GOOG Options History — October 2013

In October 2013, GOOG traded between $21.32 and $25.88. ATM implied volatility averaged 22.9%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 6.3% (HV 20d: 29.2%). Max pain ranged from $21.48 to $25.72. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.85.

Notable Days

2013-10-18: Highest Volume — 20,441,380 contracts
2013-10-18: Largest IV drop — 13.1% change
2013-10-09: Highest IV Rank — 54.2%
2013-10-09: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.44	$21.32	$25.88	$22.15	$25.74
Max Pain	$23.25	$21.48	$25.72	$21.73	$25.60
ATM IV	22.9%	17.4%	29.9%	24.9%	17.4%
Expected Move	6.6%	5.0%	8.6%	7.1%	5.0%
HV 20d	29.2%	13.2%	48.9%	13.9%	48.4%
HV 60d	21.2%	13.9%	30.5%	14.1%	30.4%
IV Rank	35.2%	15.2%	54.2%	36.3%	15.2%
IV Percentile	58.4%	19.4%	93.7%	70.2%	19.4%
Term Structure	-1.0%	-3.0%	0.5%	-1.6%	0.2%
VWIV	23.3%	17.6%	30.4%	25.0%	17.6%
Skew 25d	0.8%	-0.3%	2.3%	2.1%	0.1%
Skew 10d	1.4%	-0.9%	4.4%	4.2%	-0.9%
Call IV 25d	22.8%	17.8%	29.5%	23.9%	17.8%
Put IV 25d	23.6%	17.8%	30.8%	26.0%	17.8%
Bid-Ask Spread %	40.69	8.42	73.68	8.70	49.09
Gamma HHI	0.09	0.04	0.58	0.06	0.08
Net GEX	168.7M	-818.8M	597.9M	211.3M	517.0M
Net DEX	-6.94B	-18.55B	-453.3M	-3.87B	-12.06B
Net VEX	-29.6M	-32.4M	-20.3M	-31.4M	-30.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.60	1.19	0.99	0.71
Total Volume	3,777,217.391	1,494,760	20,441,380	2,035,360	2,883,080
Total OI	15,133,060	13,451,840	17,819,680	13,508,540	17,026,460

Daily Data (23 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
2013-10-01	$22.15	$21.73	24.9%	7.1%	13.9%	36.3%	25.0%	2.1%	-1.6%	211.3M	-3.87B	-31.4M	0.99	8.70	1,022,420	1,012,940	6,796,840	6,711,700
2013-10-02	$22.18	$21.73	24.6%	7.0%	13.2%	35.3%	25.5%	2.3%	-1.9%	195.0M	-3.87B	-31.4M	0.96	8.42	1,129,840	1,085,400	7,010,680	7,056,120
2013-10-03	$21.88	$21.85	25.9%	7.4%	13.8%	40.1%	25.7%	1.6%	-2.1%	-105.6M	-2.36B	-31.5M	0.79	8.46	1,632,320	1,289,600	7,095,120	7,217,740
2013-10-04	$21.79	$21.85	25.9%	7.4%	13.9%	40.1%	25.9%	1.7%	-1.7%	-42.8M	-1.94B	-31.8M	0.88	32.74	1,155,880	1,014,020	7,349,580	7,396,940
2013-10-07	$21.62	$21.85	28.1%	8.0%	13.6%	47.6%	28.2%	1.4%	-2.6%	-28.4M	-1.70B	-31.4M	0.99	30.00	749,660	745,100	6,725,600	6,726,240
2013-10-08	$21.32	$21.85	29.4%	8.4%	14.3%	52.3%	30.4%	1.5%	-3.0%	-154.0M	-453.3M	-31.5M	1.19	31.74	1,132,020	1,347,060	6,907,300	6,963,760
2013-10-09	$21.38	$21.73	29.9%	8.6%	13.9%	54.2%	30.2%	1.2%	-3.0%	-149.3M	-731.0M	-32.4M	0.80	33.95	1,607,000	1,282,000	7,235,780	7,337,500
2013-10-10	$21.68	$0.00	27.0%	7.8%	15.1%	43.7%	27.6%	1.5%	-1.4%	200.4M	-2.73B	-31.8M	0.94	10.84	1,286,360	1,205,080	7,669,940	7,612,480
2013-10-11	$21.78	$21.48	25.5%	7.4%	15.1%	38.5%	25.5%	1.3%	-1.7%	76.7M	-3.25B	-32.1M	0.83	44.98	1,348,340	1,113,400	7,782,620	7,823,380
2013-10-14	$21.88	$21.98	24.8%	7.0%	15.3%	35.9%	24.7%	1.6%	-1.5%	98.2M	-3.00B	-31.1M	1.15	58.38	717,480	826,380	7,103,940	6,912,220
2013-10-15	$22.03	$21.98	23.6%	6.7%	15.5%	48.5%	23.9%	1.2%	-1.1%	137.7M	-3.67B	-30.4M	0.99	61.59	969,760	961,280	7,342,820	7,202,480
2013-10-16	$22.43	$21.98	22.7%	6.4%	15.3%	43.3%	22.8%	1.0%	-1.8%	245.6M	-5.34B	-29.5M	0.95	60.21	1,276,600	1,214,020	7,580,060	7,454,560
2013-10-17	$22.20	$21.98	22.3%	6.4%	15.6%	41.5%	22.6%	1.2%	-0.9%	147.3M	-4.01B	-28.7M	0.71	73.68	3,474,360	2,449,920	7,561,040	7,608,120
2013-10-18	$25.26	$21.98	19.4%	5.5%	48.7%	25.8%	19.9%	0.5%	0.5%	484.8M	-18.55B	-20.3M	0.75	46.61	11,695,440	8,745,940	8,837,300	8,384,740
2013-10-21	$25.06	$25.10	20.2%	5.8%	48.1%	29.9%	20.8%	-0.3%	0.2%	179.2M	-10.14B	-27.0M	0.72	42.03	2,342,500	1,697,940	6,865,940	6,992,780
2013-10-22	$25.15	$24.98	19.7%	5.7%	48.1%	27.3%	19.8%	0.0%	0.0%	204.8M	-10.53B	-27.7M	0.69	51.14	1,869,300	1,298,940	7,584,740	7,545,620
2013-10-23	$25.76	$24.98	21.4%	6.1%	48.0%	36.6%	21.9%	-0.3%	-0.3%	530.6M	-13.37B	-27.3M	0.60	45.46	3,162,960	1,909,820	8,082,240	7,875,900
2013-10-24	$25.61	$24.98	20.3%	5.8%	48.2%	30.4%	20.7%	-0.2%	-0.4%	597.9M	-12.71B	-28.1M	0.76	46.34	2,997,120	2,277,240	8,566,480	8,269,740
2013-10-25	$25.35	$24.98	18.7%	5.4%	48.5%	22.3%	19.6%	-0.1%	-0.3%	-818.8M	-10.68B	-29.8M	0.83	49.26	2,846,840	2,357,480	9,004,200	8,815,480
2013-10-28	$25.35	$25.72	19.2%	5.5%	48.5%	24.8%	19.7%	-0.2%	0.3%	305.9M	-10.22B	-30.0M	0.70	43.95	1,187,700	834,520	7,660,580	7,081,080
2013-10-29	$25.88	$25.60	18.5%	5.3%	48.7%	21.3%	19.0%	-0.1%	0.4%	530.9M	-12.51B	-27.8M	0.76	46.01	1,591,540	1,214,820	8,005,880	7,387,500
2013-10-30	$25.73	$25.60	17.9%	5.1%	48.9%	18.0%	18.1%	-0.2%	0.4%	515.3M	-11.86B	-28.5M	0.77	52.26	1,645,160	1,269,420	8,205,320	7,683,840
2013-10-31	$25.74	$25.60	17.4%	5.0%	48.4%	15.2%	17.6%	0.1%	0.2%	517.0M	-12.06B	-30.4M	0.71	49.09	1,681,440	1,201,640	8,987,900	8,038,560