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%	2.58%	—	2.15%	308.57	321.52	302.29	328.20
Weekly	4.29%	3.74%	4.18%	6.27%	—	4.72%	301.04	329.57	287.71	344.83
Monthly	8.73%	7.35%	8.16%	13.85%	—	9.84%	286.65	346.11	260.87	380.31
Quarterly	13.39%	14.20%	13.16%	24.57%	—	17.04%	267.54	370.83	227.25	436.57
Annual	—	—	—	—	—	34.07%	227.25	436.57	163.96	605.10
Option Time Horizon	—	—	—	—	—	13.10%	277.81	357.12	245.03	404.90

Calculation Notes: Computed at 2026-02-22T14:16 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $314.98 | Strike (K): $315.00 (first OTM call ≥ spot) | Observed Mid-Price: $16.5250 (Bid $16.4500 / Ask $16.6000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.27% | Binomial IV (Annual): 0.00% (CRR binomial tree, American, n=20 steps) | BS IV: 32.64% (European Black-Scholes) | Yahoo IV (Annual): 34.07% → 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
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 8.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.68%	36	0.67%	0.67%
-5.68% to -4.23%	67	1.24%	1.90%
-4.23% to -2.79%	168	3.11%	5.01%
-2.79% to -1.34%	594	10.98%	15.99%
-1.34% to 0.11%	1872	34.60%	50.59%
0.11% to 1.55%	1819	33.62%	84.21%
1.55% to 3.00%	609	11.26%	95.47%
3.00% to 4.45%	151	2.79%	98.26%
4.45% to 5.89%	46	0.85%	99.11%
Greater than 5.89%	48	0.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.82%	2.04%	78.84%	68.27%
±2σ	-3.75%	3.97%	94.99%	95.45%
±3σ	-5.68%	5.89%	98.45%	99.73%

Descriptive Statistics

Mean	0.108%
Standard Error	0.026%
Median	0.088%
Mode	0.437%
Standard Deviation	1.929%
Sample Variance	3.723%
Kurtosis	8.84
Skewness	0.60
Range	31.626%
Minimum	-11.634%
Maximum	19.992%
Count	5410

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.350%	2851	52.70%	0.711%
Negative	-1.277%	2555	47.23%	-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	2.51%
20	1 Month	3.11%
60	1 Quarter	2.67%
250	1 Year	2.85%
750	3 Years	2.52%
1,250	5 Years	2.58%
2,500	10 Years	2.32%
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 2.64. Further, an Excess Kurtosis of 12.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1.86%	0	0.00%	0.00%
-1.86% to -0.84%	0	0.00%	0.00%
-0.84% to 0.17%	0	0.00%	0.00%
0.17% to 1.19%	969	17.91%	17.91%
1.19% to 2.20%	2408	44.50%	62.41%
2.20% to 3.21%	1202	22.21%	84.62%
3.21% to 4.23%	452	8.35%	92.98%
4.23% to 5.24%	187	3.46%	96.43%
5.24% to 6.25%	101	1.87%	98.30%
Greater than 6.25%	92	1.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.85%	3.55%	83.37%	68.27%
±2σ	-0.51%	4.90%	95.60%	95.45%
±3σ	-1.86%	6.25%	98.30%	99.73%

Descriptive Statistics

Mean	2.199%
Standard Error	0.018%
Median	1.873%
Mode	1.093%
Standard Deviation	1.352%
Sample Variance	1.829%
Kurtosis	12.86
Skewness	2.64
Range	17.056%
Minimum	0.382%
Maximum	17.438%
Count	5411

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.199%	5411	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 3.75 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	0.91%	1.48%
-3.38% to -2.25%	201	3.71%	5.19%
-2.25% to -1.12%	706	13.05%	18.24%
-1.12% to 0.01%	1775	32.80%	51.04%
0.01% to 1.14%	1699	31.40%	82.44%
1.14% to 2.27%	632	11.68%	94.12%
2.27% to 3.40%	198	3.66%	97.78%
3.40% to 4.54%	69	1.28%	99.06%
Greater than 4.54%	51	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.50%	1.52%	76.16%	68.27%
±2σ	-3.00%	3.03%	94.83%	95.45%
±3σ	-4.51%	4.54%	98.48%	99.73%

Descriptive Statistics

Mean	0.011%
Standard Error	0.021%
Median	-0.012%
Mode	0.000%
Standard Deviation	1.508%
Sample Variance	2.274%
Kurtosis	3.75
Skewness	0.37
Range	19.112%
Minimum	-9.004%
Maximum	10.108%
Count	5411

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.107%	2665	49.25%	0.545%
Negative	-1.058%	2736	50.56%	-0.535%
Zero	0.000%	10	0.18%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.34. Further, an Excess Kurtosis of 2.61 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.36%	3	0.27%	0.27%
-12.36% to -9.14%	19	1.69%	1.96%
-9.14% to -5.92%	49	4.37%	6.33%
-5.92% to -2.70%	138	12.30%	18.63%
-2.70% to 0.52%	343	30.57%	49.20%
0.52% to 3.73%	375	33.42%	82.62%
3.73% to 6.95%	126	11.23%	93.85%
6.95% to 10.17%	49	4.37%	98.22%
10.17% to 13.39%	10	0.89%	99.11%
Greater than 13.39%	10	0.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.78%	4.81%	75.49%	68.27%
±2σ	-8.07%	9.10%	94.56%	95.45%
±3σ	-12.36%	13.39%	98.84%	99.73%

Descriptive Statistics

Mean	0.516%
Standard Error	0.128%
Median	0.593%
Mode	-0.142%
Standard Deviation	4.292%
Sample Variance	18.420%
Kurtosis	2.61
Skewness	0.34
Range	39.858%
Minimum	-14.221%
Maximum	25.637%
Count	1122

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.260%	636	56.68%	1.848%
Negative	-3.088%	484	43.14%	-1.332%
Zero	0.000%	2	0.18%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	7.72%
12	1 Quarter	5.54%
52	1 Year	7.02%
156	3 Years	6.17%
260	5 Years	6.27%
520	10 Years	5.58%
1,040	20 Years	5.61%
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 2.22. Further, an Excess Kurtosis of 8.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.29%	0	0.00%	0.00%
-5.29% to -2.48%	0	0.00%	0.00%
-2.48% to 0.32%	0	0.00%	0.00%
0.32% to 3.13%	208	18.52%	18.52%
3.13% to 5.93%	509	45.33%	63.85%
5.93% to 8.74%	213	18.97%	82.81%
8.74% to 11.54%	104	9.26%	92.07%
11.54% to 14.35%	47	4.19%	96.26%
14.35% to 17.15%	19	1.69%	97.95%
Greater than 17.15%	23	2.05%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.19%	9.67%	81.92%	68.27%
±2σ	-1.55%	13.41%	95.55%	95.45%
±3σ	-5.29%	17.15%	97.95%	99.73%

Descriptive Statistics

Mean	5.931%
Standard Error	0.112%
Median	4.918%
Mode	2.966%
Standard Deviation	3.740%
Sample Variance	13.987%
Kurtosis	8.91
Skewness	2.22
Range	38.158%
Minimum	1.119%
Maximum	39.277%
Count	1123

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.931%	1123	100.00%	5.931%
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 2.15 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.80%	4	0.36%	0.36%
-12.80% to -9.67%	11	0.98%	1.34%
-9.67% to -6.53%	51	4.54%	5.88%
-6.53% to -3.39%	144	12.82%	18.70%
-3.39% to -0.25%	384	34.19%	52.89%
-0.25% to 2.88%	316	28.14%	81.03%
2.88% to 6.02%	140	12.47%	93.50%
6.02% to 9.16%	46	4.10%	97.60%
9.16% to 12.30%	16	1.42%	99.02%
Greater than 12.30%	11	0.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.44%	3.93%	74.80%	68.27%
±2σ	-8.62%	8.12%	94.75%	95.45%
±3σ	-12.80%	12.30%	98.66%	99.73%

Descriptive Statistics

Mean	-0.253%
Standard Error	0.125%
Median	-0.465%
Mode	-6.037%
Standard Deviation	4.184%
Sample Variance	17.503%
Kurtosis	2.15
Skewness	0.31
Range	36.833%
Minimum	-19.691%
Maximum	17.142%
Count	1123

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.205%	496	44.17%	1.416%
Negative	-2.988%	627	55.83%	-1.668%
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 0.68. 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 -17.40%	3	1.16%	1.16%
-17.40% to -10.85%	9	3.49%	4.65%
-10.85% to -4.30%	42	16.28%	20.93%
-4.30% to 2.25%	80	31.01%	51.94%
2.25% to 8.80%	77	29.84%	81.78%
8.80% to 15.35%	31	12.02%	93.80%
15.35% to 21.90%	11	4.26%	98.06%
21.90% to 28.45%	3	1.16%	99.22%
Greater than 28.45%	2	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.48%	10.98%	73.26%	68.27%
±2σ	-15.22%	19.71%	94.96%	95.45%
±3σ	-23.95%	28.45%	99.22%	99.73%

Descriptive Statistics

Mean	2.249%
Standard Error	0.544%
Median	1.996%
Mode	-3.900%
Standard Deviation	8.733%
Sample Variance	76.273%
Kurtosis	2.67
Skewness	0.68
Range	65.576%
Minimum	-18.477%
Maximum	47.099%
Count	258

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.351%	158	61.24%	4.502%
Negative	-5.813%	100	38.76%	-2.253%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	11.43%
12	1 Year	15.89%
36	3 Years	14.08%
60	5 Years	13.85%
120	10 Years	12.35%
240	20 Years	12.45%
600	50 Years	13.00%

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 6.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.18%	0	0.00%	0.00%
-8.18% to -2.67%	0	0.00%	0.00%
-2.67% to 2.84%	0	0.00%	0.00%
2.84% to 8.35%	52	20.08%	20.08%
8.35% to 13.86%	102	39.38%	59.46%
13.86% to 19.37%	58	22.39%	81.85%
19.37% to 24.88%	29	11.20%	93.05%
24.88% to 30.39%	10	3.86%	96.91%
30.39% to 35.90%	4	1.54%	98.46%
Greater than 35.90%	4	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.52%	21.21%	75.68%	68.27%
±2σ	-0.83%	28.55%	96.53%	95.45%
±3σ	-8.18%	35.90%	98.46%	99.73%

Descriptive Statistics

Mean	13.863%
Standard Error	0.456%
Median	12.019%
Mode	9.634%
Standard Deviation	7.346%
Sample Variance	53.961%
Kurtosis	6.00
Skewness	1.85
Range	51.446%
Minimum	3.674%
Maximum	55.120%
Count	259

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.863%	259	100.00%	13.863%
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 0.14. Further, an Excess Kurtosis of 0.82 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.92%	1	0.39%	0.39%
-25.92% to -19.80%	3	1.16%	1.54%
-19.80% to -13.68%	11	4.25%	5.79%
-13.68% to -7.56%	37	14.29%	20.08%
-7.56% to -1.44%	82	31.66%	51.74%
-1.44% to 4.68%	68	26.25%	77.99%
4.68% to 10.80%	37	14.29%	92.28%
10.80% to 16.91%	14	5.41%	97.68%
16.91% to 23.03%	6	2.32%	100.00%
Greater than 23.03%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.60%	6.72%	71.81%	68.27%
±2σ	-17.76%	14.88%	95.37%	95.45%
±3σ	-25.92%	23.03%	99.61%	99.73%

Descriptive Statistics

Mean	-1.443%
Standard Error	0.507%
Median	-1.645%
Mode	-8.196%
Standard Deviation	8.159%
Sample Variance	66.575%
Kurtosis	0.82
Skewness	0.14
Range	54.173%
Minimum	-31.389%
Maximum	22.784%
Count	259

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.566%	98	37.84%	2.484%
Negative	-6.318%	161	62.16%	-3.927%
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 0.43 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -34.34%	0	0.00%	0.00%
-34.34% to -24.30%	0	0.00%	0.00%
-24.30% to -14.25%	6	6.98%	6.98%
-14.25% to -4.20%	14	16.28%	23.26%
-4.20% to 5.84%	24	27.91%	51.16%
5.84% to 15.89%	24	27.91%	79.07%
15.89% to 25.93%	12	13.95%	93.02%
25.93% to 35.98%	4	4.65%	97.67%
35.98% to 46.02%	1	1.16%	98.84%
Greater than 46.02%	1	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.55%	19.24%	69.77%	68.27%
±2σ	-20.95%	32.63%	95.35%	95.45%
±3σ	-34.34%	46.02%	98.84%	99.73%

Descriptive Statistics

Mean	5.842%
Standard Error	1.444%
Median	5.386%
Mode	-24.146%
Standard Deviation	13.394%
Sample Variance	179.390%
Kurtosis	0.43
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	-8.684%	28	32.56%	-2.827%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	31.80%
12	3 Years	26.86%
20	5 Years	24.57%
40	10 Years	21.86%
80	20 Years	21.91%
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 2.76. Further, an Excess Kurtosis of 12.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.39%	0	0.00%	0.00%
-16.39% to -5.73%	0	0.00%	0.00%
-5.73% to 4.92%	0	0.00%	0.00%
4.92% to 15.57%	13	14.94%	14.94%
15.57% to 26.22%	41	47.13%	62.07%
26.22% to 36.87%	20	22.99%	85.06%
36.87% to 47.52%	8	9.20%	94.25%
47.52% to 58.18%	3	3.45%	97.70%
58.18% to 68.83%	1	1.15%	98.85%
Greater than 68.83%	1	1.15%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.02%	40.42%	85.06%	68.27%
±2σ	-2.18%	54.62%	96.55%	95.45%
±3σ	-16.39%	68.83%	98.85%	99.73%

Descriptive Statistics

Mean	26.221%
Standard Error	1.523%
Median	22.690%
Mode	7.084%
Standard Deviation	14.202%
Sample Variance	201.697%
Kurtosis	12.42
Skewness	2.76
Range	101.284%
Minimum	7.084%
Maximum	108.368%
Count	87

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	26.221%	87	100.00%	26.221%
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 1.19 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.05%	1	1.15%	1.15%
-44.05% to -34.19%	0	0.00%	1.15%
-34.19% to -24.32%	2	2.30%	3.45%
-24.32% to -14.45%	13	14.94%	18.39%
-14.45% to -4.58%	30	34.48%	52.87%
-4.58% to 5.28%	22	25.29%	78.16%
5.28% to 15.15%	12	13.79%	91.95%
15.15% to 25.02%	5	5.75%	97.70%
25.02% to 34.88%	2	2.30%	100.00%
Greater than 34.88%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.74%	8.57%	74.71%	68.27%
±2σ	-30.90%	21.73%	91.95%	95.45%
±3σ	-44.05%	34.88%	98.85%	99.73%

Descriptive Statistics

Mean	-4.585%
Standard Error	1.410%
Median	-6.395%
Mode	-47.545%
Standard Deviation	13.156%
Sample Variance	173.070%
Kurtosis	1.19
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	11.275%	25	28.74%	3.240%
Negative	-10.980%	62	71.26%	-7.825%
Zero	0.000%	0	0.00%	0.000%

GOOGL Deep Analytical Report