GOOG Options History — April 2019

In April 2019, GOOG traded between $59.29 and $64.24. ATM implied volatility averaged 23.9%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 7.9% (HV 20d: 16.0%). Max pain ranged from $57.75 to $60.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.87.

Notable Days

  • 2019-04-30: Highest Volume — 1,633,940 contracts
  • 2019-04-30: Largest IV drop — 23.0% change
  • 2019-04-25: Highest IV Rank — 39.0%
  • 2019-04-25: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.28$59.29$64.24$59.69$59.29
Max Pain$58.77$57.75$60.00$57.75$60.00
ATM IV23.9%18.1%25.2%23.4%18.1%
Expected Move6.9%5.1%7.8%6.7%5.1%
HV 20d16.0%9.3%30.9%21.6%30.9%
HV 60d20.1%17.1%24.0%23.0%24.0%
IV Rank33.3%7.8%39.0%30.8%7.8%
IV Percentile48.9%13.5%57.9%47.6%13.5%
Term Structure-0.9%-1.3%0.2%-0.6%0.2%
VWIV24.3%18.1%27.4%23.8%18.1%
Skew 25d2.9%2.0%3.3%2.9%2.0%
Skew 10d5.7%4.1%6.8%5.2%4.1%
Call IV 25d22.6%17.2%24.1%23.3%17.2%
Put IV 25d25.5%19.1%26.9%26.1%19.1%
Bid-Ask Spread %21.998.8632.178.8615.63
Gamma HHI0.090.030.500.060.03
Net GEX199.1M-66.2M664.4M127.2M-66.2M
Net DEX-3.26B-4.59B32.2M-2.54B32.2M
Net VEX-19.2M-19.8M-18.2M-19.5M-19.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.561.271.000.69
Total Volume431,262.857186,0601,633,940276,4001,633,940
Total OI2,676,868.5712,411,2603,042,2202,494,5203,042,220

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$59.69$57.7523.4%6.7%21.6%30.8%23.8%2.9%-0.6%127.2M-2.54B-19.5M1.008.86138,480137,9201,262,9001,231,620
2019-04-02$60.02$58.0024.1%6.7%20.7%34.0%23.2%3.0%-0.8%138.0M-2.77B-19.8M0.6916.82119,78082,9401,301,7001,303,660
2019-04-03$60.29$58.0024.7%6.7%20.4%36.5%23.2%2.9%-0.8%191.0M-3.14B-19.5M0.8426.33189,660158,9001,334,2801,333,820
2019-04-04$60.67$58.0024.8%6.7%19.5%37.0%23.6%3.0%-0.8%172.3M-3.40B-19.6M0.8722.46147,980129,1001,359,0201,389,280
2019-04-05$60.46$58.0024.5%6.7%19.6%35.7%23.3%2.8%-0.8%163.0M-3.31B-19.3M0.9423.23205,500193,5601,373,9601,406,560
2019-04-08$60.30$58.0024.6%6.7%17.4%36.0%24.0%3.0%-0.9%100.8M-2.70B-19.3M0.9724.6894,40091,6601,253,5601,243,020
2019-04-09$59.88$58.0024.9%6.8%16.1%37.5%24.0%3.1%-1.0%65.5M-2.37B-19.3M0.5622.57189,840106,6401,296,6801,287,700
2019-04-10$60.13$58.5024.7%6.8%16.2%36.7%24.2%3.2%-1.1%200.1M-2.74B-19.4M1.0223.98116,500118,8001,391,5401,329,920
2019-04-11$60.22$58.5024.5%6.8%15.9%35.8%24.8%3.2%-1.1%239.9M-2.75B-19.6M1.0523.86132,720139,2601,406,3601,354,060
2019-04-12$60.80$58.5023.6%6.6%16.1%31.9%23.4%3.3%-1.0%664.4M-3.67B-19.3M0.9524.98206,680196,9001,438,3001,377,980
2019-04-15$61.00$58.5024.4%6.9%16.1%35.3%24.3%3.2%-0.9%167.4M-3.23B-18.8M1.2528.48122,200152,8201,295,6601,279,380
2019-04-16$61.26$58.5023.8%6.8%16.0%33.0%24.0%2.9%-1.0%179.6M-3.51B-18.6M0.9632.17142,700137,0601,325,7201,361,960
2019-04-17$61.78$58.5024.4%7.0%13.7%35.4%24.4%3.0%-1.2%217.2M-3.96B-18.2M0.9428.62227,600214,4001,353,8201,415,180
2019-04-18$61.78$58.7523.4%6.8%13.5%31.0%24.1%3.0%-1.1%225.7M-3.95B-18.7M1.2723.19243,980309,7601,396,8201,490,080
2019-04-22$62.32$59.5023.6%7.0%11.9%32.0%26.2%3.0%-1.1%162.2M-3.40B-18.8M0.8119.76152,320123,9001,239,8001,171,460
2019-04-23$63.09$59.5024.1%7.3%11.7%34.2%25.9%2.9%-1.1%210.8M-4.08B-18.9M0.6516.64246,820160,7201,293,9001,228,780
2019-04-24$62.93$59.7524.6%7.5%10.1%36.3%27.1%2.9%-1.1%212.6M-3.85B-19.1M0.5718.66253,300145,4201,329,0001,277,540
2019-04-25$63.31$60.0025.2%7.8%9.8%39.0%27.4%2.8%-1.3%285.9M-4.26B-19.3M0.6217.12243,700150,2001,384,6801,328,240
2019-04-26$63.48$60.0023.5%7.2%9.3%31.5%25.6%2.6%-1.0%380.9M-4.59B-19.1M0.8022.66321,980257,4001,442,7801,367,120
2019-04-29$64.24$60.0023.4%7.6%9.7%31.2%26.8%2.2%-0.6%143.4M-4.33B-19.1M0.8021.13511,140407,9401,319,7201,194,460
2019-04-30$59.29$60.0018.1%5.1%30.9%7.8%18.1%2.0%0.2%-66.2M32.2M-19.0M0.6915.63969,380664,5601,588,7001,453,520