GOOGL Options History — October 2019 In October 2019, GOOGL traded between $58.94 and $64.78. ATM implied volatility averaged 25.7%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 6.4% (HV 20d: 19.4%). Max pain ranged from $59.50 to $61.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.73.
Notable Days 2019-10-28 : Highest Volume — 1,917,700 contracts2019-10-29 : Largest IV drop — 40.4% change2019-10-02 : Highest IV Rank — 63.5%2019-10-28 : Largest Expected Move — 9.3%Monthly Statistics Metric Avg Min Max Open Close Price $61.67 $58.94 $64.78 $60.44 $62.77 Max Pain $60.22 $59.50 $61.50 $60.25 $61.50 ATM IV 25.7% 16.0% 31.9% 28.7% 16.0% Expected Move 7.3% 4.5% 9.3% 6.4% 4.5% HV 20d 19.4% 17.3% 21.7% 18.0% 19.4% HV 60d 25.8% 20.9% 29.1% 28.0% 21.0% IV Rank 37.6% 0.0% 63.5% 49.5% 0.0% IV Percentile 57.7% 0.0% 86.1% 72.2% 0.0% Term Structure -0.9% -1.5% 0.7% -1.0% 0.5% VWIV 25.5% 16.1% 32.1% 22.1% 16.1% Skew 25d 4.2% 1.7% 5.7% 5.7% 2.4% Skew 10d 8.2% 4.6% 10.7% 10.6% 4.8% Call IV 25d 23.5% 14.9% 29.1% 26.6% 15.0% Put IV 25d 27.7% 17.4% 34.5% 32.3% 17.4% Bid-Ask Spread % 50.51 34.65 67.27 59.55 67.27 Gamma HHI 0.04 0.02 0.11 0.02 0.03 Net GEX 154.8M -49.1M 354.5M 45.9M 89.2M Net DEX -3.47B -5.82B -342.1M -1.92B -3.58B Net VEX -32.7M -34.8M -30.5M -34.8M -31.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.46 1.09 0.77 0.55 Total Volume 611,555.652 272,040 1,917,700 453,140 622,000 Total OI 4,646,139.13 4,216,880 5,485,100 4,216,880 5,485,100
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 2019-10-01 $60.44 $60.25 28.7% 6.4% 18.0% 49.5% 22.1% 5.7% -1.0% 45.9M -1.92B -34.8M 0.77 59.55 N/A N/A 256,680 196,460 2,086,300 2,130,580 2019-10-02 $58.94 $60.50 31.9% 7.2% 19.8% 63.5% 25.0% 5.3% -1.3% -49.1M -342.1M -34.8M 0.78 53.83 N/A N/A 376,060 292,960 2,130,480 2,179,000 2019-10-03 $59.38 $59.50 30.9% 8.3% 18.0% 59.4% 28.9% 5.3% -1.1% 3.6M -953.2M -34.7M 0.46 34.65 N/A N/A 373,800 170,520 2,218,880 2,245,440 2019-10-04 $60.55 $59.50 28.9% 7.8% 19.4% 50.6% 27.5% 5.1% -1.2% 95.5M -2.77B -34.5M 0.58 41.39 N/A N/A 359,200 209,020 2,287,360 2,278,460 2019-10-07 $60.57 $59.50 28.0% 7.7% 19.3% 46.7% 27.1% 5.0% -0.8% 85.4M -2.37B -33.7M 0.94 44.29 N/A N/A 184,280 172,300 2,101,260 2,185,300 2019-10-08 $59.66 $59.50 30.4% 8.3% 20.1% 57.0% 28.7% 5.0% -1.0% 17.5M -1.31B -34.1M 0.86 41.55 N/A N/A 201,760 173,060 2,158,480 2,232,720 2019-10-09 $60.17 $59.50 28.9% 7.9% 19.9% 50.5% 27.6% 4.9% -1.3% 62.9M -1.99B -34.0M 0.61 46.33 N/A N/A 170,220 104,160 2,204,720 2,284,260 2019-10-10 $60.38 $59.75 28.5% 7.8% 18.7% 49.1% 27.4% 4.9% -1.4% 97.5M -2.32B -34.0M 0.80 44.71 N/A N/A 228,340 183,280 2,258,580 2,310,960 2019-10-11 $61.03 $60.00 26.8% 7.4% 19.1% 41.5% 26.2% 5.2% -1.1% 236.7M -3.53B -33.5M 0.82 50.71 N/A N/A 326,240 267,300 2,346,260 2,384,620 2019-10-14 $60.94 $60.00 25.8% 7.3% 19.0% 37.4% 25.5% 4.6% -0.7% 141.7M -3.14B -32.7M 0.80 48.72 N/A N/A 151,260 120,780 2,257,780 2,342,780 2019-10-15 $62.22 $60.00 25.0% 7.1% 20.5% 34.0% 25.2% 4.3% -0.9% 256.5M -5.22B -31.8M 0.67 49.87 N/A N/A 370,180 247,420 2,310,380 2,390,160 2019-10-16 $62.21 $60.00 25.0% 7.2% 20.4% 33.7% 25.1% 4.1% -1.0% 275.6M -5.20B -31.9M 0.68 51.28 N/A N/A 309,220 211,000 2,359,820 2,440,960 2019-10-17 $62.65 $60.00 24.4% 7.0% 20.5% 31.2% 25.5% 4.1% -0.8% 354.5M -5.81B -31.8M 0.91 53.50 N/A N/A 338,480 309,440 2,413,260 2,451,600 2019-10-18 $62.36 $60.50 25.1% 7.3% 20.5% 34.5% 26.2% 4.2% -1.1% 235.1M -5.24B -31.9M 0.69 50.89 N/A N/A 414,440 287,940 2,462,420 2,524,740 2019-10-21 $62.23 $60.00 25.4% 7.6% 20.4% 35.7% 26.8% 4.3% -1.3% 159.6M -3.51B -31.9M 0.91 45.37 N/A N/A 158,920 145,080 2,066,220 2,173,680 2019-10-22 $62.06 $60.25 25.9% 7.8% 19.6% 37.8% 27.4% 4.2% -1.5% 158.6M -3.34B -32.1M 1.09 48.16 N/A N/A 180,120 196,080 2,119,400 2,241,260 2019-10-23 $62.86 $60.50 25.6% 7.8% 18.1% 36.4% 27.0% 4.1% -1.4% 246.5M -4.31B -32.0M 0.65 48.78 N/A N/A 265,620 172,620 2,161,200 2,328,860 2019-10-24 $62.88 $60.50 25.9% 8.0% 18.1% 37.5% 27.8% 3.4% -1.4% 265.5M -4.41B -31.9M 0.57 49.88 N/A N/A 342,500 196,840 2,209,960 2,352,320 2019-10-25 $63.18 $60.50 24.8% 7.8% 17.3% 32.9% 27.1% 2.9% -1.5% 339.8M -4.84B -31.4M 0.55 55.70 N/A N/A 488,500 267,400 2,289,460 2,437,580 2019-10-28 $64.78 $60.75 27.6% 9.3% 19.1% 44.8% 32.1% 1.7% -0.9% 179.9M -5.82B -30.9M 0.68 51.43 N/A N/A 1,139,000 778,700 2,113,920 2,265,720 2019-10-29 $62.96 $61.25 16.4% 4.8% 21.7% 0.0% 16.8% 2.3% 0.7% 81.9M -3.68B -30.5M 0.73 57.22 N/A N/A 903,020 660,720 2,574,200 2,653,940 2019-10-30 $63.17 $61.38 16.1% 4.6% 19.2% 0.0% 16.6% 2.5% 0.7% 180.6M -4.28B -31.3M 0.72 66.54 N/A N/A 315,080 227,780 2,688,700 2,722,120 2019-10-31 $62.77 $61.50 16.0% 4.5% 19.4% 0.0% 16.1% 2.4% 0.5% 89.2M -3.58B -31.2M 0.55 67.27 N/A N/A 401,680 220,320 2,729,660 2,755,440
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