GOOG Options History — February 2013

In February 2013, GOOG traded between $18.96 and $20.15. ATM implied volatility averaged 17.1%, placing in the 3.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 5.8% (HV 20d: 22.9%). Max pain ranged from $17.98 to $20.48. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.97.

Notable Days

  • 2013-02-01: Highest Volume — 7,219,260 contracts
  • 2013-02-25: Largest IV spike — 10.9% change
  • 2013-02-25: Highest IV Rank — 6.2%
  • 2013-02-25: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.63$18.96$20.15$19.37$20.01
Max Pain$19.38$17.98$20.48$19.23$20.48
ATM IV17.1%15.6%19.5%15.9%17.3%
Expected Move4.9%4.5%5.6%4.6%4.9%
HV 20d22.9%16.8%26.7%25.5%17.7%
HV 60d20.1%19.2%21.7%21.2%19.4%
IV Rank3.3%1.4%6.2%1.8%3.6%
IV Percentile9.0%1.6%24.6%2.4%11.1%
Term Structure2.6%-0.2%6.0%1.0%0.3%
VWIV18.1%16.4%20.6%18.5%17.6%
Skew 25d3.4%2.4%4.0%3.3%3.8%
Skew 10d7.7%5.7%9.5%7.4%7.3%
Call IV 25d16.2%14.9%18.1%15.2%15.9%
Put IV 25d19.6%17.5%22.1%18.5%19.7%
Bid-Ask Spread %17.976.7248.018.0414.44
Gamma HHI0.130.050.600.100.07
Net GEX328.9M5.4M1.03B392.7M233.9M
Net DEX-4.73B-6.67B-2.92B-5.72B-4.64B
Net VEX-30.9M-32.8M-27.2M-27.2M-32.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.621.300.621.11
Total Volume3,701,534.7372,076,1807,219,2607,219,2602,941,340
Total OI14,904,977.89512,627,40016,388,34013,644,58016,376,560

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-02-01$19.37$19.2315.9%4.6%25.5%1.8%18.5%3.3%1.0%392.7M-5.72B-27.2M0.628.044,461,3802,757,8806,333,9207,310,660
2013-02-04$18.96$19.2317.1%4.9%26.3%3.3%20.6%3.8%0.8%184.0M-2.92B-29.1M1.197.441,572,7401,875,5206,055,4806,571,920
2013-02-05$19.12$19.2316.2%4.6%26.3%2.1%16.8%3.5%1.2%253.8M-3.69B-30.2M0.677.291,375,940925,7606,493,1207,173,880
2013-02-06$19.24$19.2316.6%4.8%26.3%2.6%19.2%3.6%0.8%316.3M-4.23B-31.0M1.0014.361,591,3801,594,9606,720,0407,430,780
2013-02-07$19.33$0.0017.2%4.9%26.3%3.4%17.7%3.8%0.1%443.2M-4.92B-31.5M0.829.492,123,0401,732,7806,958,6807,884,160
2013-02-08$19.61$18.9816.8%4.8%26.6%2.9%17.5%3.4%0.4%538.6M-6.61B-31.2M0.7314.123,570,8802,593,4007,080,4008,259,900
2013-02-11$19.54$17.9817.1%4.9%26.7%3.3%17.7%3.4%5.5%279.8M-5.10B-31.2M1.0736.321,399,7201,504,7006,534,9607,687,080
2013-02-12$19.50$18.1116.8%4.8%25.0%2.9%17.2%3.0%5.5%266.4M-4.92B-31.4M0.8633.591,257,1801,085,7606,862,4608,344,100
2013-02-13$19.55$18.1115.6%4.5%25.0%1.4%16.4%2.7%5.9%311.1M-5.18B-30.9M1.0234.301,025,6201,050,5607,041,3608,559,280
2013-02-14$19.68$18.2316.2%4.7%24.1%2.2%17.1%2.4%1.0%420.1M-5.74B-29.8M0.7148.011,810,0401,283,3606,943,5008,545,300
2013-02-15$19.80$18.2316.2%4.6%23.8%2.2%16.6%2.6%0.8%744.3M-6.67B-29.8M1.2734.751,644,8402,092,9007,349,7408,845,640
2013-02-19$20.15$19.9816.8%4.8%23.5%2.9%17.7%3.5%5.0%298.2M-5.85B-29.2M1.086.722,355,7602,554,2805,886,8807,291,720
2013-02-20$19.79$20.2318.5%5.3%24.9%5.0%18.7%3.5%4.7%87.2M-3.81B-31.7M1.3011.151,556,1602,030,8206,447,9608,396,540
2013-02-21$19.87$20.2318.4%5.3%17.5%4.9%19.1%3.4%-0.2%115.0M-4.11B-31.9M0.8217.852,522,0402,067,3806,714,7408,909,820
2013-02-22$19.97$20.2317.6%5.0%16.8%3.9%18.4%3.5%0.0%1.03B-4.83B-31.9M0.9011.072,302,8602,076,0807,043,2809,345,060
2013-02-25$19.75$20.2319.5%5.6%17.5%6.2%18.9%4.0%4.8%76.9M-3.39B-32.8M1.1013.011,868,9002,057,3406,360,9608,025,740
2013-02-26$19.73$20.4818.5%5.3%17.4%5.1%19.9%3.8%5.2%5.4M-3.01B-32.7M1.1210.341,258,7401,407,8806,780,9408,685,160
2013-02-27$19.97$20.4817.4%5.0%17.8%3.7%18.0%3.5%6.0%248.1M-4.57B-32.3M0.979.191,522,8001,476,4407,003,8808,938,980
2013-02-28$20.01$20.4817.3%4.9%17.7%3.6%17.6%3.8%0.3%233.9M-4.64B-32.2M1.1114.441,394,9601,546,3807,099,9009,276,660