GOOG Options History — August 2014

In August 2014, GOOG traded between $28.14 and $29.34. ATM implied volatility averaged 18.1%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 0.9% (HV 20d: 19.0%). Max pain ranged from $28.00 to $28.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2014-08-01: Highest Volume — 778,040 contracts
  • 2014-08-13: Largest IV drop — 7.5% change
  • 2014-08-07: Highest IV Rank — 21.3%
  • 2014-08-07: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.68$28.14$29.34$28.30$28.58
Max Pain$28.20$28.00$28.50$28.50$28.25
ATM IV18.1%15.5%21.7%21.3%16.6%
Expected Move6.4%6.0%6.8%6.6%6.2%
HV 20d19.0%14.2%22.3%21.7%14.2%
HV 60d18.4%17.4%19.3%19.1%17.4%
IV Rank9.4%1.0%21.3%20.1%4.4%
IV Percentile26.2%0.8%58.3%56.7%12.3%
Term Structure0.2%-0.4%0.9%-0.4%0.2%
VWIV22.7%21.2%24.7%23.3%21.4%
Skew 25d1.8%1.3%2.4%2.4%2.0%
Skew 10d2.9%1.9%3.6%3.5%3.4%
Call IV 25d17.5%14.8%21.0%20.6%15.9%
Put IV 25d19.3%16.5%23.0%23.0%17.9%
Bid-Ask Spread %20.4112.2028.5513.9028.37
Gamma HHI0.060.040.200.050.05
Net GEX60.0M-35.9M211.6M-28.7M18.7M
Net DEX-622.8M-1.40B218.8M218.8M-404.1M
Net VEX-9.9M-10.5M-9.5M-9.5M-9.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.601.130.951.02
Total Volume404,858.095216,920778,040778,040425,380
Total OI3,167,0802,868,1603,510,7403,169,2603,510,740

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-08-01$28.30$28.5021.3%6.6%21.7%20.1%23.3%2.4%-0.4%-28.7M218.8M-9.5M0.9513.90398,700379,3401,715,6201,453,640
2014-08-04$28.66$28.5019.8%6.5%22.2%15.0%23.6%1.7%0.2%34.1M-595.7M-9.8M0.8513.18186,720158,5801,582,8401,304,600
2014-08-05$28.25$28.2521.1%6.6%21.7%19.4%23.1%1.7%-0.3%-3.9M-160.7M-9.6M1.0312.20169,500174,3001,620,6001,364,800
2014-08-06$28.32$28.2520.7%6.7%21.5%18.0%24.7%2.2%-0.1%5.0M-244.6M-9.7M0.8314.09150,280125,1001,679,6401,409,900
2014-08-07$28.17$28.2521.7%6.8%21.3%21.3%24.5%2.0%-0.2%-15.2M-107.5M-9.7M0.6714.24211,300141,9201,719,7201,438,040
2014-08-08$28.44$28.2520.4%6.7%21.0%16.9%24.7%2.0%0.4%35.7M-439.3M-9.8M0.7212.20344,360246,6001,801,0401,462,260
2014-08-11$28.39$28.2520.4%6.6%20.6%17.1%24.2%1.8%-0.1%26.5M-448.9M-9.8M0.8012.86168,440134,9201,693,7601,363,320
2014-08-12$28.14$28.2519.8%6.6%20.8%14.9%22.9%1.7%-0.0%-3.6M-188.8M-9.5M0.9016.55220,720198,7201,745,8201,412,900
2014-08-13$28.74$28.2518.3%6.4%22.3%10.0%22.1%1.7%0.3%99.6M-913.5M-10.5M0.6017.03317,340191,5001,869,3801,511,300
2014-08-14$28.73$28.2517.9%6.4%21.6%8.7%22.7%1.6%0.1%101.2M-885.2M-10.2M0.8219.00174,860143,8801,856,9401,511,480
2014-08-15$28.67$28.2517.4%6.3%16.8%7.2%22.5%1.8%0.1%101.3M-767.7M-10.0M0.8619.55366,440315,5801,892,7001,542,420
2014-08-18$29.11$28.2516.7%6.2%17.6%4.9%22.1%1.8%0.6%119.7M-1.11B-10.1M0.7923.51284,000225,2201,628,4801,239,680
2014-08-19$29.34$28.2515.8%6.2%17.5%1.9%21.9%1.8%0.8%163.8M-1.40B-10.2M0.6923.65190,480131,0801,702,1801,320,660
2014-08-20$29.22$28.0016.0%6.1%17.5%2.6%22.3%1.9%0.7%141.9M-1.23B-10.1M0.8526.11117,00099,9201,734,5801,361,780
2014-08-21$29.17$28.0015.7%6.1%17.5%1.3%21.2%1.6%0.9%140.2M-1.19B-10.2M0.8327.04129,220106,9001,776,5201,390,320
2014-08-22$29.13$28.0015.5%6.1%17.3%1.0%22.4%1.7%0.9%211.6M-1.12B-9.9M0.8026.00190,220151,5201,792,2401,409,960
2014-08-25$29.01$28.0015.8%6.1%17.3%2.0%21.7%1.7%0.3%93.6M-877.2M-9.6M0.7724.05221,060169,1401,651,9201,266,360
2014-08-26$28.89$28.0015.7%6.0%17.1%1.6%21.7%1.3%0.4%65.7M-721.4M-9.7M0.7128.27178,140126,2601,758,6201,366,820
2014-08-27$28.55$28.0016.4%6.1%17.5%3.9%21.7%1.7%0.3%-10.8M-313.5M-9.8M0.7828.55237,080185,7001,836,8401,416,400
2014-08-28$28.46$28.2516.5%6.1%14.6%4.2%21.3%1.9%0.2%-35.9M-173.4M-9.8M1.1328.28194,840219,7601,911,0401,480,820
2014-08-29$28.58$28.2516.6%6.2%14.2%4.4%21.4%2.0%0.2%18.7M-404.1M-9.9M1.0228.37210,480214,9001,980,6201,530,120