GOOG Options History — October 2008 In October 2008, GOOG traded between $8.22 and $10.28. ATM implied volatility averaged 88.0%, placing in the 61.2% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded above realized volatility by 5.9% (HV 20d: 82.0%). Max pain ranged from $8.99 to $10.74. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 1.00.
Notable Days 2008-10-17 : Highest Volume — 7,772,320 contracts2008-10-16 : Largest IV drop — 47.1% change2008-10-02 : Highest IV Rank — 100.0%2008-10-16 : Largest Expected Move — 25.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.99 $8.22 $10.28 $10.28 $8.98 Max Pain $9.57 $8.99 $10.74 $10.74 $8.99 ATM IV 88.0% 54.1% 167.4% 68.7% 62.4% Expected Move 20.4% 15.5% 25.4% 19.7% 17.9% HV 20d 82.0% 68.8% 90.2% 68.8% 86.8% HV 60d 57.9% 50.2% 65.4% 50.2% 65.0% IV Rank 61.2% 21.3% 100.0% 77.8% 27.1% IV Percentile 96.6% 90.5% 100.0% 99.2% 92.5% Term Structure -6.3% -19.0% -0.3% -15.2% -1.9% VWIV 71.3% 55.1% 89.2% 70.6% 63.0% Skew 25d 16.1% 10.8% 24.4% 11.7% 19.5% Skew 10d 30.6% 21.0% 40.3% 21.5% 35.7% Call IV 25d 62.8% 47.4% 77.8% 62.9% 53.2% Put IV 25d 79.0% 61.2% 98.3% 74.5% 72.7% Bid-Ask Spread % 17.71 10.78 23.83 16.67 19.13 Gamma HHI 0.05 0.03 0.36 0.04 0.04 Net GEX -7.3M -19.1M 48.4M 3.7M -6.7M Net DEX 1.85B 1.08B 2.71B 1.08B 1.46B Net VEX -18.6M -22.9M -15.2M -22.9M -17.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.67 1.29 1.29 0.91 Total Volume 2,600,346.957 1,252,980 7,772,320 1,960,160 1,500,020 Total OI 19,208,976.522 17,196,580 23,547,480 17,597,300 19,449,740
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 2008-10-01 $10.28 $10.74 68.7% 19.7% 68.8% 77.8% 70.6% 11.7% -15.2% 3.7M 1.08B -22.9M 1.29 16.67 857,820 1,102,340 10,576,080 7,021,220 2008-10-02 $9.75 $10.74 84.2% 24.1% 70.3% 100.0% 83.4% 12.2% -19.0% -4.4M 1.51B -22.8M 0.86 14.68 1,054,900 904,580 10,842,280 7,348,420 2008-10-03 $9.66 $10.74 81.5% 23.4% 70.3% 95.6% 80.2% 13.3% -18.1% -7.3M 1.72B -22.0M 0.79 16.84 1,145,620 902,860 11,082,520 7,494,600 2008-10-06 $9.27 $10.24 97.1% 19.2% 69.1% 100.0% 66.3% 12.8% -5.4% -15.3M 2.22B -20.3M 1.20 10.78 1,375,740 1,652,420 11,229,700 7,678,280 2008-10-07 $8.64 $9.99 111.9% 21.3% 72.7% 100.0% 73.2% 12.2% -6.7% -19.1M 2.67B -18.1M 0.94 12.57 1,467,980 1,386,980 11,488,160 7,743,380 2008-10-08 $8.44 $9.99 119.5% 23.4% 72.9% 100.0% 81.1% 15.2% -7.6% -16.0M 2.67B -17.9M 1.20 12.67 1,481,320 1,774,060 11,829,260 7,772,880 2008-10-09 $8.22 $9.74 127.5% 24.9% 69.9% 100.0% 85.9% 16.3% -8.1% -16.2M 2.71B -17.7M 1.07 14.86 876,600 934,860 12,043,400 7,936,320 2008-10-10 $8.29 $9.74 121.6% 23.9% 69.9% 94.3% 82.8% 15.8% -8.1% -15.7M 2.60B -18.3M 1.03 18.60 1,264,540 1,306,540 12,111,540 7,924,480 2008-10-13 $9.52 $9.49 118.4% 19.7% 88.3% 91.2% 72.1% 16.6% -4.1% 3.1M 1.36B -21.2M 0.81 13.80 1,673,640 1,360,000 12,261,560 7,971,360 2008-10-14 $9.06 $9.49 143.5% 21.0% 88.9% 100.0% 73.5% 15.0% -6.2% -10.4M 1.98B -19.3M 1.02 12.63 1,380,340 1,413,100 12,379,600 8,178,540 2008-10-15 $8.47 $9.49 167.4% 23.7% 89.0% 100.0% 82.4% 15.3% -6.5% -18.8M 2.49B -17.9M 1.09 15.66 1,225,820 1,335,940 12,574,080 8,375,600 2008-10-16 $8.82 $9.49 88.5% 25.4% 87.4% 45.2% 89.2% 24.4% -10.9% -9.4M 2.02B -19.0M 0.94 23.83 3,974,780 3,717,600 12,814,680 8,593,100 2008-10-17 $9.30 $9.24 63.9% 18.3% 89.6% 28.1% 64.7% 14.5% -2.2% 48.4M 1.26B -19.2M 1.25 22.49 3,449,960 4,322,360 13,716,660 9,830,820 2008-10-20 $9.47 $9.24 54.1% 15.5% 89.2% 21.3% 55.1% 13.7% -0.3% -5.1M 1.38B -18.5M 0.84 22.96 987,340 830,020 9,927,520 7,269,060 2008-10-21 $9.06 $9.24 57.3% 16.4% 90.2% 23.6% 55.7% 10.8% -1.6% -10.5M 1.67B -17.3M 0.90 20.45 674,960 610,160 10,150,660 7,376,760 2008-10-22 $8.88 $9.24 59.7% 17.1% 89.9% 25.2% 60.5% 13.9% -1.6% -12.3M 1.77B -17.0M 0.85 22.22 814,220 690,240 10,292,080 7,466,020 2008-10-23 $8.80 $9.24 66.3% 19.0% 89.6% 29.8% 66.9% 18.4% -1.6% -11.3M 1.76B -17.3M 1.27 14.08 842,640 1,073,200 10,475,460 7,517,600 2008-10-24 $8.47 $8.99 68.6% 19.7% 90.1% 31.4% 70.6% 21.2% -3.1% -13.4M 2.00B -16.7M 1.17 20.19 769,800 896,980 10,612,200 7,609,400 2008-10-27 $8.23 $8.99 71.7% 20.6% 80.3% 33.6% 70.7% 19.9% -5.5% -16.4M 2.19B -15.2M 1.03 22.84 618,100 634,880 10,771,840 7,582,380 2008-10-28 $9.21 $8.99 60.6% 17.4% 88.8% 25.8% 63.1% 19.8% -3.2% -3.8M 1.27B -17.4M 0.67 17.18 1,181,620 792,760 10,945,220 7,573,480 2008-10-29 $8.94 $8.99 62.3% 17.8% 88.4% 27.0% 62.0% 18.3% -3.2% -7.3M 1.48B -16.8M 0.78 20.53 1,070,740 831,000 11,138,160 7,695,160 2008-10-30 $8.98 $8.99 67.1% 19.2% 86.8% 30.4% 67.5% 19.8% -4.3% -4.2M 1.37B -17.5M 1.12 21.72 776,260 870,340 11,304,540 7,830,660 2008-10-31 $8.98 $8.99 62.4% 17.9% 86.8% 27.1% 63.0% 19.5% -1.9% -6.7M 1.46B -17.0M 0.91 19.13 785,420 714,600 11,439,220 8,010,520
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