GOOG Options History — July 2019

In July 2019, GOOG traded between $54.94 and $62.58. ATM implied volatility averaged 23.6%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 3.3% (HV 20d: 20.4%). Max pain ranged from $55.00 to $57.25. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.78.

Notable Days

2019-07-26: Highest Volume — 1,613,660 contracts
2019-07-26: Largest IV drop — 33.3% change
2019-07-24: Highest IV Rank — 49.3%
2019-07-24: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$57.63	$54.94	$62.58	$54.94	$61.15
Max Pain	$55.42	$55.00	$57.25	$55.00	$57.25
ATM IV	23.6%	17.3%	27.6%	25.9%	17.8%
Expected Move	6.4%	4.5%	8.5%	5.0%	5.3%
HV 20d	20.4%	13.2%	36.2%	18.9%	36.2%
HV 60d	29.5%	24.4%	31.3%	29.1%	31.1%
IV Rank	31.7%	2.2%	49.3%	42.0%	4.5%
IV Percentile	46.2%	2.8%	69.8%	58.3%	6.7%
Term Structure	-0.9%	-1.7%	0.4%	-1.2%	0.0%
VWIV	22.7%	16.2%	29.4%	17.8%	18.4%
Skew 25d	2.3%	1.6%	2.7%	2.5%	2.5%
Skew 10d	4.5%	3.1%	5.5%	4.7%	5.5%
Call IV 25d	22.5%	16.6%	26.6%	24.3%	17.4%
Put IV 25d	24.8%	18.5%	28.3%	26.9%	19.9%
Bid-Ask Spread %	33.15	15.04	57.16	49.02	15.05
Gamma HHI	0.07	0.02	0.36	0.02	0.04
Net GEX	135.2M	-80.1M	456.7M	57.0M	124.6M
Net DEX	-2.42B	-7.60B	-495.5M	-495.5M	-4.14B
Net VEX	-22.9M	-25.5M	-21.4M	-22.2M	-25.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.78	0.43	1.44	0.80	0.56
Total Volume	468,587.273	226,780	1,613,660	342,460	531,180
Total OI	3,332,504.545	2,960,260	4,010,260	3,029,120	4,010,260

Daily Data (22 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
2019-07-01	$54.94	$55.00	25.9%	5.0%	18.9%	42.0%	17.8%	2.5%	-1.2%	57.0M	-495.5M	-22.2M	0.80	49.02	190,780	151,680	1,552,880	1,476,240
2019-07-02	$55.55	$55.00	24.6%	4.5%	18.3%	36.3%	16.2%	2.6%	-1.2%	137.2M	-1.12B	-22.1M	0.93	57.16	172,920	161,020	1,614,200	1,531,180
2019-07-03	$56.02	$55.00	24.4%	4.5%	17.8%	35.5%	16.5%	2.3%	-1.3%	200.4M	-1.63B	-22.4M	0.90	54.99	191,060	172,360	1,642,240	1,568,080
2019-07-05	$56.59	$55.00	24.8%	6.6%	17.9%	37.3%	23.3%	2.7%	-1.4%	266.7M	-2.24B	-22.3M	0.62	38.12	355,260	219,660	1,657,180	1,619,560
2019-07-08	$55.91	$55.00	24.6%	6.6%	17.7%	36.3%	23.4%	2.7%	-1.1%	84.6M	-1.12B	-22.1M	0.85	39.44	160,220	135,440	1,600,680	1,449,400
2019-07-09	$56.22	$55.00	25.1%	6.8%	17.1%	38.3%	23.0%	2.5%	-0.7%	117.8M	-1.50B	-21.9M	0.61	39.08	173,260	105,300	1,652,760	1,514,460
2019-07-10	$56.90	$55.00	23.8%	6.5%	17.4%	32.9%	23.6%	2.3%	-1.0%	206.9M	-2.28B	-22.2M	0.77	41.66	283,480	219,620	1,681,160	1,542,080
2019-07-11	$57.16	$55.00	23.7%	6.5%	17.2%	32.3%	23.0%	2.4%	-1.0%	218.0M	-2.54B	-22.3M	0.72	39.14	291,780	209,260	1,737,540	1,615,820
2019-07-12	$57.25	$55.00	23.1%	6.4%	17.0%	29.9%	23.0%	2.3%	-1.0%	287.6M	-2.64B	-22.2M	0.77	40.06	235,620	182,220	1,775,340	1,681,200
2019-07-15	$57.48	$55.00	23.0%	6.5%	17.0%	29.4%	23.1%	2.5%	-0.8%	125.3M	-2.38B	-22.1M	0.74	46.01	130,620	96,160	1,648,520	1,494,720
2019-07-16	$57.76	$55.00	23.1%	6.6%	17.1%	29.5%	23.3%	2.3%	-0.5%	149.8M	-2.63B	-22.1M	0.59	43.39	247,180	145,540	1,673,260	1,524,300
2019-07-17	$57.40	$55.00	23.9%	6.9%	16.8%	33.3%	24.1%	2.4%	-0.8%	82.7M	-2.25B	-22.8M	0.86	23.13	161,380	138,460	1,766,320	1,607,340
2019-07-18	$57.28	$55.00	25.3%	7.3%	16.6%	39.4%	26.1%	2.5%	-1.1%	54.1M	-2.12B	-22.6M	0.85	25.77	235,340	200,140	1,804,340	1,645,320
2019-07-19	$56.74	$55.00	25.8%	7.5%	16.9%	41.5%	26.4%	2.4%	-1.3%	-80.1M	-1.45B	-22.9M	0.83	24.63	322,560	267,580	1,858,840	1,693,000
2019-07-22	$56.72	$55.00	27.3%	8.1%	16.7%	47.9%	28.1%	2.7%	-1.6%	46.9M	-1.24B	-23.6M	1.44	22.49	119,840	172,940	1,535,240	1,425,020
2019-07-23	$57.29	$55.50	27.5%	8.3%	16.9%	48.9%	29.0%	1.8%	-1.7%	65.8M	-1.72B	-24.1M	0.89	27.18	132,760	118,060	1,600,500	1,520,920
2019-07-24	$56.84	$55.50	27.6%	8.5%	13.7%	49.3%	29.4%	1.7%	-1.0%	57.7M	-1.40B	-24.1M	0.70	25.14	174,380	121,980	1,659,340	1,562,280
2019-07-25	$56.84	$55.50	26.3%	8.3%	13.2%	43.4%	28.9%	2.1%	-0.5%	68.1M	-1.44B	-24.1M	0.96	18.74	335,520	322,960	1,732,500	1,603,040
2019-07-26	$62.58	$56.25	17.5%	5.0%	35.7%	3.1%	17.9%	1.6%	-0.0%	456.7M	-7.60B	-21.4M	0.75	21.51	921,120	692,540	1,910,700	1,744,660
2019-07-29	$61.95	$57.00	17.3%	4.9%	36.0%	2.2%	17.2%	2.0%	-0.1%	113.3M	-4.98B	-23.7M	0.43	22.59	512,540	221,060	1,790,480	1,714,860
2019-07-30	$61.26	$57.25	17.6%	5.1%	36.2%	3.6%	17.8%	2.6%	0.4%	132.9M	-4.34B	-25.1M	0.66	15.04	226,600	149,540	2,074,720	1,802,620
2019-07-31	$61.15	$57.25	17.8%	5.3%	36.2%	4.5%	18.4%	2.5%	0.0%	124.6M	-4.14B	-25.5M	0.56	15.05	340,140	191,040	2,152,820	1,857,440