GOOG Options History — July 2021

In July 2021, GOOG traded between $126.24 and $138.98. ATM implied volatility averaged 24.9%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 10.5% (HV 20d: 14.5%). Max pain ranged from $115.00 to $129.25. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.07.

Notable Days

2021-07-27: Highest Volume — 1,397,020 contracts
2021-07-28: Largest IV drop — 25.3% change
2021-07-19: Highest IV Rank — 31.7%
2021-07-27: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$132.36	$126.24	$138.98	$126.24	$135.28
Max Pain	$124.80	$115.00	$129.25	$115.00	$129.25
ATM IV	24.9%	18.9%	28.1%	25.2%	19.3%
Expected Move	6.7%	4.5%	8.0%	4.7%	5.1%
HV 20d	14.5%	10.8%	20.8%	11.8%	20.8%
HV 60d	18.9%	18.5%	19.4%	18.7%	18.6%
IV Rank	21.2%	1.1%	31.7%	22.1%	2.4%
IV Percentile	25.6%	0.4%	54.4%	21.8%	2.8%
Term Structure	-0.4%	-1.3%	0.7%	-0.3%	0.6%
VWIV	24.3%	16.3%	28.3%	17.0%	18.9%
Skew 25d	2.3%	1.3%	3.9%	2.7%	2.1%
Skew 10d	5.4%	3.4%	8.3%	6.8%	4.1%
Call IV 25d	24.2%	18.2%	26.8%	24.3%	18.2%
Put IV 25d	26.5%	20.0%	30.2%	27.1%	20.3%
Bid-Ask Spread %	42.54	31.00	59.95	58.04	46.85
Gamma HHI	0.05	0.03	0.12	0.04	0.04
Net GEX	105.0M	-213.9M	474.9M	152.7M	-213.9M
Net DEX	-9.64B	-12.88B	-4.73B	-8.18B	-7.13B
Net VEX	-46.3M	-49.4M	-42.4M	-47.2M	-48.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.07	0.67	2.03	1.00	0.67
Total Volume	646,747.619	329,360	1,397,020	424,820	687,900
Total OI	4,032,326.667	3,413,220	4,924,800	4,248,220	4,924,800

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
2021-07-01	$126.24	$115.00	25.2%	4.7%	11.8%	22.1%	17.0%	2.7%	-0.3%	152.7M	-8.18B	-47.2M	1.00	58.04	212,260	212,560	1,756,140	2,492,080
2021-07-02	$128.69	$115.50	24.5%	4.5%	10.8%	19.7%	16.3%	2.5%	0.4%	464.6M	-12.04B	-44.4M	0.77	59.95	494,780	381,660	1,784,220	2,529,720
2021-07-06	$129.73	$122.50	26.5%	7.3%	10.9%	26.6%	25.9%	2.1%	-0.6%	189.1M	-10.55B	-44.3M	2.03	32.16	225,600	457,300	1,567,740	2,079,420
2021-07-07	$130.31	$122.50	26.5%	7.3%	10.8%	26.5%	26.2%	1.8%	-0.9%	183.9M	-10.92B	-46.3M	0.83	31.00	239,040	198,220	1,624,480	2,387,580
2021-07-08	$129.16	$122.50	27.1%	7.3%	11.5%	28.3%	26.2%	3.7%	-1.3%	-109.2M	-9.32B	-49.3M	1.12	31.04	273,000	305,960	1,693,900	2,493,560
2021-07-09	$129.72	$125.00	25.6%	6.9%	11.3%	23.6%	25.1%	2.1%	-1.0%	474.9M	-10.09B	-48.5M	0.74	34.93	288,760	212,620	1,758,100	2,640,120
2021-07-12	$130.63	$125.00	25.4%	7.0%	11.3%	22.7%	25.5%	1.7%	-0.5%	136.3M	-9.79B	-47.1M	1.09	38.42	168,540	183,240	1,586,180	2,221,040
2021-07-13	$131.33	$125.00	25.9%	7.1%	11.3%	24.4%	25.7%	1.9%	-0.9%	165.9M	-10.23B	-47.3M	1.25	38.07	294,660	367,120	1,626,780	2,294,040
2021-07-14	$132.36	$125.00	25.6%	7.1%	11.5%	23.6%	25.8%	1.9%	-0.8%	230.4M	-11.12B	-47.1M	0.85	37.74	253,380	215,980	1,657,100	2,509,020
2021-07-15	$131.24	$125.00	25.4%	7.1%	12.1%	22.9%	25.5%	2.2%	-0.8%	-7.0M	-10.04B	-46.1M	1.08	38.29	217,840	236,140	1,687,200	2,552,800
2021-07-16	$131.84	$125.00	25.1%	7.0%	11.9%	22.0%	25.9%	2.4%	-1.1%	192.8M	-10.79B	-45.5M	0.78	47.47	274,480	213,480	1,715,260	2,620,500
2021-07-19	$128.98	$125.00	28.1%	8.0%	13.9%	31.7%	28.3%	3.9%	-0.4%	-155.9M	-4.73B	-48.8M	1.18	42.55	254,980	300,880	1,393,640	2,026,620
2021-07-20	$131.60	$125.00	25.3%	7.2%	15.1%	22.5%	25.6%	3.3%	-0.3%	8.3M	-7.34B	-49.4M	1.31	42.34	209,240	273,580	1,457,900	2,137,140
2021-07-21	$132.24	$125.00	24.8%	7.1%	15.1%	20.9%	25.3%	3.1%	-0.2%	87.1M	-8.34B	-45.9M	1.30	46.15	143,240	186,120	1,499,540	2,285,640
2021-07-22	$133.38	$127.50	24.7%	7.1%	15.1%	20.5%	25.8%	2.8%	0.1%	236.6M	-9.20B	-46.0M	1.10	43.34	182,000	200,400	1,532,280	2,388,280
2021-07-23	$138.07	$127.50	25.4%	7.4%	18.9%	22.9%	26.5%	1.3%	-0.6%	103.4M	-12.88B	-43.9M	0.77	45.64	744,440	570,040	1,556,500	2,476,660
2021-07-26	$138.98	$127.50	26.1%	7.7%	18.9%	25.2%	27.4%	1.8%	-0.4%	49.2M	-10.79B	-42.4M	0.91	42.61	315,360	286,260	1,342,780	2,070,440
2021-07-27	$136.30	$128.50	27.5%	8.0%	20.5%	29.8%	28.3%	1.7%	-0.3%	4.5M	-9.28B	-46.4M	1.96	46.24	472,700	924,320	1,449,880	2,225,500
2021-07-28	$136.85	$128.75	20.5%	5.6%	20.2%	6.7%	20.7%	1.5%	0.7%	65.7M	-10.07B	-43.7M	0.86	45.92	681,200	583,240	1,557,560	2,347,500
2021-07-29	$136.64	$128.75	18.9%	5.1%	20.2%	1.1%	18.2%	1.6%	0.7%	-54.7M	-9.73B	-44.9M	0.96	44.63	326,220	312,960	1,756,460	2,972,760
2021-07-30	$135.28	$129.25	19.3%	5.1%	20.8%	2.4%	18.9%	2.1%	0.6%	-213.9M	-7.13B	-48.1M	0.67	46.85	411,400	276,500	1,837,540	3,087,260