GOOG Options History — July 2014

In July 2014, GOOG traded between $28.55 and $29.80. ATM implied volatility averaged 21.7%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.4% (HV 20d: 18.3%). Max pain ranged from $25.00 to $29.25. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.81.

Notable Days

2014-07-18: Highest Volume — 1,684,400 contracts
2014-07-18: Largest IV drop — 35.0% change
2014-07-17: Highest IV Rank — 35.9%
2014-07-08: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.20	$28.55	$29.80	$29.13	$28.58
Max Pain	$26.55	$25.00	$29.25	$25.00	$28.50
ATM IV	21.7%	16.9%	26.1%	24.5%	20.4%
Expected Move	6.3%	5.9%	6.6%	6.4%	6.5%
HV 20d	18.3%	15.4%	21.6%	16.2%	21.6%
HV 60d	20.2%	18.2%	23.9%	23.9%	19.1%
IV Rank	21.2%	5.5%	35.9%	30.6%	17.0%
IV Percentile	50.4%	11.5%	82.5%	68.7%	52.4%
Term Structure	-0.6%	-1.9%	0.6%	-1.0%	-0.3%
VWIV	22.5%	21.0%	23.7%	22.6%	23.7%
Skew 25d	2.2%	1.1%	3.5%	2.8%	1.9%
Skew 10d	4.1%	1.5%	6.9%	6.3%	2.7%
Call IV 25d	20.8%	16.3%	24.8%	23.5%	19.7%
Put IV 25d	23.0%	17.9%	27.6%	26.3%	21.6%
Bid-Ask Spread %	14.78	9.42	22.20	10.23	14.92
Gamma HHI	0.11	0.05	0.58	0.12	0.05
Net GEX	96.9M	-61.3M	397.5M	138.4M	-61.3M
Net DEX	-1.17B	-2.22B	-111.3M	-1.49B	-111.3M
Net VEX	-7.9M	-9.2M	-7.1M	-7.3M	-9.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.36	1.33	0.59	1.11
Total Volume	498,146.364	238,040	1,684,400	493,880	617,900
Total OI	2,699,478.182	2,183,720	3,270,660	2,477,140	2,995,480

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
2014-07-01	$29.13	$25.00	24.5%	6.4%	16.2%	30.6%	22.6%	2.8%	-1.0%	138.4M	-1.49B	-7.3M	0.59	10.23	309,860	184,020	1,283,400	1,193,740
2014-07-02	$29.12	$25.00	24.8%	6.4%	16.2%	31.4%	22.9%	3.3%	-1.2%	145.1M	-1.46B	-7.5M	0.50	9.42	253,160	125,540	1,338,520	1,260,080
2014-07-03	$29.24	$25.00	24.5%	6.4%	15.4%	30.4%	21.9%	3.3%	-1.0%	397.5M	-1.61B	-7.4M	0.36	12.56	264,940	95,920	1,388,240	1,305,960
2014-07-07	$29.11	$25.25	24.6%	6.5%	15.6%	30.8%	22.7%	3.0%	-1.2%	101.6M	-1.25B	-7.3M	1.20	10.26	159,940	192,120	1,254,180	1,139,740
2014-07-08	$28.55	$25.50	26.0%	6.6%	17.1%	35.4%	23.5%	2.9%	-1.6%	28.1M	-662.4M	-7.5M	0.98	12.30	267,660	261,160	1,307,040	1,244,140
2014-07-09	$28.80	$25.50	25.5%	6.5%	17.2%	33.9%	23.6%	3.5%	-1.7%	47.9M	-915.5M	-7.8M	0.73	11.10	137,680	100,360	1,385,740	1,334,940
2014-07-10	$28.55	$25.50	25.4%	6.5%	17.5%	33.6%	23.1%	2.9%	-1.9%	5.8M	-631.8M	-7.6M	0.88	15.56	194,760	172,000	1,412,960	1,362,000
2014-07-11	$28.96	$25.50	24.6%	6.5%	17.2%	30.7%	22.1%	3.0%	-1.7%	67.8M	-1.15B	-7.5M	0.83	13.17	288,660	238,180	1,458,960	1,407,480
2014-07-14	$29.24	$25.50	24.5%	6.5%	17.4%	30.6%	23.4%	2.6%	-0.6%	64.1M	-1.25B	-7.5M	0.57	12.57	232,320	131,360	1,275,740	1,258,820
2014-07-15	$29.24	$25.50	24.9%	6.5%	16.3%	32.0%	23.2%	2.6%	-0.7%	75.8M	-1.34B	-7.7M	0.78	12.69	225,780	175,080	1,388,540	1,311,880
2014-07-16	$29.13	$25.50	25.2%	6.4%	16.4%	32.9%	23.1%	2.1%	-0.8%	78.0M	-1.33B	-8.0M	0.72	14.94	192,960	138,400	1,491,540	1,373,940
2014-07-17	$28.69	$25.50	26.1%	6.4%	16.7%	35.9%	22.7%	2.0%	-1.6%	57.3M	-876.4M	-7.7M	0.77	15.00	537,680	416,380	1,495,980	1,371,000
2014-07-18	$29.75	$25.50	17.0%	6.3%	20.7%	5.7%	22.8%	1.4%	0.6%	258.8M	-2.22B	-7.1M	0.70	20.20	992,380	692,020	1,719,860	1,550,800
2014-07-21	$29.47	$0.00	17.5%	5.9%	21.2%	7.5%	22.1%	1.6%	0.0%	85.1M	-1.13B	-7.4M	1.33	15.52	227,840	303,480	1,212,240	971,480
2014-07-22	$29.74	$27.50	18.0%	6.1%	20.9%	9.0%	21.0%	1.4%	0.1%	102.9M	-1.35B	-7.7M	0.68	22.20	435,620	295,460	1,265,420	1,122,060
2014-07-23	$29.80	$28.00	17.7%	6.0%	20.8%	8.2%	21.7%	1.1%	0.1%	133.0M	-1.50B	-8.4M	0.94	17.84	140,620	132,540	1,458,880	1,220,960
2014-07-24	$29.67	$28.00	17.3%	6.1%	19.3%	6.9%	21.4%	1.2%	0.2%	104.3M	-1.33B	-8.6M	0.87	18.52	139,900	121,340	1,495,920	1,279,760
2014-07-25	$29.45	$28.50	16.9%	6.1%	19.4%	5.5%	22.0%	1.7%	0.4%	48.8M	-1.02B	-8.4M	0.83	15.96	211,180	175,540	1,522,180	1,313,500
2014-07-28	$29.53	$29.25	17.0%	6.1%	19.4%	5.8%	21.7%	1.6%	0.3%	92.6M	-1.12B	-8.5M	0.64	15.05	318,940	205,240	1,364,340	1,138,900
2014-07-29	$29.28	$29.25	17.5%	6.2%	19.7%	7.3%	22.0%	1.3%	0.3%	75.0M	-959.1M	-9.2M	1.23	16.03	159,220	196,280	1,545,780	1,257,400
2014-07-30	$29.37	$28.75	17.2%	6.1%	19.2%	6.4%	21.6%	1.2%	0.1%	85.7M	-1.03B	-9.2M	0.68	19.14	176,900	120,900	1,570,240	1,338,760
2014-07-31	$28.58	$28.50	20.4%	6.5%	21.6%	17.0%	23.7%	1.9%	-0.3%	-61.3M	-111.3M	-9.2M	1.11	14.92	292,460	325,440	1,605,220	1,390,260