GOOGL Options History — October 2023 In October 2023, GOOGL traded between $121.68 and $140.57. ATM implied volatility averaged 32.0%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 3.8% (HV 20d: 28.2%). Max pain ranged from $130.00 to $130.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2023-10-25 : Highest Volume — 961,895 contracts2023-10-25 : Largest IV drop — 14.2% change2023-10-19 : Highest IV Rank — 59.0%2023-10-20 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $134.16 $121.68 $140.57 $133.78 $124.06 Max Pain $130.00 $130.00 $130.00 $130.00 $130.00 ATM IV 32.0% 26.7% 35.8% 32.8% 26.7% Expected Move 9.0% 7.8% 10.4% 7.8% 7.9% HV 20d 28.2% 20.9% 43.3% 22.5% 43.2% HV 60d 25.6% 21.2% 30.6% 26.5% 30.2% IV Rank 43.3% 24.8% 59.0% 43.7% 24.8% IV Percentile 50.3% 21.8% 80.2% 50.0% 21.8% Term Structure -1.0% -2.8% 0.2% -1.2% 0.1% VWIV 31.2% 26.8% 36.1% 27.4% 26.8% Skew 25d 4.8% 4.0% 5.8% 4.5% 4.4% Skew 10d 8.8% 7.1% 10.6% 8.5% 7.8% Call IV 25d 29.5% 24.5% 33.3% 30.4% 24.5% Put IV 25d 34.3% 28.9% 39.1% 34.9% 28.9% Bid-Ask Spread % 2.72 1.66 4.57 2.70 2.05 Gamma HHI 0.06 0.03 0.15 0.05 0.04 Net GEX 217.8M -23.5M 524.1M 226.9M 103.9M Net DEX -7.28B -11.04B -723.8M -7.64B -2.65B Net VEX -56.0M -59.1M -51.8M -57.8M -52.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.39 0.93 0.77 0.59 Total Volume 282,765.045 127,698 961,895 167,818 215,443 Total OI 3,200,343.091 2,894,383 3,482,822 3,076,805 3,342,356
Daily Data (22 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 2023-10-02 $133.78 $130.00 32.8% 7.8% 22.5% 43.7% 27.4% 4.5% -1.2% 226.9M -7.64B -57.8M 0.77 2.70 N/A N/A 94,737 73,081 1,746,693 1,330,112 2023-10-03 $132.09 $130.00 35.5% 8.8% 22.9% 54.3% 31.1% 5.3% -1.2% 178.5M -6.64B -59.1M 0.67 3.07 N/A N/A 106,162 70,613 1,767,129 1,351,943 2023-10-04 $135.41 $130.00 33.5% 7.9% 24.3% 46.6% 27.4% 4.9% -1.1% 309.1M -8.53B -58.6M 0.49 3.37 N/A N/A 145,728 71,015 1,779,699 1,363,000 2023-10-05 $135.18 $130.00 33.4% 9.1% 24.1% 46.1% 32.9% 4.9% -1.0% 334.0M -8.40B -58.9M 0.85 2.85 N/A N/A 105,375 89,419 1,824,047 1,376,661 2023-10-06 $137.94 $130.00 31.4% 8.5% 25.1% 38.3% 29.7% 4.2% -1.1% 524.1M -10.33B -58.0M 0.64 1.72 N/A N/A 196,603 125,822 1,830,797 1,398,105 2023-10-09 $138.31 $130.00 31.9% 8.7% 25.0% 40.3% 31.0% 4.3% -1.3% 342.4M -9.80B -57.6M 0.72 2.98 N/A N/A 74,136 53,562 1,781,062 1,370,438 2023-10-10 $138.37 $130.00 31.0% 8.4% 24.5% 36.8% 29.7% 4.3% -1.5% 358.9M -9.87B -57.2M 0.54 2.02 N/A N/A 134,425 72,653 1,794,725 1,381,190 2023-10-11 $140.57 $130.00 30.1% 8.5% 25.0% 33.6% 29.2% 4.0% -0.6% 411.7M -11.04B -56.4M 0.58 2.82 N/A N/A 168,107 96,748 1,790,779 1,397,916 2023-10-12 $139.24 $130.00 30.6% 8.5% 24.8% 35.5% 30.6% 4.0% -1.2% 390.0M -10.06B -56.3M 0.83 2.43 N/A N/A 122,318 101,071 1,802,038 1,419,184 2023-10-13 $137.30 $130.00 33.3% 9.5% 25.2% 46.3% 31.7% 5.1% -0.2% 191.2M -8.57B -57.3M 0.84 4.57 N/A N/A 136,677 114,384 1,826,208 1,443,165 2023-10-16 $139.16 $130.00 31.9% 9.0% 25.5% 41.7% 32.4% 5.1% -1.1% 260.3M -9.63B -55.6M 0.82 1.66 N/A N/A 99,999 82,088 1,749,619 1,396,486 2023-10-17 $139.32 $130.00 32.3% 9.2% 25.5% 43.4% 32.0% 5.1% -1.1% 253.5M -9.67B -55.9M 0.93 2.44 N/A N/A 77,535 71,751 1,761,342 1,437,679 2023-10-18 $137.47 $130.00 35.1% 10.1% 23.3% 56.4% 33.8% 5.4% -2.4% 191.0M -8.59B -56.9M 0.57 4.56 N/A N/A 124,067 71,026 1,780,063 1,455,427 2023-10-19 $137.44 $130.00 35.8% 10.4% 21.3% 59.0% 35.6% 5.7% -2.8% 175.3M -8.56B -57.0M 0.79 2.67 N/A N/A 115,283 91,544 1,791,905 1,465,687 2023-10-20 $135.80 $130.00 35.6% 10.4% 21.9% 58.4% 36.1% 5.7% -2.3% 57.7M -7.66B -56.6M 0.63 1.73 N/A N/A 127,637 80,652 1,802,337 1,474,845 2023-10-23 $136.97 $130.00 34.6% 10.4% 22.0% 56.4% 36.1% 5.8% -0.8% 163.2M -7.34B -56.2M 0.55 1.86 N/A N/A 102,559 56,443 1,598,145 1,296,238 2023-10-24 $139.14 $130.00 33.8% 10.3% 20.9% 54.7% 35.6% 4.3% -1.2% 200.9M -8.44B -55.6M 0.54 2.72 N/A N/A 297,227 161,616 1,636,533 1,320,877 2023-10-25 $125.63 $130.00 29.0% 8.7% 42.9% 34.7% 29.1% 4.3% 0.1% -7.3M -1.96B -51.8M 0.68 2.25 N/A N/A 572,616 389,279 1,759,102 1,398,488 2023-10-26 $122.06 $130.00 29.9% 8.9% 43.3% 39.5% 30.8% 5.0% -0.1% -23.5M -723.8M -51.8M 0.49 2.15 N/A N/A 348,473 169,391 1,931,694 1,455,214 2023-10-27 $121.68 $130.00 28.7% 8.5% 43.2% 34.8% 28.9% 4.6% -0.0% 28.3M -946.3M -52.1M 0.39 4.03 N/A N/A 402,843 156,066 2,028,887 1,453,935 2023-10-30 $124.60 $130.00 27.4% 8.2% 43.3% 28.2% 27.8% 4.8% 0.2% 120.7M -3.03B -53.8M 0.55 3.12 N/A N/A 164,658 89,999 1,886,611 1,409,187 2023-10-31 $124.06 $130.00 26.7% 7.9% 43.2% 24.8% 26.8% 4.4% 0.1% 103.9M -2.65B -52.2M 0.59 2.05 N/A N/A 135,349 80,094 1,910,957 1,431,399
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