GOOGL Options History — November 2018 In November 2018, GOOGL traded between $51.26 and $55.36. ATM implied volatility averaged 29.2%, placing in the 60.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 13.3% (HV 20d: 42.5%). Max pain ranged from $55.00 to $56.50. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.97.
Notable Days 2018-11-02 : Highest Volume — 971,300 contracts2018-11-19 : Largest IV spike — 15.3% change2018-11-20 : Highest IV Rank — 79.1%2018-11-20 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $53.24 $51.26 $55.36 $54.28 $54.80 Max Pain $55.83 $55.00 $56.50 $56.25 $55.00 ATM IV 29.2% 25.1% 33.8% 28.3% 26.9% Expected Move 8.5% 7.1% 9.7% 8.9% 8.2% HV 20d 42.5% 32.1% 46.5% 43.4% 32.1% HV 60d 30.6% 28.4% 32.5% 28.4% 32.4% IV Rank 60.8% 44.7% 79.1% 57.5% 51.8% IV Percentile 77.1% 62.7% 92.9% 77.0% 64.3% Term Structure -0.5% -1.4% 0.1% -0.6% -0.3% VWIV 29.5% 25.1% 33.5% 31.0% 28.2% Skew 25d 4.6% 3.5% 5.5% 4.5% 3.6% Skew 10d 9.2% 6.6% 10.9% 8.9% 7.2% Call IV 25d 27.0% 22.7% 31.2% 26.4% 25.3% Put IV 25d 31.6% 27.6% 36.7% 30.9% 28.9% Bid-Ask Spread % 23.87 14.45 41.37 39.39 31.75 Gamma HHI 0.03 0.02 0.08 0.02 0.06 Net GEX -42.0M -153.1M 113.0M -4.3M 113.0M Net DEX 1.09B -1.12B 2.42B 644.7M -1.11B Net VEX -28.3M -30.2M -26.8M -30.2M -27.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.78 1.16 0.86 0.83 Total Volume 675,948.571 490,720 971,300 649,740 745,480 Total OI 4,976,879.048 4,288,680 5,496,460 5,364,380 4,798,720
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 2018-11-01 $54.28 $56.25 28.3% 8.9% 43.4% 57.5% 31.0% 4.5% -0.6% -4.3M 644.7M -30.2M 0.86 39.39 N/A N/A 348,800 300,940 2,783,340 2,581,040 2018-11-02 $53.54 $56.25 29.3% 9.2% 43.5% 61.5% 32.2% 5.1% -0.3% -95.1M 1.51B -29.6M 0.83 41.37 N/A N/A 532,200 439,100 2,837,600 2,621,940 2018-11-05 $52.43 $56.50 30.7% 8.4% 43.9% 66.9% 28.8% 5.1% -0.8% -76.9M 2.42B -28.7M 1.00 19.63 N/A N/A 337,320 337,160 2,598,680 2,440,800 2018-11-06 $53.36 $56.25 29.2% 8.1% 44.6% 60.9% 27.6% 4.7% -0.5% -47.7M 1.54B -29.7M 0.98 17.25 N/A N/A 297,220 292,040 2,666,220 2,503,300 2018-11-07 $55.36 $56.25 25.1% 7.1% 44.6% 44.7% 25.1% 4.9% 0.0% 47.0M -679.0M -29.7M 0.84 14.45 N/A N/A 459,120 386,240 2,697,880 2,535,260 2018-11-08 $54.34 $56.25 25.4% 7.3% 45.1% 46.0% 25.4% 4.6% 0.0% -14.2M 531.5M -28.7M 0.78 22.54 N/A N/A 434,620 339,140 2,765,500 2,596,460 2018-11-09 $53.86 $56.25 27.0% 7.7% 44.8% 52.1% 27.3% 4.7% 0.0% -153.1M 1.19B -28.9M 1.04 15.82 N/A N/A 395,120 411,320 2,830,620 2,665,840 2018-11-12 $52.48 $56.00 30.3% 8.5% 45.5% 65.3% 30.3% 5.2% -0.5% -107.9M 2.31B -27.8M 1.04 16.75 N/A N/A 288,400 299,500 2,658,500 2,504,500 2018-11-13 $52.38 $56.00 30.3% 8.6% 44.5% 65.4% 29.8% 5.0% -0.4% -117.3M 2.37B -27.9M 0.98 17.10 N/A N/A 294,820 287,800 2,699,180 2,556,960 2018-11-14 $52.99 $56.00 30.7% 8.7% 44.9% 66.7% 29.8% 5.1% -0.3% -81.6M 1.77B -28.7M 0.94 19.02 N/A N/A 310,540 292,960 2,737,880 2,570,320 2018-11-15 $53.43 $56.00 30.6% 8.6% 44.2% 66.4% 30.0% 5.3% -0.5% -47.9M 1.24B -29.0M 0.85 21.68 N/A N/A 395,640 334,780 2,784,500 2,608,780 2018-11-16 $53.52 $56.00 28.7% 8.2% 44.1% 58.8% 29.0% 4.8% -0.2% -23.9M 1.03B -28.6M 0.90 21.40 N/A N/A 349,260 313,260 2,850,160 2,626,380 2018-11-19 $51.26 $56.00 33.1% 9.4% 46.3% 76.0% 32.5% 4.8% -1.3% -79.5M 2.18B -26.9M 1.06 23.36 N/A N/A 313,460 331,160 2,120,340 2,168,340 2018-11-20 $51.67 $55.75 33.8% 9.7% 46.5% 79.1% 33.5% 5.5% -1.2% -81.8M 1.94B -28.1M 1.14 17.60 N/A N/A 338,880 384,700 2,183,580 2,260,960 2018-11-21 $52.26 $55.50 30.9% 8.8% 44.9% 67.4% 31.1% 4.6% -0.8% -47.2M 1.39B -28.2M 1.07 20.15 N/A N/A 296,580 318,140 2,260,620 2,297,580 2018-11-23 $51.51 $55.50 31.7% 9.2% 42.4% 70.6% 32.2% 4.7% -1.4% -75.8M 2.11B -27.1M 1.16 27.02 N/A N/A 227,060 263,660 2,284,300 2,338,940 2018-11-26 $52.65 $55.50 28.4% 8.4% 41.7% 57.8% 30.3% 3.9% 0.1% -55.4M 1.10B -26.8M 1.05 25.87 N/A N/A 245,000 256,700 2,116,500 2,223,880 2018-11-27 $52.50 $55.25 28.1% 8.4% 35.9% 56.5% 28.8% 3.7% -0.2% -52.6M 1.20B -26.9M 1.06 30.47 N/A N/A 259,000 275,440 2,176,540 2,278,020 2018-11-28 $54.48 $55.00 26.9% 8.2% 36.7% 52.1% 28.8% 3.7% -0.2% 45.3M -698.8M -27.7M 1.05 24.27 N/A N/A 391,460 411,520 2,237,180 2,325,740 2018-11-29 $54.85 $55.00 27.0% 8.2% 32.4% 52.3% 28.8% 3.5% -0.3% 74.3M -1.12B -28.2M 0.95 34.36 N/A N/A 337,640 321,740 2,302,320 2,419,260 2018-11-30 $54.80 $55.00 26.9% 8.2% 32.1% 51.8% 28.2% 3.6% -0.3% 113.0M -1.11B -27.7M 0.83 31.75 N/A N/A 407,500 337,980 2,341,340 2,457,380
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