GOOG Options History — June 2019

In June 2019, GOOG traded between $51.48 and $56.03. ATM implied volatility averaged 23.6%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 8.8% (HV 20d: 32.4%). Max pain ranged from $55.00 to $57.13. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2019-06-03: Highest Volume — 897,500 contracts
  • 2019-06-24: Largest IV spike — 15.0% change
  • 2019-06-27: Highest IV Rank — 51.7%
  • 2019-06-03: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.02$51.48$56.03$51.48$53.76
Max Pain$55.63$55.00$57.13$57.13$55.00
ATM IV23.6%20.0%28.2%26.8%28.0%
Expected Move6.3%5.6%7.8%7.8%6.1%
HV 20d32.4%30.6%35.9%33.2%31.3%
HV 60d28.9%28.6%29.5%29.2%28.8%
IV Rank32.1%16.2%51.7%45.6%51.0%
IV Percentile45.3%22.2%70.2%62.3%69.0%
Term Structure0.6%-1.0%5.6%-0.2%-0.9%
VWIV22.1%19.8%27.1%27.1%21.7%
Skew 25d3.1%2.1%4.7%4.7%2.8%
Skew 10d6.0%3.9%9.6%9.6%5.7%
Call IV 25d22.2%18.6%26.9%24.7%26.9%
Put IV 25d25.3%20.8%29.7%29.4%29.7%
Bid-Ask Spread %47.1739.1554.1646.2843.27
Gamma HHI0.080.020.610.040.28
Net GEX15.7M-183.0M640.9M-113.5M-183.0M
Net DEX378.1M-1.82B3.01B3.01B719.2M
Net VEX-21.9M-22.8M-18.7M-18.7M-22.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.671.410.951.41
Total Volume463,097208,480897,500897,500459,660
Total OI3,617,7312,844,2604,060,2203,340,8603,321,820

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$51.48$57.1326.8%7.8%33.2%45.6%27.1%4.7%-0.2%-113.5M3.01B-18.7M0.9546.28461,140436,3601,684,1601,656,700
2019-06-04$52.46$56.5024.0%6.8%34.2%33.6%24.4%4.0%-0.3%-71.0M1.93B-20.7M0.8646.68283,080243,4601,896,0601,740,340
2019-06-05$51.99$56.5024.3%6.9%34.0%35.0%22.7%3.8%-0.5%-74.5M2.15B-20.9M1.3347.94246,300328,1601,986,9601,782,440
2019-06-06$52.23$56.5023.1%6.6%34.1%29.6%22.8%3.5%-0.6%-51.7M1.77B-21.0M1.1144.69239,320265,5202,044,4601,797,840
2019-06-07$53.29$56.0022.6%6.4%35.3%27.6%22.2%3.2%-0.3%139.0M472.4M-21.9M0.8345.03397,720329,8202,098,9801,840,920
2019-06-10$54.11$56.0022.3%6.4%35.9%26.2%22.7%3.5%0.1%8.5M173.0M-22.3M0.6747.93235,240157,1201,902,9401,702,140
2019-06-11$54.05$56.0023.3%6.6%34.5%30.7%23.2%3.4%-0.4%-16.1M246.3M-22.4M0.8245.64193,860158,4001,952,7801,775,260
2019-06-12$53.78$56.0023.2%6.6%34.5%30.0%23.5%3.1%-0.1%-50.2M564.3M-22.1M1.1347.67182,920206,3201,994,0201,812,260
2019-06-13$54.31$56.0022.3%6.4%31.2%26.3%22.5%2.8%0.1%46.7M-59.0M-22.2M1.1648.38173,180201,3802,038,1601,840,740
2019-06-14$54.42$56.0021.5%6.1%30.9%22.6%21.2%2.8%-0.1%-61.8M-165.7M-22.1M0.9952.24230,180227,1602,070,8001,889,420
2019-06-17$54.61$55.0021.0%6.0%30.8%20.4%21.1%2.7%3.0%-5.6M-30.0M-22.1M0.9849.05105,400103,0801,963,8401,736,380
2019-06-18$55.41$55.0020.0%5.7%30.7%16.2%20.5%2.5%3.0%54.9M-797.4M-22.4M1.0054.16183,940184,4602,001,1201,772,460
2019-06-19$55.10$55.0020.2%5.8%30.6%16.9%20.9%2.4%3.1%21.9M-438.3M-22.3M1.0247.50193,460197,6402,044,4001,810,280
2019-06-20$55.53$55.0020.1%5.6%30.7%16.6%19.8%2.3%2.6%146.6M-1.01B-22.4M1.0951.68247,000269,9802,099,8801,831,440
2019-06-21$56.03$55.0021.7%5.6%30.6%23.8%19.8%2.1%5.6%640.9M-1.82B-22.8M1.0553.25324,500342,1802,158,3801,901,840
2019-06-24$55.76$55.0025.0%5.8%30.6%38.0%20.5%3.1%-0.4%78.6M-920.1M-22.5M1.1351.41135,300153,0001,498,7601,345,500
2019-06-25$54.27$55.0027.4%6.4%32.0%48.2%22.0%3.1%-0.8%-39.6M424.8M-22.1M0.9839.15215,880210,8801,540,1801,426,520
2019-06-26$53.88$55.0028.1%6.3%31.6%51.5%21.5%2.9%-0.8%-72.3M715.8M-22.0M0.7740.25242,020186,9601,625,7001,505,480
2019-06-27$53.95$55.0028.2%6.2%31.6%51.7%21.6%2.9%-1.0%-83.7M633.7M-22.5M0.9241.24161,360148,6001,702,7401,560,520
2019-06-28$53.76$55.0028.0%6.1%31.3%51.0%21.7%2.8%-0.9%-183.0M719.2M-22.3M1.4143.27190,680268,9801,750,5401,571,280