GOOG Options History — August 2020

In August 2020, GOOG traded between $73.17 and $82.42. ATM implied volatility averaged 28.3%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 4.6% (HV 20d: 23.7%). Max pain ranged from $72.50 to $75.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2020-08-26: Highest Volume — 1,241,020 contracts
  • 2020-08-27: Largest IV spike — 9.9% change
  • 2020-08-28: Highest IV Rank — 33.9%
  • 2020-08-27: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.33$73.17$82.42$73.87$81.97
Max Pain$73.81$72.50$75.00$75.00$73.75
ATM IV28.3%25.1%35.2%29.4%34.8%
Expected Move8.0%7.1%9.6%8.0%9.3%
HV 20d23.7%17.2%25.9%25.0%17.5%
HV 60d24.6%23.9%25.4%25.4%24.6%
IV Rank23.1%18.0%33.9%24.8%33.3%
IV Percentile59.6%43.7%78.2%67.5%77.0%
Term Structure0.4%-0.4%1.2%-0.4%1.2%
VWIV28.9%24.8%34.0%28.6%32.8%
Skew 25d3.4%1.3%4.4%3.1%3.3%
Skew 10d6.3%1.7%8.3%5.8%6.0%
Call IV 25d26.8%23.6%33.7%28.3%33.3%
Put IV 25d30.2%27.4%36.5%31.4%36.5%
Bid-Ask Spread %54.7949.1268.4960.6857.78
Gamma HHI0.050.020.180.020.05
Net GEX221.5M-43.6M398.7M17.7M333.3M
Net DEX-6.31B-11.86B-1.39B-1.92B-11.18B
Net VEX-40.5M-54.9M-28.7M-28.7M-54.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.261.100.640.54
Total Volume499,843.81259,3401,241,020450,180552,000
Total OI3,975,514.2863,003,3605,230,0403,003,3605,125,980

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-08-03$73.87$75.0029.4%8.0%25.0%24.8%28.6%3.1%-0.4%17.7M-1.92B-28.7M0.6460.68274,420175,7601,502,5001,500,860
2020-08-04$73.17$75.0026.6%7.4%25.2%20.4%26.3%3.3%0.4%-43.6M-1.39B-29.7M0.5265.37242,000125,9601,616,1001,599,100
2020-08-05$73.45$75.0026.2%7.1%25.2%19.7%24.8%3.6%-0.2%-33.8M-1.68B-30.3M0.3868.49479,020183,1401,707,4601,651,700
2020-08-06$74.98$72.5025.6%7.4%25.9%18.8%27.5%3.5%-0.0%216.1M-4.06B-35.2M0.5949.68310,960183,8202,027,1601,725,060
2020-08-07$74.73$72.5027.2%7.9%25.2%21.3%27.6%3.6%-0.2%176.9M-3.74B-35.6M0.7549.12454,020340,8002,052,3401,757,640
2020-08-10$74.48$73.7527.2%8.0%25.1%21.3%29.2%4.3%0.5%104.2M-3.66B-37.1M0.5952.81200,920118,5801,957,9001,596,520
2020-08-11$74.29$73.7527.8%8.1%24.9%22.3%29.8%4.3%0.6%92.2M-3.69B-38.9M0.7855.27166,420129,9202,076,7001,658,940
2020-08-12$75.38$73.7525.7%7.5%25.5%19.0%28.6%3.8%0.5%169.7M-4.67B-38.7M0.9350.23134,100125,2402,114,9401,705,000
2020-08-13$75.99$73.7526.6%7.7%25.6%20.3%28.0%4.0%0.3%228.9M-5.26B-38.7M0.6950.03195,100135,0202,131,5801,710,240
2020-08-14$75.30$73.7525.6%7.4%25.8%18.7%28.0%3.9%0.7%195.2M-4.56B-38.1M0.9651.32207,840200,0002,152,8201,714,800
2020-08-17$76.11$73.7525.7%7.4%23.3%18.8%28.0%4.2%0.6%214.5M-5.10B-37.7M0.4053.25291,120115,0402,078,7401,672,420
2020-08-18$77.93$73.7525.1%7.2%24.9%18.0%26.2%3.6%0.7%319.7M-7.24B-40.9M0.4852.26290,600138,9402,248,4201,722,080
2020-08-19$77.62$73.7526.4%7.6%25.0%20.0%27.5%4.4%0.4%328.6M-7.15B-42.2M0.5655.74280,660157,1802,339,1801,736,020
2020-08-20$79.18$73.7526.2%7.5%23.3%19.7%27.2%3.9%0.7%368.2M-8.74B-42.3M0.4853.03248,920119,6802,412,7801,783,860
2020-08-21$79.02$73.7527.7%7.9%23.1%22.1%27.9%3.0%0.9%398.7M-8.61B-42.9M0.4654.25376,680171,5802,436,8401,828,260
2020-08-24$79.45$73.7529.6%8.4%22.7%25.1%29.9%2.9%0.5%243.8M-7.82B-42.7M0.5451.81208,740111,8202,196,7401,539,340
2020-08-25$80.36$73.7529.4%8.3%21.6%24.9%29.8%2.5%0.6%277.5M-8.54B-43.2M1.1052.34335,000367,6602,260,2201,596,760
2020-08-26$82.42$73.7531.8%8.9%22.9%28.6%32.0%1.3%0.3%303.2M-10.58B-46.0M0.2656.12985,540255,4802,463,1001,873,460
2020-08-27$82.03$73.7535.0%9.6%23.0%33.6%33.9%2.4%-0.2%341.9M-11.14B-52.6M0.6254.32297,620184,2802,979,9002,002,300
2020-08-28$82.29$73.7535.2%9.6%17.2%33.9%34.0%2.4%0.5%397.7M-11.86B-54.3M0.4656.63427,640197,5003,158,2802,071,760
2020-08-31$81.97$73.7534.8%9.3%17.5%33.3%32.8%3.3%1.2%333.3M-11.18B-54.9M0.5457.78357,900194,1003,155,7601,970,220