Options / Tickers / GOOG
Alphabet-C (GOOG)
Is protection on Alphabet-C cheap or dear today, where has the money been placed, how did the past month play out, and how did the judgments we filed on Alphabet-C settle? Updated after every close, with right and wrong judgments alike left on the record.
Data date 10.07 · close 344.95 (—) · −14.66% from the 52-week high
Where it stands today
Where one-month protection (30-day implied volatility) sits within its past-year range, 0 the cheapest and 100 the dearest. Protection on Alphabet-C is now in the pricier part of the past year.
The 30-day sits 1.89 points above the one-year: something near-term is being priced on its own.
Centred on the previous close of 344.59, option prices imply 338.19 to 350.99 at this week's expiry. A close outside it at expiry means the option sellers lose.
Calls outtraded puts. It counts contracts, not direction: a put buyer may be insuring shares they own.
Levels from high to low, with distance from the close:
| Expected move, high | 350.99 | +1.75% | Centred on the previous close: the implied top at this week's expiry. |
| Call wall | 350 | +1.46% | The strike with the most call open interest: an upside target someone has already made a down payment on. |
| Close | 344.95 | ||
| Put wall | 340 | −1.43% | The strike with the most put open interest: protection someone already paid for. |
| Expected move, low | 338.19 | −1.96% | Centred on the previous close: the implied bottom at this week's expiry. |
| Flip level | 337.52 | −2.15% | Above it, dealer hedging damps moves; below it, hedging amplifies them. |
Data date 10.07. Updated once after each trading day's close; spot is the official close.
The last 30 trading days
Close, flip level, put wall and call wall, day by day: which side of the walls price is on, and whether the walls moved.
One-year and 30-day implied vol, day by day. The short line jumping while the long line holds means only the near-term event is being repriced; the long line rising too means the whole story is.
Shown: the last 30 trading days. Earlier records are in Chapter V (walls) and Chapter VII (implied vol) of the options page.
Today's big prints
No Alphabet-C contract made today's leaderboard.
Data date only. The board for every name is in Chapter IV of the options page.
Every case we filed on it
Each judgment is written down with its test before the fact, settled by that test, and left standing when wrong. These are all the cases that name Alphabet-C, none removed. Open one for the original filing.
07.23Single-expiry implied volatility in earnings week — around 100% before the open — will crush hard once the session beginsAlso: GOOGL, TSLARight
Right.
财报周单到期 IV(盘前~100%)开盘后必大幅 crush
Test: EOD 复读 0724 单到期 IV vs 盘前 100.1/97.3/100.4
财报周单到期IV开盘后必大幅crush
Result: 对
07.22The 11.2k five-leg print is a single cross-name program orderAlso: AMZN, AAPLRight
Right.
11.2k 五腿(全1016)为同一跨票程序单
Test: 次晨五腿 OI 齐增且量级相当
跨票程序单假说
Result: 对
Cases for every name are in Chapter III of the options page. The ledger is append-only; a revision is a new row.
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RMS.PA· The one-year percentile and the 30-day and one-year implied vols come from two different sources; each is compared only with its own past, and the two are never spliced together.
· The 30-day and one-year vols are constant-maturity: interpolated between the two nearest expiries to exactly 30 and 365 days, read once before each close.
· A big-print row is one contract's full-day total, not a single trade. Without per-trade timestamps or aggressor side we state premium traded only.
· Every reading is cross-checked against two independent sources and updated once after the close. Raw data is not provided on this site.
· Data and information only; not investment advice; no buy or sell recommendations.
Today's read on this name is in the subscriber email; past issues go public the next day.