GOOG Options History — September 2019

In September 2019, GOOG traded between $58.36 and $62.34. ATM implied volatility averaged 20.1%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 0.9% (HV 20d: 21.0%). Max pain ranged from $58.25 to $60.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2019-09-20: Highest Volume — 621,300 contracts
  • 2019-09-24: Largest IV spike — 16.2% change
  • 2019-09-30: Highest IV Rank — 39.1%
  • 2019-09-03: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.04$58.36$62.34$58.36$60.94
Max Pain$59.24$58.25$60.00$58.25$60.00
ATM IV20.1%16.9%25.7%23.6%25.7%
Expected Move5.6%4.9%6.9%6.9%5.7%
HV 20d21.0%15.7%25.3%24.1%18.8%
HV 60d28.0%27.6%28.3%27.9%28.0%
IV Rank14.1%0.0%39.1%29.1%39.1%
IV Percentile18.8%0.0%61.1%43.3%61.1%
Term Structure2.4%-1.0%6.8%0.4%-1.0%
VWIV20.1%18.3%24.0%24.0%20.3%
Skew 25d3.8%2.9%5.1%4.9%5.1%
Skew 10d7.8%6.2%10.3%9.7%10.3%
Call IV 25d18.2%15.4%25.0%21.5%25.0%
Put IV 25d22.1%18.3%30.1%26.4%30.1%
Bid-Ask Spread %46.9722.6959.0629.0755.11
Gamma HHI0.040.020.070.020.03
Net GEX136.3M-32.0M355.7M-32.0M60.4M
Net DEX-2.92B-4.72B-783.0M-783.0M-1.88B
Net VEX-22.4M-23.8M-21.1M-23.8M-22.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.601.811.510.60
Total Volume375,619217,200621,300315,560333,340
Total OI3,489,4122,700,2803,892,4203,447,3403,012,720

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$58.36$58.2523.6%6.9%24.1%29.1%24.0%4.9%0.4%-32.0M-783.0M-23.8M1.5129.07125,960189,6001,681,5001,765,840
2019-09-04$59.15$58.2521.9%6.2%24.0%21.5%21.9%4.0%0.2%13.6M-1.56B-23.7M0.9822.69114,980112,6401,729,6001,859,740
2019-09-05$60.53$58.5019.2%5.9%25.3%9.2%21.1%4.0%0.3%250.7M-3.42B-23.4M1.0052.39228,260228,5001,777,0801,888,120
2019-09-06$60.38$58.5018.4%5.7%23.9%5.9%20.3%3.5%0.1%193.2M-3.32B-23.0M0.9249.50178,660163,5601,850,0601,939,340
2019-09-09$60.12$58.5019.1%5.9%23.7%8.9%21.2%3.8%1.5%119.3M-2.41B-22.7M0.8651.53227,300194,7801,702,0801,736,820
2019-09-10$60.09$58.5019.7%6.0%23.1%11.4%21.3%4.0%1.4%104.0M-2.31B-22.7M0.9751.20124,480121,3001,767,2001,803,260
2019-09-11$60.83$58.5018.1%5.6%22.7%4.3%20.7%3.5%1.7%264.7M-3.27B-22.2M1.2956.42153,140198,1001,803,1001,836,980
2019-09-12$61.94$58.5017.3%5.3%21.4%0.9%18.8%3.2%1.1%355.7M-4.72B-21.8M1.8159.06168,620306,0001,813,0801,899,400
2019-09-13$61.93$59.0016.9%5.0%21.5%0.0%18.8%2.9%1.0%40.1M-4.61B-21.4M1.0858.43223,440241,7401,844,1002,047,600
2019-09-16$61.54$59.2519.0%5.5%21.6%9.2%19.5%3.6%2.9%129.8M-3.36B-21.5M1.5658.66104,400162,3801,691,2201,831,240
2019-09-17$61.48$59.7518.8%5.4%20.8%8.4%18.3%3.7%2.9%102.2M-3.22B-21.7M0.9556.47111,660105,5401,730,6001,900,660
2019-09-18$61.76$60.0018.5%5.3%20.1%7.2%19.1%3.3%3.4%139.8M-3.49B-21.8M0.7133.45174,240122,9601,758,2401,948,840
2019-09-19$61.94$60.0017.9%4.9%20.1%4.5%19.9%3.1%3.9%272.4M-3.96B-21.5M1.0532.29186,080194,9401,813,8601,973,220
2019-09-20$61.54$60.0018.9%4.9%20.3%9.0%18.7%3.1%4.6%61.7M-3.19B-21.6M0.8932.41328,960292,3401,846,4802,045,940
2019-09-23$61.81$60.0020.5%5.2%15.7%16.3%18.3%4.2%2.9%137.6M-2.60B-21.1M0.6729.24177,820119,0001,344,7801,355,500
2019-09-24$60.86$59.5023.9%6.1%17.0%31.2%21.3%4.2%3.0%20.6M-1.68B-22.5M0.8747.63240,800210,1801,476,3601,502,180
2019-09-25$62.34$59.7522.3%5.3%18.7%24.3%19.4%4.3%3.6%263.5M-3.46B-23.0M0.8354.59227,200188,6601,580,8601,573,620
2019-09-26$62.08$60.0020.6%5.5%18.9%16.8%19.4%4.3%6.3%223.3M-3.22B-23.0M0.8155.32205,720165,6601,634,8401,645,120
2019-09-27$61.21$60.0022.5%5.8%18.8%25.0%20.6%4.0%6.8%5.0M-1.87B-23.4M0.9353.92290,600268,8401,700,5201,676,540
2019-09-30$60.94$60.0025.7%5.7%18.8%39.1%20.3%5.1%-1.0%60.4M-1.88B-22.8M0.6055.11207,700125,6401,497,1001,515,620