GOOG Options History — April 2013

In April 2013, GOOG traded between $19.13 and $20.59. ATM implied volatility averaged 24.1%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 6.4% (HV 20d: 17.6%). Max pain ranged from $19.48 to $20.23. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.94.

Notable Days

2013-04-19: Highest Volume — 9,577,680 contracts
2013-04-19: Largest IV drop — 29.3% change
2013-04-15: Highest IV Rank — 36.4%
2013-04-08: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.89	$19.13	$20.59	$20.01	$20.59
Max Pain	$19.98	$19.48	$20.23	$19.98	$20.23
ATM IV	24.1%	16.6%	30.5%	26.3%	17.1%
Expected Move	6.9%	4.8%	8.7%	7.4%	4.9%
HV 20d	17.6%	11.2%	24.8%	14.2%	24.4%
HV 60d	19.1%	18.5%	19.8%	19.0%	18.6%
IV Rank	16.9%	5.7%	36.4%	14.7%	7.1%
IV Percentile	52.6%	7.9%	87.7%	68.3%	12.7%
Term Structure	-2.2%	-4.6%	0.2%	-2.8%	-0.1%
VWIV	24.4%	17.0%	30.1%	26.2%	17.0%
Skew 25d	2.5%	1.9%	3.3%	2.1%	2.3%
Skew 10d	4.9%	2.1%	7.7%	3.8%	5.8%
Call IV 25d	23.0%	16.0%	29.3%	25.0%	16.2%
Put IV 25d	25.5%	18.5%	31.5%	27.0%	18.5%
Bid-Ask Spread %	21.94	4.73	71.15	4.94	13.10
Gamma HHI	0.09	0.03	0.66	0.04	0.06
Net GEX	97.6M	-226.5M	1.02B	-50.5M	261.9M
Net DEX	-1.38B	-4.33B	1.49B	-778.9M	-4.33B
Net VEX	-33.6M	-34.7M	-32.2M	-33.5M	-33.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.94	0.73	1.33	0.87	0.85
Total Volume	3,486,422.727	1,712,020	9,577,680	2,222,260	2,484,440
Total OI	14,529,885.455	11,386,020	16,803,780	14,380,360	13,088,480

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
2013-04-01	$20.01	$19.98	26.3%	7.4%	14.2%	14.7%	26.2%	2.1%	-2.8%	-50.5M	-778.9M	-33.5M	0.87	4.94	1,190,660	1,031,600	6,205,720	8,174,640
2013-04-02	$20.31	$19.98	26.9%	7.6%	13.5%	15.5%	26.6%	2.5%	-3.1%	142.5M	-2.36B	-34.2M	0.80	4.85	1,533,140	1,230,500	6,534,640	8,374,920
2013-04-03	$20.13	$20.23	27.1%	7.8%	11.2%	15.7%	27.3%	2.2%	-3.0%	26.5M	-1.26B	-34.3M	1.33	5.26	927,640	1,231,320	6,692,360	8,734,160
2013-04-04	$19.86	$20.23	27.7%	7.9%	11.8%	16.4%	27.6%	2.3%	-3.1%	-226.5M	357.9M	-34.0M	1.02	4.73	1,802,880	1,839,800	6,820,820	8,929,000
2013-04-05	$19.56	$20.23	28.8%	8.3%	12.6%	17.9%	28.7%	2.2%	-3.4%	-207.1M	1.49B	-33.8M	1.14	6.28	2,903,980	3,313,440	7,209,560	9,053,960
2013-04-08	$19.35	$19.98	30.5%	8.7%	12.8%	19.9%	30.1%	2.3%	-4.3%	-165.3M	1.20B	-33.9M	1.07	5.44	1,722,560	1,850,760	6,578,780	7,886,480
2013-04-09	$19.42	$19.98	30.0%	8.6%	12.8%	19.4%	30.0%	2.5%	-4.2%	-69.1M	393.8M	-34.3M	0.76	13.06	1,608,240	1,229,820	7,061,300	7,993,340
2013-04-10	$19.73	$19.98	29.9%	8.6%	14.4%	19.2%	29.8%	3.2%	-4.6%	107.5M	-1.06B	-34.7M	1.03	5.65	1,542,620	1,584,500	7,330,240	8,231,180
2013-04-11	$19.74	$0.00	26.9%	7.8%	14.4%	15.5%	29.7%	2.7%	-2.2%	70.4M	-1.04B	-34.2M	1.06	7.61	1,465,380	1,559,080	7,412,440	8,452,600
2013-04-12	$19.73	$19.73	27.2%	8.0%	14.4%	15.8%	28.7%	2.8%	-2.2%	394.8M	-1.02B	-33.8M	1.00	4.97	2,267,420	2,258,300	7,795,300	8,880,040
2013-04-15	$19.53	$19.98	28.2%	7.8%	14.5%	36.4%	27.6%	2.8%	-4.4%	-45.6M	-258.2M	-33.9M	0.90	59.70	1,184,220	1,063,420	6,778,260	7,437,220
2013-04-16	$19.81	$19.98	26.7%	7.5%	15.4%	32.8%	26.4%	2.8%	-4.4%	24.7M	-1.40B	-33.7M	0.81	57.12	948,260	763,760	7,121,120	7,619,100
2013-04-17	$19.54	$19.98	26.4%	7.5%	15.9%	32.0%	26.1%	2.4%	-4.4%	-31.3M	-432.7M	-33.7M	0.81	60.28	1,312,840	1,058,180	7,332,440	7,750,620
2013-04-18	$19.13	$19.98	27.0%	7.7%	17.2%	33.5%	26.7%	1.9%	-1.4%	-123.2M	1.11B	-32.5M	0.89	71.15	3,049,320	2,715,000	7,504,500	7,833,940
2013-04-19	$19.98	$19.73	19.1%	5.5%	23.8%	12.4%	20.0%	2.8%	0.1%	1.02B	-2.95B	-32.2M	0.92	60.20	4,984,500	4,593,180	8,434,420	8,369,360
2013-04-22	$19.98	$19.48	18.4%	5.3%	23.8%	10.6%	20.0%	3.3%	-0.4%	128.1M	-2.20B	-32.3M	0.82	19.21	2,081,880	1,698,420	5,600,920	5,785,100
2013-04-23	$20.18	$19.73	17.7%	5.1%	24.1%	8.7%	18.7%	2.5%	0.2%	237.9M	-3.19B	-33.3M	0.95	14.59	1,950,340	1,856,100	6,061,580	6,279,400
2013-04-24	$20.32	$20.23	17.6%	5.0%	24.2%	8.3%	17.8%	2.3%	-0.3%	251.6M	-3.72B	-33.6M	0.89	17.09	1,125,080	997,680	6,284,000	6,772,880
2013-04-25	$20.21	$19.98	16.9%	4.9%	23.9%	6.6%	17.1%	2.5%	-0.4%	164.1M	-3.12B	-32.9M	0.94	18.93	1,161,200	1,089,000	6,347,780	6,901,060
2013-04-26	$20.02	$19.98	16.6%	4.8%	23.8%	5.7%	17.3%	2.5%	-0.2%	22.1M	-2.04B	-32.7M	1.07	11.37	1,738,700	1,867,500	6,461,220	7,160,760
2013-04-29	$20.46	$19.98	17.1%	4.9%	24.8%	6.9%	17.3%	2.3%	0.1%	209.5M	-3.76B	-33.3M	0.73	17.23	1,666,940	1,217,700	5,890,880	6,490,960
2013-04-30	$20.59	$20.23	17.1%	4.9%	24.4%	7.1%	17.0%	2.3%	-0.1%	261.9M	-4.33B	-33.7M	0.85	13.10	1,339,740	1,144,700	6,229,460	6,859,020