GOOG Options History — September 2021

In September 2021, GOOG traded between $134.00 and $145.99. ATM implied volatility averaged 22.2%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.9% (HV 20d: 16.3%). Max pain ranged from $135.00 to $139.75. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.29.

Notable Days

2021-09-10: Highest Volume — 1,551,280 contracts
2021-09-20: Largest IV spike — 31.3% change
2021-09-30: Highest IV Rank — 54.9%
2021-09-20: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$142.02	$134.00	$145.99	$145.99	$134.00
Max Pain	$137.44	$135.00	$139.75	$135.00	$137.50
ATM IV	22.2%	17.3%	32.1%	17.7%	32.1%
Expected Move	6.1%	4.4%	8.1%	4.4%	8.0%
HV 20d	16.3%	11.7%	21.5%	11.7%	21.4%
HV 60d	16.1%	14.5%	18.7%	14.5%	18.7%
IV Rank	18.6%	0.4%	54.9%	1.6%	54.9%
IV Percentile	27.3%	0.4%	81.7%	2.0%	81.7%
Term Structure	1.3%	-0.9%	5.3%	0.7%	-0.9%
VWIV	22.5%	16.4%	30.2%	16.4%	26.9%
Skew 25d	5.1%	2.7%	9.0%	2.7%	7.1%
Skew 10d	11.6%	6.0%	19.1%	7.2%	14.9%
Call IV 25d	20.4%	16.3%	29.1%	17.0%	29.1%
Put IV 25d	25.5%	19.1%	36.1%	19.7%	36.1%
Bid-Ask Spread %	52.58	38.64	60.85	59.01	56.83
Gamma HHI	0.06	0.03	0.24	0.05	0.03
Net GEX	-627.6M	-4.12B	385.3M	-223.0M	-834.1M
Net DEX	-3.84B	-10.45B	6.78B	-10.45B	6.78B
Net VEX	-67.1M	-75.2M	-58.0M	-58.6M	-75.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.29	0.77	3.90	0.79	1.35
Total Volume	687,571.429	343,260	1,551,280	525,700	782,560
Total OI	4,858,202.857	4,159,680	5,298,200	4,684,260	5,198,260

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
2021-09-01	$145.99	$135.00	17.7%	4.4%	11.7%	1.6%	16.4%	2.7%	0.7%	-223.0M	-10.45B	-58.6M	0.79	59.01	293,800	231,900	1,610,560	3,073,700
2021-09-02	$144.42	$135.00	17.9%	5.5%	12.7%	2.3%	20.1%	2.9%	0.7%	-933.1M	-7.68B	-60.7M	0.81	38.64	342,780	276,940	1,679,760	3,260,700
2021-09-03	$144.86	$135.00	17.3%	5.3%	12.7%	0.4%	19.6%	2.8%	0.9%	-541.8M	-8.39B	-59.8M	1.17	40.68	324,060	379,420	1,749,980	3,418,660
2021-09-07	$145.54	$135.00	18.3%	5.5%	12.4%	4.2%	21.8%	2.9%	0.7%	-444.5M	-9.14B	-58.0M	3.90	50.85	191,380	746,920	1,555,260	2,991,320
2021-09-08	$144.86	$135.00	18.6%	5.5%	12.6%	5.4%	19.8%	3.3%	0.5%	-640.1M	-8.60B	-58.3M	1.45	49.00	171,280	247,800	1,603,920	3,060,500
2021-09-09	$145.01	$135.00	18.6%	5.5%	12.6%	5.3%	21.1%	3.3%	0.5%	-975.1M	-8.10B	-59.9M	0.89	51.98	181,740	161,520	1,656,980	3,498,940
2021-09-10	$142.01	$137.00	19.9%	5.8%	15.1%	10.2%	21.5%	4.4%	0.4%	-4.12B	-2.21B	-64.0M	2.13	50.51	495,980	1,055,300	1,699,120	3,593,780
2021-09-13	$143.31	$137.25	20.4%	5.9%	15.3%	12.1%	22.1%	4.7%	0.1%	-284.4M	-6.67B	-63.2M	0.98	55.39	265,500	259,840	1,554,040	2,953,140
2021-09-14	$143.45	$137.50	20.1%	5.8%	15.3%	10.9%	23.6%	4.8%	0.4%	-331.2M	-5.95B	-66.6M	1.63	53.32	252,000	411,460	1,620,280	3,166,180
2021-09-15	$145.32	$137.50	18.8%	5.4%	14.9%	6.2%	20.7%	4.2%	0.8%	32.2M	-8.75B	-63.0M	0.80	60.85	359,460	288,360	1,680,880	3,252,260
2021-09-16	$144.59	$137.50	18.9%	5.4%	15.2%	6.5%	20.3%	4.5%	1.0%	105.5M	-8.19B	-66.7M	1.06	54.28	245,900	261,340	1,767,840	3,467,180
2021-09-17	$141.60	$139.00	21.5%	6.1%	17.2%	15.9%	22.6%	5.8%	0.6%	-677.9M	-2.86B	-68.2M	1.06	54.50	465,620	491,880	1,741,900	3,556,300
2021-09-20	$138.32	$139.00	28.2%	8.1%	19.1%	40.7%	30.2%	9.0%	3.2%	-471.2M	360.2M	-70.0M	1.15	49.45	313,600	359,780	1,362,440	2,797,240
2021-09-21	$140.32	$139.25	25.0%	7.0%	18.5%	28.9%	25.6%	7.9%	4.0%	-571.8M	-99.1M	-72.1M	1.35	47.46	242,440	328,220	1,453,300	3,015,740
2021-09-22	$141.16	$138.25	23.2%	6.4%	18.3%	22.2%	23.6%	6.6%	4.2%	-516.0M	-1.30B	-73.1M	1.37	52.87	231,540	317,740	1,555,600	3,185,660
2021-09-23	$141.98	$138.50	22.1%	5.7%	18.3%	18.1%	21.0%	5.5%	4.7%	-216.1M	-2.33B	-74.5M	1.12	56.70	229,920	257,480	1,641,000	3,315,480
2021-09-24	$142.84	$139.25	21.7%	5.3%	18.4%	16.8%	20.3%	5.2%	5.3%	385.3M	-3.97B	-73.7M	1.01	56.92	397,920	400,560	1,692,540	3,387,640
2021-09-27	$141.62	$139.75	24.9%	5.5%	17.3%	28.7%	20.3%	6.2%	-0.2%	-485.4M	-1.99B	-73.2M	1.19	56.71	230,360	274,720	1,477,660	3,090,840
2021-09-28	$136.41	$139.50	29.8%	7.6%	21.4%	46.5%	26.8%	7.2%	-0.5%	-660.0M	3.24B	-74.7M	0.77	53.89	508,220	392,080	1,556,420	3,176,080
2021-09-29	$134.87	$139.50	31.4%	8.0%	21.5%	52.5%	27.3%	7.0%	-0.0%	-781.1M	5.66B	-74.7M	1.01	54.27	383,560	386,120	1,610,360	3,292,820
2021-09-30	$134.00	$137.50	32.1%	8.0%	21.4%	54.9%	26.9%	7.1%	-0.9%	-834.1M	6.78B	-75.2M	1.35	56.83	333,060	449,500	1,771,760	3,426,500