GOOG Options History — October 2014 In October 2014, GOOG traded between $25.56 and $28.87. ATM implied volatility averaged 25.4%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 1.5% (HV 20d: 23.9%). Max pain ranged from $27.00 to $28.75. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.75.
Notable Days 2014-10-17 : Highest Volume — 1,399,360 contracts2014-10-17 : Largest IV drop — 30.2% change2014-10-16 : Highest IV Rank — 73.3%2014-10-15 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.39 $25.56 $28.87 $28.41 $27.96 Max Pain $27.96 $27.00 $28.75 $28.75 $27.00 ATM IV 25.4% 16.8% 37.5% 26.5% 16.8% Expected Move 7.0% 6.2% 8.4% 6.6% 6.2% HV 20d 23.9% 16.6% 28.9% 16.7% 28.8% HV 60d 19.1% 17.0% 21.1% 17.3% 20.4% IV Rank 33.5% 5.1% 73.3% 37.1% 5.1% IV Percentile 68.7% 16.3% 97.6% 83.7% 16.3% Term Structure -0.6% -2.2% 0.8% -0.8% 0.6% VWIV 24.4% 22.1% 29.0% 23.2% 22.1% Skew 25d 3.1% 2.2% 5.2% 3.3% 2.2% Skew 10d 5.2% 1.8% 11.9% 3.0% 5.5% Call IV 25d 24.2% 15.9% 36.9% 24.7% 15.9% Put IV 25d 27.3% 18.0% 40.6% 28.0% 18.0% Bid-Ask Spread % 29.14 20.58 38.46 23.28 35.39 Gamma HHI 0.07 0.03 0.28 0.04 0.09 Net GEX 51.8M -48.3M 180.2M -4.7M 140.6M Net DEX 134.2M -1.41B 1.61B -65.7M -1.41B Net VEX -10.5M -11.2M -9.0M -10.0M -11.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.41 1.13 0.46 0.41 Total Volume 688,313.043 298,220 1,399,360 501,640 1,169,320 Total OI 3,593,514.783 2,953,820 4,140,560 3,034,100 4,140,560
Daily Data (23 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 2014-10-01 $28.41 $28.75 26.5% 6.6% 16.7% 37.1% 23.2% 3.3% -0.8% -4.7M -65.7M -10.0M 0.46 23.28 343,720 157,920 1,654,200 1,379,900 2014-10-02 $28.50 $28.75 26.1% 6.6% 16.6% 35.8% 23.8% 3.3% -0.7% 25.9M -196.9M -10.1M 0.47 22.11 346,960 162,660 1,770,360 1,426,260 2014-10-03 $28.76 $28.75 25.2% 6.5% 16.7% 32.7% 22.9% 3.0% -0.8% 150.2M -655.0M -10.3M 1.13 21.14 268,720 303,300 1,865,880 1,451,500 2014-10-06 $28.87 $28.75 25.5% 6.6% 16.6% 33.7% 23.1% 3.3% -0.6% 77.0M -667.0M -10.3M 0.68 22.19 177,300 120,920 1,601,640 1,352,180 2014-10-07 $28.19 $28.75 28.4% 7.0% 17.8% 43.2% 24.7% 2.2% -1.1% 7.4M -14.0M -10.2M 0.62 20.58 316,780 197,460 1,655,940 1,409,920 2014-10-08 $28.64 $28.75 26.2% 6.8% 18.8% 36.2% 23.8% 3.7% -0.7% 87.2M -298.8M -10.6M 0.68 21.64 459,820 313,340 1,780,000 1,574,000 2014-10-09 $28.10 $28.75 29.0% 7.2% 19.9% 45.4% 24.9% 3.3% -1.1% -3.3M 331.9M -10.5M 0.79 20.86 475,400 375,720 1,838,700 1,624,780 2014-10-10 $27.64 $28.50 31.3% 7.4% 20.4% 52.9% 25.5% 2.8% -1.4% -31.0M 777.6M -11.0M 0.73 24.74 388,600 281,760 2,009,140 1,736,780 2014-10-13 $26.66 $28.25 36.5% 8.1% 23.7% 69.9% 28.5% 5.1% -2.2% -16.9M 760.3M -10.5M 0.90 23.95 303,420 272,020 1,771,240 1,537,640 2014-10-14 $27.24 $28.25 32.3% 7.7% 24.8% 56.0% 26.8% 3.9% -1.8% -1.5M 616.8M -11.2M 0.77 26.20 223,240 171,560 1,875,980 1,708,220 2014-10-15 $26.55 $28.25 37.0% 8.4% 25.6% 71.7% 29.0% 5.2% -2.2% -13.6M 1.05B -10.9M 0.78 32.74 417,600 326,560 1,926,040 1,738,140 2014-10-16 $26.23 $28.00 37.5% 8.2% 25.3% 73.3% 27.9% 3.7% -2.1% -8.0M 880.1M -10.5M 0.71 37.74 683,600 483,720 1,982,180 1,660,640 2014-10-17 $25.56 $28.00 26.2% 7.4% 25.4% 36.1% 25.6% 2.5% -0.9% -48.3M 1.61B -9.0M 1.12 37.42 661,520 737,840 2,277,200 1,817,540 2014-10-20 $26.07 $27.50 22.8% 7.0% 27.0% 24.9% 24.3% 2.6% -0.1% -144.0K 964.6M -9.8M 0.68 28.38 431,100 292,360 1,854,080 1,595,140 2014-10-21 $26.27 $27.50 21.7% 6.8% 27.4% 21.3% 23.9% 2.9% 0.1% 31.0M 747.8M -10.1M 0.81 29.01 267,460 216,400 1,969,460 1,680,360 2014-10-22 $26.63 $27.50 21.7% 6.7% 27.5% 21.3% 23.7% 2.9% -0.3% 59.7M 347.7M -10.5M 0.98 34.69 435,720 426,320 2,010,980 1,731,020 2014-10-23 $27.20 $27.50 19.8% 6.6% 28.2% 15.1% 23.0% 2.6% -0.2% 102.1M -280.7M -11.0M 0.76 32.70 437,340 333,940 2,104,060 1,842,700 2014-10-24 $27.01 $27.25 19.6% 6.6% 28.1% 14.4% 23.2% 2.7% 0.0% 133.5M 33.5M -10.8M 0.76 31.39 454,480 345,040 2,182,540 1,928,600 2014-10-27 $27.04 $27.25 20.1% 6.6% 28.2% 16.0% 23.3% 2.6% 0.2% 62.6M 127.3M -11.0M 0.73 33.66 248,480 181,260 1,948,360 1,703,700 2014-10-28 $27.45 $27.00 18.1% 6.4% 28.9% 9.5% 22.7% 2.7% 0.7% 125.4M -615.6M -10.8M 0.86 38.20 169,440 145,560 2,020,940 1,655,440 2014-10-29 $27.49 $27.00 18.7% 6.5% 28.5% 11.3% 22.9% 2.4% 0.6% 135.3M -448.4M -10.9M 0.76 38.46 434,260 330,560 2,026,160 1,785,180 2014-10-30 $27.53 $27.00 17.6% 6.4% 28.4% 7.8% 22.7% 2.4% 0.8% 180.2M -506.9M -11.1M 0.72 33.64 314,840 225,860 2,170,560 1,875,000 2014-10-31 $27.96 $27.00 16.8% 6.2% 28.8% 5.1% 22.1% 2.2% 0.6% 140.6M -1.41B -11.0M 0.41 35.39 828,320 341,000 2,224,680 1,915,880
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