GOOG Options History — June 2010

In June 2010, GOOG traded between $11.11 and $12.63. ATM implied volatility averaged 33.0%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 2.9% (HV 20d: 30.1%). Max pain ranged from $11.99 to $12.74. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.74.

Notable Days

2010-06-18: Highest Volume — 3,583,060 contracts
2010-06-29: Largest IV spike — 17.7% change
2010-06-30: Highest IV Rank — 40.5%
2010-06-30: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.10	$11.11	$12.63	$12.05	$11.11
Max Pain	$12.39	$11.99	$12.74	$12.74	$11.99
ATM IV	33.0%	26.8%	39.4%	33.5%	39.4%
Expected Move	9.6%	7.7%	11.3%	9.6%	11.3%
HV 20d	30.1%	26.3%	35.8%	35.8%	28.4%
HV 60d	31.0%	29.7%	32.4%	29.7%	32.4%
IV Rank	28.8%	17.4%	40.5%	29.8%	40.5%
IV Percentile	76.2%	57.9%	91.3%	77.4%	91.3%
Term Structure	-1.7%	-4.2%	4.6%	2.9%	-4.2%
VWIV	33.7%	27.8%	39.0%	33.2%	39.0%
Skew 25d	3.9%	0.9%	5.9%	5.9%	2.6%
Skew 10d	7.8%	2.0%	12.4%	11.8%	5.7%
Call IV 25d	32.1%	25.9%	38.1%	31.3%	38.1%
Put IV 25d	36.0%	29.7%	40.7%	37.2%	40.7%
Bid-Ask Spread %	16.20	6.93	27.84	9.64	7.22
Gamma HHI	0.05	0.04	0.08	0.04	0.07
Net GEX	2.9M	-39.0M	53.3M	-5.6M	-39.0M
Net DEX	824.5M	17.8M	1.90B	1.28B	1.83B
Net VEX	-19.8M	-22.5M	-17.3M	-21.4M	-17.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.74	0.42	1.00	0.75	0.73
Total Volume	1,760,525.455	1,057,580	3,583,060	1,088,880	2,340,780
Total OI	14,627,169.091	10,271,820	17,157,500	15,240,580	13,065,580

Daily Data (22 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
2010-06-01	$12.05	$12.74	33.5%	9.6%	35.8%	29.8%	33.2%	5.9%	2.9%	-5.6M	1.28B	-21.4M	0.75	9.64	620,980	467,900	8,624,980	6,615,600
2010-06-02	$12.32	$12.74	30.1%	8.6%	33.4%	23.6%	30.3%	5.0%	3.3%	11.3M	740.6M	-21.5M	0.70	12.14	621,580	436,000	8,681,120	6,702,620
2010-06-03	$12.63	$12.74	26.8%	7.7%	34.5%	17.4%	27.8%	3.8%	4.6%	38.2M	19.8M	-22.3M	0.60	10.41	1,527,760	913,560	8,750,300	6,823,380
2010-06-04	$12.46	$12.24	30.6%	9.9%	34.0%	24.5%	35.2%	5.5%	-2.7%	18.7M	436.6M	-22.5M	1.00	19.12	993,040	988,660	8,886,240	6,951,820
2010-06-07	$12.13	$12.24	32.5%	10.3%	35.1%	27.9%	35.9%	5.9%	-3.3%	-14.9M	1.30B	-20.8M	0.86	20.21	886,560	762,800	8,924,040	7,038,400
2010-06-08	$12.11	$12.24	32.6%	10.4%	27.9%	28.0%	36.1%	5.3%	-3.2%	-16.3M	1.34B	-20.6M	0.93	21.88	986,620	920,920	9,027,980	7,062,980
2010-06-09	$11.84	$12.24	33.8%	10.6%	27.7%	30.3%	35.9%	5.2%	-3.0%	-37.4M	1.90B	-20.1M	0.93	25.30	767,240	715,280	9,128,160	7,131,480
2010-06-10	$12.16	$12.24	33.7%	9.6%	29.7%	30.0%	35.4%	5.5%	-2.2%	-1.8M	1.18B	-20.6M	0.85	23.23	863,540	736,180	9,274,900	7,136,520
2010-06-11	$12.20	$12.24	32.6%	9.4%	29.4%	28.2%	32.8%	4.9%	-1.6%	-11.9M	1.18B	-20.0M	0.89	24.81	646,880	577,300	9,331,520	7,282,280
2010-06-14	$12.07	$12.24	34.3%	9.8%	29.5%	31.2%	33.7%	4.5%	-2.9%	-23.5M	1.47B	-19.2M	0.85	27.84	887,320	750,260	9,344,700	7,253,320
2010-06-15	$12.44	$12.49	32.6%	9.3%	31.7%	28.1%	32.9%	4.0%	-2.0%	42.2M	383.3M	-19.9M	0.87	25.86	1,580,260	1,370,960	9,476,740	7,301,820
2010-06-16	$12.52	$12.49	31.6%	9.1%	31.1%	26.2%	31.8%	3.9%	-1.6%	53.3M	17.8M	-20.3M	0.65	24.72	1,249,400	815,900	9,596,580	7,418,340
2010-06-17	$12.49	$12.49	30.7%	8.8%	30.9%	24.7%	30.9%	3.4%	-1.3%	45.0M	147.4M	-19.6M	0.42	25.20	1,219,900	515,720	9,573,040	7,411,640
2010-06-18	$12.49	$12.49	29.5%	8.5%	27.0%	22.5%	29.5%	3.9%	-1.0%	37.0M	205.7M	-19.2M	0.63	13.74	2,204,080	1,378,980	9,730,440	7,427,060
2010-06-21	$12.20	$12.49	32.1%	9.2%	28.4%	27.2%	32.1%	3.1%	-2.1%	537.5K	318.2M	-18.3M	0.60	9.02	921,120	553,400	5,267,340	5,004,480
2010-06-22	$12.14	$12.49	32.8%	9.4%	28.2%	28.5%	33.2%	3.0%	-2.4%	5.9M	327.1M	-19.0M	0.64	9.75	753,480	483,120	5,655,560	5,187,060
2010-06-23	$12.04	$12.49	34.1%	9.8%	28.4%	30.9%	34.0%	2.8%	-2.9%	4.8M	440.4M	-18.6M	0.53	10.04	926,840	489,720	5,918,360	5,307,620
2010-06-24	$11.87	$12.49	35.7%	10.2%	28.9%	33.8%	35.7%	2.3%	-3.6%	-703.4K	637.9M	-18.9M	0.73	10.85	693,300	503,820	6,175,320	5,456,740
2010-06-25	$11.81	$12.24	34.2%	9.8%	26.5%	31.1%	34.3%	0.9%	-2.1%	-3.5M	698.3M	-18.8M	0.57	10.56	816,940	468,500	6,351,540	5,597,120
2010-06-28	$11.79	$12.24	33.2%	9.5%	26.3%	29.2%	33.2%	1.3%	-3.0%	-5.1M	762.2M	-18.1M	0.90	6.93	675,520	605,720	6,556,220	5,744,140
2010-06-29	$11.35	$12.24	39.1%	11.2%	29.4%	40.0%	38.8%	2.5%	-4.2%	-32.7M	1.53B	-17.6M	0.73	7.87	1,209,440	884,280	6,663,220	5,939,420
2010-06-30	$11.11	$11.99	39.4%	11.3%	28.4%	40.5%	39.0%	2.6%	-4.2%	-39.0M	1.83B	-17.3M	0.73	7.22	1,353,720	987,060	6,949,420	6,116,160