GOOG Options History — May 2015

In May 2015, GOOG traded between $26.16 and $27.12. ATM implied volatility averaged 17.9%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 4.3% (HV 20d: 22.1%). Max pain ranged from $25.75 to $28.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.94.

Notable Days

  • 2015-05-14: Highest Volume — 817,820 contracts
  • 2015-05-26: Largest IV spike — 12.7% change
  • 2015-05-07: Highest IV Rank — 22.2%
  • 2015-05-01: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.77$26.16$27.12$26.87$26.62
Max Pain$26.63$25.75$28.00$28.00$26.50
ATM IV17.9%16.5%19.3%18.4%17.2%
Expected Move5.4%4.7%9.8%9.8%4.9%
HV 20d22.1%17.0%25.0%22.2%17.0%
HV 60d20.0%19.2%20.4%19.9%19.4%
IV Rank16.2%10.4%22.2%18.3%13.2%
IV Percentile26.3%7.5%44.8%34.5%17.9%
Term Structure1.1%-0.4%8.0%1.7%-0.1%
VWIV18.6%16.5%25.6%25.6%16.8%
Skew 25d2.3%0.8%8.5%6.0%1.9%
Skew 10d1.1%-12.0%5.0%-10.5%3.7%
Call IV 25d17.1%16.0%19.2%16.3%16.5%
Put IV 25d19.5%17.5%24.7%22.2%18.4%
Bid-Ask Spread %41.7416.5959.9517.0249.13
Gamma HHI0.090.040.210.140.19
Net GEX30.1M-60.4M106.0M-18.4M-60.4M
Net DEX-20.3M-552.5M489.2M188.7M4.2M
Net VEX-4.3M-6.1M-1.2M-3.6M-5.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.461.351.030.85
Total Volume587,068313,840817,820793,220759,800
Total OI1,722,816566,1202,278,9601,586,4802,278,960

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-05-01$26.87$28.0018.4%9.8%22.2%18.3%25.6%6.0%1.7%-18.4M188.7M-3.6M1.0317.02390,560402,660675,720910,760
2015-05-04$27.04$27.0019.1%5.5%22.3%21.6%19.2%1.6%0.4%3.4M104.7M-1.2M0.4625.67248,760113,240262,780303,340
2015-05-05$26.55$25.7519.1%5.7%23.2%21.4%19.9%6.7%5.9%-7.0M315.8M-3.5M0.7159.95433,520308,640683,480868,560
2015-05-06$26.16$26.2519.2%5.8%23.5%22.0%20.4%8.5%8.0%-8.8M489.2M-3.7M1.1756.16306,620358,520881,380911,960
2015-05-07$26.55$26.2519.3%5.7%24.2%22.2%20.0%5.0%4.0%27.1M260.4M-3.9M1.1055.47284,340312,740936,960981,200
2015-05-08$26.91$26.7517.7%5.2%24.8%15.4%18.6%1.1%0.8%55.2M-150.8M-2.4M0.6655.17294,600194,860709,940537,240
2015-05-11$26.79$27.0018.0%5.3%24.8%16.7%18.5%1.0%0.7%37.4M57.3M-2.4M0.5224.56206,540107,300630,820472,040
2015-05-12$26.47$26.5019.3%5.5%24.4%22.2%19.4%0.9%0.0%7.0M400.2M-3.9M1.0148.98331,920336,180862,560987,940
2015-05-13$26.51$27.0018.4%5.4%24.3%18.3%18.9%1.2%0.4%3.8M435.6M-4.2M1.2542.63228,800286,900926,2001,058,440
2015-05-14$26.93$27.0017.5%5.0%25.0%14.4%18.0%1.3%-0.0%79.6M38.0M-4.2M1.1044.83389,960427,860953,1401,082,760
2015-05-15$26.71$26.5017.1%5.0%23.9%12.6%17.7%0.8%0.1%-8.5M231.6M-4.4M1.3546.19298,480402,520966,9001,119,140
2015-05-18$26.61$26.5016.6%4.8%22.6%10.8%17.1%1.3%-0.2%9.2M-65.8M-3.0M0.5616.59288,420162,780517,460457,040
2015-05-19$26.87$26.5017.3%5.0%22.8%13.7%17.6%1.4%0.1%49.9M-390.9M-4.6M0.6227.93237,680148,460718,080562,080
2015-05-20$26.99$26.5017.1%4.9%22.6%12.7%17.1%1.5%-0.1%71.4M-388.7M-6.1M0.9446.42306,920288,640945,1601,037,320
2015-05-21$27.12$26.5016.9%4.8%22.1%11.8%16.9%1.4%0.1%106.0M-552.5M-6.1M0.9742.75269,840262,500990,6201,073,500
2015-05-22$27.03$26.5016.5%4.7%18.4%10.4%16.5%1.4%0.2%95.8M-471.0M-6.1M1.1344.31311,680351,3601,016,8401,106,000
2015-05-26$26.66$26.5018.6%5.4%17.8%19.4%19.4%1.0%0.2%3.1M-34.7M-5.9M1.1241.80292,640329,200869,560995,260
2015-05-27$27.00$26.5017.4%5.0%18.5%13.9%17.5%1.5%0.1%62.3M-429.5M-5.8M0.9142.71274,380250,460964,1801,070,540
2015-05-28$27.00$26.5017.1%5.0%18.4%12.8%17.5%1.4%-0.4%93.8M-447.7M-5.8M1.2746.44238,720302,3601,018,7801,111,680
2015-05-29$26.62$26.5017.2%4.9%17.0%13.2%16.8%1.9%-0.1%-60.4M4.2M-5.8M0.8549.13409,960349,8401,076,5801,202,380