GOOG Options History — August 2017

In August 2017, GOOG traded between $45.32 and $46.91. ATM implied volatility averaged 15.7%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 1.2% (HV 20d: 16.9%). Max pain ranged from $46.00 to $47.38. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.86.

Notable Days

2017-08-23: Highest Volume — 896,460 contracts
2017-08-14: Largest IV drop — 15.5% change
2017-08-10: Highest IV Rank — 41.0%
2017-08-10: Largest Expected Move — 5.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.11	$45.32	$46.91	$46.51	$46.91
Max Pain	$46.11	$46.00	$47.38	$47.38	$46.00
ATM IV	15.7%	14.4%	18.2%	16.1%	14.8%
Expected Move	4.5%	4.0%	5.3%	4.7%	4.0%
HV 20d	16.9%	12.6%	20.5%	20.5%	13.7%
HV 60d	19.0%	18.5%	19.2%	19.1%	19.0%
IV Rank	27.0%	20.0%	41.0%	29.5%	22.3%
IV Percentile	36.5%	24.2%	57.1%	41.7%	28.6%
Term Structure	0.4%	-0.2%	0.9%	0.0%	0.2%
VWIV	15.6%	14.2%	18.4%	16.2%	14.5%
Skew 25d	2.3%	1.5%	3.4%	1.5%	2.4%
Skew 10d	4.7%	3.0%	7.0%	3.5%	4.0%
Call IV 25d	14.8%	13.4%	17.2%	15.5%	13.8%
Put IV 25d	17.1%	15.7%	20.0%	17.0%	16.1%
Bid-Ask Spread %	55.71	35.12	67.44	54.40	67.44
Gamma HHI	0.04	0.03	0.06	0.04	0.06
Net GEX	118.0M	-38.7M	315.7M	75.4M	315.7M
Net DEX	-2.12B	-4.46B	-556.2M	-2.32B	-4.46B
Net VEX	-37.5M	-39.4M	-34.9M	-39.0M	-37.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.34	1.11	0.93	0.89
Total Volume	534,194.783	366,420	896,460	366,420	581,760
Total OI	5,985,747.826	5,493,160	6,336,900	5,984,400	6,039,740

Daily Data (23 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
2017-08-01	$46.51	$47.38	16.1%	4.7%	20.5%	29.5%	16.2%	1.5%	0.0%	75.4M	-2.32B	-39.0M	0.93	54.40	190,100	176,320	3,400,020	2,584,380
2017-08-02	$46.46	$47.25	16.0%	4.4%	19.9%	28.7%	15.4%	1.5%	0.4%	60.2M	-2.16B	-39.4M	0.62	59.28	383,820	236,500	3,441,740	2,599,100
2017-08-03	$46.20	$46.00	15.6%	4.7%	19.9%	26.6%	16.4%	1.8%	0.6%	60.5M	-1.67B	-38.2M	0.90	58.94	233,900	209,820	3,514,600	2,642,960
2017-08-04	$46.34	$46.00	15.3%	4.4%	19.3%	24.9%	15.6%	1.7%	0.3%	104.3M	-2.03B	-37.8M	1.05	57.40	259,340	272,020	3,560,420	2,657,660
2017-08-07	$46.46	$46.00	14.8%	4.4%	18.9%	22.1%	15.3%	1.7%	0.4%	108.7M	-2.47B	-37.5M	1.01	53.55	211,540	212,660	3,277,060	2,514,460
2017-08-08	$46.35	$46.00	15.6%	4.6%	18.9%	26.8%	16.1%	1.5%	0.7%	110.7M	-2.29B	-38.1M	0.96	63.76	254,840	245,480	3,347,220	2,571,920
2017-08-09	$46.12	$46.00	16.2%	4.7%	17.8%	30.0%	16.5%	2.6%	0.4%	54.8M	-1.81B	-37.9M	0.89	55.79	265,960	237,740	3,419,720	2,615,800
2017-08-10	$45.42	$46.00	18.2%	5.3%	18.5%	41.0%	18.4%	2.2%	0.5%	-38.7M	-556.2M	-37.6M	1.01	55.52	306,900	309,380	3,471,020	2,658,260
2017-08-11	$45.75	$46.00	17.7%	5.1%	18.4%	38.1%	17.1%	3.4%	-0.0%	11.8M	-1.22B	-38.0M	0.78	52.08	407,600	319,280	3,552,140	2,695,920
2017-08-14	$46.14	$46.00	14.9%	4.3%	18.8%	23.0%	14.6%	2.5%	0.4%	125.3M	-2.08B	-36.8M	0.86	61.41	225,380	193,840	3,433,780	2,606,400
2017-08-15	$46.15	$46.00	15.6%	4.5%	18.0%	26.4%	15.9%	2.3%	0.5%	162.0M	-2.21B	-37.1M	0.93	62.10	206,740	192,980	3,484,660	2,616,380
2017-08-16	$46.30	$46.00	15.1%	4.3%	17.9%	23.6%	14.6%	2.4%	0.4%	220.4M	-2.56B	-37.1M	0.85	62.46	258,680	219,900	3,536,480	2,640,420
2017-08-17	$45.67	$46.00	17.4%	5.0%	18.4%	36.5%	18.0%	3.2%	0.2%	24.1M	-1.20B	-37.7M	0.79	62.87	324,500	254,880	3,582,180	2,656,380
2017-08-18	$45.68	$46.00	16.8%	4.7%	18.2%	33.3%	17.3%	3.0%	0.9%	-6.8M	-1.26B	-36.7M	0.77	58.40	411,280	316,740	3,639,100	2,697,800
2017-08-21	$45.32	$46.00	16.4%	4.6%	17.2%	31.3%	15.8%	2.5%	0.1%	42.9M	-1.06B	-34.9M	0.71	55.11	288,180	203,260	3,076,920	2,416,240
2017-08-22	$46.25	$46.00	14.8%	4.2%	14.4%	22.3%	14.9%	2.2%	0.4%	194.4M	-2.61B	-36.6M	0.91	53.90	263,080	239,220	3,132,820	2,472,280
2017-08-23	$46.42	$46.00	15.0%	4.1%	14.6%	23.5%	14.5%	2.4%	0.7%	261.1M	-2.98B	-37.4M	0.34	40.20	667,580	228,880	3,206,280	2,521,720
2017-08-24	$46.10	$46.00	15.8%	4.3%	13.4%	27.5%	15.3%	2.7%	0.6%	204.3M	-2.53B	-38.5M	0.61	55.45	379,680	230,000	3,361,120	2,560,240
2017-08-25	$45.84	$46.00	14.4%	4.0%	12.9%	20.0%	14.2%	2.3%	-0.2%	89.5M	-1.90B	-36.9M	1.07	47.46	254,840	273,280	3,381,660	2,586,080
2017-08-28	$45.66	$46.00	14.8%	4.1%	12.6%	22.3%	14.5%	1.5%	0.4%	68.9M	-1.57B	-36.3M	0.97	53.64	204,740	198,860	3,233,520	2,514,780
2017-08-29	$46.10	$46.00	14.4%	4.0%	13.1%	20.0%	14.3%	2.3%	0.5%	187.7M	-2.53B	-36.8M	0.90	35.12	224,940	201,440	3,290,280	2,546,060
2017-08-30	$46.43	$46.00	14.5%	4.1%	13.4%	20.7%	14.6%	2.6%	0.7%	276.6M	-3.39B	-37.5M	1.11	54.98	240,660	267,960	3,336,300	2,578,180
2017-08-31	$46.91	$46.00	14.8%	4.0%	13.7%	22.3%	14.5%	2.4%	0.2%	315.7M	-4.46B	-37.9M	0.89	67.44	308,540	273,220	3,389,820	2,649,920