GOOG Options History — September 2020

In September 2020, GOOG traded between $70.89 and $86.41. ATM implied volatility averaged 37.0%, placing in the 36.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 2.3% (HV 20d: 34.7%). Max pain ranged from $73.75 to $80.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2020-09-03: Highest Volume — 786,240 contracts
2020-09-03: Largest IV spike — 29.6% change
2020-09-03: Highest IV Rank — 55.2%
2020-09-03: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.94	$70.89	$86.41	$83.03	$73.67
Max Pain	$79.42	$73.75	$80.00	$73.75	$80.00
ATM IV	37.0%	32.1%	48.7%	35.6%	36.4%
Expected Move	10.3%	8.7%	13.8%	9.5%	8.7%
HV 20d	34.7%	16.8%	39.1%	16.8%	38.5%
HV 60d	28.8%	24.7%	30.0%	24.7%	28.9%
IV Rank	36.8%	29.0%	55.2%	34.6%	35.9%
IV Percentile	79.3%	68.3%	92.9%	79.0%	78.6%
Term Structure	1.5%	-0.8%	3.9%	0.7%	3.3%
VWIV	35.6%	30.1%	47.3%	34.1%	30.1%
Skew 25d	4.8%	3.7%	7.4%	3.7%	4.9%
Skew 10d	8.2%	5.7%	13.2%	6.3%	7.5%
Call IV 25d	34.3%	29.9%	46.0%	33.7%	33.9%
Put IV 25d	39.1%	34.0%	52.1%	37.4%	38.8%
Bid-Ask Spread %	51.77	38.78	61.43	58.41	60.99
Gamma HHI	0.04	0.03	0.06	0.05	0.03
Net GEX	177.3M	-42.5M	426.1M	373.5M	242.3M
Net DEX	-4.46B	-17.10B	897.7M	-12.79B	-2.31B
Net VEX	-52.9M	-64.7M	-45.7M	-58.2M	-47.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.47	0.98	0.47	0.61
Total Volume	470,744.762	235,140	786,240	550,780	317,280
Total OI	5,839,361.905	5,282,260	6,509,700	5,465,980	5,465,780

Daily Data (21 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
2020-09-01	$83.03	$73.75	35.6%	9.5%	16.8%	34.6%	34.1%	3.7%	0.7%	373.5M	-12.79B	-58.2M	0.47	58.41	375,400	175,380	3,370,020	2,095,960
2020-09-02	$86.41	$74.00	37.5%	10.4%	20.5%	37.7%	36.8%	4.0%	0.4%	426.1M	-17.10B	-60.5M	0.47	61.43	524,440	244,160	3,550,840	2,183,200
2020-09-03	$81.46	$80.00	48.7%	13.8%	30.9%	55.2%	47.3%	6.2%	-0.8%	233.0M	-10.51B	-64.7M	0.51	38.78	521,280	264,960	3,650,520	2,286,620
2020-09-04	$80.00	$80.00	45.0%	12.8%	31.8%	49.5%	44.3%	7.4%	-0.2%	180.0M	-8.86B	-63.2M	0.93	42.96	395,200	365,860	3,854,820	2,326,340
2020-09-08	$76.74	$80.00	41.8%	11.8%	35.6%	44.4%	39.8%	5.4%	-0.6%	165.3M	-5.27B	-58.0M	0.57	39.34	230,200	131,800	3,720,760	2,210,440
2020-09-09	$77.97	$80.00	37.2%	10.7%	35.9%	37.1%	37.1%	5.2%	0.1%	221.8M	-6.71B	-58.0M	0.53	39.75	242,060	128,540	3,793,160	2,243,660
2020-09-10	$76.87	$80.00	37.0%	10.6%	36.0%	36.8%	36.6%	5.2%	-0.1%	176.0M	-5.22B	-56.3M	0.51	47.43	223,160	113,740	3,864,640	2,276,400
2020-09-11	$75.92	$80.00	33.8%	9.7%	36.2%	31.7%	33.5%	4.7%	-0.4%	109.2M	-3.61B	-53.2M	0.92	48.97	294,840	270,720	3,900,600	2,293,980
2020-09-14	$76.39	$80.00	32.9%	9.5%	36.1%	30.3%	32.5%	4.2%	1.3%	185.1M	-4.76B	-52.6M	0.63	50.21	349,060	220,280	3,780,420	2,235,760
2020-09-15	$76.96	$80.00	32.1%	9.2%	36.0%	29.0%	32.2%	4.0%	1.6%	220.5M	-5.41B	-53.7M	0.69	52.48	272,320	187,040	3,884,860	2,301,000
2020-09-16	$76.36	$80.00	33.0%	9.5%	35.1%	30.5%	33.1%	5.0%	0.5%	171.9M	-4.44B	-54.1M	0.95	50.30	141,800	134,020	3,949,140	2,339,240
2020-09-17	$74.53	$80.00	35.2%	10.1%	36.0%	33.9%	34.7%	4.4%	0.5%	43.9M	-1.92B	-51.6M	0.75	52.60	316,360	236,160	3,994,860	2,377,480
2020-09-18	$72.52	$80.00	35.5%	10.1%	36.1%	34.4%	34.2%	4.9%	0.9%	-42.5M	897.7M	-48.1M	0.98	52.47	365,200	356,840	4,073,940	2,435,760
2020-09-21	$71.28	$80.00	36.1%	10.4%	36.4%	35.4%	35.7%	4.5%	2.9%	81.2M	505.3M	-45.7M	0.76	54.10	381,760	289,220	3,472,300	1,879,880
2020-09-22	$73.32	$80.00	35.2%	9.9%	38.1%	33.9%	35.0%	4.3%	3.4%	159.6M	-1.63B	-49.5M	0.67	54.02	194,700	129,620	3,508,820	1,896,020
2020-09-23	$70.89	$80.00	36.9%	10.2%	39.1%	36.6%	35.4%	4.4%	3.1%	91.5M	458.1M	-46.1M	0.64	53.97	178,920	114,380	3,565,580	1,941,120
2020-09-24	$71.43	$80.00	37.1%	10.2%	37.7%	36.9%	35.4%	4.2%	3.9%	116.0M	4.6M	-47.0M	0.55	55.94	196,640	107,880	3,612,720	1,973,980
2020-09-25	$72.27	$80.00	36.2%	9.9%	38.3%	35.6%	34.1%	4.7%	3.8%	192.6M	-829.6M	-47.8M	0.60	56.21	253,060	151,980	3,659,560	1,991,200
2020-09-28	$73.29	$80.00	37.2%	9.5%	38.8%	37.0%	33.6%	4.5%	2.9%	182.9M	-2.04B	-47.7M	0.67	58.00	140,880	94,260	3,426,820	1,855,440
2020-09-29	$73.32	$80.00	37.2%	9.4%	38.9%	37.2%	31.8%	4.9%	3.3%	194.4M	-2.03B	-47.6M	0.54	58.88	165,400	88,840	3,483,460	1,899,500
2020-09-30	$73.67	$80.00	36.4%	8.7%	38.5%	35.9%	30.1%	4.9%	3.3%	242.3M	-2.31B	-47.5M	0.61	60.99	196,960	120,320	3,537,360	1,928,420