GOOG Options History — June 2020

In June 2020, GOOG traded between $68.62 and $73.41. ATM implied volatility averaged 29.1%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 6.9% (HV 20d: 22.2%). Max pain ranged from $66.00 to $71.50. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.82.

Notable Days

2020-06-26: Highest Volume — 973,180 contracts
2020-06-11: Largest IV spike — 26.5% change
2020-06-26: Highest IV Rank — 35.4%
2020-06-26: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$71.47	$68.62	$73.41	$71.50	$70.36
Max Pain	$70.15	$66.00	$71.50	$66.00	$70.00
ATM IV	29.1%	23.9%	36.1%	26.3%	34.2%
Expected Move	8.0%	6.9%	9.6%	7.5%	7.9%
HV 20d	22.2%	19.3%	29.4%	20.7%	29.4%
HV 60d	43.3%	37.6%	52.1%	52.1%	37.6%
IV Rank	24.2%	16.1%	35.4%	19.8%	32.4%
IV Percentile	71.9%	48.8%	84.5%	66.7%	82.9%
Term Structure	1.1%	-0.8%	4.1%	0.4%	-0.7%
VWIV	28.9%	24.7%	37.7%	27.3%	28.1%
Skew 25d	5.7%	4.4%	7.5%	5.9%	6.2%
Skew 10d	11.6%	9.6%	16.4%	11.2%	12.6%
Call IV 25d	26.6%	21.5%	33.2%	23.6%	31.9%
Put IV 25d	32.4%	26.4%	40.3%	29.6%	38.1%
Bid-Ask Spread %	54.53	42.20	67.39	58.27	62.36
Gamma HHI	0.04	0.02	0.09	0.03	0.02
Net GEX	46.3M	-124.0M	193.4M	94.1M	41.3M
Net DEX	-2.43B	-4.05B	1.01B	-3.08B	-1.49B
Net VEX	-27.4M	-28.5M	-25.9M	-27.2M	-28.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.82	0.51	1.41	0.99	0.51
Total Volume	374,666.364	157,980	973,180	177,680	277,040
Total OI	2,905,140.909	2,331,100	3,299,180	2,805,540	2,639,940

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
2020-06-01	$71.50	$66.00	26.3%	7.5%	20.7%	19.8%	27.3%	5.9%	0.4%	94.1M	-3.08B	-27.2M	0.99	58.27	89,080	88,600	1,389,500	1,416,040
2020-06-02	$71.49	$66.00	25.8%	7.3%	20.7%	19.0%	26.2%	5.5%	-0.0%	95.3M	-3.07B	-26.9M	0.88	62.75	83,900	74,080	1,415,300	1,455,840
2020-06-03	$71.99	$66.00	24.8%	6.9%	19.3%	17.6%	24.8%	5.3%	-0.0%	126.9M	-3.42B	-26.2M	0.78	67.39	138,840	107,600	1,433,320	1,480,680
2020-06-04	$70.45	$70.50	25.5%	7.4%	21.1%	18.6%	26.7%	5.8%	0.3%	-5.0M	-2.31B	-26.6M	1.13	42.20	236,900	266,820	1,464,480	1,530,180
2020-06-05	$71.80	$70.25	23.9%	7.0%	21.7%	16.1%	24.7%	4.8%	-0.1%	193.4M	-3.39B	-26.5M	0.72	46.21	339,920	244,180	1,519,560	1,634,760
2020-06-08	$72.03	$70.25	24.3%	7.1%	21.2%	16.8%	24.8%	4.4%	0.4%	78.1M	-3.21B	-25.9M	0.82	46.75	162,700	132,800	1,408,360	1,542,040
2020-06-09	$72.98	$71.50	26.4%	7.6%	21.1%	20.1%	27.1%	4.4%	0.3%	122.3M	-3.71B	-26.9M	0.51	47.48	201,120	101,840	1,449,680	1,580,560
2020-06-10	$73.41	$71.50	26.0%	7.6%	20.0%	19.4%	27.1%	4.8%	0.4%	155.4M	-4.05B	-26.7M	0.56	53.73	179,900	101,460	1,492,320	1,611,700
2020-06-11	$70.65	$71.50	32.9%	9.4%	21.4%	30.3%	33.6%	6.7%	-0.2%	-32.4M	-1.96B	-28.0M	1.02	50.64	238,680	244,420	1,507,720	1,645,460
2020-06-12	$70.13	$70.75	32.7%	9.4%	21.7%	30.0%	37.7%	7.5%	-0.0%	-124.0M	-1.52B	-28.5M	0.87	61.35	328,600	286,400	1,552,380	1,708,220
2020-06-15	$70.72	$70.75	29.9%	8.6%	20.9%	25.6%	30.6%	6.4%	0.9%	48.1M	-2.31B	-28.2M	1.14	53.07	137,920	156,780	1,464,720	1,562,540
2020-06-16	$71.97	$70.75	28.8%	8.3%	21.3%	23.8%	30.1%	5.8%	0.8%	79.6M	-3.03B	-28.3M	0.61	50.45	178,880	109,460	1,492,060	1,646,460
2020-06-17	$72.36	$70.75	28.8%	8.3%	21.2%	23.9%	29.7%	5.8%	1.1%	99.4M	-3.29B	-27.7M	0.69	49.33	152,580	105,520	1,510,680	1,677,620
2020-06-18	$71.70	$70.75	29.1%	8.3%	20.5%	24.4%	29.3%	5.4%	1.1%	67.0M	-2.81B	-27.7M	0.76	50.74	170,780	130,360	1,527,620	1,694,940
2020-06-19	$71.38	$71.00	28.5%	8.0%	20.6%	23.4%	29.3%	5.6%	1.5%	6.2M	-2.62B	-27.8M	0.76	53.95	285,160	216,760	1,563,040	1,736,140
2020-06-22	$72.40	$71.00	28.5%	7.8%	21.1%	23.3%	28.0%	5.1%	4.1%	46.3M	-2.21B	-27.3M	0.88	54.90	146,420	129,280	1,118,060	1,213,040
2020-06-23	$73.28	$71.00	28.3%	7.7%	21.4%	23.0%	27.5%	5.2%	3.9%	97.5M	-2.68B	-27.5M	0.87	54.72	227,220	198,460	1,167,540	1,266,580
2020-06-24	$71.83	$71.00	31.4%	8.4%	22.8%	28.0%	29.9%	5.7%	3.5%	5.7M	-1.78B	-28.0M	1.41	59.25	157,720	221,760	1,195,880	1,296,040
2020-06-25	$72.02	$71.00	31.3%	8.2%	22.8%	27.8%	29.4%	5.3%	3.8%	-60.5M	-1.81B	-28.1M	0.83	57.39	159,760	132,880	1,224,220	1,407,960
2020-06-26	$68.62	$71.00	36.1%	9.6%	28.5%	35.4%	33.3%	7.1%	2.6%	-94.7M	1.01B	-27.5M	0.64	56.25	594,740	378,440	1,277,740	1,471,740
2020-06-29	$69.41	$70.00	35.5%	8.7%	28.9%	34.5%	30.7%	7.1%	-0.8%	-22.0M	-762.6M	-28.1M	0.57	60.56	207,880	119,020	1,220,100	1,300,340
2020-06-30	$70.36	$70.00	34.2%	7.9%	29.4%	32.4%	28.1%	6.2%	-0.7%	41.3M	-1.49B	-28.2M	0.51	62.36	183,880	93,160	1,291,480	1,348,460