GOOG Options History — July 2015

In July 2015, GOOG traded between $25.86 and $33.62. ATM implied volatility averaged 22.7%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 14.4% (HV 20d: 37.1%). Max pain ranged from $26.25 to $31.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.09.

Notable Days

2015-07-17: Highest Volume — 3,306,500 contracts
2015-07-17: Largest IV drop — 14.3% change
2015-07-08: Highest IV Rank — 45.5%
2015-07-24: Largest Expected Move — 7.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.51	$25.86	$33.62	$26.08	$31.31
Max Pain	$28.10	$26.25	$31.00	$26.75	$30.50
ATM IV	22.7%	20.2%	24.8%	24.3%	20.2%
Expected Move	6.3%	5.6%	7.0%	6.7%	5.7%
HV 20d	37.1%	12.1%	60.5%	13.9%	59.9%
HV 60d	27.6%	17.8%	37.3%	17.9%	36.6%
IV Rank	36.7%	25.9%	45.5%	43.5%	25.9%
IV Percentile	64.0%	47.6%	76.6%	69.8%	47.6%
Term Structure	-0.6%	-1.6%	0.2%	-1.0%	-0.1%
VWIV	22.3%	19.3%	24.9%	23.7%	19.8%
Skew 25d	1.8%	1.3%	2.6%	1.9%	1.5%
Skew 10d	3.6%	2.4%	6.6%	2.9%	2.6%
Call IV 25d	22.1%	19.6%	24.2%	23.4%	19.7%
Put IV 25d	23.9%	21.1%	26.2%	25.4%	21.2%
Bid-Ask Spread %	36.41	10.89	61.50	55.24	52.80
Gamma HHI	0.06	0.04	0.17	0.05	0.17
Net GEX	40.4M	-56.6M	171.3M	-27.3M	-18.9M
Net DEX	-1.60B	-7.02B	530.5M	393.1M	-1.41B
Net VEX	-10.1M	-12.4M	-7.8M	-8.5M	-11.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.54	1.54	1.39	1.30
Total Volume	1,037,345.455	531,740	3,306,500	629,320	820,580
Total OI	3,625,820	2,903,680	4,449,200	3,151,960	4,180,060

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
2015-07-01	$26.08	$26.75	24.3%	6.7%	13.9%	43.5%	23.7%	1.9%	-1.0%	-27.3M	393.1M	-8.5M	1.39	55.24	263,580	365,740	1,677,040	1,474,920
2015-07-02	$26.19	$26.63	23.5%	5.6%	13.8%	40.4%	19.3%	1.5%	-1.2%	22.1M	264.1M	-8.7M	1.06	61.50	358,140	380,720	1,761,420	1,555,520
2015-07-06	$26.13	$26.50	23.6%	6.3%	13.8%	40.5%	22.5%	2.3%	-0.8%	-5.2M	281.4M	-8.7M	1.31	28.78	229,700	302,040	1,568,520	1,335,160
2015-07-07	$26.23	$26.50	23.6%	6.3%	13.2%	40.4%	22.4%	1.9%	-1.0%	17.9M	160.7M	-8.7M	1.27	15.70	329,860	419,440	1,636,020	1,387,780
2015-07-08	$25.86	$26.50	24.8%	6.7%	14.1%	45.5%	23.5%	2.4%	-0.9%	-28.9M	530.5M	-8.6M	1.22	10.89	272,060	331,060	1,721,980	1,483,560
2015-07-09	$26.08	$26.50	24.3%	6.5%	12.1%	43.4%	22.6%	2.6%	-0.6%	15.7M	253.4M	-8.6M	1.18	17.10	261,040	307,420	1,802,340	1,528,340
2015-07-10	$26.59	$26.25	23.2%	6.3%	13.9%	38.9%	22.0%	2.2%	-1.1%	95.5M	-456.0M	-8.9M	0.99	17.50	429,480	425,420	1,840,800	1,534,620
2015-07-13	$27.34	$26.25	22.1%	6.1%	17.0%	34.4%	21.6%	2.0%	-0.4%	104.8M	-986.0M	-9.2M	0.95	21.33	434,320	411,400	1,758,620	1,399,520
2015-07-14	$28.03	$26.25	22.9%	6.3%	18.5%	37.7%	22.8%	2.3%	-0.9%	171.3M	-1.95B	-9.7M	0.73	19.78	687,160	500,640	1,994,100	1,493,780
2015-07-15	$28.00	$26.25	21.8%	6.0%	18.6%	32.8%	21.5%	2.1%	-0.9%	155.2M	-1.74B	-9.4M	1.54	19.30	319,040	492,180	1,980,660	1,598,280
2015-07-16	$28.85	$26.50	24.4%	6.6%	20.9%	43.9%	23.2%	2.0%	-1.6%	150.1M	-2.64B	-9.5M	0.54	26.86	1,304,800	698,300	2,027,520	1,744,540
2015-07-17	$33.62	$26.75	20.9%	5.9%	56.8%	29.0%	21.8%	1.6%	-0.7%	42.0M	-7.02B	-7.8M	0.63	49.50	2,032,180	1,274,320	2,421,340	2,027,860
2015-07-20	$33.12	$28.00	20.6%	5.9%	57.5%	27.7%	20.8%	1.3%	-0.0%	24.4M	-3.60B	-9.0M	0.89	49.49	709,440	634,660	1,617,580	1,483,300
2015-07-21	$33.18	$29.00	21.7%	6.2%	57.5%	32.6%	21.9%	1.5%	-0.1%	48.9M	-3.64B	-10.5M	1.11	43.02	461,020	513,360	1,887,360	1,746,020
2015-07-22	$33.12	$30.00	21.7%	6.2%	57.6%	32.3%	21.8%	1.6%	0.0%	41.6M	-3.54B	-11.3M	1.01	48.08	578,440	583,500	2,009,720	1,901,540
2015-07-23	$32.18	$30.00	23.8%	6.9%	59.0%	41.6%	24.1%	1.7%	-0.6%	-56.6M	-2.29B	-11.9M	0.88	39.73	747,900	656,220	2,104,220	2,027,280
2015-07-24	$31.21	$30.00	24.5%	7.0%	60.5%	44.6%	24.9%	1.6%	-0.0%	-12.0M	-1.05B	-12.4M	1.51	38.44	594,380	896,740	2,276,660	2,134,620
2015-07-27	$31.38	$30.25	23.8%	6.9%	60.3%	41.4%	24.2%	1.6%	-0.4%	19.4M	-1.50B	-12.4M	1.01	42.52	389,480	395,300	1,939,660	1,729,840
2015-07-28	$31.41	$31.00	23.0%	6.6%	59.5%	38.0%	23.4%	1.3%	-0.6%	23.5M	-1.54B	-12.4M	1.27	44.48	280,860	357,320	2,050,220	1,820,340
2015-07-29	$31.67	$31.00	20.5%	6.0%	59.4%	27.3%	21.2%	1.9%	0.2%	43.7M	-1.81B	-12.2M	1.08	49.69	319,140	344,640	2,095,600	1,896,320
2015-07-30	$31.72	$30.88	20.3%	5.8%	59.3%	26.6%	20.5%	1.5%	-0.2%	62.2M	-1.93B	-12.2M	1.05	49.18	346,120	362,460	2,149,200	1,964,260
2015-07-31	$31.31	$30.50	20.2%	5.7%	59.9%	25.9%	19.8%	1.5%	-0.1%	-18.9M	-1.41B	-11.9M	1.30	52.80	356,140	464,440	2,193,820	1,986,240