GOOGL - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	1.93%	1.35%	1.51%	2.57%	2.45%	2.51%	293.91	308.69	286.80	316.35
Weekly	4.28%	3.73%	4.18%	6.26%	5.40%	5.53%	285.38	317.92	270.39	335.55
Monthly	8.73%	7.35%	8.15%	13.85%	11.24%	11.52%	269.20	337.03	240.59	377.11
Quarterly	13.44%	14.20%	13.20%	24.60%	19.46%	19.96%	247.94	365.93	204.09	444.54
Annual	—	—	—	—	38.92%	39.91%	204.09	444.54	138.29	656.09
Option Time Horizon	—	—	—	—	14.69%	15.06%	260.05	348.88	224.52	404.09

Calculation Notes: Computed at 2026-03-23T16:30 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $301.21 | Strike (K): $305.00 (first OTM call ≥ spot) | Observed Mid-Price: $16.6250 (Bid $16.5000 / Ask $16.7500) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.28% | Binomial IV (Annual): 38.92% (CRR binomial tree, American, n=20 steps) | BS IV: 39.03% (European Black-Scholes) | Yahoo IV (Annual): 39.91% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-03-09	$0.2100
2025-12-08	$0.2100
2025-09-08	$0.2100
2025-06-09	$0.2100
2025-03-10	$0.2000
2024-12-09	$0.2000
2024-09-09	$0.2000
2024-06-10	$0.2000

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.60. Further, an Excess Kurtosis of 8.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.67%	36	0.66%	0.66%
-5.67% to -4.23%	68	1.25%	1.91%
-4.23% to -2.78%	169	3.11%	5.03%
-2.78% to -1.34%	600	11.05%	16.07%
-1.34% to 0.11%	1875	34.52%	50.60%
0.11% to 1.55%	1826	33.62%	84.22%
1.55% to 3.00%	611	11.25%	95.47%
3.00% to 4.44%	151	2.78%	98.25%
4.44% to 5.89%	47	0.87%	99.12%
Greater than 5.89%	48	0.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.82%	2.03%	78.86%	68.27%
±2σ	-3.75%	3.96%	95.01%	95.45%
±3σ	-5.67%	5.89%	98.45%	99.73%

Descriptive Statistics

Mean	0.107%
Standard Error	0.026%
Median	0.088%
Mode	0.437%
Standard Deviation	1.927%
Sample Variance	3.714%
Kurtosis	8.85
Skewness	0.60
Range	31.626%
Minimum	-11.634%
Maximum	19.992%
Count	5431

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.349%	2859	52.64%	0.710%
Negative	-1.276%	2568	47.28%	-0.603%
Zero	0.000%	4	0.07%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.03%
20	1 Month	2.28%
60	1 Quarter	2.55%
250	1 Year	2.79%
750	3 Years	2.51%
1,250	5 Years	2.57%
2,500	10 Years	2.33%
5,000	20 Years	2.32%
12,500	50 Years	2.39%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.65. Further, an Excess Kurtosis of 12.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1.85%	0	0.00%	0.00%
-1.85% to -0.84%	0	0.00%	0.00%
-0.84% to 0.17%	0	0.00%	0.00%
0.17% to 1.19%	972	17.89%	17.89%
1.19% to 2.20%	2417	44.50%	62.39%
2.20% to 3.21%	1208	22.24%	84.63%
3.21% to 4.23%	454	8.36%	92.99%
4.23% to 5.24%	188	3.46%	96.45%
5.24% to 6.25%	101	1.86%	98.31%
Greater than 6.25%	92	1.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.85%	3.55%	83.34%	68.27%
±2σ	-0.50%	4.90%	95.62%	95.45%
±3σ	-1.85%	6.25%	98.31%	99.73%

Descriptive Statistics

Mean	2.199%
Standard Error	0.018%
Median	1.873%
Mode	1.093%
Standard Deviation	1.351%
Sample Variance	1.824%
Kurtosis	12.89
Skewness	2.65
Range	17.056%
Minimum	0.382%
Maximum	17.438%
Count	5432

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.199%	5432	100.00%	2.199%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.37. Further, an Excess Kurtosis of 3.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.51%	31	0.57%	0.57%
-4.51% to -3.38%	49	0.90%	1.47%
-3.38% to -2.25%	203	3.74%	5.21%
-2.25% to -1.12%	705	12.98%	18.19%
-1.12% to 0.01%	1787	32.90%	51.09%
0.01% to 1.14%	1703	31.35%	82.44%
1.14% to 2.27%	635	11.69%	94.13%
2.27% to 3.40%	199	3.66%	97.79%
3.40% to 4.53%	69	1.27%	99.06%
Greater than 4.53%	51	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.50%	1.52%	76.10%	68.27%
±2σ	-3.01%	3.03%	94.83%	95.45%
±3σ	-4.51%	4.53%	98.49%	99.73%

Descriptive Statistics

Mean	0.010%
Standard Error	0.020%
Median	-0.013%
Mode	0.000%
Standard Deviation	1.508%
Sample Variance	2.274%
Kurtosis	3.74
Skewness	0.37
Range	19.112%
Minimum	-9.004%
Maximum	10.108%
Count	5432

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.108%	2672	49.19%	0.545%
Negative	-1.058%	2750	50.63%	-0.536%
Zero	0.000%	10	0.18%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.35. Further, an Excess Kurtosis of 2.63 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.34%	3	0.27%	0.27%
-12.34% to -9.13%	19	1.69%	1.95%
-9.13% to -5.92%	49	4.35%	6.31%
-5.92% to -2.70%	138	12.26%	18.56%
-2.70% to 0.51%	346	30.73%	49.29%
0.51% to 3.72%	375	33.30%	82.59%
3.72% to 6.94%	127	11.28%	93.87%
6.94% to 10.15%	49	4.35%	98.22%
10.15% to 13.36%	10	0.89%	99.11%
Greater than 13.36%	10	0.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.77%	4.79%	75.49%	68.27%
±2σ	-8.06%	9.08%	94.58%	95.45%
±3σ	-12.34%	13.36%	98.85%	99.73%

Descriptive Statistics

Mean	0.510%
Standard Error	0.128%
Median	0.582%
Mode	-0.142%
Standard Deviation	4.284%
Sample Variance	18.357%
Kurtosis	2.63
Skewness	0.35
Range	39.858%
Minimum	-14.221%
Maximum	25.637%
Count	1126

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.253%	637	56.57%	1.840%
Negative	-3.075%	487	43.25%	-1.330%
Zero	0.000%	2	0.18%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	4.12%
12	1 Quarter	5.69%
52	1 Year	6.87%
156	3 Years	6.08%
260	5 Years	6.26%
520	10 Years	5.58%
1,040	20 Years	5.59%
2,600	50 Years	5.79%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.23. Further, an Excess Kurtosis of 8.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.28%	0	0.00%	0.00%
-5.28% to -2.48%	0	0.00%	0.00%
-2.48% to 0.32%	0	0.00%	0.00%
0.32% to 3.12%	208	18.46%	18.46%
3.12% to 5.92%	513	45.52%	63.98%
5.92% to 8.73%	213	18.90%	82.87%
8.73% to 11.53%	104	9.23%	92.10%
11.53% to 14.33%	47	4.17%	96.27%
14.33% to 17.13%	19	1.69%	97.96%
Greater than 17.13%	23	2.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.19%	9.66%	81.99%	68.27%
±2σ	-1.54%	13.39%	95.47%	95.45%
±3σ	-5.28%	17.13%	97.96%	99.73%

Descriptive Statistics

Mean	5.925%
Standard Error	0.111%
Median	4.910%
Mode	2.966%
Standard Deviation	3.735%
Sample Variance	13.951%
Kurtosis	8.94
Skewness	2.23
Range	38.158%
Minimum	1.119%
Maximum	39.277%
Count	1127

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.925%	1127	100.00%	5.925%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.31. Further, an Excess Kurtosis of 2.16 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.78%	4	0.35%	0.35%
-12.78% to -9.65%	11	0.98%	1.33%
-9.65% to -6.51%	51	4.53%	5.86%
-6.51% to -3.38%	146	12.95%	18.81%
-3.38% to -0.25%	383	33.98%	52.80%
-0.25% to 2.88%	319	28.31%	81.10%
2.88% to 6.01%	140	12.42%	93.52%
6.01% to 9.14%	46	4.08%	97.60%
9.14% to 12.28%	16	1.42%	99.02%
Greater than 12.28%	11	0.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.43%	3.93%	74.80%	68.27%
±2σ	-8.60%	8.10%	94.76%	95.45%
±3σ	-12.78%	12.28%	98.67%	99.73%

Descriptive Statistics

Mean	-0.251%
Standard Error	0.124%
Median	-0.464%
Mode	-6.037%
Standard Deviation	4.176%
Sample Variance	17.441%
Kurtosis	2.16
Skewness	0.31
Range	36.833%
Minimum	-19.691%
Maximum	17.142%
Count	1127

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.190%	499	44.28%	1.412%
Negative	-2.985%	628	55.72%	-1.663%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.69. Further, an Excess Kurtosis of 2.67 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.95%	0	0.00%	0.00%
-23.95% to -17.41%	3	1.16%	1.16%
-17.41% to -10.86%	9	3.47%	4.63%
-10.86% to -4.32%	42	16.22%	20.85%
-4.32% to 2.23%	81	31.27%	52.12%
2.23% to 8.77%	77	29.73%	81.85%
8.77% to 15.31%	31	11.97%	93.82%
15.31% to 21.86%	10	3.86%	97.68%
21.86% to 28.40%	4	1.54%	99.23%
Greater than 28.40%	2	0.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.50%	10.95%	73.36%	68.27%
±2σ	-15.23%	19.68%	94.98%	95.45%
±3σ	-23.95%	28.40%	99.23%	99.73%

Descriptive Statistics

Mean	2.226%
Standard Error	0.542%
Median	1.987%
Mode	-3.900%
Standard Deviation	8.726%
Sample Variance	76.142%
Kurtosis	2.67
Skewness	0.69
Range	65.576%
Minimum	-18.477%
Maximum	47.099%
Count	259

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.351%	158	61.00%	4.484%
Negative	-5.791%	101	39.00%	-2.258%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	10.61%
12	1 Year	15.22%
36	3 Years	13.72%
60	5 Years	13.85%
120	10 Years	12.32%
240	20 Years	12.40%
600	50 Years	12.98%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.85. Further, an Excess Kurtosis of 5.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.21%	0	0.00%	0.00%
-8.21% to -2.70%	0	0.00%	0.00%
-2.70% to 2.81%	0	0.00%	0.00%
2.81% to 8.32%	53	20.38%	20.38%
8.32% to 13.83%	102	39.23%	59.62%
13.83% to 19.34%	57	21.92%	81.54%
19.34% to 24.85%	30	11.54%	93.08%
24.85% to 30.36%	10	3.85%	96.92%
30.36% to 35.88%	4	1.54%	98.46%
Greater than 35.88%	4	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.49%	21.18%	75.38%	68.27%
±2σ	-0.86%	28.53%	96.54%	95.45%
±3σ	-8.21%	35.88%	98.46%	99.73%

Descriptive Statistics

Mean	13.834%
Standard Error	0.456%
Median	11.993%
Mode	9.634%
Standard Deviation	7.347%
Sample Variance	53.975%
Kurtosis	5.99
Skewness	1.85
Range	51.446%
Minimum	3.674%
Maximum	55.120%
Count	260

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.834%	260	100.00%	13.834%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.13. Further, an Excess Kurtosis of 0.83 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.88%	1	0.38%	0.38%
-25.88% to -19.77%	3	1.15%	1.54%
-19.77% to -13.66%	11	4.23%	5.77%
-13.66% to -7.55%	37	14.23%	20.00%
-7.55% to -1.43%	82	31.54%	51.54%
-1.43% to 4.68%	69	26.54%	78.08%
4.68% to 10.79%	37	14.23%	92.31%
10.79% to 16.90%	14	5.38%	97.69%
16.90% to 23.01%	6	2.31%	100.00%
Greater than 23.01%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.58%	6.71%	71.92%	68.27%
±2σ	-17.73%	14.86%	95.38%	95.45%
±3σ	-25.88%	23.01%	99.62%	99.73%

Descriptive Statistics

Mean	-1.434%
Standard Error	0.505%
Median	-1.574%
Mode	-8.196%
Standard Deviation	8.149%
Sample Variance	66.399%
Kurtosis	0.83
Skewness	0.13
Range	54.173%
Minimum	-31.389%
Maximum	22.784%
Count	260

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.577%	98	37.69%	2.479%
Negative	-6.279%	162	62.31%	-3.912%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.22. Further, an Excess Kurtosis of 0.40 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -34.51%	0	0.00%	0.00%
-34.51% to -24.43%	0	0.00%	0.00%
-24.43% to -14.35%	6	6.98%	6.98%
-14.35% to -4.27%	14	16.28%	23.26%
-4.27% to 5.80%	24	27.91%	51.16%
5.80% to 15.88%	24	27.91%	79.07%
15.88% to 25.96%	12	13.95%	93.02%
25.96% to 36.03%	4	4.65%	97.67%
36.03% to 46.11%	1	1.16%	98.84%
Greater than 46.11%	1	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.63%	19.24%	68.60%	68.27%
±2σ	-21.07%	32.67%	95.35%	95.45%
±3σ	-34.51%	46.11%	98.84%	99.73%

Descriptive Statistics

Mean	5.803%
Standard Error	1.449%
Median	5.386%
Mode	-24.146%
Standard Deviation	13.436%
Sample Variance	180.533%
Kurtosis	0.40
Skewness	0.22
Range	70.807%
Minimum	-24.146%
Maximum	46.661%
Count	86

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.855%	58	67.44%	8.670%
Negative	-8.805%	28	32.56%	-2.867%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	31.96%
12	3 Years	26.92%
20	5 Years	24.60%
40	10 Years	21.88%
80	20 Years	21.92%
200	50 Years	22.57%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.77. Further, an Excess Kurtosis of 12.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.36%	0	0.00%	0.00%
-16.36% to -5.71%	0	0.00%	0.00%
-5.71% to 4.94%	0	0.00%	0.00%
4.94% to 15.58%	13	14.94%	14.94%
15.58% to 26.23%	41	47.13%	62.07%
26.23% to 36.88%	20	22.99%	85.06%
36.88% to 47.52%	8	9.20%	94.25%
47.52% to 58.17%	3	3.45%	97.70%
58.17% to 68.82%	1	1.15%	98.85%
Greater than 68.82%	1	1.15%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.04%	40.43%	85.06%	68.27%
±2σ	-2.16%	54.62%	96.55%	95.45%
±3σ	-16.36%	68.82%	98.85%	99.73%

Descriptive Statistics

Mean	26.231%
Standard Error	1.522%
Median	22.690%
Mode	7.084%
Standard Deviation	14.196%
Sample Variance	201.535%
Kurtosis	12.44
Skewness	2.77
Range	101.284%
Minimum	7.084%
Maximum	108.368%
Count	87

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	26.231%	87	100.00%	26.231%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.19. Further, an Excess Kurtosis of 1.14 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.15%	1	1.15%	1.15%
-44.15% to -34.25%	0	0.00%	1.15%
-34.25% to -24.34%	2	2.30%	3.45%
-24.34% to -14.44%	13	14.94%	18.39%
-14.44% to -4.54%	30	34.48%	52.87%
-4.54% to 5.36%	22	25.29%	78.16%
5.36% to 15.27%	12	13.79%	91.95%
15.27% to 25.17%	5	5.75%	97.70%
25.17% to 35.07%	2	2.30%	100.00%
Greater than 35.07%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.74%	8.66%	74.71%	68.27%
±2σ	-30.95%	21.87%	91.95%	95.45%
±3σ	-44.15%	35.07%	98.85%	99.73%

Descriptive Statistics

Mean	-4.539%
Standard Error	1.416%
Median	-6.395%
Mode	-47.545%
Standard Deviation	13.203%
Sample Variance	174.318%
Kurtosis	1.14
Skewness	0.19
Range	79.032%
Minimum	-47.545%
Maximum	31.487%
Count	87

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.436%	25	28.74%	3.286%
Negative	-10.980%	62	71.26%	-7.825%
Zero	0.000%	0	0.00%	0.000%

GOOGL Deep Analytical Report