GOOGL Options History — October 2018

In October 2018, GOOGL traded between $50.74 and $60.48. ATM implied volatility averaged 33.3%, placing in the 77.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 9.0% (HV 20d: 24.3%). Max pain ranged from $56.25 to $60.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 1.05.

Notable Days

2018-10-26: Highest Volume — 1,670,500 contracts
2018-10-10: Largest IV spike — 13.9% change
2018-10-11: Highest IV Rank — 100.0%
2018-10-24: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.09	$50.74	$60.48	$60.23	$54.90
Max Pain	$58.59	$56.25	$60.00	$59.50	$56.25
ATM IV	33.3%	27.7%	39.2%	27.7%	29.3%
Expected Move	9.4%	5.5%	11.9%	5.6%	9.2%
HV 20d	24.3%	14.3%	44.4%	15.9%	44.4%
HV 60d	20.7%	18.2%	28.4%	18.3%	28.4%
IV Rank	77.2%	55.4%	100.0%	55.4%	61.2%
IV Percentile	92.9%	81.0%	100.0%	83.3%	81.0%
Term Structure	-1.5%	-2.9%	-0.6%	-1.2%	-0.6%
VWIV	32.9%	19.7%	41.8%	19.8%	33.2%
Skew 25d	4.9%	2.7%	6.7%	2.8%	5.1%
Skew 10d	9.5%	5.2%	14.0%	5.4%	11.4%
Call IV 25d	30.9%	26.2%	36.5%	26.2%	27.1%
Put IV 25d	35.8%	29.0%	42.3%	29.0%	32.2%
Bid-Ask Spread %	30.09	17.49	51.77	45.69	37.54
Gamma HHI	0.03	0.02	0.06	0.05	0.02
Net GEX	-6.5M	-116.9M	310.1M	265.3M	35.1M
Net DEX	505.8M	-3.57B	3.55B	-3.46B	-49.8M
Net VEX	-29.8M	-31.6M	-27.4M	-29.6M	-31.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.57	1.45	0.69	0.86
Total Volume	978,511.304	592,580	1,670,500	784,040	912,560
Total OI	4,991,725.217	4,518,300	5,670,520	4,518,300	5,248,540

Daily Data (23 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
2018-10-01	$60.23	$59.50	27.7%	5.6%	15.9%	55.4%	19.8%	2.8%	-1.2%	265.3M	-3.46B	-29.6M	0.69	45.69	N/A	N/A	464,400	319,640	2,404,760	2,113,540
2018-10-02	$60.30	$59.50	28.0%	5.7%	14.8%	56.5%	20.2%	2.7%	-0.8%	274.6M	-3.41B	-29.7M	0.73	51.77	N/A	N/A	482,760	350,280	2,457,320	2,140,480
2018-10-03	$60.48	$59.75	27.9%	5.5%	14.3%	56.4%	19.7%	2.9%	-1.1%	310.1M	-3.57B	-30.1M	0.80	37.17	N/A	N/A	328,940	263,640	2,529,480	2,207,640
2018-10-04	$58.61	$60.00	31.6%	8.3%	17.8%	70.8%	29.0%	3.7%	-1.0%	18.1M	-541.0M	-30.0M	0.78	18.03	N/A	N/A	788,560	615,480	2,566,980	2,242,840
2018-10-05	$58.33	$60.00	33.2%	8.6%	17.8%	77.3%	30.2%	5.4%	-1.4%	-44.7M	-200.3M	-30.2M	1.32	17.49	N/A	N/A	520,680	686,980	2,663,220	2,345,160
2018-10-08	$57.84	$60.00	33.2%	9.1%	18.0%	77.1%	32.0%	5.3%	-0.8%	-351.4K	22.6M	-30.4M	0.92	20.34	N/A	N/A	523,080	482,120	2,418,400	2,259,000
2018-10-09	$57.36	$60.00	32.9%	8.9%	17.5%	75.9%	31.1%	5.2%	-1.7%	-53.3M	534.8M	-29.6M	1.19	20.55	N/A	N/A	356,520	424,540	2,448,760	2,354,460
2018-10-10	$55.12	$60.00	37.4%	10.0%	21.7%	94.0%	33.8%	5.8%	-2.9%	-116.9M	2.61B	-28.2M	1.22	21.57	N/A	N/A	545,600	663,580	2,494,040	2,429,900
2018-10-11	$54.92	$59.50	39.2%	10.6%	21.5%	100.0%	36.1%	5.8%	-2.9%	-94.5M	2.42B	-29.5M	1.13	23.09	N/A	N/A	549,780	618,880	2,627,920	2,530,640
2018-10-12	$55.81	$59.25	35.1%	9.6%	22.6%	84.1%	33.4%	5.4%	-2.2%	-80.1M	1.50B	-30.2M	1.39	22.93	N/A	N/A	436,540	604,600	2,793,740	2,584,000
2018-10-15	$55.42	$59.25	34.8%	9.8%	22.2%	82.7%	34.8%	5.0%	-2.0%	-82.3M	1.63B	-28.8M	1.45	23.35	N/A	N/A	283,940	410,620	2,556,360	2,468,060
2018-10-16	$56.69	$59.25	31.3%	8.9%	23.6%	69.1%	31.3%	4.1%	-1.2%	-39.3M	318.9M	-28.9M	1.06	26.64	N/A	N/A	463,980	493,080	2,602,560	2,515,100
2018-10-17	$56.38	$58.50	32.3%	9.3%	23.6%	73.1%	32.4%	4.4%	-1.7%	-33.1M	468.7M	-29.1M	1.36	25.09	N/A	N/A	387,220	525,300	2,693,560	2,595,860
2018-10-18	$54.93	$58.00	35.9%	10.3%	24.1%	87.1%	36.5%	4.7%	-1.3%	-109.7M	1.86B	-29.9M	1.37	26.09	N/A	N/A	499,340	683,740	2,778,340	2,670,240
2018-10-19	$55.31	$57.50	33.5%	9.8%	24.1%	77.7%	34.5%	4.9%	-1.9%	-106.4M	1.31B	-30.6M	1.37	29.52	N/A	N/A	467,940	640,980	2,895,940	2,774,580
2018-10-22	$55.81	$57.50	32.6%	9.9%	24.4%	74.4%	35.5%	4.5%	-1.2%	-6.4M	144.6M	-30.7M	1.07	27.02	N/A	N/A	304,380	324,460	2,273,320	2,390,400
2018-10-23	$55.65	$57.50	34.8%	10.8%	23.7%	83.0%	38.6%	5.3%	-1.6%	-5.2M	199.4M	-31.0M	1.01	27.02	N/A	N/A	382,340	384,340	2,325,180	2,430,920
2018-10-24	$53.53	$57.50	38.3%	11.9%	26.6%	96.7%	41.8%	6.7%	-1.9%	-44.7M	1.79B	-30.1M	1.20	29.27	N/A	N/A	308,460	370,560	2,425,160	2,453,460
2018-10-25	$55.68	$57.50	35.4%	11.1%	30.8%	85.3%	38.9%	5.5%	-1.6%	16.7M	-45.4M	-31.6M	0.80	50.34	N/A	N/A	608,500	489,800	2,496,420	2,524,740
2018-10-26	$53.77	$57.50	32.4%	10.2%	32.6%	73.3%	35.5%	5.6%	-0.8%	-86.9M	1.96B	-30.1M	0.91	33.79	N/A	N/A	873,100	797,400	2,619,300	2,655,120
2018-10-29	$50.74	$57.00	36.1%	11.7%	37.5%	88.0%	40.4%	5.3%	-1.1%	-86.4M	3.55B	-27.4M	0.90	40.81	N/A	N/A	492,520	443,720	2,407,760	2,394,560
2018-10-30	$52.29	$56.75	33.1%	10.7%	39.8%	76.1%	38.2%	5.5%	-0.8%	-78.4M	2.60B	-29.1M	0.57	37.07	N/A	N/A	591,860	339,020	2,524,660	2,477,260
2018-10-31	$54.90	$56.25	29.3%	9.2%	44.4%	61.2%	33.2%	5.1%	-0.6%	35.1M	-49.8M	-31.0M	0.86	37.54	N/A	N/A	490,860	421,700	2,727,680	2,520,860