GOOGL Options History — July 2018

In July 2018, GOOGL traded between $55.81 and $64.14. ATM implied volatility averaged 25.7%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 5.2% (HV 20d: 20.4%). Max pain ranged from $55.00 to $58.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.67.

Notable Days

2018-07-24: Highest Volume — 3,131,860 contracts
2018-07-24: Largest IV drop — 30.9% change
2018-07-03: Highest IV Rank — 71.6%
2018-07-05: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.07	$55.81	$64.14	$56.88	$61.56
Max Pain	$56.14	$55.00	$58.75	$55.75	$58.75
ATM IV	25.7%	17.3%	31.8%	29.7%	22.6%
Expected Move	7.0%	4.8%	8.1%	6.4%	6.4%
HV 20d	20.4%	16.8%	23.9%	16.8%	23.9%
HV 60d	22.2%	19.2%	24.2%	23.7%	21.0%
IV Rank	47.4%	14.4%	71.6%	63.3%	35.3%
IV Percentile	73.0%	25.0%	94.8%	90.1%	58.3%
Term Structure	-0.9%	-1.7%	0.2%	-0.4%	-0.4%
VWIV	24.7%	16.9%	28.3%	22.3%	22.4%
Skew 25d	2.5%	0.8%	3.5%	3.0%	2.3%
Skew 10d	4.9%	1.2%	6.7%	5.7%	5.4%
Call IV 25d	24.5%	17.0%	29.8%	27.9%	22.0%
Put IV 25d	27.0%	18.5%	33.3%	30.9%	24.3%
Bid-Ask Spread %	28.70	15.48	46.73	31.00	32.36
Gamma HHI	0.09	0.04	0.28	0.06	0.05
Net GEX	447.0M	123.0M	869.3M	224.7M	145.9M
Net DEX	-6.82B	-10.91B	-2.08B	-3.63B	-4.90B
Net VEX	-28.9M	-32.5M	-24.6M	-32.5M	-30.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.47	0.90	0.67	0.87
Total Volume	1,345,664.762	596,940	3,131,860	723,180	1,154,100
Total OI	5,056,185.714	4,170,840	5,825,380	4,624,160	5,172,340

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-07-02	$56.88	$55.75	29.7%	6.4%	16.8%	63.3%	22.3%	3.0%	-0.4%	224.7M	-3.63B	-32.5M	0.67	31.00	N/A	N/A	433,900	289,280	2,545,200	2,078,960
2018-07-03	$55.81	$55.75	31.8%	7.0%	18.0%	71.6%	24.0%	3.5%	-1.1%	123.0M	-2.08B	-32.4M	0.68	41.55	N/A	N/A	355,500	241,440	2,604,340	2,158,820
2018-07-05	$57.04	$55.00	30.1%	8.1%	19.7%	65.1%	28.3%	3.1%	-1.4%	317.4M	-4.03B	-32.2M	0.88	15.48	N/A	N/A	421,540	371,160	2,661,420	2,211,360
2018-07-06	$57.74	$55.00	28.8%	7.8%	19.9%	59.8%	27.3%	2.8%	-1.3%	476.0M	-5.37B	-31.4M	0.66	20.74	N/A	N/A	600,580	396,520	2,703,540	2,290,960
2018-07-09	$58.25	$55.00	28.0%	7.6%	20.1%	56.7%	27.0%	3.0%	-1.1%	416.6M	-5.65B	-30.3M	0.70	21.17	N/A	N/A	406,320	285,500	2,556,220	2,142,880
2018-07-10	$58.27	$55.00	28.0%	7.7%	20.0%	56.6%	27.5%	2.6%	-1.0%	449.2M	-5.72B	-30.2M	0.59	25.93	N/A	N/A	462,780	272,100	2,628,300	2,186,320
2018-07-11	$58.80	$55.00	28.4%	7.8%	20.2%	58.1%	27.8%	3.1%	-1.2%	507.3M	-6.57B	-30.1M	0.63	19.49	N/A	N/A	555,920	347,620	2,657,320	2,241,640
2018-07-12	$60.02	$55.00	26.9%	7.4%	21.3%	52.3%	26.3%	3.0%	-1.4%	600.7M	-8.98B	-28.6M	0.47	23.56	N/A	N/A	1,053,020	499,900	2,725,140	2,300,860
2018-07-13	$60.25	$55.00	26.5%	7.4%	21.2%	50.7%	26.2%	3.0%	-1.2%	869.3M	-8.89B	-28.0M	0.55	21.03	N/A	N/A	1,015,360	561,280	2,726,420	2,413,660
2018-07-16	$59.91	$55.25	26.9%	7.6%	21.3%	52.4%	27.1%	3.1%	-1.0%	404.8M	-7.24B	-28.0M	0.62	26.78	N/A	N/A	617,120	385,160	2,514,500	2,271,880
2018-07-17	$60.73	$55.25	27.2%	7.7%	20.6%	53.4%	27.3%	2.8%	-1.1%	470.6M	-8.70B	-27.4M	0.53	28.96	N/A	N/A	1,003,920	532,120	2,626,440	2,371,020
2018-07-18	$60.81	$55.75	26.7%	7.6%	20.5%	51.4%	27.6%	2.5%	-1.3%	638.6M	-9.21B	-27.9M	0.58	27.34	N/A	N/A	807,980	469,100	2,831,420	2,495,280
2018-07-19	$60.06	$56.00	27.5%	7.9%	20.9%	54.6%	28.1%	2.6%	-1.1%	579.3M	-7.36B	-28.4M	0.63	30.56	N/A	N/A	813,660	512,780	2,881,940	2,589,740
2018-07-20	$59.97	$56.00	26.2%	7.6%	19.4%	49.4%	26.8%	2.3%	-1.5%	770.3M	-7.29B	-27.3M	0.53	29.57	N/A	N/A	925,300	494,160	2,944,480	2,614,820
2018-07-23	$60.46	$56.25	26.2%	7.9%	19.5%	49.6%	27.6%	2.1%	-1.0%	195.9M	-5.37B	-27.4M	0.77	27.53	N/A	N/A	1,039,660	800,240	2,139,480	2,031,360
2018-07-24	$62.80	$56.75	18.1%	5.1%	20.0%	17.6%	18.1%	1.9%	-0.1%	540.8M	-9.10B	-24.6M	0.74	26.77	N/A	N/A	1,797,780	1,334,080	2,543,900	2,371,500
2018-07-25	$63.80	$57.50	17.3%	4.8%	20.3%	14.4%	16.9%	1.6%	-0.0%	670.7M	-10.55B	-25.1M	0.75	46.73	N/A	N/A	916,880	686,260	2,850,420	2,657,260
2018-07-26	$64.14	$58.00	17.9%	5.1%	19.7%	16.9%	17.8%	0.8%	0.1%	710.2M	-10.91B	-26.3M	0.65	31.91	N/A	N/A	1,016,180	662,420	2,890,440	2,800,480
2018-07-27	$62.67	$58.25	20.4%	5.7%	22.3%	26.8%	19.9%	1.8%	0.2%	152.1M	-6.88B	-28.9M	0.62	42.91	N/A	N/A	1,510,120	932,020	2,926,660	2,898,720
2018-07-30	$61.51	$58.75	23.6%	6.6%	23.8%	39.2%	23.2%	2.5%	-1.7%	124.7M	-4.76B	-29.5M	0.90	31.40	N/A	N/A	674,000	604,200	2,507,220	2,415,240
2018-07-31	$61.56	$58.75	22.6%	6.4%	23.9%	35.3%	22.4%	2.3%	-0.4%	145.9M	-4.90B	-30.3M	0.87	32.36	N/A	N/A	615,840	538,260	2,635,700	2,536,640