GOOG Options History — August 2018

In August 2018, GOOG traded between $60.10 and $62.63. ATM implied volatility averaged 18.1%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 0.5% (HV 20d: 18.6%). Max pain ranged from $57.50 to $58.75. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.10.

Notable Days

2018-08-31: Highest Volume — 1,164,240 contracts
2018-08-15: Largest IV spike — 14.5% change
2018-08-01: Highest IV Rank — 31.4%
2018-08-01: Largest Expected Move — 6.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$61.33	$60.10	$62.63	$61.15	$60.79
Max Pain	$58.09	$57.50	$58.75	$57.50	$58.75
ATM IV	18.1%	16.8%	21.1%	21.1%	19.2%
Expected Move	5.2%	4.9%	6.0%	6.0%	5.4%
HV 20d	18.6%	14.1%	21.6%	20.9%	17.2%
HV 60d	18.8%	17.9%	19.6%	19.6%	18.5%
IV Rank	19.5%	14.4%	31.4%	31.4%	23.6%
IV Percentile	33.3%	20.2%	51.6%	51.6%	44.4%
Term Structure	0.1%	-0.5%	0.6%	-0.5%	0.1%
VWIV	18.5%	17.4%	21.1%	21.1%	19.1%
Skew 25d	2.0%	1.3%	2.6%	2.4%	1.7%
Skew 10d	4.2%	2.5%	5.9%	5.1%	3.3%
Call IV 25d	17.4%	16.3%	20.2%	20.2%	18.6%
Put IV 25d	19.4%	18.0%	22.7%	22.7%	20.3%
Bid-Ask Spread %	29.39	21.24	44.79	34.08	35.38
Gamma HHI	0.05	0.03	0.17	0.03	0.17
Net GEX	81.4M	-379.0M	271.1M	52.3M	-379.0M
Net DEX	-5.52B	-7.76B	-3.70B	-5.33B	-3.70B
Net VEX	-24.4M	-26.5M	-22.8M	-26.5M	-24.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.86	1.39	1.22	1.00
Total Volume	699,236.522	481,260	1,164,240	685,700	1,164,240
Total OI	4,465,238.261	3,916,040	5,003,640	4,563,720	4,530,880

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
2018-08-01	$61.15	$57.50	21.1%	6.0%	20.9%	31.4%	21.1%	2.4%	-0.5%	52.3M	-5.33B	-26.5M	1.22	34.08	308,700	377,000	2,188,800	2,374,920
2018-08-02	$61.28	$57.50	19.8%	5.6%	20.3%	26.1%	19.9%	2.1%	-0.1%	79.2M	-5.74B	-25.2M	1.02	33.41	334,540	342,040	2,259,940	2,445,200
2018-08-03	$61.07	$57.50	18.3%	5.1%	20.2%	20.4%	18.2%	2.0%	0.2%	-30.6M	-5.47B	-24.9M	1.22	38.84	318,280	387,540	2,302,920	2,480,020
2018-08-06	$61.22	$57.50	17.3%	5.1%	20.0%	16.4%	18.3%	1.7%	0.2%	93.9M	-5.89B	-23.8M	1.39	28.31	201,160	280,100	2,100,900	2,284,080
2018-08-07	$62.16	$57.75	18.0%	5.2%	20.4%	19.0%	18.8%	1.7%	0.1%	187.0M	-7.07B	-23.7M	1.16	28.18	326,860	377,820	2,149,800	2,339,500
2018-08-08	$62.63	$57.75	17.1%	5.0%	20.5%	15.7%	18.0%	1.7%	0.2%	258.7M	-7.76B	-22.8M	1.06	30.12	303,300	321,900	2,207,860	2,374,040
2018-08-09	$62.57	$57.75	16.8%	4.9%	19.6%	14.4%	17.8%	1.6%	-0.2%	271.1M	-7.67B	-22.8M	1.36	34.23	246,120	335,720	2,249,580	2,398,620
2018-08-10	$61.78	$57.75	17.1%	5.0%	20.3%	15.4%	17.5%	1.9%	-0.1%	91.3M	-6.31B	-23.9M	1.37	34.72	350,640	481,900	2,277,020	2,449,360
2018-08-13	$61.88	$58.00	17.2%	4.9%	20.2%	16.0%	17.6%	2.0%	-0.0%	127.3M	-6.57B	-23.0M	1.24	26.40	285,440	353,060	2,155,340	2,345,860
2018-08-14	$62.27	$58.00	16.9%	4.9%	19.7%	14.9%	17.9%	1.7%	0.1%	183.3M	-7.10B	-23.2M	0.98	23.04	329,660	323,500	2,217,600	2,397,240
2018-08-15	$60.85	$58.00	19.4%	5.7%	21.6%	24.5%	20.4%	2.5%	0.6%	12.0M	-5.15B	-25.2M	0.97	44.79	495,980	480,820	2,307,160	2,438,120
2018-08-16	$60.43	$58.00	18.6%	5.3%	21.5%	21.3%	18.8%	2.5%	-0.1%	-41.6M	-4.58B	-24.7M	1.00	21.51	350,540	350,380	2,411,140	2,499,340
2018-08-17	$60.10	$58.00	18.4%	5.3%	21.6%	20.5%	19.0%	2.6%	0.2%	-1.1M	-4.18B	-25.6M	1.04	26.51	519,740	540,320	2,477,220	2,526,420
2018-08-20	$60.43	$58.25	18.6%	5.3%	21.2%	21.4%	18.8%	2.5%	0.3%	62.7M	-4.06B	-24.8M	1.03	24.35	265,560	272,820	1,920,300	1,995,740
2018-08-21	$60.30	$58.25	18.2%	5.2%	16.4%	19.7%	18.9%	2.4%	0.2%	56.8M	-3.91B	-25.5M	1.13	24.21	286,700	323,920	1,977,820	2,064,080
2018-08-22	$60.48	$58.25	18.0%	5.2%	15.5%	19.1%	17.9%	2.3%	0.3%	70.8M	-4.15B	-25.4M	1.07	31.46	266,520	284,280	2,029,100	2,138,460
2018-08-23	$60.45	$58.50	17.8%	5.1%	15.4%	18.2%	18.0%	2.3%	0.4%	36.9M	-4.01B	-25.3M	1.03	21.84	299,340	307,020	2,045,380	2,182,220
2018-08-24	$60.98	$58.50	17.6%	5.0%	14.1%	17.5%	17.9%	2.2%	0.3%	133.6M	-4.94B	-24.1M	1.19	21.52	336,800	399,160	2,081,360	2,212,700
2018-08-27	$62.03	$58.50	17.5%	5.0%	14.2%	17.3%	17.7%	1.8%	0.2%	142.2M	-5.77B	-23.8M	0.97	25.54	302,820	294,280	1,927,600	2,061,780
2018-08-28	$61.52	$58.50	17.5%	4.9%	14.6%	17.0%	17.4%	1.7%	0.4%	115.8M	-5.33B	-23.8M	1.07	35.23	304,740	327,540	1,995,960	2,125,420
2018-08-29	$62.48	$58.75	17.6%	5.0%	15.5%	17.6%	17.8%	1.5%	0.3%	250.7M	-6.66B	-23.3M	0.99	21.24	331,780	329,300	2,078,040	2,240,280
2018-08-30	$61.83	$58.75	18.4%	5.2%	16.1%	20.6%	18.2%	1.3%	0.2%	98.8M	-5.57B	-25.0M	0.86	31.10	356,140	306,420	2,119,780	2,315,580
2018-08-31	$60.79	$58.75	19.2%	5.4%	17.2%	23.6%	19.1%	1.7%	0.1%	-379.0M	-3.70B	-24.8M	1.00	35.38	581,120	583,120	2,164,240	2,366,640