GOOG Options History — June 2016

In June 2016, GOOG traded between $33.46 and $36.66. ATM implied volatility averaged 20.8%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 4.1% (HV 20d: 16.7%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.84.

Notable Days

2016-06-17: Highest Volume — 1,089,280 contracts
2016-06-24: Largest IV spike — 31.1% change
2016-06-27: Highest IV Rank — 57.0%
2016-06-27: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.33	$33.46	$36.66	$36.66	$34.57
Max Pain	$35.82	$35.00	$37.00	$36.00	$35.00
ATM IV	20.8%	16.4%	30.3%	17.4%	28.0%
Expected Move	5.6%	4.7%	7.2%	4.7%	5.0%
HV 20d	16.7%	14.8%	20.0%	15.7%	20.0%
HV 60d	19.1%	18.3%	20.4%	19.0%	20.4%
IV Rank	18.4%	1.0%	57.0%	5.2%	47.6%
IV Percentile	25.8%	0.4%	74.2%	5.2%	61.1%
Term Structure	2.0%	-1.5%	8.1%	-0.1%	-1.5%
VWIV	19.5%	16.2%	24.5%	16.2%	18.0%
Skew 25d	3.6%	2.6%	5.0%	3.0%	4.0%
Skew 10d	6.8%	4.3%	8.7%	4.3%	7.6%
Call IV 25d	19.0%	15.1%	29.6%	16.0%	26.1%
Put IV 25d	22.7%	17.9%	33.6%	19.0%	30.1%
Bid-Ask Spread %	49.38	34.22	60.93	55.65	60.93
Gamma HHI	0.07	0.03	0.27	0.06	0.06
Net GEX	35.6M	-162.0M	249.6M	135.3M	125.3M
Net DEX	237.8M	-1.05B	1.43B	-1.05B	-27.6M
Net VEX	-16.8M	-18.1M	-15.9M	-16.8M	-18.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.43	1.44	1.44	1.07
Total Volume	562,059.091	380,000	1,089,280	496,760	440,220
Total OI	3,708,110.909	3,198,580	4,184,300	3,601,880	3,864,020

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 Vol	Put Vol	Call OI	Put OI
2016-06-01	$36.66	$36.00	17.4%	4.7%	15.7%	5.2%	16.2%	3.0%	-0.1%	135.3M	-1.05B	-16.8M	1.44	55.65	203,280	293,480	1,826,320	1,775,560
2016-06-02	$36.47	$35.50	16.9%	5.2%	16.0%	3.0%	18.8%	2.7%	0.4%	63.5M	-721.0M	-16.6M	0.86	40.24	345,380	298,320	1,860,620	1,809,860
2016-06-03	$36.11	$35.50	16.4%	5.1%	16.5%	1.0%	17.8%	2.6%	-0.1%	-162.0M	-64.2M	-16.4M	1.04	43.85	297,380	307,960	1,906,100	1,867,920
2016-06-06	$35.85	$35.50	16.6%	5.2%	15.9%	2.0%	18.1%	2.8%	1.6%	17.1M	25.4M	-15.9M	0.64	46.66	301,380	192,480	1,795,460	1,731,020
2016-06-07	$35.84	$35.50	16.6%	5.3%	15.9%	2.2%	18.5%	3.0%	1.7%	42.1M	-33.0M	-16.0M	0.77	47.87	214,800	165,280	1,882,400	1,768,440
2016-06-08	$36.41	$35.50	16.4%	5.0%	16.2%	1.2%	17.9%	2.8%	1.3%	194.7M	-720.2M	-16.3M	0.77	47.03	321,740	246,160	1,916,500	1,791,280
2016-06-09	$36.44	$35.50	17.2%	5.6%	15.7%	4.5%	19.5%	3.4%	2.8%	249.6M	-806.1M	-16.4M	0.86	46.23	260,220	223,200	1,984,600	1,822,580
2016-06-10	$35.96	$35.50	18.1%	5.5%	16.4%	7.3%	19.2%	3.7%	1.4%	-44.0M	27.9M	-16.2M	0.75	49.39	373,740	278,480	2,020,540	1,854,840
2016-06-13	$35.90	$35.50	19.7%	5.7%	16.4%	13.8%	19.0%	3.7%	0.7%	32.4M	-13.4M	-16.3M	1.25	48.14	187,960	234,820	1,905,580	1,765,060
2016-06-14	$35.92	$36.25	19.9%	5.7%	16.2%	14.4%	18.3%	3.9%	0.1%	30.5M	81.8M	-16.6M	0.75	50.78	291,920	218,420	1,988,300	1,829,500
2016-06-15	$35.93	$37.00	19.2%	5.5%	16.1%	11.7%	19.3%	3.9%	0.7%	43.8M	31.8M	-17.0M	0.94	56.01	195,840	184,160	2,115,980	1,875,760
2016-06-16	$35.53	$37.00	19.7%	5.6%	15.0%	13.5%	20.4%	3.7%	0.1%	-25.9M	523.9M	-16.5M	1.21	49.50	316,400	382,500	2,148,420	1,891,280
2016-06-17	$34.57	$37.00	22.2%	6.4%	17.7%	23.8%	21.3%	3.9%	-0.0%	-50.2M	1.41B	-16.3M	0.55	46.99	700,740	388,540	2,239,360	1,944,940
2016-06-20	$34.69	$36.00	19.2%	5.5%	17.2%	11.5%	18.8%	3.3%	7.9%	-1.1M	766.5M	-16.8M	0.71	47.26	305,400	215,700	1,635,140	1,563,440
2016-06-21	$34.78	$36.00	19.5%	5.7%	17.1%	12.7%	19.8%	3.6%	8.1%	24.1M	692.9M	-16.9M	0.78	34.22	265,480	207,840	1,744,620	1,611,040
2016-06-22	$34.89	$36.00	20.3%	6.0%	14.8%	16.1%	21.4%	4.7%	8.0%	51.1M	549.0M	-17.2M	1.05	48.27	187,100	196,260	1,845,840	1,650,060
2016-06-23	$35.07	$36.00	20.1%	5.3%	14.8%	15.2%	19.0%	4.1%	7.7%	74.8M	408.0M	-17.1M	0.67	53.14	273,720	183,640	1,875,900	1,681,720
2016-06-24	$33.95	$35.75	26.3%	6.9%	18.4%	40.8%	23.5%	5.0%	7.0%	-73.8M	1.33B	-16.6M	0.49	52.71	689,800	339,040	1,953,040	1,713,080
2016-06-27	$33.46	$35.50	30.3%	7.2%	17.9%	57.0%	24.5%	4.0%	-1.4%	-26.6M	1.43B	-17.2M	0.75	50.76	299,280	223,440	1,880,100	1,715,160
2016-06-28	$33.98	$35.50	28.6%	5.8%	19.0%	50.2%	19.4%	3.9%	-1.1%	19.6M	1.00B	-17.7M	0.43	53.58	429,460	184,140	1,981,780	1,760,400
2016-06-29	$34.17	$35.00	28.7%	5.5%	19.3%	50.7%	19.2%	3.7%	-1.3%	62.6M	395.5M	-18.0M	0.75	57.08	286,620	213,580	2,088,280	1,696,600
2016-06-30	$34.57	$35.00	28.0%	5.0%	20.0%	47.6%	18.0%	4.0%	-1.5%	125.3M	-27.6M	-18.1M	1.07	60.93	212,900	227,320	2,132,380	1,731,640