GOOG Options History — February 2014

In February 2014, GOOG traded between $28.31 and $30.47. ATM implied volatility averaged 19.2%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 9.8% (HV 20d: 29.0%). Max pain ranged from $26.22 to $26.72. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.80.

Notable Days

  • 2014-02-03: Highest Volume — 4,508,940 contracts
  • 2014-02-07: Largest IV drop — 10.3% change
  • 2014-02-03: Highest IV Rank — 54.4%
  • 2014-02-03: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.72$28.31$30.47$28.31$30.36
Max Pain$26.38$26.22$26.72$26.72$26.22
ATM IV19.2%17.2%25.0%25.0%17.5%
Expected Move6.8%6.7%6.9%6.9%6.7%
HV 20d29.0%23.1%31.0%31.0%23.1%
HV 60d20.3%20.0%20.5%20.5%20.0%
IV Rank24.1%13.6%54.4%54.4%15.1%
IV Percentile39.5%20.2%72.6%72.6%26.6%
Term Structure0.5%-0.5%1.5%-0.5%1.5%
VWIV24.0%22.6%24.5%24.3%23.4%
Skew 25d1.7%1.2%2.4%1.5%2.4%
Skew 10d3.3%1.9%5.1%1.9%4.0%
Call IV 25d18.7%15.9%24.7%24.7%15.9%
Put IV 25d20.4%18.2%26.2%26.2%18.3%
Bid-Ask Spread %7.515.798.607.097.61
Gamma HHI0.130.050.510.050.16
Net GEX573.4M94.3M1.55B94.3M95.5M
Net DEX-7.88B-10.71B-3.63B-3.63B-7.53B
Net VEX-36.5M-39.1M-33.2M-37.2M-35.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.551.060.561.06
Total Volume2,265,771.5791,253,3404,508,9404,508,9403,030,980
Total OI11,825,475.7899,333,24013,179,80010,672,90011,215,480

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-02-03$28.31$26.7225.0%6.9%31.0%54.4%24.3%1.5%-0.5%94.3M-3.63B-37.2M0.567.092,886,2401,622,7005,601,2005,071,700
2014-02-04$28.43$26.7223.1%6.8%30.8%44.2%24.2%1.2%-0.5%203.4M-4.05B-38.8M0.657.121,350,100871,9206,748,8605,493,800
2014-02-05$28.55$26.7223.4%6.8%30.1%46.3%24.1%1.6%-0.3%240.2M-4.56B-38.9M0.656.211,379,940890,7607,023,9805,686,400
2014-02-06$28.97$26.7221.4%6.8%30.5%35.4%24.5%1.7%0.6%543.4M-6.46B-39.1M0.735.79918,640673,5207,142,5405,899,380
2014-02-07$29.41$26.7219.1%6.8%30.7%23.9%23.8%1.7%0.5%1.55B-8.67B-37.3M0.597.172,429,1801,430,6207,156,9406,022,860
2014-02-10$29.29$26.7220.1%6.8%30.7%28.6%24.5%1.6%-0.2%426.3M-7.06B-38.4M1.007.56877,000873,0806,030,6605,350,500
2014-02-11$29.72$26.2219.3%6.8%30.9%24.4%24.1%1.9%-0.0%581.6M-8.93B-37.9M0.836.471,145,220952,8806,239,6405,751,420
2014-02-12$29.64$26.2219.2%6.8%30.0%24.0%23.9%1.6%-0.1%599.1M-8.53B-37.7M0.996.88656,420650,1606,386,5006,018,420
2014-02-13$29.97$26.2218.2%6.8%30.1%18.8%23.9%1.8%0.1%872.0M-10.24B-36.8M0.807.801,411,3601,128,4406,498,0206,188,180
2014-02-14$30.04$26.2217.8%6.7%30.1%16.7%24.4%1.2%0.3%715.9M-10.71B-36.3M0.557.962,415,5801,329,9206,615,6406,416,320
2014-02-18$30.24$26.2217.7%6.7%30.0%16.5%24.2%1.6%0.9%727.4M-10.14B-35.6M0.978.601,047,1201,013,7006,230,4605,690,720
2014-02-19$30.03$26.2218.3%6.7%30.0%19.6%24.3%1.7%0.4%607.0M-9.09B-36.2M1.018.44900,860906,9406,390,3806,030,420
2014-02-20$30.07$26.2217.8%6.7%30.0%16.9%23.7%1.7%0.8%782.6M-8.80B-34.4M0.678.29751,560501,7806,246,6006,040,320
2014-02-21$30.06$26.2217.3%6.8%29.9%14.1%23.6%1.9%0.8%763.6M-8.62B-34.5M0.678.281,378,660921,4806,396,9606,148,100
2014-02-24$30.28$26.2217.3%6.7%27.2%14.4%22.6%1.3%1.2%440.2M-7.76B-33.2M0.838.221,064,580887,5604,920,7204,412,520
2014-02-25$30.47$26.2217.2%6.7%25.7%13.6%24.5%1.6%1.2%557.8M-8.42B-34.6M0.917.73808,960736,4605,308,6204,811,560
2014-02-26$30.47$26.2217.4%6.7%25.2%14.7%24.4%1.9%1.4%551.4M-8.39B-35.8M0.987.56935,740919,2805,513,1005,053,480
2014-02-27$30.45$26.2217.8%6.7%24.3%16.7%23.8%1.6%1.1%547.5M-8.18B-36.0M0.797.95753,120597,2005,624,9805,306,660
2014-02-28$30.36$26.2217.5%6.7%23.1%15.1%23.4%2.4%1.5%95.5M-7.53B-35.5M1.067.611,468,0601,562,9205,788,2205,427,260