GOOG Options History — June 2013

In June 2013, GOOG traded between $21.46 and $22.49. ATM implied volatility averaged 23.8%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 6.4% (HV 20d: 17.4%). Max pain ranged from $21.23 to $22.35. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.88.

Notable Days

  • 2013-06-20: Highest Volume — 6,296,260 contracts
  • 2013-06-20: Largest IV spike — 11.0% change
  • 2013-06-25: Highest IV Rank — 40.2%
  • 2013-06-25: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.91$21.46$22.49$21.67$21.99
Max Pain$21.62$21.23$22.35$21.48$22.23
ATM IV23.8%19.3%29.4%20.7%27.2%
Expected Move6.8%5.5%8.4%5.9%7.9%
HV 20d17.4%15.0%20.1%20.1%15.8%
HV 60d20.2%19.6%20.8%19.6%20.2%
IV Rank25.0%12.9%40.2%16.8%34.1%
IV Percentile61.8%32.5%85.7%50.4%76.2%
Term Structure2.0%-4.0%7.7%5.3%-1.2%
VWIV23.9%19.4%28.8%20.7%28.0%
Skew 25d2.4%1.3%3.6%1.6%3.3%
Skew 10d4.5%2.4%7.8%4.5%7.8%
Call IV 25d22.7%18.3%27.3%20.0%26.2%
Put IV 25d25.1%20.3%30.6%21.7%29.4%
Bid-Ask Spread %29.018.0861.5022.7251.21
Gamma HHI0.110.040.540.050.32
Net GEX172.4M-315.8M1.05B21.2M472.5M
Net DEX-4.61B-8.06B-2.07B-3.65B-3.93B
Net VEX-37.8M-40.2M-36.3M-39.1M-36.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.681.170.920.90
Total Volume3,626,2852,272,9006,296,2603,695,7803,082,920
Total OI15,713,10712,371,18017,734,48014,863,70014,401,980

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-06-03$21.67$21.4820.7%5.9%20.1%16.8%20.7%1.6%5.3%21.2M-3.65B-39.1M0.9222.721,920,6001,775,1807,083,6407,780,060
2013-06-04$21.46$21.3520.9%6.0%19.4%17.2%21.0%1.6%5.4%-20.3M-2.83B-39.4M1.1721.681,195,6401,393,7207,373,7208,085,640
2013-06-05$21.47$21.3521.5%6.2%19.3%18.9%21.6%1.6%5.6%-8.1M-3.02B-40.2M0.7323.491,576,9801,147,3407,573,0408,276,740
2013-06-06$21.59$21.3521.4%6.1%18.1%18.5%21.6%1.9%5.6%88.5M-3.77B-39.5M0.9827.022,058,5002,023,8607,936,0008,400,560
2013-06-07$21.97$21.3519.3%5.5%19.2%12.9%19.4%1.6%6.2%1.05B-6.22B-38.2M0.7821.142,861,6602,231,2208,171,5608,648,680
2013-06-10$22.23$21.3519.3%5.5%19.3%13.1%19.8%1.5%6.5%303.9M-6.76B-37.7M0.6934.801,996,4001,383,7807,553,7807,871,940
2013-06-11$21.97$21.4820.1%5.7%19.7%15.0%20.1%1.5%6.9%181.9M-5.53B-38.7M0.8517.021,227,1401,045,7607,897,7608,284,120
2013-06-12$21.78$21.4819.6%5.6%19.6%13.7%19.5%1.3%7.5%49.7M-4.34B-38.5M0.8723.701,715,5601,494,8608,054,6808,523,600
2013-06-13$21.90$0.0021.1%5.7%15.5%17.7%20.0%2.3%7.3%121.0M-4.95B-38.8M0.8221.851,763,4401,443,8008,241,8008,781,420
2013-06-14$21.85$21.7321.7%5.5%15.0%19.4%19.5%2.1%7.7%249.9M-4.88B-37.9M0.909.572,419,3802,187,1408,463,4608,930,800
2013-06-17$22.13$21.2323.3%7.3%15.6%23.7%25.6%3.1%-2.2%270.5M-6.24B-36.3M0.7661.501,673,7201,265,1007,719,7608,231,220
2013-06-18$22.49$21.2324.1%7.3%16.8%25.9%25.9%2.6%-2.8%455.3M-8.06B-36.4M0.8556.711,964,0001,666,5808,014,7608,549,260
2013-06-19$22.49$21.3525.1%7.4%16.8%28.6%25.8%2.8%-2.7%453.2M-7.94B-37.1M0.7454.252,646,4401,956,8008,186,2208,979,380
2013-06-20$22.10$21.3527.9%8.0%16.5%36.0%28.0%2.9%-0.6%-17.5M-4.94B-36.4M0.8247.113,459,4202,836,8408,151,2608,874,180
2013-06-21$22.00$21.3527.6%8.0%16.4%35.2%27.4%3.4%-0.8%-315.8M-4.35B-36.4M1.0422.282,980,7803,090,4808,630,5009,103,980
2013-06-24$21.72$22.3529.4%8.3%16.6%40.0%28.8%2.9%-3.8%-59.0M-2.22B-36.5M0.779.081,871,7001,448,7605,995,7406,375,440
2013-06-25$21.63$22.2329.4%8.4%16.3%40.2%28.6%3.3%-3.7%-54.3M-2.07B-37.6M0.688.081,525,6001,039,8806,532,8406,728,960
2013-06-26$21.82$22.2328.4%8.1%15.7%37.4%28.8%3.6%-4.0%85.6M-3.08B-37.7M1.169.561,132,3401,308,4606,806,8406,971,160
2013-06-27$21.90$22.2327.9%8.1%15.7%36.1%28.0%3.4%-1.6%123.3M-3.41B-37.3M1.0937.451,295,5401,418,3806,902,4607,173,200
2013-06-28$21.99$22.2327.2%7.9%15.8%34.1%28.0%3.3%-1.2%472.5M-3.93B-36.9M0.9051.211,625,1001,457,8207,088,2007,313,780