GOOG Options History — April 2016

In April 2016, GOOG traded between $34.50 and $38.31. ATM implied volatility averaged 26.6%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 10.2% (HV 20d: 16.4%). Max pain ranged from $36.50 to $37.25. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2016-04-22: Highest Volume — 1,864,040 contracts
  • 2016-04-22: Largest IV drop — 37.6% change
  • 2016-04-21: Highest IV Rank — 63.1%
  • 2016-04-21: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.83$34.50$38.31$37.46$34.69
Max Pain$36.68$36.50$37.25$36.75$36.50
ATM IV26.6%18.9%30.9%28.4%21.1%
Expected Move7.2%4.8%9.0%4.8%6.1%
HV 20d16.4%11.7%24.2%16.7%24.2%
HV 60d25.1%22.2%27.2%27.1%22.2%
IV Rank46.6%17.9%63.1%53.7%26.1%
IV Percentile57.9%19.0%76.2%69.4%33.3%
Term Structure-1.2%-2.0%0.9%-2.0%0.2%
VWIV25.3%17.2%31.2%17.2%21.4%
Skew 25d3.9%2.1%5.0%3.7%2.6%
Skew 10d7.1%3.6%9.7%8.4%5.1%
Call IV 25d24.6%17.6%28.2%27.0%20.0%
Put IV 25d28.4%20.2%32.6%30.7%22.6%
Bid-Ask Spread %39.6526.5069.1069.1053.26
Gamma HHI0.110.030.660.240.24
Net GEX45.1M-301.0M549.6M174.9M-301.0M
Net DEX-383.6M-2.22B1.99B-1.08B1.71B
Net VEX-16.6M-17.8M-15.1M-17.1M-15.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.581.150.580.91
Total Volume674,941.905347,4801,864,040632,020805,280
Total OI3,591,013.3333,066,3404,299,3603,527,2004,299,360

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-04-01$37.46$36.7528.4%4.8%16.7%53.7%17.2%3.7%-2.0%174.9M-1.08B-17.1M0.5869.10399,920232,1001,723,9401,803,260
2016-04-04$37.24$36.5028.6%7.4%16.9%54.3%26.7%3.4%-1.6%83.0M-884.5M-17.1M1.0826.66173,500186,6201,595,0201,581,120
2016-04-05$36.91$36.5029.3%7.6%14.4%57.1%27.7%4.5%-1.4%9.1M-472.4M-17.2M0.9527.28178,400169,0801,638,4001,645,280
2016-04-06$37.29$36.5028.7%7.5%14.4%54.6%27.0%4.5%-1.5%102.7M-908.6M-17.1M0.7328.51214,520156,1401,676,4401,682,300
2016-04-07$37.00$36.5029.7%7.9%14.1%58.5%27.6%4.6%-1.6%12.2M-497.0M-16.7M0.7926.50243,720193,2401,729,8201,712,260
2016-04-08$36.91$36.5029.7%7.8%13.6%58.3%26.8%5.0%-1.8%-22.8M-316.1M-16.8M0.7129.41397,660283,7201,806,3801,756,860
2016-04-11$36.90$36.5029.5%7.9%12.0%57.6%27.5%4.4%-1.5%61.0M-531.7M-16.6M0.8733.46249,460216,3601,679,3601,626,420
2016-04-12$37.16$36.5029.0%7.7%11.9%55.9%27.1%4.5%-1.9%111.9M-822.7M-16.9M0.7435.13275,860203,2601,761,3401,686,640
2016-04-13$37.58$36.5029.1%7.9%12.1%56.1%27.6%4.2%-1.7%207.7M-1.45B-16.9M0.8036.94364,980293,7001,832,8401,751,320
2016-04-14$37.68$36.5028.7%7.7%11.7%54.6%27.3%4.4%-2.0%271.7M-1.62B-17.1M0.8632.18281,220242,3201,906,3601,837,080
2016-04-15$37.98$36.5028.1%7.7%11.7%52.3%27.3%5.0%-2.0%549.6M-2.22B-17.0M0.9434.01432,640407,2201,942,4201,925,100
2016-04-18$38.31$36.7528.4%8.0%11.7%53.4%29.4%4.8%-1.7%54.3M-1.39B-16.9M1.0034.18246,980247,9201,516,6401,549,700
2016-04-19$37.67$36.7529.4%8.4%13.3%57.4%29.3%4.4%-1.6%39.2M-971.1M-17.4M0.7935.49276,120218,5601,603,9801,639,880
2016-04-20$37.66$37.2529.1%8.4%13.3%56.3%29.4%4.6%-1.6%45.5M-1.03B-17.8M1.1536.42221,060255,2601,731,9401,735,100
2016-04-21$37.94$37.0030.9%9.0%13.4%63.1%31.2%4.2%-1.9%46.5M-1.23B-17.4M0.6744.23705,920473,4601,753,4601,821,120
2016-04-22$35.97$37.0019.3%5.5%23.6%19.6%19.0%2.1%0.2%-144.8M1.09B-15.2M0.6638.581,120,260743,7802,036,0002,001,980
2016-04-25$36.07$37.0018.9%5.5%23.6%17.9%19.0%2.6%0.1%-1.3M326.9M-15.5M0.8246.04358,880293,2601,805,4401,762,420
2016-04-26$35.34$37.0020.4%5.9%23.7%23.7%20.6%2.6%-0.9%-79.4M1.07B-15.4M0.8254.84420,520344,1201,922,6201,844,160
2016-04-27$35.24$36.7520.0%5.9%23.4%22.2%20.5%2.5%0.9%-99.8M1.19B-15.4M0.8656.09456,220393,0202,021,0401,933,160
2016-04-28$34.50$36.6321.2%6.2%24.2%26.6%21.1%2.5%-0.1%-172.6M1.99B-15.1M0.8554.42431,460366,0602,120,0202,013,300
2016-04-29$34.69$36.5021.1%6.1%24.2%26.1%21.4%2.6%0.2%-301.0M1.71B-15.6M0.9153.26421,140384,1402,240,9402,058,420