1.2% 388.5M -6.60B -25.5M 0.55 30.87 N/A N/A 666,920 364,180 2,641,320 2,637,760 2017-10-12 $50.26 $48.00 25.9% 7.2% 15.3% 83.8% 25.9% 1.5% -1.1% 456.9M -6.51B -25.8M 0.63 31.99 N/A N/A 553,260 350,560 2,735,520 2,718,520 2017-10-13 $50.37 $48.00 26.2% 7.3% 14.8% 85.4% 26.4% 1.7% -1.1% 678.8M -6.90B -25.6M 0.54 36.22 N/A N/A 661,080 359,720 2,842,660 2,765,780 2017-10-16 $50.46 $48.00 25.7% 7.3% 14.5% 82.3% 25.9% 0.7% -0.8% 374.9M -6.70B -25.3M 0.61 42.19 N/A N/A 379,820 231,140 2,743,680 2,632,660 2017-10-17 $50.55 $48.00 24.0% 6.8% 14.5% 72.9% 24.6% 0.9% -1.0% 424.5M -6.97B -24.5M 0.86 40.74 N/A N/A 334,460 286,600 2,799,340 2,686,160 2017-10-18 $50.56 $48.00 24.9% 7.1% 14.3% 78.0% 25.5% 0.3% -0.7% 429.7M -6.97B -24.5M 0.77 45.09 N/A N/A 382,560 295,500 2,832,260 2,761,100 2017-10-19 $50.08 $48.00 25.2% 7.3% 15.0% 79.6% 25.8% 0.3% -1.5% 258.1M -5.89B -24.8M 0.71 48.44 N/A N/A 475,780 339,500 2,867,920 2,833,740 2017-10-20 $50.21 $48.00 24.5% 7.1% 14.7% 76.1% 25.1% 1.1% -1.2% 457.1M -6.40B -24.3M 0.59 50.58 N/A N/A 530,840 313,940 2,916,240 2,882,720 2017-10-23 $49.23 $48.00 25.3% 7.6% 16.2% 80.2% 26.9% 0.1% -0.7% 130.6M -3.20B -25.0M 0.84 43.75 N/A N/A 389,280 325,600 2,244,540 2,179,900 2017-10-24 $49.38 $48.00 24.9% 7.6% 16.2% 78.0% 26.7% 0.3% -0.6% 133.1M -3.29B -24.8M 0.78 46.15 N/A N/A 326,200 252,920 2,295,860 2,298,980 2017-10-25 $49.56 $48.00 25.7% 7.9% 13.8% 82.5% 27.7% 0.4% -1.5% 151.8M -3.58B -25.4M 0.89 46.01 N/A N/A 305,420 271,500 2,399,780 2,367,140 2017-10-26 $49.66 $48.25 26.3% 8.2% 13.8% 85.8% 28.4% -0.5% -1.3% 156.5M -3.76B -24.8M 0.69 55.61 N/A N/A 677,020 463,980 2,446,520 2,437,600 2017-10-27 $51.76 $48.38 18.1% 5.3% 19.6% 40.8% 19.1% -1.1% 0.2% 438.2M -6.94B -22.9M 0.62 59.32 N/A N/A 1,258,400 776,540 2,658,720 2,622,560 2017-10-30 $51.70 $49.00 18.7% 5.5% 19.4% 44.3% 19.9% 0.0% 0.3% 254.0M -5.40B -23.7M 0.89 54.24 N/A N/A 456,160 404,340 2,371,060 2,398,680 2017-10-31 $51.65 $49.50 18.5% 5.5% 19.4% 42.8% 19.5% 0.0% 0.5% 263.8M -5.37B -24.0M 0.68 54.09 N/A N/A 399,520 272,100 2,466,720 2,524,660
« Sep 2017 | All History | Nov 2017 » Home GOOGL History October 2017