GOOG Options History — June 2014

In June 2014, GOOG traded between $27.15 and $28.93. ATM implied volatility averaged 22.7%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 4.3% (HV 20d: 18.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.75.

Notable Days

2014-06-25: Highest Volume — 696,220 contracts
2014-06-16: Largest IV spike — 18.3% change
2014-06-24: Highest IV Rank — 39.2%
2014-06-17: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.92	$27.15	$28.93	$27.70	$28.76
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	22.7%	17.9%	27.2%	19.5%	25.5%
Expected Move	6.5%	6.4%	6.6%	6.5%	6.4%
HV 20d	18.4%	15.7%	21.7%	20.7%	17.3%
HV 60d	179.4%	25.8%	201.6%	201.6%	25.8%
IV Rank	24.6%	8.6%	39.2%	14.1%	33.8%
IV Percentile	59.5%	27.4%	82.9%	44.8%	75.4%
Term Structure	1.1%	-1.9%	7.1%	-0.4%	-1.3%
VWIV	23.5%	22.7%	25.5%	23.0%	22.7%
Skew 25d	2.7%	1.7%	4.6%	2.5%	2.9%
Skew 10d	5.1%	2.8%	6.7%	5.4%	5.7%
Call IV 25d	21.7%	17.1%	25.9%	18.8%	24.1%
Put IV 25d	24.5%	19.3%	29.7%	21.2%	27.0%
Bid-Ask Spread %	11.06	8.43	15.86	11.41	11.23
Gamma HHI	0.14	0.05	0.24	0.16	0.08
Net GEX	108.1M	43.7M	228.7M	92.3M	69.7M
Net DEX	-1.06B	-1.47B	-384.8M	-1.01B	-1.09B
Net VEX	-6.9M	-7.4M	-6.2M	-6.2M	-7.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.49	1.00	0.94	0.75
Total Volume	451,224.762	261,420	696,220	574,720	336,640
Total OI	2,438,200.952	1,918,080	2,800,740	1,960,280	2,254,080

Daily Data (21 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
2014-06-02	$27.70	$25.00	19.5%	6.5%	20.7%	14.1%	23.0%	2.5%	-0.4%	92.3M	-1.01B	-6.2M	0.94	11.41	295,780	278,940	1,178,940	781,340
2014-06-03	$27.25	$25.00	19.5%	6.5%	21.7%	14.0%	23.3%	1.8%	-0.3%	51.1M	-569.9M	-6.4M	0.98	8.43	182,320	179,520	1,282,200	908,420
2014-06-04	$27.23	$25.00	19.8%	6.6%	19.5%	15.0%	23.9%	2.4%	-0.2%	43.7M	-562.0M	-6.6M	0.75	10.21	214,020	160,100	1,356,780	986,620
2014-06-05	$27.70	$25.00	18.7%	6.6%	19.4%	11.3%	22.9%	2.1%	-0.3%	136.8M	-1.19B	-6.7M	0.68	15.86	335,060	229,360	1,436,280	1,036,140
2014-06-06	$27.82	$25.00	18.1%	6.5%	19.4%	9.6%	22.8%	1.7%	-0.3%	164.1M	-1.38B	-6.8M	0.56	11.39	333,840	187,680	1,489,660	1,086,020
2014-06-09	$28.11	$25.00	18.2%	6.5%	19.1%	9.6%	22.9%	2.9%	6.3%	134.6M	-1.47B	-6.5M	0.84	11.54	202,420	170,220	1,330,220	962,800
2014-06-10	$28.03	$25.00	18.0%	6.5%	18.1%	9.0%	23.0%	2.0%	6.2%	134.7M	-1.36B	-6.7M	0.72	8.65	152,420	109,000	1,378,580	1,046,360
2014-06-11	$27.94	$25.00	17.9%	6.5%	18.2%	8.6%	23.0%	2.4%	7.1%	144.0M	-1.27B	-6.8M	0.73	9.38	174,920	126,920	1,424,080	1,091,840
2014-06-12	$27.57	$25.00	20.2%	6.5%	18.4%	16.2%	22.8%	2.6%	6.3%	72.3M	-774.1M	-6.8M	0.82	9.73	279,800	228,340	1,471,420	1,117,900
2014-06-13	$27.59	$25.00	21.2%	6.6%	17.5%	19.5%	24.7%	2.5%	6.9%	63.9M	-823.4M	-6.9M	1.00	9.61	214,280	213,880	1,545,680	1,186,140
2014-06-16	$27.21	$25.00	25.1%	6.6%	18.5%	32.3%	25.5%	2.6%	-0.5%	78.2M	-450.2M	-6.8M	0.98	9.57	208,380	204,940	1,376,020	1,067,740
2014-06-17	$27.15	$25.00	25.6%	6.6%	17.8%	34.1%	23.3%	2.8%	-0.0%	73.7M	-384.8M	-7.0M	0.72	10.01	164,940	118,560	1,450,960	1,162,740
2014-06-18	$27.67	$25.00	25.7%	6.6%	18.9%	34.3%	23.3%	2.8%	0.2%	159.2M	-1.08B	-7.1M	0.49	15.61	316,840	155,860	1,497,420	1,207,920
2014-06-19	$27.75	$25.00	26.5%	6.6%	18.0%	37.0%	23.6%	3.2%	0.3%	228.7M	-1.27B	-6.9M	0.67	11.63	222,260	148,920	1,531,960	1,191,140
2014-06-20	$27.82	$25.00	25.8%	6.5%	17.7%	34.9%	23.2%	2.9%	-1.0%	167.0M	-1.42B	-6.8M	0.52	11.60	312,820	161,960	1,565,180	1,235,560
2014-06-23	$28.25	$25.00	27.1%	6.6%	17.8%	38.9%	24.7%	4.6%	-0.4%	51.8M	-851.3M	-6.8M	0.68	10.92	300,480	204,660	1,007,400	910,680
2014-06-24	$28.23	$25.00	27.2%	6.5%	15.7%	39.2%	24.0%	3.2%	-1.9%	61.4M	-907.0M	-6.9M	0.75	10.65	318,720	239,420	1,116,180	1,010,200
2014-06-25	$28.93	$25.00	25.9%	6.5%	17.7%	35.0%	22.8%	3.3%	-1.3%	99.0M	-1.47B	-7.1M	0.70	11.40	409,920	286,300	1,183,360	1,113,260
2014-06-26	$28.80	$25.00	26.4%	6.5%	17.7%	36.6%	24.3%	3.0%	-1.1%	103.7M	-1.37B	-7.4M	0.69	10.79	330,100	228,920	1,295,940	1,249,220
2014-06-27	$28.86	$25.00	25.2%	6.4%	17.7%	32.8%	22.8%	3.0%	-0.8%	140.5M	-1.47B	-7.4M	0.77	12.71	303,260	233,000	1,364,660	1,313,180
2014-06-30	$28.76	$25.00	25.5%	6.4%	17.3%	33.8%	22.7%	2.9%	-1.3%	69.7M	-1.09B	-7.2M	0.75	11.23	192,680	143,960	1,159,600	1,094,480