GOOG Options History — April 2014

In April 2014, GOOG traded between $25.81 and $56.76. ATM implied volatility averaged 31.3%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 291.1% (HV 20d: 322.5%). Max pain ranged from $15.00 to $52.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2014-04-17: Highest Volume — 1,839,040 contracts
  • 2014-04-17: Largest IV drop — 32.9% change
  • 2014-04-03: Highest IV Rank — 100.0%
  • 2014-04-03: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.71$25.81$56.76$56.74$26.33
Max Pain$26.36$15.00$52.50$52.50$24.00
ATM IV31.3%21.2%45.6%30.6%21.2%
Expected Move7.6%7.0%10.3%7.3%7.0%
HV 20d322.5%242.5%354.0%242.5%245.8%
HV 60d195.7%140.6%201.8%140.6%201.3%
IV Rank58.2%19.5%100.0%83.0%19.5%
IV Percentile82.9%54.0%100.0%96.0%54.0%
Term Structure-2.0%-10.0%0.9%-1.4%-0.1%
VWIV26.5%24.1%35.4%25.4%24.5%
Skew 25d2.0%0.8%3.3%3.3%2.1%
Skew 10d2.5%-4.0%5.2%4.8%4.6%
Call IV 25d27.9%20.5%38.0%29.2%20.5%
Put IV 25d29.8%22.6%40.4%32.5%22.6%
Bid-Ask Spread %17.144.7486.317.0212.99
Gamma HHI0.070.030.140.040.05
Net GEX19.0M-72.4M111.5M98.2M43.9M
Net DEX-269.4M-2.07B400.3M-1.95B-234.1M
Net VEX-6.6M-42.6M0-42.5M-4.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.371.130.770.67
Total Volume499,923.8113,9001,839,040732,340318,120
Total OI1,519,999.04805,629,4405,467,7801,952,840

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-04-01$56.74$52.5030.6%7.3%242.5%83.0%25.4%3.3%-1.4%98.2M-1.95B-42.5M0.777.02412,800319,5403,052,0402,415,740
2014-04-02$56.76$52.5030.4%7.3%242.5%81.9%26.2%2.5%-1.6%111.5M-2.07B-42.6M1.116.81331,480368,9403,140,8602,488,580
2014-04-03$28.49$0.0036.0%10.3%352.7%100.0%35.4%1.3%-10.0%0000.9386.317,2206,68000
2014-04-04$27.16$27.0042.3%9.1%353.0%100.0%31.7%1.3%-5.0%254.1K-82.5K-31.7K0.7644.14159,580122,0606,9006,240
2014-04-07$26.91$27.5045.4%9.4%353.0%100.0%32.9%1.8%-4.4%2.1M6.4M-574.6K0.3755.55215,70079,260122,620102,520
2014-04-08$27.75$0.0044.7%7.3%353.3%97.7%25.5%2.5%-3.9%13.0M-186.4M-1.4M0.634.74133,32083,440262,660151,480
2014-04-09$28.21$26.7545.6%7.3%353.3%100.0%24.8%3.1%-4.1%15.7M-270.0M-1.6M0.399.45113,70044,080298,300191,440
2014-04-10$27.05$27.2537.7%7.5%353.6%73.8%26.6%2.5%-2.2%9.3M-112.2M-1.6M0.4810.52207,10099,680331,820208,700
2014-04-11$26.53$15.0038.5%7.6%353.6%76.5%26.4%2.4%-2.9%10.2M-68.7M-2.0M0.4210.64148,60061,860433,080256,040
2014-04-14$26.63$17.0035.8%7.4%353.5%67.6%24.8%1.6%-1.6%13.9M-103.5M-2.1M0.719.31263,020186,060501,880284,980
2014-04-15$26.82$21.0034.6%7.5%353.5%63.8%24.6%2.6%-1.2%14.1M-115.3M-2.8M0.719.33232,440165,400592,840408,180
2014-04-16$27.83$22.5033.6%7.3%353.8%60.5%24.1%3.1%-2.1%34.9M-501.8M-3.2M0.4711.11695,080330,100684,640479,440
2014-04-17$26.80$22.5022.6%7.3%354.0%24.2%25.4%1.2%0.9%-388.4K-84.5M-3.1M0.7410.601,058,000781,0401,007,040643,140
2014-04-21$26.43$22.7523.7%7.2%354.0%27.8%24.9%0.8%-0.8%12.5M-43.2M-3.8M0.8612.00263,140225,540822,060526,360
2014-04-22$26.74$23.7521.9%7.2%354.0%21.9%25.6%1.4%0.3%42.6M-228.8M-4.2M0.538.23282,020148,440930,300643,140
2014-04-23$26.35$23.7522.3%7.2%354.0%23.3%24.5%1.3%-0.2%10.3M-11.4M-4.1M0.649.63198,180125,8801,037,920674,980
2014-04-24$26.26$23.7522.6%7.1%353.9%24.4%26.3%1.4%-0.6%-4.5M54.8M-4.1M0.948.81229,420215,5801,086,600709,020
2014-04-25$25.81$23.7523.5%7.2%245.7%27.2%25.6%1.0%-0.7%-72.4M400.3M-4.2M1.1310.99359,000406,8601,119,460795,920
2014-04-28$25.86$23.7523.6%7.2%245.7%27.5%25.8%1.6%-0.1%-2.4M148.1M-4.4M0.7810.50366,960285,220970,960689,380
2014-04-29$26.39$23.7521.5%7.1%246.3%20.7%25.4%2.3%0.1%45.1M-289.0M-4.8M0.4111.37317,560130,3001,107,440782,440
2014-04-30$26.33$24.0021.2%7.0%245.8%19.5%24.5%2.1%-0.1%43.9M-234.1M-4.9M0.6712.99190,440127,6801,132,380820,460