GOOG Options History — February 2017

In February 2017, GOOG traded between $39.80 and $41.56. ATM implied volatility averaged 14.0%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 0.2% (HV 20d: 13.8%). Max pain ranged from $39.00 to $39.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.92.

Notable Days

  • 2017-02-28: Highest Volume — 644,180 contracts
  • 2017-02-03: Largest IV drop — 10.2% change
  • 2017-02-01: Highest IV Rank — 18.0%
  • 2017-02-01: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.82$39.80$41.56$39.80$41.10
Max Pain$39.24$39.00$39.75$39.75$39.50
ATM IV14.0%12.8%16.8%16.8%14.1%
Expected Move4.1%3.6%5.0%5.0%4.0%
HV 20d13.8%6.3%15.8%15.8%6.3%
HV 60d15.3%13.2%18.6%18.6%13.2%
IV Rank7.1%2.2%18.0%18.0%9.0%
IV Percentile6.6%0.4%20.6%20.6%12.7%
Term Structure0.3%-0.2%0.8%0.3%0.2%
VWIV14.6%13.0%17.6%17.5%14.3%
Skew 25d1.7%1.0%2.3%2.2%2.2%
Skew 10d3.2%2.2%4.8%4.4%3.8%
Call IV 25d13.4%12.1%16.0%16.0%13.2%
Put IV 25d15.1%13.8%18.2%18.2%15.4%
Bid-Ask Spread %65.3647.3876.8464.0176.84
Gamma HHI0.080.040.150.040.04
Net GEX176.4M4.8M325.9M4.8M92.5M
Net DEX-1.70B-2.64B-547.6M-547.6M-1.42B
Net VEX-19.5M-21.9M-17.5M-17.5M-21.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.531.430.640.93
Total Volume457,627.368312,960644,180566,140644,180
Total OI3,469,7402,989,1803,769,6803,438,0803,332,200

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-02-01$39.80$39.7516.8%5.0%15.8%18.0%17.5%2.2%0.3%4.8M-547.6M-17.5M0.6464.01344,600221,5401,903,8201,534,260
2017-02-02$39.92$39.0016.4%4.8%15.8%16.3%17.6%2.3%0.4%55.3M-762.8M-17.7M0.9747.38263,680256,9602,010,7001,588,840
2017-02-03$40.09$39.0014.8%4.5%15.6%9.5%15.6%1.7%0.5%132.5M-1.07B-18.2M0.7058.55345,200243,2602,077,2401,665,540
2017-02-06$40.02$39.0015.2%4.6%14.3%11.5%15.9%2.1%0.5%92.6M-979.3M-17.8M0.7057.38255,080178,4401,786,8201,489,860
2017-02-07$40.33$39.0014.1%4.3%14.6%7.1%15.6%1.9%0.7%190.2M-1.44B-18.2M0.7561.02304,820228,8201,899,6801,547,480
2017-02-08$40.48$39.0014.0%4.2%14.7%6.7%15.2%2.2%0.7%216.4M-1.56B-18.5M0.8360.04228,700190,0001,940,3201,570,000
2017-02-09$40.45$39.0013.4%4.0%14.6%4.1%14.5%1.3%0.8%206.5M-1.53B-19.3M0.8863.93193,600170,2201,981,1401,625,660
2017-02-10$40.67$39.0013.4%3.9%14.7%3.9%14.0%1.4%0.5%278.4M-1.83B-19.4M0.8666.50221,640191,0201,998,6401,655,280
2017-02-13$40.93$39.0013.9%4.0%14.9%7.4%14.7%1.6%0.1%268.0M-2.08B-19.5M0.5366.22398,960210,0601,880,7601,570,220
2017-02-14$40.97$39.0013.7%4.0%14.7%7.2%14.6%1.3%0.1%264.0M-2.16B-19.7M1.1968.37175,960208,7001,944,9601,621,980
2017-02-15$41.00$39.2514.0%4.0%14.7%8.8%14.5%1.4%0.0%269.9M-2.16B-20.1M1.4363.95128,980183,9802,001,0401,691,920
2017-02-16$41.20$39.2513.6%3.9%14.7%6.3%13.7%1.9%0.2%325.9M-2.45B-19.6M0.9664.78198,040190,8802,017,7601,713,060
2017-02-17$41.32$39.2513.0%3.7%14.7%3.3%13.3%1.8%-0.0%308.1M-2.64B-19.6M0.9762.44226,540220,0402,032,8801,736,800
2017-02-21$41.56$39.5013.4%3.8%13.1%5.1%13.7%1.5%0.1%191.2M-2.19B-19.5M1.3067.18196,600255,5201,701,5401,287,640
2017-02-22$41.53$39.5013.1%3.7%13.0%3.6%13.2%1.0%0.4%168.9M-2.12B-20.1M0.9272.54192,660177,9401,757,9201,415,140
2017-02-23$41.44$39.5012.8%3.7%12.3%2.3%13.1%1.7%0.3%144.4M-1.91B-20.1M0.8670.29242,540207,6801,790,2801,466,020
2017-02-24$41.39$39.5013.0%3.7%12.3%3.0%13.0%1.9%0.4%25.7M-1.75B-21.9M1.0274.96234,520239,2401,875,8601,558,020
2017-02-27$41.42$39.5012.8%3.6%11.3%2.2%13.0%1.4%-0.2%116.1M-1.74B-21.5M0.9775.56164,900159,4201,769,9801,483,800
2017-02-28$41.10$39.5014.1%4.0%6.3%9.0%14.3%2.2%0.2%92.5M-1.42B-21.9M0.9376.84334,260309,9201,815,8401,516,360