GOOG Options History — August 2019

In August 2019, GOOG traded between $57.68 and $60.76. ATM implied volatility averaged 22.9%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 13.6% (HV 20d: 36.5%). Max pain ranged from $57.00 to $58.13. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.01.

Notable Days

2019-08-02: Highest Volume — 807,400 contracts
2019-08-05: Largest IV spike — 23.3% change
2019-08-05: Highest IV Rank — 50.3%
2019-08-05: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$59.08	$57.68	$60.76	$60.76	$59.38
Max Pain	$57.60	$57.00	$58.13	$57.50	$58.13
ATM IV	22.9%	19.3%	28.1%	19.3%	21.1%
Expected Move	6.6%	5.7%	7.7%	5.7%	6.0%
HV 20d	36.5%	25.8%	42.3%	36.4%	26.4%
HV 60d	30.6%	27.7%	32.0%	30.9%	27.9%
IV Rank	26.3%	10.9%	50.3%	10.9%	18.1%
IV Percentile	39.9%	16.7%	71.8%	16.7%	25.0%
Term Structure	0.0%	-1.4%	1.6%	-0.4%	-0.8%
VWIV	23.2%	20.6%	27.2%	20.6%	21.3%
Skew 25d	4.7%	3.6%	5.6%	3.6%	4.5%
Skew 10d	9.7%	7.5%	11.9%	7.5%	9.2%
Call IV 25d	20.7%	18.3%	25.1%	18.4%	19.2%
Put IV 25d	25.4%	22.0%	30.4%	22.0%	23.6%
Bid-Ask Spread %	39.08	16.08	49.11	16.08	26.34
Gamma HHI	0.04	0.02	0.18	0.03	0.04
Net GEX	30.1M	-153.8M	274.0M	110.2M	-19.3M
Net DEX	-1.71B	-4.05B	969.4M	-3.48B	-2.05B
Net VEX	-26.0M	-27.5M	-24.5M	-26.2M	-24.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.52	1.64	0.58	1.08
Total Volume	478,541.818	186,140	807,400	644,160	471,420
Total OI	4,002,577.273	3,483,800	4,433,080	4,158,320	3,968,980

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
2019-08-01	$60.76	$57.50	19.3%	5.7%	36.4%	10.9%	20.6%	3.6%	-0.4%	110.2M	-3.48B	-26.2M	0.58	16.08	408,200	235,960	2,264,600	1,893,720
2019-08-02	$59.74	$57.63	22.8%	6.7%	37.0%	26.6%	23.3%	4.5%	0.4%	84.0M	-2.18B	-26.7M	0.52	20.32	531,560	275,840	2,395,020	1,941,040
2019-08-05	$57.72	$57.00	28.1%	7.7%	39.0%	50.3%	27.2%	5.2%	-0.7%	33.3M	-566.5M	-26.7M	1.02	35.13	388,300	397,580	1,986,540	1,796,560
2019-08-06	$58.59	$57.00	24.4%	7.0%	39.3%	34.0%	24.9%	5.1%	-0.1%	54.0M	-1.46B	-27.3M	1.25	33.47	211,840	265,480	2,151,940	1,985,760
2019-08-07	$58.78	$57.00	25.7%	7.2%	39.1%	39.8%	24.9%	4.8%	-1.4%	83.8M	-1.74B	-27.5M	0.81	36.84	189,840	152,840	2,198,980	2,050,000
2019-08-08	$60.16	$57.25	21.0%	6.2%	39.8%	18.8%	23.5%	4.2%	-0.0%	274.0M	-4.05B	-26.5M	0.90	44.52	300,940	269,860	2,240,820	2,043,720
2019-08-09	$59.58	$57.25	21.9%	6.4%	40.1%	22.4%	22.4%	4.6%	-0.3%	169.0M	-3.08B	-26.5M	0.72	42.79	310,760	223,480	2,303,720	2,103,420
2019-08-12	$58.76	$57.50	24.8%	7.0%	40.5%	35.1%	25.7%	5.0%	-0.2%	74.7M	-1.64B	-26.5M	1.64	33.55	172,800	283,140	1,997,200	1,900,180
2019-08-13	$59.76	$57.50	21.5%	6.3%	40.8%	20.4%	21.9%	4.3%	-0.1%	145.3M	-2.98B	-25.9M	1.23	45.83	216,680	266,240	2,066,700	2,051,320
2019-08-14	$58.32	$57.50	24.9%	7.4%	41.8%	35.5%	26.1%	5.5%	0.9%	-64.1M	-674.6M	-26.7M	0.74	39.15	296,260	218,040	2,111,660	2,104,820
2019-08-15	$58.48	$57.50	25.1%	7.2%	41.8%	35.8%	24.8%	5.6%	-0.0%	-39.5M	-1.08B	-26.6M	0.66	41.85	223,020	147,980	2,239,100	2,127,640
2019-08-16	$58.95	$57.50	22.3%	6.5%	41.7%	23.2%	22.6%	4.8%	0.3%	-153.8M	-2.07B	-25.8M	1.15	46.46	304,260	349,080	2,301,300	2,131,780
2019-08-19	$60.03	$57.50	20.6%	6.0%	42.0%	15.7%	22.1%	4.3%	0.4%	78.4M	-2.45B	-25.6M	1.19	49.11	214,780	256,120	1,698,440	1,785,360
2019-08-20	$59.25	$57.75	21.4%	6.1%	42.3%	19.2%	21.4%	4.4%	1.1%	23.0M	-1.63B	-25.4M	0.75	49.00	148,760	111,480	1,759,880	1,807,380
2019-08-21	$59.55	$57.75	20.4%	5.8%	42.2%	14.7%	21.5%	4.2%	1.6%	93.0M	-2.03B	-25.3M	1.42	43.15	132,700	188,000	1,821,260	1,839,820
2019-08-22	$59.61	$58.00	20.9%	6.0%	42.2%	17.2%	20.7%	4.4%	0.5%	30.8M	-1.84B	-25.8M	1.32	45.68	163,660	216,220	1,846,660	1,944,900
2019-08-23	$57.68	$58.00	24.9%	7.1%	25.8%	35.1%	23.9%	5.0%	0.1%	-149.5M	969.4M	-25.3M	0.85	42.57	427,260	362,460	1,886,360	2,024,280
2019-08-26	$58.12	$58.00	23.6%	6.8%	26.0%	29.2%	23.7%	5.3%	0.8%	-104.1M	4.4M	-25.3M	1.02	44.75	92,360	93,780	1,773,380	1,920,940
2019-08-27	$58.32	$58.00	24.0%	6.7%	25.9%	31.2%	23.5%	5.3%	-0.5%	-79.7M	-279.3M	-25.3M	0.76	46.91	163,640	124,000	1,841,500	1,961,580
2019-08-28	$58.56	$58.00	22.9%	6.5%	26.0%	26.3%	23.9%	5.0%	0.1%	-51.1M	-673.4M	-25.3M	1.08	48.60	118,220	127,260	1,895,720	1,978,720
2019-08-29	$59.68	$58.00	21.2%	5.9%	27.0%	18.3%	20.8%	4.3%	-0.5%	69.4M	-2.58B	-24.7M	1.60	27.70	182,920	292,900	1,917,280	1,996,720
2019-08-30	$59.38	$58.13	21.1%	6.0%	26.4%	18.1%	21.3%	4.5%	-0.8%	-19.3M	-2.05B	-24.5M	1.08	26.34	227,020	244,400	1,943,820	2,025,160