GOOG Options History — February 2010

In February 2010, GOOG traded between $13.15 and $13.57. ATM implied volatility averaged 22.3%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 2.0% (HV 20d: 24.3%). Max pain ranged from $13.49 to $14.24. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.70.

Notable Days

  • 2010-02-18: Highest Volume — 2,974,180 contracts
  • 2010-02-04: Largest IV spike — 13.6% change
  • 2010-02-08: Highest IV Rank — 10.6%
  • 2010-02-08: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.36$13.15$13.57$13.31$13.16
Max Pain$13.78$13.49$14.24$14.24$13.49
ATM IV22.3%19.1%24.4%24.4%19.1%
Expected Move6.5%5.5%7.4%7.0%5.5%
HV 20d24.3%16.4%27.7%26.9%16.4%
HV 60d20.1%19.8%20.6%19.8%20.0%
IV Rank6.7%0.6%10.6%10.5%0.6%
IV Percentile19.1%0.8%29.4%26.2%0.8%
Term Structure2.2%0.6%3.6%0.6%2.9%
VWIV23.4%20.4%26.7%24.9%20.4%
Skew 25d2.6%1.9%3.3%2.7%2.4%
Skew 10d5.4%4.0%7.4%5.8%5.1%
Call IV 25d22.0%18.5%24.7%23.5%18.5%
Put IV 25d24.7%21.0%28.0%26.2%21.0%
Bid-Ask Spread %21.409.0536.6914.3517.04
Gamma HHI0.080.050.160.060.08
Net GEX-12.8M-56.0M70.2M-38.5M-17.2M
Net DEX921.5M-133.5M1.84B1.62B547.4M
Net VEX-19.2M-20.9M-17.7M-20.6M-18.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.550.950.580.60
Total Volume1,837,502.1051,101,1802,974,1801,411,2201,613,200
Total OI16,023,366.31610,767,44018,139,88016,579,08013,238,380

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-02-01$13.31$14.2424.4%7.0%26.9%10.5%24.9%2.7%0.6%-38.5M1.62B-20.6M0.5814.35892,860518,3609,723,7606,855,320
2010-02-02$13.26$13.9922.9%6.6%26.0%7.7%23.4%2.1%1.1%-49.9M1.69B-19.1M0.5711.981,131,860641,7209,818,9606,856,600
2010-02-03$13.51$13.9921.5%6.2%27.6%5.1%22.2%2.3%1.9%243.3K905.6M-20.9M0.5813.741,182,580685,1609,928,6007,004,280
2010-02-04$13.16$13.9924.4%7.0%27.7%10.6%24.8%2.6%1.5%-56.0M1.84B-20.1M0.579.051,261,300721,32010,012,1607,016,640
2010-02-05$13.27$13.7423.7%7.4%27.5%9.3%26.7%3.2%1.1%-38.5M1.53B-19.9M0.9525.74912,280864,46010,119,2207,087,080
2010-02-08$13.32$13.7424.4%7.4%26.9%10.6%26.1%3.3%1.4%-30.7M1.35B-20.1M0.8836.69733,580643,60010,119,4207,113,340
2010-02-09$13.40$13.7422.1%7.1%27.2%6.2%25.4%3.0%1.7%-22.8M1.16B-20.3M0.7535.21629,820471,36010,221,5007,213,800
2010-02-10$13.35$13.7422.6%7.2%26.8%7.2%25.5%3.0%1.8%-39.4M1.32B-19.7M0.5525.37955,040526,72010,286,8007,235,620
2010-02-11$13.40$13.7423.4%6.7%27.0%8.6%24.0%2.9%2.7%-27.6M1.17B-19.5M0.6725.981,161,160776,66010,362,4407,266,220
2010-02-12$13.31$13.7424.0%6.9%26.7%9.7%24.1%2.9%2.7%-42.7M1.37B-19.3M0.5727.971,025,620585,94010,485,3607,261,700
2010-02-16$13.52$13.7424.4%7.0%27.3%10.5%24.8%2.9%2.0%21.6M552.7M-19.0M0.8118.781,169,720949,70010,584,4207,272,900
2010-02-17$13.44$13.7423.9%6.8%26.6%9.6%24.6%2.6%2.1%-5.1M817.6M-18.7M0.7227.33890,600643,16010,697,1207,292,800
2010-02-18$13.57$13.7420.9%6.0%26.8%4.0%21.5%2.2%3.6%70.2M127.0M-17.7M0.8625.051,596,2401,377,94010,766,7607,243,920
2010-02-19$13.51$13.7420.6%5.9%26.7%3.3%21.1%2.1%3.2%60.9M345.5M-18.0M0.8825.811,544,7401,364,88010,843,0407,296,840
2010-02-22$13.56$13.7420.9%6.0%17.3%4.0%21.6%1.9%3.2%10.1M-133.5M-18.1M0.6520.001,040,120681,1605,942,3404,825,100
2010-02-23$13.36$13.7421.1%6.0%16.8%4.2%21.8%2.3%2.2%-2.9M229.6M-18.2M0.5818.361,256,420729,1206,369,2405,134,280
2010-02-24$13.27$13.7420.4%5.9%16.9%3.0%21.0%2.3%2.9%-7.5M375.6M-18.6M0.6916.67770,860528,9206,864,1005,435,840
2010-02-25$13.15$13.4919.7%5.7%17.1%1.8%21.1%2.7%2.9%-27.4M692.8M-18.3M0.8711.431,302,1401,132,2207,036,5005,611,560
2010-02-26$13.16$13.4919.1%5.5%16.4%0.6%20.4%2.4%2.9%-17.2M547.4M-18.8M0.6017.041,007,800605,4007,385,4205,852,960