GOOG Options History — June 2018

In June 2018, GOOG traded between $55.77 and $58.72. ATM implied volatility averaged 21.0%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.5% (HV 20d: 18.5%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2018-06-01: Highest Volume — 1,239,140 contracts
  • 2018-06-25: Largest IV spike — 27.1% change
  • 2018-06-27: Highest IV Rank — 68.1%
  • 2018-06-25: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.94$55.77$58.72$55.86$56.00
Max Pain$54.45$52.50$55.00$52.50$55.00
ATM IV21.0%17.0%30.5%17.3%27.8%
Expected Move5.7%4.9%6.9%5.1%6.1%
HV 20d18.5%16.3%21.1%20.7%17.1%
HV 60d26.2%22.8%29.4%29.2%22.8%
IV Rank31.0%15.2%68.1%16.3%57.5%
IV Percentile52.6%25.0%92.1%30.6%86.5%
Term Structure1.6%-1.0%7.0%0.4%0.4%
VWIV20.2%17.9%24.4%17.9%21.5%
Skew 25d2.2%1.1%3.6%1.7%3.0%
Skew 10d3.7%0.1%6.9%3.5%5.8%
Call IV 25d20.1%16.3%28.8%17.0%26.0%
Put IV 25d22.3%18.1%32.4%18.7%29.1%
Bid-Ask Spread %30.7925.3643.3525.9536.76
Gamma HHI0.100.030.710.040.03
Net GEX255.5M-54.7M1.21B247.4M87.9M
Net DEX-5.61B-8.18B-2.51B-6.76B-2.97B
Net VEX-27.6M-29.7M-25.8M-26.6M-29.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.741.140.741.09
Total Volume681,835.238438,8401,239,1401,239,140519,920
Total OI4,620,837.1433,615,7005,443,9004,973,5004,289,160

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$55.86$52.5017.3%5.1%20.7%16.3%17.9%1.7%0.4%247.4M-6.76B-26.6M0.7425.95712,800526,3402,524,7402,448,760
2018-06-04$56.97$53.5018.1%5.4%20.3%19.4%19.8%1.8%0.2%302.5M-7.23B-26.1M0.8125.36465,820375,3002,454,9402,277,540
2018-06-05$56.94$53.7517.8%5.4%20.3%18.4%19.7%1.8%0.3%317.2M-7.20B-26.6M0.9825.85322,180315,8602,571,1802,410,460
2018-06-06$56.78$54.0017.9%5.5%20.4%18.7%19.8%2.0%0.1%275.7M-6.88B-27.6M0.9128.26353,700321,7402,625,6602,504,340
2018-06-07$56.30$54.0018.2%5.5%18.9%20.0%19.7%2.5%0.2%191.5M-5.97B-27.7M1.0025.71346,620348,2602,662,1402,573,900
2018-06-08$56.18$54.0017.8%5.2%18.6%18.4%18.5%1.8%0.5%-54.7M-5.78B-27.6M0.9426.25391,940367,8202,715,8802,624,720
2018-06-11$56.63$54.2518.6%5.3%18.8%21.3%18.3%2.6%-0.2%322.5M-6.28B-27.7M0.9125.79301,740273,9202,550,1402,418,740
2018-06-12$56.77$54.2517.3%5.1%18.7%16.5%18.4%1.4%0.6%373.0M-6.62B-27.4M1.1428.38204,600234,2402,639,4802,484,940
2018-06-13$57.14$54.2517.9%5.2%16.4%18.9%18.7%1.8%0.1%448.0M-7.29B-26.7M0.8730.91354,060306,3802,658,3802,534,500
2018-06-14$57.64$54.5017.9%5.2%16.5%18.8%18.6%1.7%0.3%482.4M-8.18B-26.6M0.8633.28377,380325,1802,736,9602,618,100
2018-06-15$57.49$54.5017.0%4.9%16.4%15.2%18.1%1.8%0.4%1.21B-8.01B-26.4M0.8932.25466,020416,4802,765,8202,678,080
2018-06-18$58.63$55.0018.5%5.3%16.5%21.1%19.0%1.5%6.4%272.4M-6.15B-25.8M0.9229.69407,660374,3601,934,0401,681,660
2018-06-19$58.40$55.0019.3%5.5%16.7%24.0%19.8%1.7%6.4%251.8M-5.85B-26.8M0.7534.24360,280269,5002,039,1801,843,960
2018-06-20$58.72$55.0019.8%5.7%16.3%26.2%20.1%1.1%6.4%322.7M-6.45B-26.8M0.7930.49378,560300,8202,112,4201,921,980
2018-06-21$57.68$55.0022.1%6.0%18.1%35.1%21.6%1.7%5.7%79.8M-4.50B-28.7M0.8643.35362,920310,3602,170,3002,012,400
2018-06-22$57.76$55.0022.2%5.6%18.1%35.5%20.3%1.8%7.0%33.2M-4.56B-27.9M0.8437.49372,840313,7402,245,7002,046,200
2018-06-25$56.20$55.0028.2%6.9%21.1%59.1%24.4%3.6%0.3%68.6M-3.00B-29.0M0.8435.06410,240344,5202,026,4601,782,320
2018-06-26$56.04$55.0028.8%6.4%20.3%61.5%22.5%3.1%-1.0%63.7M-2.88B-29.2M0.8228.59243,840199,6402,162,6801,915,080
2018-06-27$55.77$55.0030.5%6.8%20.4%68.1%24.4%3.6%-0.8%30.0M-2.51B-29.7M0.9926.80265,660262,7202,208,1801,947,200
2018-06-28$55.85$55.0028.7%6.4%18.9%61.0%22.6%3.5%0.8%44.0M-2.67B-29.6M0.9536.06263,400249,1802,248,7001,970,560
2018-06-29$56.00$55.0027.8%6.1%17.1%57.5%21.5%3.0%0.4%87.9M-2.97B-29.1M1.0936.76249,040270,8802,297,3401,991,820