GOOG Options History — April 2017

In April 2017, GOOG traded between $41.08 and $45.46. ATM implied volatility averaged 19.9%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 7.4% (HV 20d: 12.5%). Max pain ranged from $41.25 to $42.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.05.

Notable Days

  • 2017-04-28: Highest Volume — 1,581,180 contracts
  • 2017-04-28: Largest IV drop — 37.3% change
  • 2017-04-12: Highest IV Rank — 53.4%
  • 2017-04-26: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.21$41.08$45.46$42.00$45.46
Max Pain$41.42$41.25$42.00$41.50$42.00
ATM IV19.9%12.5%21.6%19.8%12.5%
Expected Move5.3%3.3%6.3%3.3%3.4%
HV 20d12.5%9.0%17.3%12.6%17.3%
HV 60d12.0%10.8%13.2%12.4%13.2%
IV Rank45.4%8.7%53.4%44.8%8.7%
IV Percentile58.2%2.8%69.8%56.3%2.8%
Term Structure-0.9%-1.2%-0.3%-0.3%-0.3%
VWIV18.8%12.0%22.3%12.0%12.5%
Skew 25d2.2%1.1%3.4%3.4%1.3%
Skew 10d4.2%1.6%6.9%6.9%1.9%
Call IV 25d18.9%12.0%20.3%18.1%12.0%
Put IV 25d21.1%13.3%22.8%21.5%13.3%
Bid-Ask Spread %47.6726.6763.9752.0562.89
Gamma HHI0.060.040.200.050.20
Net GEX172.6M-31.9M461.4M225.1M461.4M
Net DEX-1.90B-6.50B-276.5M-1.90B-6.50B
Net VEX-30.0M-32.8M-28.5M-30.1M-30.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.711.400.981.00
Total Volume646,422.105355,1001,581,180669,0001,581,180
Total OI4,584,062.1054,225,4405,174,1004,283,5605,174,100

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-04-03$42.00$41.5019.8%3.3%12.6%44.8%12.0%3.4%-0.3%225.1M-1.90B-30.1M0.9852.05337,400331,6002,300,8801,982,680
2017-04-04$41.72$41.5019.9%3.4%12.9%45.2%12.3%2.4%-1.0%239.0M-1.48B-30.0M0.9057.95314,640284,1202,392,4202,026,780
2017-04-05$41.75$41.5020.6%3.7%12.7%48.7%12.9%3.0%-1.0%318.7M-1.61B-30.1M1.0863.97337,980364,5602,517,9002,064,880
2017-04-06$41.43$41.2520.7%5.5%12.9%49.4%19.3%2.0%-1.0%124.6M-868.8M-30.0M1.3026.67205,840268,1802,492,4202,116,500
2017-04-07$41.27$41.2520.2%5.4%12.8%46.7%19.4%2.8%-1.1%-31.9M-499.4M-29.4M1.0730.52291,180312,3002,529,8202,125,360
2017-04-10$41.26$41.2520.0%5.5%12.6%45.7%19.2%2.2%-0.4%72.0M-629.1M-28.5M0.9949.52238,280236,3202,364,4202,045,540
2017-04-11$41.08$41.2520.7%5.7%12.6%49.0%20.2%3.1%-0.9%34.5M-276.5M-29.1M0.9446.98250,500236,6602,428,3202,090,320
2017-04-12$41.20$41.2521.6%5.9%12.7%53.4%20.5%3.1%-0.9%96.2M-553.1M-29.5M0.8944.85296,440263,2202,475,5002,113,320
2017-04-13$41.26$41.2520.3%5.6%12.7%47.2%19.1%1.9%-1.0%100.4M-614.1M-29.2M0.9145.79290,760265,1202,508,9802,137,240
2017-04-17$41.39$41.2520.5%5.8%12.7%48.1%20.1%2.3%-0.6%128.4M-777.0M-28.9M1.1558.57165,120189,9802,385,9002,066,680
2017-04-18$41.86$41.2520.6%5.9%13.5%48.6%20.9%2.1%-1.2%211.7M-1.54B-29.9M1.4047.94187,800263,2202,435,5202,139,820
2017-04-19$41.84$41.2520.4%5.8%10.8%47.6%20.7%1.7%-1.2%222.1M-1.57B-29.8M1.2345.64218,460269,2402,476,0002,184,880
2017-04-20$42.17$41.2520.0%5.8%11.1%45.7%20.7%1.7%-0.7%298.0M-2.23B-29.7M1.2351.52246,240301,8602,499,1402,225,880
2017-04-21$42.15$41.2520.6%6.0%9.0%49.0%21.2%1.8%-1.1%183.9M-2.22B-29.7M1.3748.90270,000371,0402,518,4002,303,520
2017-04-24$43.12$41.5018.5%5.6%11.7%39.7%20.5%2.9%-1.0%133.0M-2.68B-29.7M1.3947.63271,940376,6602,200,4402,025,000
2017-04-25$43.66$41.5020.3%6.2%12.1%49.0%21.7%1.1%-0.9%146.1M-3.38B-30.7M0.7140.48451,040321,1602,291,8802,119,360
2017-04-26$43.55$41.7520.4%6.3%12.3%49.3%22.3%1.1%-0.9%151.3M-3.31B-31.5M0.7338.99355,520259,2602,422,4402,188,260
2017-04-27$43.75$42.0019.9%6.1%11.8%46.7%21.7%1.8%-1.1%165.6M-3.54B-32.8M0.7344.94611,060446,1402,492,2002,234,480
2017-04-28$45.46$42.0012.5%3.4%17.3%8.7%12.5%1.3%-0.3%461.4M-6.50B-30.7M1.0062.89791,200789,9802,761,6202,412,480