GOOG Options History — April 2015

In April 2015, GOOG traded between $26.17 and $28.25. ATM implied volatility averaged 23.0%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.6% (HV 20d: 18.4%). Max pain ranged from $26.50 to $28.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.83.

Notable Days

  • 2015-04-23: Highest Volume — 1,944,820 contracts
  • 2015-04-24: Largest IV drop — 26.9% change
  • 2015-04-17: Highest IV Rank — 48.0%
  • 2015-04-30: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.02$26.17$28.25$27.12$26.82
Max Pain$27.48$26.50$28.50$28.25$28.00
ATM IV23.0%14.1%26.1%25.1%14.1%
Expected Move7.0%4.9%9.8%7.6%9.8%
HV 20d18.4%15.1%22.6%19.0%22.6%
HV 60d21.7%19.4%22.7%22.7%20.0%
IV Rank30.3%0.0%48.0%31.9%0.0%
IV Percentile60.2%0.0%85.3%73.0%0.0%
Term Structure-0.8%-13.7%13.4%-0.9%-13.7%
VWIV23.8%17.4%27.8%26.2%25.0%
Skew 25d1.9%-2.8%3.5%2.8%2.8%
Skew 10d4.7%-0.2%17.9%5.5%-0.2%
Call IV 25d23.0%14.4%26.0%23.8%23.5%
Put IV 25d24.8%18.0%27.7%26.6%26.4%
Bid-Ask Spread %16.3510.8629.4019.8615.71
Gamma HHI0.090.030.570.040.03
Net GEX71.9M-45.8M384.5M-33.3M10.9M
Net DEX-12.0M-2.67B1.45B605.6M-40.8M
Net VEX-13.7M-16.8M-6.1M-13.8M-6.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.830.611.210.921.09
Total Volume882,182.857371,2401,944,820812,280805,020
Total OI4,070,545.7141,957,3404,961,1203,855,9001,957,340

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-04-01$27.12$28.2525.1%7.6%19.0%31.9%26.2%2.8%-0.9%-33.3M605.6M-13.8M0.9219.86423,220389,0601,929,3001,926,600
2015-04-02$26.80$28.5025.4%6.9%19.1%32.9%23.9%2.7%-1.1%-36.7M1.05B-14.1M0.6115.55692,220418,9802,060,0602,044,960
2015-04-06$26.85$28.0025.9%7.0%18.8%34.4%24.6%2.4%-1.3%155.8K816.5M-14.0M0.8413.81363,120305,7601,997,0001,989,240
2015-04-07$26.86$28.0025.4%6.9%18.7%32.8%23.9%2.4%-1.5%28.2M755.6M-13.8M1.0113.46302,720306,4802,116,8002,036,640
2015-04-08$27.08$28.0024.4%6.8%17.2%29.5%23.7%2.3%-0.9%56.7M425.6M-14.1M0.6311.84227,380143,8602,194,6402,117,680
2015-04-09$27.00$28.0024.3%6.8%17.1%29.2%23.8%2.2%-0.9%27.9M616.2M-13.9M1.0210.86283,780289,4002,222,5402,151,020
2015-04-10$26.98$28.0023.9%6.6%16.8%27.7%23.2%2.2%-1.0%384.5M632.1M-13.6M0.9114.81350,620319,5002,279,1802,172,780
2015-04-13$26.96$28.0023.5%6.6%16.0%34.7%23.3%2.1%-0.7%14.1M697.1M-13.2M1.2115.59238,580288,3602,080,4402,029,340
2015-04-14$26.50$28.0024.7%7.0%16.2%39.9%24.5%2.2%-1.2%-45.8M1.30B-12.9M0.7815.70452,680355,2202,138,9202,081,580
2015-04-15$26.63$27.5024.6%7.0%16.3%41.2%24.3%2.0%-0.9%-15.5M1.02B-13.7M0.7216.87553,140400,9202,326,4002,150,900
2015-04-16$26.73$27.5024.8%7.1%15.1%42.0%24.8%2.0%-0.9%10.9M777.7M-13.7M0.8223.90381,120313,1002,426,0202,215,680
2015-04-17$26.17$27.2526.1%7.6%16.5%48.0%26.3%1.7%-1.1%-37.6M1.45B-13.3M0.8212.91619,080509,3602,520,2202,211,460
2015-04-20$26.77$26.5024.1%7.2%18.7%38.8%24.9%1.6%-1.1%45.4M-193.5M-14.2M0.9129.40330,060301,3601,847,1001,667,180
2015-04-21$26.71$26.5025.7%7.8%18.7%46.0%26.6%1.7%-1.3%52.5M-233.8M-14.4M0.8413.39392,900330,9601,970,2001,710,840
2015-04-22$26.98$26.5025.7%7.8%17.4%46.4%27.2%1.0%-1.4%83.5M-642.1M-15.3M0.6214.56434,580271,5402,191,2601,769,920
2015-04-23$27.36$26.7525.7%8.1%17.1%46.1%27.8%0.3%-1.4%114.9M-1.13B-15.9M0.6321.911,191,840752,9802,342,0801,806,200
2015-04-24$28.25$26.8818.8%5.3%20.6%14.7%18.9%0.8%0.0%294.1M-2.67B-16.7M0.7315.771,077,820782,6202,795,6602,165,460
2015-04-27$27.70$27.2517.9%4.9%21.3%10.9%17.4%2.9%0.8%229.7M-2.37B-16.8M0.7113.99702,600495,7202,666,2601,950,380
2015-04-28$27.65$26.8816.5%6.0%21.2%4.2%21.5%-2.8%0.4%203.9M-2.06B-15.1M0.7419.37524,360386,1802,438,4801,765,440
2015-04-29$27.48$26.7516.5%7.0%21.2%4.2%18.7%3.5%13.4%122.1M-1.06B-9.7M0.9114.18427,200390,4401,765,5401,252,720
2015-04-30$26.82$28.0014.1%9.8%22.6%0.0%25.0%2.8%-13.7%10.9M-40.8M-6.1M1.0915.71385,180419,840987,720969,620