GOOGL Options History — October 2021 In October 2021, GOOGL traded between $133.32 and $147.60. ATM implied volatility averaged 26.4%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 0.3% (HV 20d: 26.1%). Max pain ranged from $135.00 to $139.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2021-10-27 : Highest Volume — 7,184,920 contracts2021-10-27 : Largest IV drop — 19.5% change2021-10-04 : Highest IV Rank — 61.1%2021-10-04 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $140.07 $133.32 $147.60 $136.62 $147.60 Max Pain $137.60 $135.00 $139.00 $137.50 $138.50 ATM IV 26.4% 19.9% 33.9% 30.0% 21.3% Expected Move 7.3% 5.9% 8.9% 7.0% 6.2% HV 20d 26.1% 21.8% 30.8% 21.8% 30.7% HV 60d 20.9% 18.7% 23.1% 20.1% 23.1% IV Rank 33.7% 10.0% 61.1% 46.9% 16.3% IV Percentile 50.2% 16.7% 86.1% 75.8% 24.2% Term Structure -0.7% -1.6% 0.7% -1.2% 0.6% VWIV 26.3% 21.4% 31.0% 24.7% 22.5% Skew 25d 4.1% 0.4% 7.6% 7.4% 0.4% Skew 10d 8.2% 0.7% 15.9% 14.6% 0.7% Call IV 25d 24.8% 20.4% 30.3% 27.0% 21.6% Put IV 25d 28.9% 20.9% 37.9% 34.4% 22.0% Bid-Ask Spread % 39.24 18.29 55.34 55.34 46.73 Gamma HHI 0.09 0.04 0.40 0.05 0.20 Net GEX 996.0M 105.0M 2.14B 302.6M 2.14B Net DEX -15.00B -27.85B -4.71B -7.20B -27.85B Net VEX -67.4M -73.4M -61.7M -72.6M -68.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.30 0.90 0.67 0.30 Total Volume 1,936,780 685,260 7,184,920 1,518,640 4,164,200 Total OI 6,198,111.429 5,058,800 7,060,880 6,732,120 7,060,880
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 2021-10-01 $136.62 $137.50 30.0% 7.0% 21.8% 46.9% 24.7% 7.4% -1.2% 302.6M -7.20B -72.6M 0.67 55.34 N/A N/A 908,580 610,060 3,530,420 3,201,700 2021-10-04 $133.32 $138.25 33.9% 8.9% 23.1% 61.1% 31.0% 7.6% -1.6% 105.0M -4.71B -72.6M 0.37 18.29 N/A N/A 1,144,680 420,780 3,282,160 2,835,420 2021-10-05 $136.36 $138.00 30.7% 8.3% 24.8% 49.6% 29.1% 6.8% -1.4% 391.6M -8.98B -72.9M 0.41 21.83 N/A N/A 813,460 335,380 3,381,760 2,909,620 2021-10-06 $137.09 $137.75 30.5% 8.2% 25.0% 48.9% 29.7% 6.6% -1.3% 708.7M -11.76B -73.4M 0.55 23.25 N/A N/A 647,780 355,380 3,504,160 3,021,560 2021-10-07 $139.35 $137.50 28.4% 7.7% 25.8% 41.3% 27.8% 5.7% -1.2% 1.14B -16.34B -72.1M 0.50 27.94 N/A N/A 956,220 475,180 3,463,620 3,086,360 2021-10-08 $139.55 $137.50 28.1% 7.7% 25.0% 40.2% 27.5% 6.0% -1.1% 1.52B -17.34B -71.1M 0.53 28.62 N/A N/A 1,036,260 551,060 3,618,140 3,170,060 2021-10-11 $139.42 $137.75 28.4% 7.8% 24.8% 41.1% 27.6% 5.6% -0.9% 723.9M -14.24B -67.5M 0.90 33.85 N/A N/A 360,180 325,080 3,100,180 2,781,800 2021-10-12 $136.14 $138.00 30.1% 8.3% 26.0% 47.4% 29.6% 5.4% -0.9% 256.8M -8.35B -67.6M 0.69 31.72 N/A N/A 732,520 502,060 3,218,420 2,928,840 2021-10-13 $137.45 $139.00 27.8% 7.7% 25.8% 38.9% 27.3% 4.9% -0.8% 336.7M -10.21B -65.8M 0.47 33.81 N/A N/A 568,700 265,800 3,285,520 3,031,900 2021-10-14 $140.95 $138.75 25.2% 7.0% 27.6% 29.5% 25.3% 4.1% -1.0% 1.54B -19.47B -64.3M 0.53 40.38 N/A N/A 1,308,800 696,000 3,435,120 3,122,800 2021-10-15 $141.40 $138.50 23.8% 6.6% 26.8% 24.5% 24.6% 3.8% -1.1% 1.65B -21.16B -63.0M 0.39 43.89 N/A N/A 1,247,660 490,160 3,486,900 3,163,660 2021-10-18 $142.53 $139.00 24.0% 6.8% 25.5% 25.2% 24.6% 3.7% -0.5% 1.02B -16.67B -61.7M 0.59 44.04 N/A N/A 569,920 337,480 2,631,320 2,427,480 2021-10-19 $143.09 $137.50 23.9% 6.8% 25.1% 24.7% 24.9% 3.0% -0.7% 1.40B -19.15B -62.7M 0.35 46.93 N/A N/A 876,560 308,520 2,860,380 2,506,060 2021-10-20 $141.78 $137.50 24.5% 7.0% 25.3% 27.0% 25.6% 2.4% -0.9% 1.12B -16.85B -64.0M 0.55 46.79 N/A N/A 903,820 495,660 3,091,020 2,737,920 2021-10-21 $141.71 $137.50 25.0% 7.2% 25.2% 28.8% 25.7% 2.4% -0.9% 1.24B -16.66B -65.2M 0.44 45.58 N/A N/A 1,142,080 499,720 3,213,040 2,850,760 2021-10-22 $137.50 $137.50 27.0% 7.8% 27.3% 36.0% 27.1% 3.4% -1.0% 1.46B -6.92B -65.6M 0.47 41.72 N/A N/A 2,268,880 1,062,300 3,400,560 2,944,840 2021-10-25 $137.39 $135.00 25.8% 7.7% 27.2% 31.6% 27.2% 3.0% -0.5% 295.8M -9.58B -67.0M 0.76 44.57 N/A N/A 691,400 525,700 2,760,220 2,641,920 2021-10-26 $139.59 $135.00 24.7% 7.3% 24.2% 27.6% 26.6% 1.9% -0.2% 501.3M -12.98B -67.6M 0.58 48.93 N/A N/A 1,156,820 665,400 2,892,600 2,741,040 2021-10-27 $147.37 $135.00 19.9% 5.9% 30.2% 10.0% 21.8% 0.5% 0.4% 1.62B -27.07B -63.3M 0.35 49.89 N/A N/A 5,315,560 1,869,360 3,162,340 2,931,760 2021-10-28 $145.28 $138.50 20.2% 5.9% 30.8% 11.1% 21.4% 0.6% 0.7% 1.45B -21.46B -67.5M 0.41 50.00 N/A N/A 2,173,040 894,180 3,520,800 3,225,280 2021-10-29 $147.60 $138.50 21.3% 6.2% 30.7% 16.3% 22.5% 0.4% 0.6% 2.14B -27.85B -68.5M 0.30 46.73 N/A N/A 3,209,160 955,040 3,723,180 3,337,700
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