GOOGL Options History — November 2017

In November 2017, GOOGL traded between $51.71 and $53.60. ATM implied volatility averaged 16.9%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 0.9% (HV 20d: 17.8%). Max pain ranged from $49.00 to $51.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.80.

Notable Days

2017-11-29: Highest Volume — 1,072,080 contracts
2017-11-29: Largest IV spike — 13.9% change
2017-11-09: Highest IV Rank — 46.2%
2017-11-29: Largest Expected Move — 5.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.35	$51.71	$53.60	$52.13	$51.80
Max Pain	$49.80	$49.00	$51.00	$49.50	$51.00
ATM IV	16.9%	14.7%	19.1%	18.3%	17.4%
Expected Move	5.0%	4.2%	5.7%	5.3%	5.4%
HV 20d	17.8%	12.9%	19.8%	19.3%	15.5%
HV 60d	15.8%	15.2%	16.4%	16.2%	16.4%
IV Rank	34.4%	22.3%	46.2%	41.7%	36.8%
IV Percentile	44.0%	21.4%	61.9%	56.0%	51.6%
Term Structure	0.2%	-0.6%	1.0%	0.7%	0.3%
VWIV	17.9%	15.1%	19.9%	19.1%	19.0%
Skew 25d	0.8%	-0.2%	1.6%	0.8%	1.2%
Skew 10d	1.6%	-0.6%	3.4%	1.0%	2.9%
Call IV 25d	16.9%	14.2%	19.5%	18.2%	17.1%
Put IV 25d	17.7%	15.4%	19.6%	19.0%	18.3%
Bid-Ask Spread %	55.50	47.17	62.43	56.03	57.96
Gamma HHI	0.10	0.05	0.67	0.07	0.09
Net GEX	345.5M	-8.2M	1.61B	375.6M	-8.2M
Net DEX	-5.57B	-6.84B	-2.95B	-6.28B	-2.95B
Net VEX	-23.2M	-24.4M	-22.1M	-24.4M	-24.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.53	1.13	0.69	0.86
Total Volume	729,161.905	512,720	1,072,080	744,380	661,560
Total OI	5,032,781.905	4,386,520	5,408,620	5,110,420	5,394,980

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
2017-11-01	$52.13	$49.50	18.3%	5.3%	19.3%	41.7%	19.1%	0.8%	0.7%	375.6M	-6.28B	-24.4M	0.69	56.03	N/A	N/A	440,940	303,440	2,546,100	2,564,320
2017-11-02	$52.19	$49.00	17.7%	5.4%	18.4%	38.4%	19.6%	0.4%	0.9%	391.8M	-6.16B	-24.1M	0.82	49.11	N/A	N/A	365,920	301,500	2,546,140	2,601,380
2017-11-03	$52.48	$49.00	16.8%	5.2%	18.3%	33.8%	18.9%	0.5%	0.5%	1.61B	-6.84B	-23.2M	0.65	56.04	N/A	N/A	466,600	305,300	2,586,060	2,631,560
2017-11-06	$52.13	$49.00	17.0%	5.2%	18.6%	34.7%	18.7%	0.6%	1.0%	263.0M	-5.77B	-23.3M	1.11	47.17	N/A	N/A	248,680	276,460	2,396,140	2,470,680
2017-11-07	$52.66	$49.25	18.6%	5.3%	18.6%	43.7%	19.0%	0.7%	-0.1%	284.8M	-6.44B	-22.8M	1.06	52.46	N/A	N/A	281,940	300,020	2,431,760	2,539,540
2017-11-08	$52.93	$49.50	17.2%	5.1%	17.8%	35.7%	18.2%	0.5%	0.6%	351.1M	-6.83B	-22.9M	0.73	56.92	N/A	N/A	440,120	322,080	2,482,860	2,583,860
2017-11-09	$52.39	$49.50	19.1%	5.4%	18.4%	46.2%	19.5%	0.1%	-0.3%	287.7M	-6.04B	-23.8M	0.73	53.00	N/A	N/A	543,760	398,480	2,551,720	2,606,900
2017-11-10	$52.20	$49.50	18.2%	5.2%	18.5%	41.2%	19.0%	-0.2%	-0.1%	299.5M	-5.96B	-23.6M	0.83	55.77	N/A	N/A	362,220	300,980	2,632,760	2,680,560
2017-11-13	$52.05	$49.50	17.8%	5.2%	18.6%	39.3%	18.8%	0.6%	-0.6%	247.5M	-5.65B	-23.2M	1.01	55.45	N/A	N/A	254,820	257,900	2,481,140	2,558,200
2017-11-14	$52.07	$49.75	17.1%	4.9%	18.6%	35.0%	17.7%	0.4%	-0.4%	246.1M	-5.62B	-22.9M	0.73	60.13	N/A	N/A	389,940	283,680	2,517,120	2,614,280
2017-11-15	$51.71	$49.75	17.3%	5.0%	18.8%	36.6%	18.5%	1.2%	-0.5%	259.4M	-5.10B	-23.6M	1.13	48.68	N/A	N/A	248,360	279,460	2,600,100	2,670,580
2017-11-16	$52.47	$50.00	17.3%	4.9%	19.0%	36.3%	17.8%	1.2%	0.3%	376.1M	-6.43B	-22.9M	0.90	59.47	N/A	N/A	409,360	366,520	2,618,980	2,716,320
2017-11-17	$51.73	$50.00	16.8%	4.8%	19.8%	33.5%	17.4%	1.0%	-0.3%	24.2M	-4.90B	-23.4M	0.81	62.43	N/A	N/A	476,460	388,040	2,644,560	2,764,060
2017-11-20	$51.75	$50.00	16.0%	4.7%	18.2%	29.0%	16.2%	0.7%	0.1%	158.5M	-3.86B	-22.1M	0.53	56.06	N/A	N/A	449,920	237,220	2,097,620	2,288,900
2017-11-21	$52.49	$50.00	14.7%	4.2%	18.7%	22.3%	15.1%	0.7%	0.2%	363.8M	-5.22B	-22.5M	0.83	55.38	N/A	N/A	330,940	274,540	2,294,840	2,339,340
2017-11-22	$52.65	$50.00	14.8%	4.2%	18.7%	22.5%	15.2%	1.2%	0.4%	422.0M	-5.50B	-22.8M	0.69	58.93	N/A	N/A	372,620	255,820	2,344,180	2,372,340
2017-11-24	$52.83	$50.00	15.7%	4.4%	18.7%	27.4%	15.5%	1.6%	-0.4%	495.4M	-5.97B	-22.8M	0.59	55.14	N/A	N/A	397,840	236,120	2,422,340	2,411,040
2017-11-27	$53.60	$50.00	15.0%	4.6%	12.9%	23.9%	17.1%	1.3%	0.3%	364.3M	-6.40B	-22.7M	0.73	57.10	N/A	N/A	585,580	428,300	2,312,600	2,310,260
2017-11-28	$53.10	$50.50	15.4%	4.7%	13.5%	25.9%	16.5%	0.9%	0.3%	405.5M	-5.76B	-22.9M	0.71	54.85	N/A	N/A	583,800	413,080	2,472,920	2,474,320
2017-11-29	$51.94	$51.00	17.5%	5.7%	15.8%	37.7%	19.9%	1.2%	0.4%	37.8M	-3.36B	-23.5M	0.71	57.50	N/A	N/A	626,040	446,040	2,520,940	2,594,120
2017-11-30	$51.80	$51.00	17.4%	5.4%	15.5%	36.8%	19.0%	1.2%	0.3%	-8.2M	-2.95B	-24.4M	0.86	57.96	N/A	N/A	355,300	306,260	2,651,040	2,743,940