GOOG Options History — October 2015

In October 2015, GOOG traded between $30.38 and $35.85. ATM implied volatility averaged 30.6%, placing in the 63.3% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.9% (HV 20d: 27.7%). Max pain ranged from $31.00 to $32.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.93.

Notable Days

2015-10-23: Highest Volume — 2,094,840 contracts
2015-10-23: Largest IV drop — 37.5% change
2015-10-07: Highest IV Rank — 93.7%
2015-10-01: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.16	$30.38	$35.85	$30.38	$35.61
Max Pain	$31.52	$31.00	$32.75	$31.75	$32.50
ATM IV	30.6%	18.4%	38.5%	37.5%	18.5%
Expected Move	8.5%	5.5%	11.4%	11.4%	5.5%
HV 20d	27.7%	24.1%	35.6%	24.5%	32.7%
HV 60d	34.8%	28.2%	44.0%	43.5%	32.9%
IV Rank	63.3%	16.5%	93.7%	90.0%	17.0%
IV Percentile	77.2%	24.6%	98.8%	98.4%	27.4%
Term Structure	-1.5%	-2.9%	0.7%	-2.0%	0.7%
VWIV	29.7%	18.9%	38.8%	38.8%	19.4%
Skew 25d	4.3%	2.2%	5.8%	5.1%	2.5%
Skew 10d	8.2%	4.4%	11.4%	10.5%	4.9%
Call IV 25d	28.8%	17.3%	36.8%	35.3%	17.4%
Put IV 25d	33.1%	19.9%	41.9%	40.3%	19.9%
Bid-Ask Spread %	39.45	15.22	63.92	50.78	60.90
Gamma HHI	0.07	0.03	0.20	0.03	0.07
Net GEX	87.2M	28.8M	196.0M	35.8M	52.8M
Net DEX	-1.98B	-4.10B	-114.4M	-114.4M	-2.79B
Net VEX	-12.2M	-13.3M	-10.3M	-12.7M	-11.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.64	1.52	1.33	1.16
Total Volume	645,700	388,520	2,094,840	433,980	734,620
Total OI	3,494,751.818	2,795,960	3,825,580	3,668,220	3,745,240

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
2015-10-01	$30.38	$31.75	37.5%	11.4%	24.5%	90.0%	38.8%	5.1%	-2.0%	35.8M	-114.4M	-12.7M	1.33	50.78	186,320	247,660	1,998,700	1,669,520
2015-10-02	$31.30	$31.75	35.7%	10.3%	26.5%	83.0%	36.1%	5.3%	-1.3%	144.5M	-1.26B	-13.1M	0.87	43.40	472,040	412,880	2,049,660	1,703,800
2015-10-05	$32.07	$31.00	34.5%	8.9%	27.4%	78.4%	32.0%	4.8%	-1.7%	75.5M	-1.51B	-12.9M	0.74	31.33	277,220	205,280	1,719,660	1,413,000
2015-10-06	$32.25	$31.00	36.8%	9.5%	26.6%	86.9%	33.4%	5.3%	-2.3%	66.3M	-1.65B	-13.3M	0.90	21.77	300,260	269,520	1,843,020	1,699,180
2015-10-07	$32.05	$31.00	38.5%	10.0%	26.5%	93.7%	34.6%	5.0%	-1.8%	48.1M	-1.45B	-13.2M	0.98	18.40	297,580	292,440	1,891,600	1,761,360
2015-10-08	$31.96	$31.00	38.3%	9.9%	25.9%	93.0%	34.7%	5.1%	-1.9%	28.8M	-1.36B	-13.1M	0.76	23.94	357,500	273,020	1,934,380	1,809,800
2015-10-09	$32.19	$31.00	36.9%	9.6%	26.0%	87.5%	33.8%	5.8%	-2.5%	93.9M	-1.77B	-12.8M	1.02	18.25	287,920	294,760	1,975,300	1,842,840
2015-10-12	$32.30	$31.00	35.4%	9.3%	26.0%	81.8%	32.9%	5.6%	-2.3%	80.3M	-1.56B	-12.4M	0.97	15.22	196,880	191,640	1,826,080	1,584,500
2015-10-13	$32.61	$31.00	34.0%	9.1%	25.2%	76.5%	32.2%	5.0%	-2.1%	100.2M	-1.93B	-12.3M	1.15	27.61	244,320	281,340	1,863,580	1,642,440
2015-10-14	$32.51	$31.00	33.7%	9.0%	25.2%	75.1%	31.4%	4.6%	-2.6%	83.0M	-1.82B	-12.4M	0.82	34.33	249,400	205,760	1,919,980	1,732,780
2015-10-15	$33.08	$31.00	32.1%	8.7%	25.6%	69.1%	30.9%	4.8%	-2.1%	148.9M	-2.54B	-12.0M	0.79	35.01	302,820	240,620	1,985,200	1,769,400
2015-10-16	$33.10	$31.25	32.1%	8.8%	24.2%	69.2%	31.4%	4.2%	-2.2%	82.4M	-2.60B	-11.9M	0.76	30.11	355,540	270,120	2,000,300	1,825,280
2015-10-19	$33.27	$31.25	31.5%	8.8%	24.1%	66.9%	31.3%	5.0%	-2.1%	57.1M	-1.69B	-11.7M	0.79	37.62	219,020	173,260	1,510,620	1,285,340
2015-10-20	$32.31	$31.25	34.5%	9.8%	24.5%	78.1%	34.3%	4.2%	-2.3%	41.4M	-1.16B	-12.0M	0.89	34.50	230,460	205,160	1,617,980	1,362,440
2015-10-21	$32.10	$31.50	34.0%	9.7%	24.6%	76.2%	33.7%	3.3%	-2.9%	37.5M	-1.03B	-12.0M	1.04	38.39	226,900	236,560	1,688,220	1,400,000
2015-10-22	$32.55	$31.50	32.9%	9.5%	24.9%	71.9%	32.9%	4.6%	-2.5%	46.8M	-1.31B	-12.2M	0.64	54.27	656,300	418,960	1,742,200	1,464,860
2015-10-23	$35.25	$31.75	20.5%	5.9%	35.6%	24.7%	21.6%	2.8%	-0.7%	180.4M	-4.10B	-10.3M	0.77	48.62	1,185,760	909,080	1,985,860	1,639,180
2015-10-26	$35.65	$32.25	19.5%	5.7%	33.2%	20.8%	20.3%	2.2%	0.3%	109.2M	-3.19B	-11.4M	0.86	57.59	329,720	282,540	1,724,160	1,617,420
2015-10-27	$35.44	$32.50	19.2%	5.8%	33.5%	19.6%	19.8%	2.6%	0.4%	82.2M	-2.68B	-11.5M	0.89	59.27	321,780	287,320	1,712,240	1,687,880
2015-10-28	$35.60	$32.75	18.6%	5.6%	33.4%	17.4%	18.9%	3.2%	0.6%	128.4M	-2.86B	-11.6M	0.86	63.92	296,640	255,120	1,820,820	1,734,820
2015-10-29	$35.85	$32.50	18.4%	5.5%	33.3%	16.5%	19.9%	2.9%	0.4%	196.0M	-3.12B	-11.9M	1.52	62.73	207,360	316,000	1,879,940	1,803,960
2015-10-30	$35.61	$32.50	18.5%	5.5%	32.7%	17.0%	19.4%	2.5%	0.7%	52.8M	-2.79B	-11.8M	1.16	60.90	339,520	395,100	1,910,860	1,834,380