GOOG Options History — June 2017

In June 2017, GOOG traded between $45.62 and $49.22. ATM implied volatility averaged 18.6%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 0.8% (HV 20d: 17.8%). Max pain ranged from $44.25 to $47.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.03.

Notable Days

2017-06-09: Highest Volume — 1,385,740 contracts
2017-06-26: Largest IV spike — 26.5% change
2017-06-29: Highest IV Rank — 96.5%
2017-06-29: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.68	$45.62	$49.22	$48.31	$45.62
Max Pain	$46.93	$44.25	$47.50	$44.25	$47.00
ATM IV	18.6%	13.8%	28.1%	15.1%	27.7%
Expected Move	5.0%	4.0%	6.1%	4.2%	5.6%
HV 20d	17.8%	12.8%	22.0%	12.9%	21.8%
HV 60d	16.2%	14.4%	18.1%	14.4%	18.1%
IV Rank	41.1%	15.4%	96.5%	22.3%	94.9%
IV Percentile	52.4%	21.4%	97.2%	32.9%	96.4%
Term Structure	1.2%	-1.5%	6.3%	0.0%	-1.3%
VWIV	17.8%	14.6%	21.1%	15.1%	19.7%
Skew 25d	1.9%	0.7%	3.5%	0.9%	2.4%
Skew 10d	3.8%	1.8%	8.2%	2.7%	4.4%
Call IV 25d	17.8%	13.8%	27.2%	15.1%	27.2%
Put IV 25d	19.7%	14.6%	30.1%	16.0%	29.6%
Bid-Ask Spread %	40.93	26.91	56.15	49.41	53.00
Gamma HHI	0.06	0.03	0.19	0.06	0.06
Net GEX	154.1M	-87.4M	431.3M	219.5M	-87.4M
Net DEX	-4.94B	-8.57B	-598.4M	-7.19B	-598.4M
Net VEX	-40.4M	-42.2M	-37.1M	-37.9M	-42.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.65	2.15	1.08	1.05
Total Volume	657,947.273	325,340	1,385,740	493,920	755,140
Total OI	5,678,310.909	4,954,760	6,718,280	5,678,760	5,715,780

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
2017-06-01	$48.31	$44.25	15.1%	4.2%	12.9%	22.3%	15.1%	0.9%	0.0%	219.5M	-7.19B	-37.9M	1.08	49.41	237,700	256,220	3,078,180	2,600,580
2017-06-02	$48.70	$44.25	14.7%	4.0%	12.9%	20.2%	14.6%	1.2%	0.2%	135.7M	-8.12B	-38.0M	0.65	52.36	450,780	293,900	3,115,160	2,670,800
2017-06-05	$49.22	$46.75	14.8%	4.8%	12.8%	20.6%	17.2%	1.0%	0.4%	280.1M	-8.57B	-37.3M	0.79	27.30	328,900	260,580	2,994,320	2,522,880
2017-06-06	$48.85	$46.75	13.8%	4.5%	13.2%	15.4%	15.8%	0.7%	0.3%	252.2M	-7.94B	-37.4M	1.24	38.28	320,840	396,760	3,055,240	2,616,140
2017-06-07	$49.12	$47.00	14.5%	4.7%	13.1%	19.3%	17.1%	1.7%	0.3%	235.1M	-8.32B	-37.1M	1.09	35.67	270,320	294,720	3,132,940	2,740,340
2017-06-08	$49.12	$47.00	14.3%	4.6%	12.9%	18.3%	16.6%	1.3%	0.3%	227.8M	-8.33B	-37.2M	2.15	36.73	201,300	432,140	3,161,320	2,796,020
2017-06-09	$47.35	$47.00	17.7%	5.5%	19.0%	35.2%	18.9%	1.4%	-0.0%	36.6M	-4.26B	-39.2M	0.67	56.15	827,900	557,840	3,177,940	2,866,140
2017-06-12	$47.01	$47.50	18.9%	5.6%	19.3%	41.6%	20.5%	1.6%	0.4%	99.4M	-4.34B	-41.1M	1.14	37.73	458,120	522,460	3,261,700	2,771,740
2017-06-13	$47.67	$47.50	16.7%	4.9%	19.8%	30.3%	17.8%	2.1%	0.4%	154.5M	-5.76B	-41.2M	0.73	31.80	394,860	290,080	3,380,500	2,925,460
2017-06-14	$47.47	$47.50	17.0%	5.2%	19.8%	31.7%	18.7%	3.0%	1.0%	143.6M	-5.44B	-42.0M	1.13	36.69	230,760	260,080	3,501,600	2,964,920
2017-06-15	$47.03	$47.50	18.4%	5.5%	18.4%	38.9%	19.7%	2.9%	1.2%	60.2M	-4.40B	-41.9M	1.34	26.91	370,780	497,020	3,537,100	3,004,240
2017-06-16	$46.97	$47.25	17.2%	5.1%	18.2%	33.1%	18.2%	2.5%	0.9%	113.5M	-4.62B	-41.6M	1.08	28.14	335,720	363,400	3,643,800	3,074,480
2017-06-19	$47.80	$47.25	16.1%	4.7%	19.2%	27.0%	16.8%	1.8%	5.0%	208.3M	-4.08B	-41.7M	0.81	27.00	301,380	245,080	2,714,240	2,245,520
2017-06-20	$47.57	$47.25	17.5%	5.1%	19.1%	34.4%	17.9%	2.1%	4.3%	192.8M	-3.78B	-42.2M	0.90	32.40	199,260	179,320	2,803,060	2,305,620
2017-06-21	$47.99	$47.25	16.2%	4.6%	19.2%	27.5%	16.5%	1.8%	5.6%	269.4M	-4.42B	-42.2M	1.00	37.56	176,400	176,760	2,833,620	2,337,000
2017-06-22	$47.81	$47.25	17.7%	4.8%	19.1%	35.6%	16.8%	2.0%	5.6%	250.6M	-4.06B	-42.1M	1.14	38.40	151,860	173,480	2,845,780	2,370,060
2017-06-23	$48.23	$47.25	18.1%	4.5%	18.5%	37.4%	16.2%	1.7%	6.3%	431.3M	-4.89B	-41.5M	0.90	54.81	267,560	239,880	2,871,920	2,386,640
2017-06-26	$47.63	$47.25	22.9%	5.2%	19.0%	62.0%	18.4%	1.1%	-0.6%	151.4M	-3.72B	-40.8M	0.89	50.22	285,960	255,840	2,712,660	2,242,100
2017-06-27	$46.52	$47.50	25.7%	5.6%	20.4%	76.6%	19.6%	1.9%	-1.5%	24.4M	-1.95B	-40.7M	1.14	49.43	314,220	357,940	2,767,800	2,324,540
2017-06-28	$47.03	$47.25	26.2%	5.1%	20.8%	85.9%	18.4%	3.5%	-1.1%	49.2M	-2.75B	-42.1M	0.87	50.23	392,580	343,100	2,883,740	2,444,480
2017-06-29	$46.01	$47.00	28.1%	6.1%	22.0%	96.5%	21.1%	3.3%	-0.7%	-58.0M	-1.22B	-42.2M	0.92	50.28	420,280	385,620	2,996,380	2,528,360
2017-06-30	$45.62	$47.00	27.7%	5.6%	21.8%	94.9%	19.7%	2.4%	-1.3%	-87.4M	-598.4M	-42.2M	1.05	53.00	368,680	386,460	3,113,040	2,602,740