GOOG Options History — August 2021

In August 2021, GOOG traded between $135.47 and $145.99. ATM implied volatility averaged 18.5%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 2.4% (HV 20d: 16.1%). Max pain ranged from $122.50 to $135.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.54.

Notable Days

2021-08-27: Highest Volume — 1,007,940 contracts
2021-08-27: Largest IV drop — 8.5% change
2021-08-19: Highest IV Rank — 9.6%
2021-08-19: Largest Expected Move — 5.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$139.34	$135.47	$145.99	$135.47	$145.99
Max Pain	$127.13	$122.50	$135.00	$129.50	$135.00
ATM IV	18.5%	17.2%	20.4%	19.6%	17.6%
Expected Move	5.2%	4.4%	5.8%	5.2%	4.5%
HV 20d	16.1%	11.0%	20.0%	20.0%	11.7%
HV 60d	15.7%	14.5%	18.6%	18.6%	14.5%
IV Rank	2.5%	0.0%	9.6%	3.4%	1.5%
IV Percentile	2.5%	0.0%	12.3%	4.0%	1.6%
Term Structure	0.6%	0.1%	1.1%	0.1%	0.7%
VWIV	19.1%	16.3%	22.0%	19.0%	16.3%
Skew 25d	2.6%	1.8%	4.7%	2.2%	2.6%
Skew 10d	6.3%	4.0%	11.4%	5.8%	7.3%
Call IV 25d	17.8%	16.3%	19.2%	19.0%	17.1%
Put IV 25d	20.4%	18.4%	23.8%	21.2%	19.7%
Bid-Ask Spread %	57.65	42.03	78.12	42.03	57.53
Gamma HHI	0.05	0.03	0.27	0.04	0.05
Net GEX	40.0M	-662.7M	492.8M	-98.4M	102.2M
Net DEX	-9.00B	-11.04B	-5.99B	-7.64B	-10.84B
Net VEX	-52.6M	-62.7M	-43.6M	-47.1M	-57.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.54	0.81	3.90	1.06	1.74
Total Volume	574,295.455	271,500	1,007,940	334,040	617,880
Total OI	4,341,368.182	3,833,240	5,092,680	3,935,300	4,416,980

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
2021-08-02	$135.47	$129.50	19.6%	5.2%	20.0%	3.4%	19.0%	2.2%	0.1%	-98.4M	-7.64B	-47.1M	1.06	42.03	161,780	172,260	1,535,840	2,399,460
2021-08-03	$136.00	$129.75	19.9%	5.3%	19.9%	4.6%	19.0%	2.5%	0.3%	17.3M	-8.22B	-47.9M	1.48	43.68	322,240	475,360	1,622,800	2,437,240
2021-08-04	$136.14	$130.00	19.6%	5.2%	19.8%	3.5%	18.5%	2.1%	0.1%	16.6M	-8.32B	-47.3M	0.91	42.98	142,240	129,260	1,660,780	2,513,180
2021-08-05	$136.67	$122.50	19.0%	5.7%	19.4%	1.6%	20.9%	2.1%	0.3%	53.9M	-8.87B	-47.8M	1.01	70.23	157,860	160,120	1,680,540	2,832,960
2021-08-06	$136.67	$122.50	18.2%	5.5%	19.4%	0.0%	20.4%	2.2%	0.3%	104.5M	-8.96B	-46.3M	1.59	70.42	232,780	370,800	1,694,480	2,880,740
2021-08-09	$138.08	$122.50	18.3%	5.5%	19.6%	0.3%	20.3%	1.9%	0.8%	100.8M	-9.84B	-43.8M	1.10	76.90	221,860	244,080	1,482,300	2,350,940
2021-08-10	$137.97	$125.00	18.2%	5.5%	19.6%	0.0%	19.7%	2.0%	0.9%	119.0M	-9.94B	-43.6M	2.08	72.35	229,700	477,820	1,514,640	2,435,720
2021-08-11	$137.84	$125.00	18.1%	5.5%	19.5%	0.0%	20.2%	1.8%	1.0%	125.6M	-9.85B	-45.2M	1.38	73.31	252,340	347,340	1,579,180	2,524,480
2021-08-12	$138.06	$125.00	17.9%	5.4%	19.1%	0.0%	19.6%	2.0%	0.9%	153.9M	-10.09B	-45.8M	1.41	74.02	160,260	226,740	1,651,460	2,827,940
2021-08-13	$138.35	$125.00	17.4%	5.2%	19.1%	0.0%	19.2%	2.0%	1.1%	327.3M	-10.34B	-47.4M	2.11	78.12	236,640	499,880	1,704,500	2,937,280
2021-08-16	$138.67	$125.00	18.4%	5.4%	16.8%	3.3%	19.0%	2.3%	0.3%	106.7M	-9.48B	-48.7M	1.99	59.16	248,100	494,260	1,532,420	2,518,160
2021-08-17	$136.99	$125.00	19.2%	5.5%	16.5%	5.6%	20.3%	3.0%	0.7%	-20.2M	-7.57B	-54.1M	3.90	50.62	184,660	719,280	1,567,240	2,672,880
2021-08-18	$137.40	$125.00	19.1%	5.5%	16.5%	5.4%	21.5%	3.4%	0.7%	-113.5M	-7.21B	-58.5M	1.55	52.07	151,600	235,340	1,625,440	2,893,720
2021-08-19	$137.04	$125.00	20.4%	5.8%	16.4%	9.6%	22.0%	4.7%	0.8%	-662.7M	-5.99B	-62.7M	0.81	46.49	246,160	200,620	1,666,780	3,292,560
2021-08-20	$138.43	$125.00	18.9%	5.4%	11.3%	4.9%	19.3%	3.9%	0.4%	202.5M	-8.14B	-62.2M	0.93	50.32	272,820	254,220	1,704,960	3,387,720
2021-08-23	$141.15	$125.00	18.3%	5.1%	13.1%	3.0%	19.0%	3.1%	0.6%	15.4M	-7.92B	-59.2M	0.95	50.65	320,380	305,080	1,375,480	2,549,760
2021-08-24	$142.45	$125.00	17.8%	4.9%	11.0%	1.3%	17.4%	2.8%	0.7%	103.6M	-9.31B	-58.1M	3.30	47.36	194,680	642,840	1,426,640	2,595,960
2021-08-25	$143.03	$125.00	17.6%	4.8%	11.0%	0.6%	17.5%	2.7%	0.7%	175.2M	-10.23B	-56.5M	1.09	50.24	153,900	168,380	1,518,300	2,731,780
2021-08-26	$142.30	$135.00	18.8%	5.0%	11.2%	4.3%	18.6%	3.3%	0.7%	-339.8M	-8.03B	-62.0M	1.23	48.83	162,240	199,280	1,549,380	3,178,520
2021-08-27	$144.94	$135.00	17.2%	4.4%	11.6%	0.0%	17.0%	2.6%	0.9%	492.8M	-11.04B	-59.0M	0.88	54.55	535,340	472,600	1,591,540	3,239,880
2021-08-30	$145.73	$135.00	17.5%	4.5%	11.6%	1.1%	16.4%	2.3%	0.6%	-102.3M	-10.16B	-57.1M	1.31	56.33	274,600	358,880	1,439,480	2,768,060
2021-08-31	$145.99	$135.00	17.6%	4.5%	11.7%	1.5%	16.3%	2.6%	0.7%	102.2M	-10.84B	-57.8M	1.74	57.53	225,240	392,640	1,538,500	2,878,480