GOOGL Options History — November 2023 In November 2023, GOOGL traded between $126.34 and $138.44. ATM implied volatility averaged 21.0%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 14.5% (HV 20d: 35.5%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.69.
Notable Days 2023-11-30 : Highest Volume — 365,174 contracts2023-11-13 : Largest IV spike — 8.3% change2023-11-01 : Highest IV Rank — 13.5%2023-11-01 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $133.39 $126.34 $138.44 $126.34 $131.84 Max Pain $127.52 $125.00 $130.00 $128.00 $130.00 ATM IV 21.0% 19.2% 24.3% 24.3% 20.5% Expected Move 6.1% 5.6% 7.1% 7.1% 6.1% HV 20d 35.5% 15.6% 43.1% 42.7% 18.5% HV 60d 30.3% 29.6% 30.8% 30.4% 30.0% IV Rank 2.4% 0.0% 13.5% 13.5% 5.6% IV Percentile 1.4% 0.0% 8.7% 8.7% 2.8% Term Structure 0.2% -0.5% 1.6% 0.1% 0.2% VWIV 21.6% 19.5% 24.4% 22.7% 21.5% Skew 25d 2.7% 1.9% 4.1% 4.1% 2.2% Skew 10d 5.4% 3.8% 7.5% 7.5% 4.4% Call IV 25d 19.8% 18.3% 22.2% 22.2% 19.7% Put IV 25d 22.5% 20.4% 26.3% 26.3% 21.9% Bid-Ask Spread % 2.78 1.42 6.09 1.64 5.56 Gamma HHI 0.08 0.05 0.25 0.06 0.05 Net GEX 287.5M 66.0M 460.7M 235.9M 66.0M Net DEX -7.21B -9.77B -4.05B -4.05B -4.78B Net VEX -51.2M -52.4M -48.9M -52.4M -48.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.38 1.15 1.15 0.43 Total Volume 213,618.905 118,664 365,174 286,604 365,174 Total OI 3,296,004.476 3,067,092 3,481,823 3,393,192 3,196,551
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 2023-11-01 $126.34 $128.00 24.3% 7.1% 42.7% 13.5% 22.7% 4.1% 0.1% 235.9M -4.05B -52.4M 1.15 1.64 N/A N/A 133,474 153,130 1,955,442 1,437,750 2023-11-02 $127.53 $125.00 22.5% 6.6% 42.9% 5.0% 24.4% 3.6% 0.4% 323.8M -4.90B -52.2M 0.68 1.80 N/A N/A 146,671 99,193 1,968,382 1,455,478 2023-11-03 $129.12 $125.00 21.3% 6.3% 42.4% 0.0% 22.8% 3.3% 0.4% 428.7M -6.16B -51.5M 0.38 1.98 N/A N/A 263,897 101,157 1,995,178 1,463,475 2023-11-06 $130.13 $125.00 21.3% 6.4% 42.6% 0.2% 22.2% 3.3% 0.8% 253.7M -5.93B -51.7M 0.86 1.76 N/A N/A 80,638 69,502 1,870,137 1,423,224 2023-11-07 $131.55 $125.00 20.8% 6.4% 42.8% 0.0% 21.8% 3.4% 1.6% 316.9M -6.86B -51.3M 0.96 2.08 N/A N/A 110,377 106,122 1,888,214 1,447,529 2023-11-08 $131.91 $125.00 21.0% 6.4% 42.4% 1.0% 21.7% 3.1% 1.3% 337.2M -7.16B -51.8M 0.64 2.06 N/A N/A 106,757 67,802 1,900,595 1,454,339 2023-11-09 $130.28 $125.00 22.3% 6.6% 42.4% 7.2% 23.1% 3.1% 0.8% 266.4M -5.88B -52.1M 1.00 2.58 N/A N/A 94,553 94,299 1,923,586 1,472,789 2023-11-10 $132.61 $130.00 20.7% 6.0% 42.9% 0.0% 22.0% 2.9% 0.2% 248.9M -7.71B -51.7M 0.66 1.90 N/A N/A 146,149 96,044 1,933,983 1,491,470 2023-11-13 $132.28 $130.00 22.5% 6.5% 42.5% 7.9% 22.7% 3.2% -0.5% 216.9M -6.84B -51.0M 0.83 3.01 N/A N/A 75,651 62,531 1,862,646 1,473,763 2023-11-14 $134.26 $130.00 20.9% 6.0% 42.9% 0.9% 21.7% 2.7% 0.2% 292.3M -8.01B -51.3M 0.55 1.42 N/A N/A 160,676 87,799 1,880,883 1,499,182 2023-11-15 $134.66 $125.00 21.0% 6.0% 42.7% 1.1% 21.3% 2.4% 0.2% 290.8M -8.35B -51.8M 0.51 3.53 N/A N/A 78,604 40,060 1,907,929 1,528,976 2023-11-16 $136.81 $125.00 21.5% 6.2% 43.1% 3.5% 22.3% 2.7% -0.4% 394.1M -9.77B -51.7M 0.63 2.07 N/A N/A 152,400 96,131 1,919,775 1,538,453 2023-11-17 $135.24 $125.00 21.3% 6.1% 43.1% 2.6% 21.5% 1.9% -0.1% 460.7M -8.76B -51.6M 0.58 2.84 N/A N/A 204,656 118,960 1,932,089 1,549,734 2023-11-20 $136.13 $125.00 20.5% 5.9% 43.1% 0.0% 20.9% 2.3% -0.2% 295.0M -8.05B -51.0M 0.53 1.74 N/A N/A 126,869 66,676 1,709,142 1,357,950 2023-11-21 $136.88 $130.00 20.2% 5.7% 42.7% 0.0% 20.2% 2.3% -0.2% 291.1M -8.38B -51.0M 0.58 5.23 N/A N/A 110,183 63,808 1,721,531 1,381,282 2023-11-22 $138.44 $130.00 19.7% 5.6% 19.9% 0.0% 19.5% 1.9% -0.3% 372.6M -9.24B -50.5M 0.62 1.69 N/A N/A 133,913 82,405 1,730,824 1,391,342 2023-11-24 $136.50 $130.00 19.8% 5.6% 17.1% 0.5% 19.7% 1.9% -0.2% 261.5M -7.94B -50.9M 0.96 6.09 N/A N/A 74,886 71,705 1,749,588 1,420,701 2023-11-27 $136.74 $130.00 19.6% 5.7% 16.9% 0.0% 20.2% 2.1% 0.2% 245.9M -7.88B -49.8M 0.59 1.81 N/A N/A 81,603 48,417 1,711,632 1,382,801 2023-11-28 $136.86 $130.00 19.2% 5.6% 15.6% 0.0% 19.8% 2.1% 0.2% 264.1M -8.02B -50.0M 0.69 5.70 N/A N/A 76,182 52,654 1,730,423 1,396,378 2023-11-29 $135.01 $130.00 19.8% 5.9% 16.6% 2.4% 20.7% 2.0% 0.2% 175.9M -6.85B -49.7M 0.63 1.97 N/A N/A 113,314 70,975 1,753,639 1,407,309 2023-11-30 $131.84 $130.00 20.5% 6.1% 18.5% 5.6% 21.5% 2.2% 0.2% 66.0M -4.78B -48.9M 0.43 5.56 N/A N/A 254,590 110,584 1,777,325 1,419,226
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