GOOG Options History — August 2013

In August 2013, GOOG traded between $21.15 and $22.64. ATM implied volatility averaged 18.7%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.0% (HV 20d: 13.7%). Max pain ranged from $21.48 to $22.48. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 0.83.

Notable Days

2013-08-30: Highest Volume — 5,195,820 contracts
2013-08-27: Largest IV spike — 13.8% change
2013-08-28: Highest IV Rank — 27.1%
2013-08-28: Largest Expected Move — 6.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.85	$21.15	$22.64	$22.58	$21.15
Max Pain	$21.93	$21.48	$22.48	$22.23	$21.60
ATM IV	18.7%	16.9%	22.3%	17.4%	21.3%
Expected Move	5.4%	4.8%	6.4%	5.0%	6.1%
HV 20d	13.7%	11.4%	15.7%	15.7%	11.5%
HV 60d	15.0%	14.0%	16.7%	16.7%	14.6%
IV Rank	14.8%	8.6%	27.1%	10.3%	23.7%
IV Percentile	30.7%	11.9%	60.7%	17.1%	55.6%
Term Structure	1.2%	-0.1%	4.3%	-0.1%	0.2%
VWIV	19.0%	17.0%	22.4%	17.9%	21.2%
Skew 25d	1.2%	0.6%	2.1%	1.8%	1.8%
Skew 10d	2.0%	0.7%	3.4%	3.4%	3.4%
Call IV 25d	18.5%	16.5%	21.6%	17.0%	20.7%
Put IV 25d	19.7%	17.7%	23.7%	18.8%	22.5%
Bid-Ask Spread %	22.20	7.63	61.87	20.65	14.63
Gamma HHI	0.12	0.05	0.78	0.09	0.08
Net GEX	138.9M	-1.32B	3.75B	624.9M	-294.4M
Net DEX	-2.56B	-6.55B	771.4M	-6.05B	771.4M
Net VEX	-35.9M	-38.1M	-33.3M	-35.6M	-37.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.56	1.07	0.70	0.88
Total Volume	2,971,778.182	1,565,680	5,195,820	3,442,520	5,195,820
Total OI	16,339,527.273	14,364,560	18,310,260	16,372,960	17,855,360

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
2013-08-01	$22.58	$22.23	17.4%	5.0%	15.7%	10.3%	17.9%	1.8%	-0.1%	624.9M	-6.05B	-35.6M	0.70	20.65	2,022,980	1,419,540	8,383,660	7,989,300
2013-08-02	$22.64	$22.23	16.9%	4.8%	15.6%	8.6%	17.4%	1.4%	0.1%	558.3M	-6.55B	-35.4M	0.79	9.72	1,810,960	1,425,540	8,626,500	8,260,700
2013-08-05	$22.60	$22.48	17.1%	4.9%	14.9%	9.1%	17.5%	1.3%	0.1%	384.0M	-5.47B	-35.4M	1.07	7.63	863,620	921,880	7,830,380	7,229,340
2013-08-06	$22.39	$22.48	17.3%	5.0%	15.2%	9.9%	17.3%	1.1%	0.2%	196.7M	-4.41B	-34.9M	0.83	9.84	1,337,140	1,104,980	8,073,020	7,591,100
2013-08-07	$22.24	$22.35	17.4%	5.0%	15.4%	10.4%	17.7%	1.1%	0.4%	-55.4M	-3.39B	-35.6M	0.73	9.50	1,231,140	896,740	8,445,440	7,993,580
2013-08-08	$22.29	$22.23	17.1%	4.9%	14.2%	9.1%	17.2%	0.9%	0.5%	-32.2M	-3.85B	-34.7M	0.73	9.25	1,597,680	1,165,400	8,726,080	8,143,900
2013-08-09	$22.24	$22.23	16.9%	4.9%	14.1%	8.7%	17.0%	1.2%	0.6%	-1.32B	-3.46B	-35.0M	0.98	10.49	1,468,100	1,434,960	8,846,280	8,293,600
2013-08-12	$22.12	$22.23	17.4%	5.0%	14.1%	10.2%	17.7%	0.8%	0.5%	68.2M	-3.23B	-33.3M	0.80	10.86	1,201,000	964,400	8,076,260	7,406,280
2013-08-13	$22.01	$22.23	17.1%	4.9%	14.1%	9.3%	17.5%	0.6%	0.5%	-33.1M	-2.71B	-33.9M	0.76	11.06	1,442,800	1,095,020	8,362,040	7,800,400
2013-08-14	$21.72	$22.10	18.3%	5.2%	14.6%	13.4%	19.0%	0.7%	0.1%	-276.3M	-1.09B	-34.0M	0.73	12.79	2,225,220	1,615,980	8,797,900	8,041,120
2013-08-15	$21.47	$0.00	20.0%	5.7%	14.8%	19.1%	20.0%	0.8%	0.0%	-383.7M	184.3M	-34.7M	0.56	10.41	3,151,620	1,769,560	9,057,000	8,163,920
2013-08-16	$21.40	$21.48	19.5%	5.6%	14.0%	17.4%	19.6%	0.7%	0.1%	-340.7M	147.7M	-36.1M	1.02	9.02	2,266,220	2,301,900	9,866,260	8,444,000
2013-08-19	$21.62	$21.48	19.4%	5.6%	13.2%	17.2%	20.0%	0.7%	3.7%	87.0M	-2.35B	-36.6M	0.66	55.22	1,561,760	1,025,940	7,324,880	7,039,680
2013-08-20	$21.61	$21.48	18.8%	5.4%	13.1%	14.8%	19.2%	0.7%	4.3%	116.8M	-2.31B	-36.8M	0.90	57.75	1,074,760	966,920	7,767,240	7,378,900
2013-08-21	$21.71	$21.48	19.1%	5.5%	13.3%	16.1%	19.5%	1.0%	3.8%	231.6M	-2.91B	-36.9M	0.69	56.20	1,681,520	1,165,600	8,071,420	7,730,480
2013-08-22	$21.82	$21.48	18.4%	5.3%	12.2%	13.3%	18.9%	1.4%	0.7%	536.0M	-3.65B	-37.2M	0.81	61.87	863,060	702,620	8,386,700	7,942,500
2013-08-23	$21.73	$21.48	18.0%	5.1%	12.3%	12.2%	18.5%	1.1%	0.8%	3.75B	-3.01B	-36.3M	0.79	61.17	1,611,400	1,279,160	8,517,100	8,109,260
2013-08-26	$21.64	$21.98	19.3%	5.6%	12.3%	16.7%	19.7%	1.2%	3.7%	37.0M	-2.30B	-36.1M	1.05	8.80	1,137,420	1,196,680	7,619,740	7,338,580
2013-08-27	$21.23	$21.85	22.0%	6.3%	13.2%	26.1%	22.1%	1.8%	2.9%	-259.3M	-46.6M	-37.3M	0.97	15.42	1,934,700	1,873,760	7,981,260	7,883,600
2013-08-28	$21.19	$21.85	22.3%	6.4%	13.2%	27.1%	22.4%	2.1%	3.3%	-306.4M	144.8M	-38.1M	0.97	14.88	1,259,660	1,221,860	8,381,220	8,357,780
2013-08-29	$21.36	$21.60	21.0%	6.0%	11.4%	22.7%	21.2%	1.8%	0.3%	-233.2M	-828.6M	-38.1M	0.88	11.28	1,534,420	1,357,680	8,692,120	8,643,720
2013-08-30	$21.15	$21.60	21.3%	6.1%	11.5%	23.7%	21.2%	1.8%	0.2%	-294.4M	771.4M	-37.9M	0.88	14.63	2,769,720	2,426,100	8,973,440	8,881,920