GOOG Options History — August 2023

In August 2023, GOOG traded between $128.19 and $138.22. ATM implied volatility averaged 26.1%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 1.9% (HV 20d: 28.0%). Max pain ranged from $105.00 to $120.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.81.

Notable Days

2023-08-29: Highest Volume — 295,621 contracts
2023-08-02: Largest IV spike — 9.6% change
2023-08-17: Highest IV Rank — 19.6%
2023-08-17: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$131.25	$128.19	$138.22	$132.16	$138.22
Max Pain	$109.04	$105.00	$120.00	$118.00	$112.50
ATM IV	26.1%	23.1%	28.0%	24.1%	23.1%
Expected Move	7.4%	6.3%	8.0%	6.7%	6.3%
HV 20d	28.0%	21.1%	34.9%	33.7%	21.5%
HV 60d	27.8%	26.3%	29.8%	29.2%	27.7%
IV Rank	11.4%	0.0%	19.6%	3.1%	0.0%
IV Percentile	11.5%	0.0%	20.6%	2.8%	0.0%
Term Structure	0.0%	-0.5%	0.4%	-0.4%	0.3%
VWIV	26.6%	22.9%	30.4%	23.8%	22.9%
Skew 25d	2.9%	1.1%	3.9%	1.1%	2.1%
Skew 10d	5.9%	2.7%	7.8%	2.7%	4.0%
Call IV 25d	24.9%	22.1%	26.3%	24.1%	22.1%
Put IV 25d	27.9%	24.3%	30.1%	25.2%	24.3%
Bid-Ask Spread %	4.71	2.41	7.37	3.07	2.41
Gamma HHI	0.07	0.05	0.18	0.07	0.08
Net GEX	207.9M	-24.8M	359.4M	245.5M	359.4M
Net DEX	-9.10B	-11.57B	-7.31B	-10.20B	-11.57B
Net VEX	-45.4M	-47.3M	-42.4M	-45.7M	-42.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.53	1.46	0.84	0.58
Total Volume	160,212.783	81,383	295,621	94,706	201,575
Total OI	2,667,885.261	2,453,381	2,797,763	2,666,478	2,661,300

Daily Data (23 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
2023-08-01	$132.16	$118.00	24.1%	6.7%	33.7%	3.1%	23.8%	1.1%	-0.4%	245.5M	-10.20B	-45.7M	0.84	3.07	51,360	43,346	1,508,803	1,157,675
2023-08-02	$128.75	$120.00	26.5%	7.5%	34.9%	13.0%	26.3%	1.8%	-0.5%	176.0M	-8.48B	-46.8M	0.92	3.74	85,556	79,076	1,521,972	1,168,721
2023-08-03	$128.88	$107.50	26.7%	7.6%	34.2%	14.0%	27.3%	2.6%	-0.1%	180.9M	-8.48B	-47.3M	0.68	3.12	58,245	39,810	1,529,780	1,177,483
2023-08-04	$128.47	$107.50	26.4%	7.6%	34.2%	12.5%	26.8%	2.5%	-0.3%	154.7M	-8.31B	-47.1M	0.54	6.16	140,237	75,901	1,540,696	1,186,338
2023-08-07	$131.72	$107.50	25.8%	7.4%	32.4%	10.2%	26.3%	2.8%	0.0%	231.6M	-9.79B	-46.4M	0.85	4.64	77,095	65,802	1,501,691	1,163,557
2023-08-08	$131.84	$107.50	26.1%	7.5%	32.4%	11.2%	26.7%	3.2%	0.2%	240.4M	-9.84B	-46.3M	0.89	5.97	43,059	38,324	1,524,984	1,184,442
2023-08-09	$130.62	$107.50	26.4%	7.7%	32.5%	12.7%	30.4%	3.1%	-0.2%	221.1M	-9.26B	-46.5M	0.61	6.14	116,275	70,851	1,533,285	1,185,225
2023-08-10	$130.20	$105.00	26.6%	7.6%	29.2%	13.4%	26.8%	3.4%	0.0%	200.0M	-8.92B	-46.8M	0.79	5.26	73,245	57,947	1,546,415	1,198,449
2023-08-11	$130.22	$105.00	25.5%	7.4%	29.2%	9.0%	25.9%	3.7%	0.4%	152.0M	-8.99B	-46.0M	0.73	4.75	83,150	60,646	1,550,405	1,214,102
2023-08-14	$131.63	$105.00	25.0%	7.2%	29.3%	6.7%	25.5%	3.0%	0.4%	217.8M	-9.67B	-44.5M	0.60	4.79	62,581	37,710	1,506,629	1,189,068
2023-08-15	$130.09	$107.50	26.5%	7.6%	29.5%	13.1%	26.2%	3.2%	-0.0%	189.9M	-8.94B	-45.6M	1.46	5.95	38,528	56,440	1,522,277	1,201,052
2023-08-16	$129.45	$107.50	26.4%	7.6%	29.4%	12.6%	27.5%	3.5%	0.4%	172.0M	-8.56B	-45.5M	0.62	6.35	77,958	48,283	1,529,623	1,206,876
2023-08-17	$130.16	$107.50	28.0%	8.0%	26.4%	19.6%	28.2%	3.9%	-0.2%	198.7M	-8.87B	-45.9M	1.28	7.37	115,770	148,342	1,538,787	1,210,611
2023-08-18	$128.19	$107.50	28.0%	8.0%	27.3%	19.3%	28.0%	3.4%	-0.0%	-24.8M	-7.87B	-45.2M	0.73	6.16	122,805	89,441	1,568,809	1,228,954
2023-08-21	$129.01	$107.50	27.0%	7.7%	27.0%	15.3%	29.7%	3.5%	-0.2%	154.5M	-7.31B	-45.0M	0.82	3.85	87,153	71,078	1,394,538	1,058,843
2023-08-22	$129.50	$107.50	27.7%	7.9%	26.8%	18.2%	28.6%	3.8%	0.1%	169.7M	-7.75B	-45.1M	0.97	4.04	60,380	58,407	1,433,297	1,092,872
2023-08-23	$133.57	$110.00	26.6%	7.6%	22.3%	13.7%	27.6%	3.0%	-0.2%	251.7M	-9.64B	-44.0M	0.95	3.90	114,310	108,869	1,448,708	1,111,107
2023-08-24	$130.99	$110.00	27.2%	7.8%	23.4%	16.0%	27.3%	3.2%	0.1%	198.0M	-8.34B	-45.4M	0.98	4.38	71,918	70,479	1,500,343	1,133,538
2023-08-25	$130.76	$110.00	25.6%	7.2%	21.1%	9.3%	26.5%	3.0%	0.1%	245.5M	-8.16B	-44.8M	0.93	4.84	109,078	101,421	1,515,490	1,138,237
2023-08-28	$131.87	$110.00	26.0%	7.3%	21.3%	10.8%	26.0%	2.5%	0.2%	219.9M	-8.77B	-43.7M	0.63	3.42	81,043	50,959	1,455,003	1,094,227
2023-08-29	$135.72	$110.00	24.9%	7.0%	23.7%	6.2%	24.7%	2.3%	0.1%	320.2M	-10.61B	-43.6M	0.53	3.84	193,009	102,612	1,487,103	1,106,590
2023-08-30	$136.78	$110.00	23.8%	6.4%	21.4%	1.6%	22.9%	2.3%	0.3%	306.1M	-10.93B	-43.9M	0.67	4.21	86,539	58,281	1,498,058	1,135,398
2023-08-31	$138.22	$112.50	23.1%	6.3%	21.5%	0.0%	22.9%	2.1%	0.3%	359.4M	-11.57B	-42.4M	0.58	2.41	127,250	74,325	1,509,625	1,151,675