GOOG Options History — June 2021

In June 2021, GOOG traded between $119.75 and $127.25. ATM implied volatility averaged 20.6%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 3.7% (HV 20d: 17.0%). Max pain ranged from $95.00 to $115.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.31.

Notable Days

2021-06-29: Highest Volume — 856,180 contracts
2021-06-28: Largest IV spike — 18.5% change
2021-06-30: Highest IV Rank — 21.5%
2021-06-03: Largest Expected Move — 6.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$125.05	$119.75	$127.25	$121.39	$125.65
Max Pain	$105.53	$95.00	$115.00	$105.00	$115.00
ATM IV	20.6%	18.5%	25.0%	21.9%	25.0%
Expected Move	5.5%	4.8%	6.4%	6.1%	4.9%
HV 20d	17.0%	12.3%	24.0%	24.0%	12.4%
HV 60d	21.7%	18.9%	24.3%	24.3%	18.9%
IV Rank	5.2%	0.0%	21.5%	6.0%	21.5%
IV Percentile	3.9%	0.0%	19.8%	4.0%	19.8%
Term Structure	1.7%	-0.3%	6.4%	-0.1%	0.2%
VWIV	20.7%	17.8%	23.9%	23.4%	17.8%
Skew 25d	2.6%	1.9%	3.4%	3.1%	2.7%
Skew 10d	6.9%	4.8%	8.9%	8.6%	6.3%
Call IV 25d	19.9%	17.7%	24.9%	21.0%	24.4%
Put IV 25d	22.5%	19.7%	28.0%	24.1%	27.1%
Bid-Ask Spread %	52.33	37.19	62.08	56.71	57.95
Gamma HHI	0.08	0.03	0.25	0.07	0.03
Net GEX	212.2M	-379.0M	901.3M	342.5M	-379.0M
Net DEX	-10.25B	-13.51B	-6.99B	-10.02B	-6.99B
Net VEX	-40.6M	-46.5M	-37.4M	-38.6M	-46.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.31	0.70	3.61	1.80	1.45
Total Volume	518,777.273	304,640	856,180	431,300	536,440
Total OI	4,045,347.273	3,282,980	4,684,340	3,843,840	4,030,600

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
2021-06-01	$121.39	$105.00	21.9%	6.1%	24.0%	6.0%	23.4%	3.1%	-0.1%	342.5M	-10.02B	-38.6M	1.80	56.71	153,780	277,520	1,789,040	2,054,800
2021-06-02	$120.71	$105.00	21.6%	6.0%	22.2%	5.0%	21.7%	3.1%	-0.0%	32.8M	-9.00B	-39.3M	1.37	59.41	141,680	193,980	1,855,660	2,288,420
2021-06-03	$119.75	$95.00	21.9%	6.4%	22.3%	6.2%	23.9%	3.1%	-0.2%	-264.6M	-8.02B	-39.7M	0.89	37.19	193,680	173,160	1,899,200	2,390,160
2021-06-04	$122.66	$95.00	20.4%	6.0%	23.7%	0.8%	21.6%	2.7%	0.1%	901.3M	-11.55B	-38.1M	1.12	42.03	326,160	366,180	1,957,360	2,481,560
2021-06-07	$123.24	$97.00	20.7%	6.2%	23.4%	1.9%	22.5%	2.5%	0.8%	255.0M	-10.78B	-39.2M	1.27	45.93	205,620	260,760	1,699,820	2,140,020
2021-06-08	$124.13	$98.00	20.2%	5.9%	21.9%	0.1%	22.3%	2.5%	0.4%	308.4M	-11.46B	-37.9M	1.15	45.76	246,280	284,340	1,780,160	2,302,180
2021-06-09	$124.68	$99.00	20.3%	6.0%	20.5%	0.4%	22.7%	2.6%	0.5%	341.8M	-12.18B	-39.8M	1.57	47.67	190,920	299,020	1,852,880	2,462,720
2021-06-10	$125.72	$100.00	19.3%	5.7%	17.0%	0.0%	21.5%	2.1%	0.9%	371.0M	-13.51B	-37.8M	1.30	53.31	324,180	421,920	1,902,460	2,569,220
2021-06-11	$125.37	$105.00	18.5%	5.5%	17.1%	0.0%	19.7%	1.9%	0.8%	680.4M	-13.46B	-37.4M	0.99	54.22	376,400	372,520	1,965,320	2,667,740
2021-06-14	$126.00	$105.00	19.2%	5.6%	16.2%	2.1%	20.2%	2.1%	0.7%	352.1M	-11.91B	-38.5M	1.04	56.00	203,900	212,260	1,766,440	2,198,700
2021-06-15	$126.13	$105.00	19.4%	5.6%	16.1%	2.7%	20.2%	2.0%	0.8%	424.7M	-12.08B	-39.3M	3.61	54.50	110,560	399,620	1,867,660	2,321,360
2021-06-16	$125.95	$105.00	20.1%	5.8%	16.2%	5.3%	20.8%	2.7%	0.5%	60.3M	-11.21B	-40.5M	0.94	55.03	241,480	227,920	1,900,800	2,605,420
2021-06-17	$126.91	$105.00	19.0%	5.4%	15.6%	1.4%	20.5%	2.5%	1.2%	432.3M	-12.29B	-41.4M	0.70	57.89	241,880	170,100	1,937,500	2,696,580
2021-06-18	$125.44	$107.50	20.0%	5.6%	14.9%	5.0%	21.2%	3.4%	1.2%	-61.3M	-10.70B	-41.7M	0.91	52.26	365,200	334,120	1,953,440	2,730,900
2021-06-21	$126.65	$110.00	19.7%	5.4%	14.9%	3.8%	21.0%	2.9%	5.2%	119.4M	-8.35B	-43.6M	1.38	48.26	167,460	230,480	1,451,080	1,847,200
2021-06-22	$127.25	$110.00	19.1%	5.1%	12.7%	1.7%	19.5%	2.5%	5.3%	140.2M	-8.87B	-43.4M	1.27	49.65	170,100	215,580	1,508,540	1,972,160
2021-06-23	$126.71	$110.00	18.9%	5.0%	12.9%	1.2%	19.5%	2.1%	5.9%	-57.7M	-8.57B	-41.5M	1.25	47.96	252,480	315,700	1,536,900	2,107,980
2021-06-24	$127.20	$111.25	19.5%	4.9%	12.5%	3.1%	18.6%	2.0%	6.4%	189.5M	-9.35B	-40.1M	0.77	62.08	172,060	132,580	1,581,320	2,173,960
2021-06-25	$127.19	$111.50	20.5%	4.8%	12.4%	6.7%	19.3%	2.0%	6.4%	479.2M	-9.10B	-42.6M	1.25	54.44	196,400	245,160	1,614,440	2,202,280
2021-06-28	$126.54	$112.50	24.3%	5.1%	12.3%	19.3%	18.7%	3.1%	-0.3%	70.6M	-8.36B	-42.6M	1.22	57.94	273,360	333,980	1,462,980	1,820,000
2021-06-29	$125.90	$115.00	24.8%	5.0%	12.6%	20.8%	18.8%	2.6%	0.1%	-70.9M	-7.75B	-43.3M	1.58	55.09	331,920	524,260	1,592,560	2,058,120
2021-06-30	$125.65	$115.00	25.0%	4.9%	12.4%	21.5%	17.8%	2.7%	0.2%	-379.0M	-6.99B	-46.5M	1.45	57.95	218,740	317,700	1,683,900	2,346,700