GOOG Options History — September 2018

In September 2018, GOOG traded between $57.84 and $59.78. ATM implied volatility averaged 22.9%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.9% (HV 20d: 17.0%). Max pain ranged from $59.00 to $60.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.91.

Notable Days

  • 2018-09-06: Highest Volume — 1,026,380 contracts
  • 2018-09-24: Largest IV spike — 13.8% change
  • 2018-09-28: Highest IV Rank — 54.0%
  • 2018-09-06: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.80$57.84$59.78$59.78$59.65
Max Pain$59.45$59.00$60.00$59.00$59.25
ATM IV22.9%19.8%26.9%21.2%26.9%
Expected Move6.1%5.2%7.2%6.2%5.2%
HV 20d17.0%15.9%18.4%18.1%15.9%
HV 60d18.6%17.7%19.1%18.9%17.7%
IV Rank38.1%26.0%54.0%31.6%54.0%
IV Percentile59.5%41.7%82.5%52.0%82.5%
Term Structure1.7%-0.6%6.5%-0.0%-0.6%
VWIV21.2%18.5%25.0%21.6%18.5%
Skew 25d3.0%2.2%4.0%2.2%2.2%
Skew 10d5.9%4.4%7.3%4.9%5.7%
Call IV 25d21.5%17.7%25.8%20.6%25.8%
Put IV 25d24.5%20.1%28.3%22.8%28.0%
Bid-Ask Spread %33.9724.6143.5233.5543.52
Gamma HHI0.050.030.110.040.05
Net GEX38.1M-148.6M316.2M-26.3M121.3M
Net DEX-2.55B-4.23B-1.38B-3.10B-3.56B
Net VEX-26.5M-28.4M-25.3M-25.6M-26.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.721.460.830.91
Total Volume681,280445,2801,026,380766,480579,380
Total OI4,534,804.2113,751,9004,974,7804,244,3004,154,840

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-09-04$59.78$59.0021.2%6.2%18.1%31.6%21.6%2.2%-0.0%-26.3M-3.10B-25.6M0.8333.55418,400348,0802,064,3402,179,960
2018-09-05$59.20$59.0023.4%6.8%17.2%40.1%23.5%2.9%-0.3%-51.1M-2.43B-26.9M0.8432.30489,060409,3602,211,9402,285,260
2018-09-06$58.55$60.0024.0%7.2%17.1%42.7%25.0%3.8%0.5%-101.5M-1.53B-28.4M0.7229.64597,420428,9602,319,5202,380,860
2018-09-07$58.25$60.0023.1%6.8%17.0%38.9%23.8%3.3%-0.3%-148.6M-1.38B-27.9M0.8327.41515,280428,5602,489,8402,455,020
2018-09-10$58.25$60.0023.0%6.8%16.7%38.7%24.0%3.0%0.8%-32.9M-1.89B-27.3M0.7824.71289,960226,8802,293,9202,334,640
2018-09-11$58.84$60.0022.4%6.7%17.3%36.5%23.3%3.2%0.7%-5.2M-2.63B-27.7M0.8124.61308,020250,5402,316,0602,378,120
2018-09-12$58.19$59.7523.0%6.9%17.2%38.5%23.5%2.9%1.2%-46.8M-1.77B-27.7M0.7227.44372,180269,3002,359,1602,414,700
2018-09-13$58.58$59.5021.6%6.2%16.0%33.3%21.4%2.9%0.1%48.3M-2.55B-26.6M0.8626.55353,340302,5402,433,1002,434,420
2018-09-14$58.65$59.5020.5%5.9%15.9%29.0%21.1%2.8%0.2%96.6M-2.67B-26.1M0.9329.06343,540318,9602,501,4802,472,300
2018-09-17$57.84$59.5022.6%6.5%16.4%37.2%22.3%3.1%5.5%-42.5M-1.57B-26.6M0.8032.88338,360270,1402,304,4202,315,860
2018-09-18$58.21$59.2521.1%6.1%16.5%31.3%20.8%3.0%5.0%1.4M-2.16B-25.7M1.4630.64334,060486,7602,401,7802,353,680
2018-09-19$58.55$59.2520.2%5.8%16.7%27.6%20.1%2.6%5.9%104.3M-2.68B-26.4M1.3436.41305,680409,5602,441,3202,381,340
2018-09-20$59.40$59.2519.8%5.3%17.6%26.0%19.0%2.3%6.1%316.2M-4.23B-25.8M1.0642.45349,780372,0002,479,5602,410,060
2018-09-21$58.46$59.2521.2%5.4%18.4%31.5%18.6%2.5%6.5%-35.2M-2.39B-26.2M0.9941.50367,460362,8402,512,1802,462,600
2018-09-24$58.65$59.2524.1%5.5%18.1%42.9%19.3%3.8%-0.1%41.1M-2.34B-25.3M0.8139.96265,460214,4801,856,5001,895,400
2018-09-25$59.17$59.2524.7%5.5%17.1%45.4%18.9%3.1%0.1%114.7M-2.95B-26.2M0.9640.96226,640218,6401,945,0201,947,480
2018-09-26$59.29$59.2525.1%5.5%17.1%46.9%19.4%2.6%0.7%143.7M-3.13B-25.5M0.9143.24262,460239,4601,968,9201,973,440
2018-09-27$59.71$59.2526.3%5.3%16.2%51.7%18.9%4.0%-0.2%226.7M-3.60B-26.1M0.7338.57386,840283,9402,010,5802,021,660
2018-09-28$59.65$59.2526.9%5.2%15.9%54.0%18.5%2.2%-0.6%121.3M-3.56B-26.5M0.9143.52302,860276,5202,087,3602,067,480