GOOG Options History — June 2023

In June 2023, GOOG traded between $119.25 and $127.98. ATM implied volatility averaged 26.0%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 0.3% (HV 20d: 25.7%). Max pain ranged from $105.00 to $115.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2023-06-07: Highest Volume — 302,408 contracts
  • 2023-06-26: Largest IV spike — 14.2% change
  • 2023-06-28: Highest IV Rank — 33.5%
  • 2023-06-01: Largest Expected Move — 7.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$123.25$119.25$127.98$123.65$121.22
Max Pain$114.05$105.00$115.00$105.00$115.00
ATM IV26.0%23.4%31.3%26.3%30.2%
Expected Move7.0%6.5%7.9%7.9%6.5%
HV 20d25.7%23.6%31.7%27.4%25.8%
HV 60d27.7%26.4%29.4%28.9%27.4%
IV Rank10.2%0.0%33.5%2.9%28.7%
IV Percentile8.0%0.0%30.2%3.6%25.4%
Term Structure0.8%-1.0%5.5%-0.6%-1.0%
VWIV25.1%23.1%28.1%28.1%23.1%
Skew 25d1.5%0.9%2.3%1.9%1.4%
Skew 10d3.2%2.2%4.9%3.5%2.5%
Call IV 25d25.7%22.9%31.0%25.9%30.1%
Put IV 25d27.2%24.7%32.7%27.8%31.4%
Bid-Ask Spread %5.663.118.388.383.57
Gamma HHI0.070.050.300.060.06
Net GEX178.4M92.6M360.5M188.6M130.8M
Net DEX-7.81B-10.55B-5.21B-8.76B-6.25B
Net VEX-45.6M-47.5M-44.9M-47.5M-45.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.311.180.360.62
Total Volume171,692.143101,091302,408194,722163,516
Total OI2,715,896.5712,344,9092,990,2512,865,5512,551,097

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$123.65$105.0026.3%7.9%27.4%2.9%28.1%1.9%-0.6%188.6M-8.76B-47.5M0.368.38143,01651,7061,623,3201,242,231
2023-06-02$125.38$105.0024.4%7.1%26.8%0.0%25.5%1.7%-0.4%204.6M-9.61B-46.1M0.416.05151,22062,3781,633,2881,252,319
2023-06-05$126.72$115.0024.5%7.2%26.8%0.2%25.8%1.8%0.2%232.8M-10.00B-45.8M0.456.51141,86664,3501,579,4051,227,910
2023-06-06$127.98$115.0023.4%6.7%26.6%0.0%25.4%1.8%0.3%260.6M-10.55B-46.1M0.633.77112,50771,2881,598,4341,246,931
2023-06-07$122.85$115.0025.7%7.2%31.7%9.5%26.0%2.3%-0.2%150.6M-8.04B-45.9M0.845.72164,653137,7551,613,4891,256,986
2023-06-08$122.70$115.0024.7%7.0%29.0%5.5%24.7%1.6%-0.4%152.3M-8.03B-46.0M0.313.11164,53750,2801,640,1961,295,259
2023-06-09$123.18$115.0023.7%6.8%25.9%1.2%24.3%1.4%0.3%155.4M-8.32B-45.5M0.446.91121,74953,4301,685,7021,304,549
2023-06-12$124.23$115.0024.4%7.0%26.0%4.1%24.8%1.5%-0.1%203.2M-8.87B-45.5M0.395.4392,79236,0331,613,5941,269,199
2023-06-13$124.31$115.0023.8%6.8%25.7%1.8%24.2%1.6%0.1%218.6M-8.97B-44.9M0.405.8794,62337,5651,632,2891,278,027
2023-06-14$123.97$115.0024.3%6.9%24.1%3.6%24.6%1.3%0.0%220.8M-8.85B-45.4M0.517.0995,56248,2581,653,8501,286,026
2023-06-15$125.98$115.0024.8%7.1%24.5%5.8%25.3%0.9%0.1%289.1M-9.92B-45.8M0.437.67120,28151,2141,672,5021,291,012
2023-06-16$124.78$115.0023.8%6.9%23.9%1.6%25.3%1.0%0.4%360.5M-9.28B-45.7M0.515.48128,63866,0911,679,9331,309,506
2023-06-20$124.16$115.0024.1%6.9%23.9%3.0%25.5%1.1%5.2%162.7M-6.97B-45.4M0.786.0780,82763,1191,349,948994,961
2023-06-21$121.25$115.0024.6%7.1%24.0%5.0%24.9%1.4%4.9%115.3M-5.97B-44.9M1.185.6570,48383,2671,380,8511,020,045
2023-06-22$123.50$115.0025.0%6.9%24.4%6.7%24.2%1.2%5.5%147.9M-6.84B-45.5M0.625.58108,49266,7471,391,3811,045,559
2023-06-23$123.27$115.0026.3%7.0%23.6%12.3%24.7%1.2%5.4%132.2M-6.76B-45.7M0.596.1784,28849,5431,414,1241,061,352
2023-06-26$119.30$115.0030.1%7.3%24.7%28.2%25.7%1.8%-0.7%92.6M-5.21B-44.9M0.603.71110,91766,9331,377,2211,044,792
2023-06-27$119.25$115.0030.3%7.0%24.4%29.0%24.6%1.9%-0.9%94.6M-5.21B-45.2M0.546.87111,30060,5841,408,0301,066,262
2023-06-28$120.98$115.0031.3%7.0%25.0%33.5%24.8%1.9%-0.6%133.8M-6.08B-46.0M0.634.3075,04047,5961,435,3651,080,263
2023-06-29$119.63$115.0031.1%7.0%25.3%32.5%24.7%1.6%-0.9%98.5M-5.46B-45.4M0.594.8663,71737,3741,441,5451,085,075
2023-06-30$121.22$115.0030.2%6.5%25.8%28.7%23.1%1.4%-1.0%130.8M-6.25B-45.3M0.623.57101,21062,3061,457,2421,093,855