GOOGL Options History — July 2017

In July 2017, GOOGL traded between $45.97 and $50.23. ATM implied volatility averaged 23.2%, placing in the 68.5% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 2.3% (HV 20d: 20.8%). Max pain ranged from $47.50 to $47.75. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.73.

Notable Days

2017-07-25: Highest Volume — 2,204,560 contracts
2017-07-25: Largest IV drop — 28.5% change
2017-07-03: Highest IV Rank — 100.0%
2017-07-06: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.17	$45.97	$50.23	$45.97	$47.33
Max Pain	$47.56	$47.50	$47.75	$47.50	$47.75
ATM IV	23.2%	16.5%	28.9%	28.9%	17.6%
Expected Move	6.3%	4.6%	7.3%	6.3%	5.1%
HV 20d	20.8%	19.0%	23.5%	21.8%	21.4%
HV 60d	19.0%	18.6%	19.3%	18.6%	19.2%
IV Rank	68.5%	32.1%	100.0%	100.0%	37.8%
IV Percentile	73.9%	42.1%	100.0%	100.0%	49.6%
Term Structure	-0.8%	-1.6%	0.2%	-1.2%	-0.1%
VWIV	22.4%	16.5%	25.7%	21.7%	17.8%
Skew 25d	2.6%	1.0%	4.1%	2.2%	1.5%
Skew 10d	5.2%	2.4%	7.8%	3.8%	3.4%
Call IV 25d	22.1%	16.1%	27.7%	27.7%	17.3%
Put IV 25d	24.7%	17.5%	30.0%	30.0%	18.8%
Bid-Ask Spread %	35.84	27.26	52.46	52.46	47.44
Gamma HHI	0.06	0.03	0.12	0.03	0.04
Net GEX	202.2M	-193.4M	560.6M	-41.5M	-54.4M
Net DEX	-3.25B	-6.34B	-89.9M	-89.9M	-1.09B
Net VEX	-28.1M	-29.8M	-26.1M	-29.3M	-28.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.47	1.19	0.73	0.75
Total Volume	945,873	498,020	2,204,560	739,500	861,640
Total OI	5,259,619	4,417,900	6,317,860	4,733,320	5,170,280

Daily Data (20 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-07-03	$45.97	$47.50	28.9%	6.3%	21.8%	100.0%	21.7%	2.2%	-1.2%	-41.5M	-89.9M	-29.3M	0.73	52.46	N/A	N/A	426,480	313,020	2,356,340	2,376,980
2017-07-05	$46.64	$47.50	27.0%	5.8%	22.8%	89.5%	19.9%	3.2%	-0.8%	37.2M	-996.9M	-29.3M	0.63	46.45	N/A	N/A	453,960	286,600	2,484,820	2,439,100
2017-07-06	$46.38	$47.50	28.1%	7.3%	22.5%	95.7%	25.7%	2.3%	-1.0%	13.4M	-646.0M	-29.8M	0.80	33.13	N/A	N/A	402,320	321,420	2,613,900	2,476,360
2017-07-07	$47.09	$47.50	26.9%	7.2%	23.5%	89.0%	25.1%	4.1%	-1.6%	252.8M	-2.09B	-29.8M	0.63	32.95	N/A	N/A	520,080	326,900	2,688,860	2,496,680
2017-07-10	$47.61	$47.50	25.8%	7.0%	20.0%	82.8%	24.7%	3.6%	-0.8%	224.5M	-2.96B	-29.3M	0.61	33.52	N/A	N/A	338,240	207,720	2,584,960	2,369,760
2017-07-11	$47.63	$47.50	24.9%	6.8%	19.8%	78.1%	24.8%	3.5%	-1.2%	257.9M	-3.03B	-29.1M	0.94	27.26	N/A	N/A	257,040	240,980	2,646,720	2,403,560
2017-07-12	$48.45	$47.50	23.9%	6.6%	20.1%	72.8%	23.5%	3.3%	-1.2%	386.5M	-4.56B	-28.5M	0.58	28.76	N/A	N/A	541,320	311,340	2,672,640	2,461,780
2017-07-13	$48.41	$47.50	24.6%	6.8%	20.0%	76.1%	24.2%	3.3%	-1.0%	391.8M	-4.43B	-28.3M	0.53	28.91	N/A	N/A	567,180	300,380	2,692,800	2,498,440
2017-07-14	$48.76	$47.50	23.6%	6.5%	19.9%	71.1%	23.9%	3.2%	-1.4%	560.6M	-5.02B	-28.0M	0.73	28.63	N/A	N/A	407,480	295,660	2,705,940	2,561,400
2017-07-17	$48.77	$47.50	23.6%	6.7%	19.9%	70.9%	24.1%	2.9%	-0.4%	346.3M	-4.56B	-26.8M	0.68	30.74	N/A	N/A	371,740	253,880	2,568,380	2,422,720
2017-07-18	$49.37	$47.50	23.8%	6.8%	19.4%	72.1%	24.8%	2.8%	-1.4%	428.5M	-5.77B	-26.3M	0.63	27.33	N/A	N/A	550,880	349,260	2,635,140	2,482,500
2017-07-19	$49.66	$47.50	23.4%	6.7%	19.3%	69.9%	24.3%	2.4%	-0.8%	512.5M	-6.34B	-26.5M	0.66	27.49	N/A	N/A	469,300	310,420	2,729,100	2,593,320
2017-07-20	$49.53	$47.50	23.8%	6.9%	19.1%	72.2%	24.6%	2.4%	-1.0%	555.1M	-6.00B	-26.7M	0.49	32.34	N/A	N/A	571,580	277,600	2,759,520	2,643,620
2017-07-21	$49.61	$47.50	23.9%	6.9%	19.0%	72.4%	25.1%	2.3%	-1.0%	289.9M	-6.19B	-26.2M	0.47	32.54	N/A	N/A	639,400	302,820	2,826,120	2,689,720
2017-07-24	$50.23	$47.50	24.1%	7.2%	19.2%	73.5%	25.3%	2.5%	-0.8%	201.2M	-4.94B	-26.2M	0.72	38.55	N/A	N/A	1,077,440	777,480	2,176,040	2,241,860
2017-07-25	$48.35	$47.75	17.2%	4.9%	23.3%	35.9%	17.0%	1.0%	0.0%	13.1M	-2.23B	-26.1M	0.84	27.78	N/A	N/A	1,197,460	1,007,100	2,612,780	2,699,440
2017-07-26	$48.28	$47.75	16.5%	4.6%	21.7%	32.1%	16.5%	1.5%	0.2%	-4.4M	-2.24B	-28.7M	0.95	47.92	N/A	N/A	517,440	493,580	2,957,660	3,015,380
2017-07-27	$47.42	$47.75	18.1%	5.2%	22.4%	40.8%	18.5%	1.9%	0.0%	-193.4M	-352.1M	-29.3M	1.08	49.79	N/A	N/A	666,500	720,560	3,057,100	3,062,800
2017-07-28	$47.86	$47.75	17.4%	4.8%	21.3%	36.9%	17.2%	1.6%	0.0%	-134.4M	-1.56B	-29.5M	1.19	42.73	N/A	N/A	449,540	533,720	3,154,340	3,163,520
2017-07-31	$47.33	$47.75	17.6%	5.1%	21.4%	37.8%	17.8%	1.5%	-0.1%	-54.4M	-1.09B	-28.8M	0.75	47.44	N/A	N/A	493,680	367,960	2,441,860	2,728,420