GOOG Options History — July 2017

In July 2017, GOOG traded between $44.94 and $49.22. ATM implied volatility averaged 23.0%, placing in the 67.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 2.0% (HV 20d: 21.0%). Max pain ranged from $46.25 to $47.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.80.

Notable Days

  • 2017-07-25: Highest Volume — 1,381,640 contracts
  • 2017-07-25: Largest IV drop — 29.3% change
  • 2017-07-03: Highest IV Rank — 100.0%
  • 2017-07-06: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.13$44.94$49.22$44.94$46.53
Max Pain$46.73$46.25$47.50$46.88$47.25
ATM IV23.0%16.2%28.9%28.9%17.2%
Expected Move6.2%4.5%7.2%6.3%5.0%
HV 20d21.0%19.5%23.6%21.5%21.4%
HV 60d18.8%18.4%19.2%18.4%19.2%
IV Rank67.3%30.1%100.0%100.0%35.7%
IV Percentile73.7%42.5%100.0%100.0%49.6%
Term Structure-0.9%-1.9%0.8%-1.3%-0.2%
VWIV21.8%15.7%25.4%21.8%17.2%
Skew 25d2.7%1.0%4.3%2.9%1.5%
Skew 10d5.3%2.3%7.8%3.3%4.1%
Call IV 25d21.9%15.8%27.4%27.4%16.4%
Put IV 25d24.6%17.2%30.2%30.2%17.9%
Bid-Ask Spread %39.7428.4056.0753.9956.07
Gamma HHI0.070.030.210.040.04
Net GEX198.6M-63.1M545.2M-10.9M79.9M
Net DEX-3.74B-6.46B-353.3M-353.3M-2.37B
Net VEX-41.2M-42.9M-39.4M-41.1M-39.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.351.140.681.08
Total Volume747,789415,8601,381,640619,180553,220
Total OI5,834,2925,290,0006,500,4005,377,9005,802,260

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-07-03$44.94$46.8828.9%6.3%21.5%100.0%21.8%2.9%-1.3%-10.9M-353.3M-41.1M0.6853.99368,100251,0802,918,4402,459,460
2017-07-05$45.63$46.7526.7%5.7%22.6%87.7%19.8%4.0%-1.0%48.8M-1.28B-41.7M0.6153.82406,780249,4003,011,5002,524,440
2017-07-06$45.32$46.2527.7%7.2%22.4%93.4%25.0%2.5%-1.1%22.5M-756.2M-41.2M0.4035.59676,260270,3203,109,3002,566,340
2017-07-07$45.98$46.2526.3%7.0%23.3%85.8%24.7%3.8%-1.9%407.4M-2.26B-42.9M0.7536.44421,980316,4203,237,7802,617,780
2017-07-10$46.49$46.2525.3%6.9%20.2%80.2%23.4%4.3%-1.0%183.2M-3.01B-42.4M0.7537.43283,740213,9203,100,1202,525,240
2017-07-11$46.47$46.5024.8%6.7%20.0%77.6%22.9%3.7%-1.2%205.5M-2.99B-42.4M0.8932.21220,020195,8403,159,4202,572,020
2017-07-12$47.27$46.2524.1%6.5%20.3%73.3%23.1%3.7%-1.3%313.8M-4.67B-41.8M0.9037.55359,560324,9003,190,7602,596,920
2017-07-13$47.31$46.5025.1%6.8%20.3%79.2%23.8%3.1%-1.7%275.0M-4.72B-41.9M0.7634.26419,420320,1403,205,3202,661,260
2017-07-14$47.70$46.5023.8%6.5%20.2%71.6%23.1%3.2%-1.4%366.0M-5.56B-42.2M1.1035.48269,600296,1203,216,9202,718,520
2017-07-17$47.66$46.5023.5%6.7%20.2%70.4%23.4%2.9%-1.2%286.8M-4.78B-40.5M1.0437.07234,820244,7203,058,9402,526,340
2017-07-18$48.26$46.5023.5%6.7%19.7%70.2%23.9%2.6%-1.4%334.8M-5.94B-40.6M0.9136.70284,860260,0403,112,2802,583,040
2017-07-19$48.52$46.7523.2%6.6%19.7%68.5%23.6%2.4%-1.0%319.2M-6.27B-40.7M0.3530.08801,880284,3403,117,4602,622,980
2017-07-20$48.34$46.7523.6%6.8%19.5%71.0%24.4%2.2%-1.2%297.6M-6.10B-42.1M0.5433.56485,680262,2003,306,1002,696,800
2017-07-21$48.54$46.7523.6%6.9%19.5%70.6%24.2%2.3%-1.1%545.2M-6.46B-42.1M0.6828.73413,220282,7803,408,2802,736,000
2017-07-24$49.22$46.7523.9%7.1%19.9%72.5%25.4%2.7%-1.0%246.3M-6.28B-41.4M0.9634.86628,860601,1203,049,5802,240,420
2017-07-25$47.44$47.2516.9%4.7%23.6%33.8%16.6%1.0%0.3%54.4M-3.37B-39.4M0.7028.40811,240570,4003,314,2202,538,920
2017-07-26$47.35$47.5016.2%4.5%21.9%30.1%15.7%1.4%0.0%81.9M-3.25B-40.1M0.8253.24367,980301,7803,597,6002,686,320
2017-07-27$46.53$47.2518.3%5.1%22.5%41.5%18.1%2.4%-0.2%-22.3M-1.60B-40.2M0.8549.28551,960468,0403,666,9802,729,380
2017-07-28$46.99$47.2516.8%4.7%21.3%33.3%16.3%1.6%0.8%-63.1M-2.68B-40.6M1.1450.08318,720364,3203,726,7602,773,640
2017-07-31$46.53$47.2517.2%5.0%21.4%35.7%17.2%1.5%-0.2%79.9M-2.37B-39.5M1.0856.07266,520286,7003,313,8602,488,400