GOOG Options History — July 2018

In July 2018, GOOG traded between $55.14 and $63.34. ATM implied volatility averaged 25.1%, placing in the 46.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 5.9% (HV 20d: 19.2%). Max pain ranged from $55.00 to $57.25. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2018-07-24: Highest Volume — 1,790,440 contracts
  • 2018-07-24: Largest IV drop — 33.0% change
  • 2018-07-03: Highest IV Rank — 65.9%
  • 2018-07-05: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$59.38$55.14$63.34$56.15$61.03
Max Pain$55.43$55.00$57.25$55.00$57.25
ATM IV25.1%16.3%29.9%29.2%21.8%
Expected Move6.9%4.6%8.0%6.2%6.1%
HV 20d19.2%15.5%22.5%15.5%22.5%
HV 60d20.9%18.1%22.8%22.4%19.7%
IV Rank46.7%12.2%65.9%62.9%33.9%
IV Percentile71.1%19.8%90.9%90.1%55.6%
Term Structure-0.7%-1.4%0.6%-0.5%-0.4%
VWIV24.3%16.5%28.3%21.8%21.5%
Skew 25d2.5%0.9%3.5%2.9%2.6%
Skew 10d4.8%2.6%6.6%5.6%5.0%
Call IV 25d23.8%15.6%28.6%27.3%20.7%
Put IV 25d26.3%17.0%31.5%30.2%23.3%
Bid-Ask Spread %28.5318.8845.5628.8431.48
Gamma HHI0.070.020.440.030.03
Net GEX195.3M-22.0M542.4M75.4M51.8M
Net DEX-5.88B-8.96B-2.17B-3.27B-5.27B
Net VEX-24.7M-28.7M-19.6M-28.4M-25.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.841.450.941.30
Total Volume752,553.333383,3201,790,440423,600682,500
Total OI4,145,686.6673,706,3804,790,9403,783,3404,415,020

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-07-02$56.15$55.0029.2%6.2%15.5%62.9%21.8%2.9%-0.5%75.4M-3.27B-28.4M0.9428.84218,300205,3001,955,5001,827,840
2018-07-03$55.14$55.0029.9%6.7%16.7%65.9%23.2%3.5%-0.7%22.1M-2.17B-28.7M1.1042.37207,960229,1201,994,1001,864,240
2018-07-05$56.17$55.0029.7%8.0%18.1%65.0%28.3%2.9%-1.2%118.8M-3.40B-28.0M0.8618.88267,900230,5402,039,1601,918,820
2018-07-06$56.98$55.0028.4%7.7%18.6%59.9%27.5%2.6%-1.1%542.4M-4.65B-27.2M0.8822.83323,200284,2802,094,2201,952,760
2018-07-09$57.57$55.0027.7%7.5%18.9%57.2%26.2%2.9%-1.1%174.7M-4.86B-26.6M0.9023.14221,940199,2001,960,8601,848,480
2018-07-10$57.60$55.0027.7%7.6%18.7%57.2%26.7%2.8%-0.8%178.9M-4.96B-26.0M1.0529.33187,240196,0802,000,8401,892,500
2018-07-11$57.95$55.0028.1%7.7%18.8%58.6%27.7%2.6%-1.3%191.8M-5.31B-25.9M1.1822.10229,420270,6402,020,7201,942,640
2018-07-12$59.12$55.0026.6%7.3%19.9%52.8%26.2%2.8%-1.3%250.0M-6.77B-24.5M0.9923.71359,020354,0802,078,8601,991,780
2018-07-13$59.49$55.0026.3%7.3%19.8%51.5%26.3%2.6%-1.1%330.7M-7.07B-24.7M0.8725.36487,960426,3802,105,4202,092,920
2018-07-16$59.22$55.0026.6%7.5%19.9%52.7%26.6%3.0%-0.8%194.3M-6.10B-24.3M0.8426.26271,940228,9802,001,3001,953,380
2018-07-17$60.06$55.0026.9%7.6%19.3%53.9%27.1%2.7%-1.2%240.0M-6.96B-24.0M1.0627.44349,800370,1802,053,7002,000,140
2018-07-18$59.95$55.0026.2%7.5%19.2%51.3%26.8%2.5%-1.0%258.4M-6.91B-23.7M0.9225.51335,240308,0602,108,8002,126,060
2018-07-19$59.42$55.0027.2%7.8%19.5%55.0%27.7%2.7%-1.2%219.4M-6.15B-24.7M0.9827.94327,680321,7002,168,4002,201,860
2018-07-20$59.35$55.0025.9%7.5%18.3%49.9%26.3%2.3%-1.4%169.7M-6.17B-23.9M0.9427.40391,900367,0202,214,2602,245,100
2018-07-23$60.10$55.0025.9%7.8%18.7%49.9%27.3%2.1%-1.0%123.4M-5.68B-22.9M1.0121.53559,540564,1601,835,1801,871,200
2018-07-24$62.32$55.5017.3%4.9%19.1%16.4%17.7%1.6%-0.1%302.4M-8.28B-19.6M1.1428.45838,480951,9602,069,6602,053,320
2018-07-25$63.17$56.0016.3%4.6%19.0%12.2%16.5%1.4%0.5%299.5M-8.77B-19.9M1.2537.94419,920523,3802,175,5002,319,240
2018-07-26$63.34$56.5016.9%4.8%18.7%14.6%17.5%0.9%0.6%319.8M-8.96B-20.6M1.1030.85444,200489,1802,234,0002,416,780
2018-07-27$61.97$56.7519.7%5.5%21.1%25.6%19.4%1.8%0.2%-22.0M-6.51B-23.8M1.0145.56681,980688,3402,284,7802,506,160
2018-07-30$60.98$57.0022.1%6.3%22.4%35.0%23.0%2.6%-0.4%59.9M-5.22B-24.9M1.4532.14321,480467,4402,032,7402,191,180
2018-07-31$61.03$57.2521.8%6.1%22.5%33.9%21.5%2.6%-0.4%51.8M-5.27B-25.4M1.3031.48296,480386,0202,116,2402,298,780