GOOG Options History — June 2015

In June 2015, GOOG traded between $26.07 and $27.04. ATM implied volatility averaged 19.6%, placing in the 23.4% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.8% (HV 20d: 14.8%). Max pain ranged from $26.50 to $26.75. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.11.

Notable Days

2015-06-19: Highest Volume — 989,820 contracts
2015-06-15: Largest IV spike — 19.6% change
2015-06-29: Highest IV Rank — 46.2%
2015-06-29: Largest Expected Move — 7.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.66	$26.07	$27.04	$26.67	$26.07
Max Pain	$26.72	$26.50	$26.75	$26.50	$26.75
ATM IV	19.6%	16.1%	24.9%	17.3%	24.7%
Expected Move	5.9%	4.7%	7.1%	5.0%	6.9%
HV 20d	14.8%	12.9%	17.3%	17.0%	13.9%
HV 60d	18.5%	17.6%	19.4%	19.4%	17.9%
IV Rank	23.4%	8.6%	46.2%	13.9%	45.4%
IV Percentile	39.6%	4.0%	77.0%	20.2%	75.4%
Term Structure	0.9%	-1.4%	4.4%	-0.0%	-0.9%
VWIV	20.7%	16.7%	24.9%	17.4%	24.5%
Skew 25d	1.6%	0.8%	2.5%	1.3%	2.5%
Skew 10d	3.1%	1.6%	4.9%	2.3%	3.7%
Call IV 25d	19.0%	15.4%	24.0%	16.9%	23.8%
Put IV 25d	20.6%	16.5%	26.3%	18.2%	26.3%
Bid-Ask Spread %	56.58	24.48	70.22	51.41	58.80
Gamma HHI	0.08	0.05	0.30	0.05	0.05
Net GEX	63.6M	-46.4M	234.6M	18.7M	-24.7M
Net DEX	-163.9M	-691.8M	432.7M	-171.9M	390.2M
Net VEX	-8.0M	-8.5M	-6.1M	-6.1M	-8.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.11	0.69	1.66	0.69	1.29
Total Volume	718,144.545	496,820	989,820	815,740	496,820
Total OI	2,990,959.091	1,961,560	3,652,120	2,092,840	3,081,040

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
2015-06-01	$26.67	$26.50	17.3%	5.0%	17.0%	13.9%	17.4%	1.3%	-0.0%	18.7M	-171.9M	-6.1M	0.69	51.41	482,180	333,560	997,040	1,095,800
2015-06-02	$26.96	$26.50	17.1%	4.8%	17.3%	12.6%	16.8%	1.8%	-0.4%	104.2M	-609.2M	-6.1M	0.90	24.48	282,840	255,240	1,087,880	873,680
2015-06-03	$27.00	$26.50	16.6%	4.7%	16.0%	10.5%	16.7%	1.1%	-0.1%	113.5M	-579.8M	-7.2M	1.00	42.77	359,380	359,780	1,286,300	1,357,660
2015-06-04	$26.80	$26.75	17.5%	6.1%	15.2%	14.7%	21.4%	1.3%	-0.1%	55.0M	-179.4M	-7.9M	0.79	58.54	448,220	352,000	1,409,000	1,452,240
2015-06-05	$26.70	$26.75	17.2%	6.0%	14.4%	13.2%	21.3%	1.8%	0.1%	24.6M	-56.3M	-8.2M	1.13	58.94	339,300	383,040	1,583,980	1,491,920
2015-06-08	$26.35	$26.75	17.5%	6.2%	14.3%	14.7%	21.4%	1.7%	4.0%	-12.2M	232.8M	-7.8M	0.91	58.77	390,780	354,600	1,415,940	1,382,500
2015-06-09	$26.34	$26.75	17.4%	6.0%	14.2%	14.0%	21.3%	1.1%	3.7%	-5.1M	214.9M	-8.2M	1.05	54.11	328,800	345,560	1,561,160	1,458,340
2015-06-10	$26.91	$26.75	16.1%	5.8%	15.5%	8.6%	20.6%	0.8%	3.8%	141.9M	-581.0M	-8.5M	1.02	58.08	397,880	404,660	1,643,560	1,509,340
2015-06-11	$26.72	$26.75	16.6%	5.7%	15.8%	10.6%	20.3%	1.0%	4.4%	116.9M	-290.6M	-8.4M	1.12	63.10	288,840	323,040	1,739,080	1,569,360
2015-06-12	$26.62	$26.75	17.3%	5.8%	14.7%	13.5%	20.1%	1.2%	4.3%	70.2M	-73.1M	-8.2M	0.89	55.01	404,780	359,600	1,778,980	1,595,840
2015-06-15	$26.38	$26.75	20.6%	6.2%	14.8%	28.0%	21.5%	1.5%	0.7%	5.5M	161.4M	-8.0M	1.18	61.16	324,500	381,280	1,623,520	1,456,900
2015-06-16	$26.40	$26.75	20.9%	6.1%	14.7%	29.1%	21.9%	1.8%	0.7%	6.6M	145.8M	-8.1M	1.05	58.61	319,660	336,900	1,707,240	1,540,680
2015-06-17	$26.49	$26.75	20.5%	5.9%	14.3%	27.5%	20.7%	1.6%	1.2%	26.0M	28.4M	-8.1M	0.98	63.77	367,620	361,740	1,776,520	1,587,240
2015-06-18	$26.83	$26.75	20.2%	5.7%	15.0%	25.9%	20.2%	1.6%	0.9%	185.4M	-657.2M	-8.3M	1.03	64.90	386,460	399,840	1,872,420	1,648,000
2015-06-19	$26.86	$26.75	19.7%	5.5%	14.9%	23.9%	19.7%	1.8%	2.0%	234.6M	-691.8M	-8.2M	0.95	70.22	508,880	480,940	1,927,360	1,724,760
2015-06-22	$27.01	$26.75	20.2%	5.4%	15.0%	26.0%	19.1%	1.6%	-0.3%	113.8M	-442.7M	-8.3M	1.31	56.27	280,100	366,900	1,404,540	1,246,400
2015-06-23	$27.04	$26.75	21.3%	5.8%	14.1%	30.8%	20.7%	1.5%	-0.6%	125.1M	-493.8M	-8.4M	1.34	57.51	303,600	406,740	1,467,180	1,289,600
2015-06-24	$26.90	$26.75	21.9%	6.0%	13.5%	33.1%	21.8%	1.6%	-0.7%	118.2M	-334.7M	-8.3M	1.66	55.04	216,560	359,700	1,538,040	1,422,100
2015-06-25	$26.78	$26.75	22.7%	6.1%	13.6%	36.9%	21.8%	2.1%	-1.4%	71.3M	-154.1M	-8.4M	1.57	59.03	266,300	417,840	1,588,940	1,500,980
2015-06-26	$26.60	$26.75	22.4%	6.2%	12.9%	35.7%	21.4%	2.5%	-1.2%	-46.4M	103.3M	-8.3M	1.29	60.17	305,280	394,700	1,630,180	1,621,220
2015-06-29	$26.09	$26.75	24.9%	7.1%	14.6%	46.2%	24.9%	1.9%	-0.7%	-43.2M	432.7M	-8.1M	1.30	54.08	401,600	521,140	1,456,660	1,399,980
2015-06-30	$26.07	$26.75	24.7%	6.9%	13.9%	45.4%	24.5%	2.5%	-0.9%	-24.7M	390.2M	-8.5M	1.29	58.80	217,040	279,780	1,634,320	1,446,720