GOOG Options History — March 2013

In March 2013, GOOG traded between $19.83 and $20.94. ATM implied volatility averaged 20.6%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.3% (HV 20d: 15.2%). Max pain ranged from $19.98 to $20.98. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 1.21.

Notable Days

  • 2013-03-05: Highest Volume — 6,731,960 contracts
  • 2013-03-14: Largest IV spike — 22.9% change
  • 2013-03-25: Highest IV Rank — 14.9%
  • 2013-03-28: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.43$19.83$20.94$20.13$19.83
Max Pain$20.45$19.98$20.98$20.48$20.23
ATM IV20.6%14.6%26.5%16.5%26.4%
Expected Move5.9%4.2%7.6%4.7%7.6%
HV 20d15.2%13.3%17.8%17.8%14.0%
HV 60d19.5%19.2%20.0%19.4%19.4%
IV Rank7.6%0.1%14.9%2.5%14.8%
IV Percentile33.6%0.4%68.3%6.0%68.3%
Term Structure2.6%-3.6%8.7%0.0%-1.6%
VWIV21.4%15.8%26.9%17.9%26.9%
Skew 25d2.3%1.5%3.4%3.4%1.9%
Skew 10d5.3%3.8%7.1%7.1%4.1%
Call IV 25d19.8%14.3%25.6%15.9%25.6%
Put IV 25d22.2%16.6%27.7%19.2%27.6%
Bid-Ask Spread %21.614.5847.1811.877.29
Gamma HHI0.130.050.500.130.19
Net GEX-86.2M-938.4M386.7M305.9M-384.2M
Net DEX-3.71B-8.41B869.4M-5.34B869.4M
Net VEX-32.9M-34.3M-30.4M-32.0M-33.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.792.131.171.58
Total Volume3,808,1641,584,8606,731,9604,830,3805,087,480
Total OI16,752,76014,173,12020,217,56016,983,60016,084,540

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-03-01$20.13$20.4816.5%4.7%17.8%2.5%17.9%3.4%0.0%305.9M-5.34B-32.0M1.1711.872,224,0602,606,3207,276,1409,707,460
2013-03-04$20.52$20.4817.5%5.0%16.7%3.8%17.8%2.4%6.9%270.7M-6.45B-31.4M0.9310.342,451,6802,283,5206,597,0408,506,140
2013-03-05$20.94$20.4817.3%5.0%15.1%3.5%17.8%1.5%6.7%386.7M-8.41B-30.4M0.8922.123,560,8803,171,0807,067,0209,195,940
2013-03-06$20.76$20.9817.1%4.9%15.8%3.2%17.8%1.8%7.0%247.0M-7.20B-32.5M1.1524.702,114,3202,424,2207,604,36010,071,300
2013-03-07$20.79$20.9816.6%4.7%15.8%2.6%17.4%2.0%7.3%229.3M-7.26B-32.9M1.0717.381,734,0601,851,3607,930,08010,652,360
2013-03-08$20.77$20.9816.0%4.6%15.9%1.9%17.3%2.4%8.0%33.5M-7.15B-33.2M1.1513.132,771,5203,199,4808,217,80011,059,360
2013-03-11$20.85$20.9815.4%4.4%15.4%1.2%16.6%1.9%8.0%227.5M-6.96B-32.0M1.1027.451,311,2601,436,1607,467,0609,774,120
2013-03-12$20.67$20.9814.8%4.2%15.8%0.4%16.0%2.3%8.2%104.0M-5.89B-32.3M0.9211.231,401,0401,292,8207,718,88010,238,580
2013-03-13$20.61$20.9814.6%4.2%15.8%0.1%15.8%2.3%8.7%65.0M-5.64B-32.4M1.3413.721,339,3001,792,0407,955,86010,558,180
2013-03-14$20.52$0.0017.9%4.8%16.0%4.3%17.6%2.8%6.6%-98.5M-4.54B-32.9M1.359.921,765,1202,374,9007,936,60011,242,080
2013-03-15$20.34$20.4818.8%4.8%16.4%5.4%17.8%2.9%6.3%-938.4M-2.87B-32.6M1.6927.342,112,0603,562,4808,162,92012,054,640
2013-03-18$20.17$19.9822.6%7.1%16.6%10.1%25.6%2.1%-2.8%-244.6M-519.7M-33.3M1.3742.201,222,7001,675,7605,579,6208,593,500
2013-03-19$20.26$19.9824.1%7.3%15.5%12.0%25.5%2.5%-2.9%-187.5M-1.11B-33.8M0.7947.181,864,3801,480,8405,879,4408,978,600
2013-03-20$20.35$19.9825.1%7.4%14.0%13.2%26.4%2.6%-3.3%-172.3M-1.35B-34.2M1.0339.881,092,0201,121,0406,193,5009,234,660
2013-03-21$20.26$19.9826.4%7.6%14.1%14.9%26.8%2.8%-0.6%-285.8M-977.5M-34.3M1.3245.731,160,9201,532,2206,371,0009,445,040
2013-03-22$20.24$19.9826.0%7.5%14.0%14.3%26.9%2.7%-0.7%-712.6M-980.7M-34.2M2.1346.771,208,0802,571,8806,599,6809,703,020
2013-03-25$20.22$20.2326.5%7.5%13.3%14.9%26.5%2.3%-3.3%-116.9M-1.18B-34.0M1.154.741,288,5201,483,6005,978,5408,567,560
2013-03-26$20.29$20.2326.2%7.5%13.3%14.6%26.5%2.4%-3.4%-116.3M-1.26B-34.0M0.934.58823,100761,7606,290,8008,979,900
2013-03-27$20.05$20.2326.2%7.5%13.5%14.5%26.6%1.9%-3.6%-335.5M-52.5M-33.3M1.104.701,432,6001,576,7006,434,0209,147,860
2013-03-28$19.83$20.2326.4%7.6%14.0%14.8%26.9%1.9%-1.6%-384.2M869.4M-33.0M1.587.291,974,9403,112,5406,714,9409,369,600