GOOGL Options History — November 2019

In November 2019, GOOGL traded between $63.40 and $66.54. ATM implied volatility averaged 16.5%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 1.3% (HV 20d: 17.7%). Max pain ranged from $59.75 to $63.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.69.

Notable Days

  • 2019-11-15: Highest Volume — 1,236,900 contracts
  • 2019-11-20: Largest IV spike — 10.9% change
  • 2019-11-20: Highest IV Rank — 12.4%
  • 2019-11-20: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.11$63.40$66.54$63.40$65.25
Max Pain$61.86$59.75$63.00$61.50$63.00
ATM IV16.5%15.4%18.5%15.4%15.7%
Expected Move4.8%4.3%5.3%4.3%4.5%
HV 20d17.7%13.6%19.3%18.6%13.6%
HV 60d19.0%17.1%20.7%20.6%17.1%
IV Rank4.3%0.0%12.4%0.0%1.2%
IV Percentile3.3%0.0%12.3%0.0%1.6%
Term Structure0.3%-0.3%0.8%0.7%0.4%
VWIV17.2%15.1%18.7%15.1%16.5%
Skew 25d2.5%2.2%2.8%2.2%2.4%
Skew 10d4.9%4.0%5.9%4.0%5.1%
Call IV 25d15.4%14.3%17.2%14.3%14.6%
Put IV 25d17.9%16.4%19.9%16.4%17.0%
Bid-Ask Spread %57.4049.9767.2667.2658.87
Gamma HHI0.070.040.330.050.07
Net GEX309.3M72.6M813.2M293.8M72.6M
Net DEX-6.25B-9.55B-4.27B-5.13B-5.59B
Net VEX-31.3M-33.1M-30.1M-31.6M-30.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.391.230.550.62
Total Volume562,100290,6801,236,900574,640290,680
Total OI5,230,1574,826,9805,658,7805,641,4605,349,620

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-11-01$63.40$61.5015.4%4.3%18.6%0.0%15.1%2.2%0.7%293.8M-5.13B-31.6M0.5567.26N/AN/A370,900203,7402,842,7802,798,680
2019-11-04$64.48$59.7515.8%4.9%19.3%1.5%17.7%2.4%0.6%382.0M-6.33B-30.8M0.8354.53N/AN/A353,960292,6002,440,6002,465,320
2019-11-05$64.65$60.0015.6%4.8%18.1%0.9%17.7%2.3%0.8%349.6M-6.42B-30.6M1.0055.06N/AN/A184,920184,7402,479,0602,583,420
2019-11-06$64.46$60.0016.1%4.8%18.1%2.7%17.8%2.4%0.4%306.5M-6.12B-30.4M1.2356.99N/AN/A159,820196,0002,510,8802,665,340
2019-11-07$65.39$60.0016.7%4.9%18.5%5.3%18.3%2.4%0.0%460.7M-7.76B-30.3M0.9156.90N/AN/A562,640512,7802,537,6402,716,120
2019-11-08$65.44$60.5016.3%4.9%18.4%3.8%18.3%2.2%0.7%177.4M-7.25B-30.7M0.5256.90N/AN/A503,360260,1402,573,2002,847,520
2019-11-11$64.86$61.2516.7%4.9%18.8%5.3%17.1%2.5%0.4%316.0M-6.24B-30.9M0.8459.44N/AN/A193,840163,0602,449,4802,562,040
2019-11-12$64.86$61.2516.7%4.9%17.7%5.1%17.2%2.5%0.3%299.0M-6.26B-30.7M0.7760.13N/AN/A362,860280,9802,503,1202,647,300
2019-11-13$64.86$62.5017.0%4.9%17.7%6.4%17.3%2.6%0.2%276.6M-6.14B-31.9M0.7560.96N/AN/A229,280172,3202,594,9402,794,080
2019-11-14$65.38$62.5017.1%4.9%17.7%6.7%17.4%2.2%0.2%378.0M-7.01B-32.3M0.5964.88N/AN/A454,040269,2202,653,6002,843,700
2019-11-15$66.54$62.5015.9%4.6%18.3%2.2%16.7%2.3%0.3%813.2M-9.55B-30.6M0.5160.72N/AN/A819,240417,6602,727,4002,931,380
2019-11-18$65.95$62.5016.6%4.8%18.7%5.0%16.9%2.7%-0.3%325.6M-6.67B-31.7M0.5949.97N/AN/A309,220182,8602,413,2802,413,700
2019-11-19$65.75$62.5016.7%4.8%18.7%5.2%17.2%2.6%-0.2%305.0M-6.34B-31.8M0.8353.52N/AN/A212,920176,7002,500,5802,492,800
2019-11-20$64.95$62.5018.5%5.3%19.1%12.4%18.7%2.7%0.3%148.7M-4.92B-32.6M0.7352.62N/AN/A338,360245,5802,563,2002,562,600
2019-11-21$65.07$63.0017.9%5.2%19.1%10.1%18.5%2.8%-0.3%151.1M-5.04B-33.1M0.5652.72N/AN/A328,700183,3202,655,8402,652,640
2019-11-22$64.63$63.0017.5%5.0%19.3%8.5%17.6%2.7%0.0%244.1M-4.27B-32.5M0.3955.35N/AN/A451,500174,5802,729,0602,705,020
2019-11-25$65.16$63.0016.3%4.7%17.3%3.6%16.8%2.7%0.5%227.8M-5.46B-31.2M0.6556.20N/AN/A258,100166,7602,514,3002,505,620
2019-11-26$65.57$63.0015.4%4.5%13.7%0.0%16.2%2.4%0.5%315.4M-6.20B-30.9M0.5958.37N/AN/A219,080129,6202,572,0002,571,100
2019-11-27$65.58$63.0015.5%4.6%13.7%0.6%15.9%2.4%0.5%343.5M-6.26B-30.6M0.4556.63N/AN/A294,620131,3002,622,4202,611,760
2019-11-29$65.25$63.0015.7%4.5%13.6%1.2%16.5%2.4%0.4%72.6M-5.59B-30.1M0.6258.87N/AN/A179,740110,9402,705,6602,643,960