GOOG Options History — December 2017

In December 2017, GOOG traded between $49.95 and $53.89. ATM implied volatility averaged 15.8%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 0.2% (HV 20d: 15.6%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.24.

Notable Days

  • 2017-12-15: Highest Volume — 1,072,660 contracts
  • 2017-12-04: Largest IV spike — 18.2% change
  • 2017-12-04: Highest IV Rank — 53.5%
  • 2017-12-04: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.18$49.95$53.89$50.51$52.32
Max Pain$46.10$45.00$50.00$50.00$47.00
ATM IV15.8%13.1%20.5%17.3%16.9%
Expected Move4.5%3.7%5.6%5.3%4.0%
HV 20d15.6%12.6%16.6%15.3%12.6%
HV 60d16.6%16.2%16.9%16.6%16.2%
IV Rank27.9%13.1%53.5%36.2%33.8%
IV Percentile37.6%9.5%71.0%53.6%50.8%
Term Structure1.8%-0.2%8.5%0.3%8.1%
VWIV16.2%13.4%20.2%18.5%14.2%
Skew 25d1.4%0.7%2.0%1.4%1.1%
Skew 10d2.5%0.7%4.6%2.9%2.1%
Call IV 25d15.1%12.7%20.0%17.0%13.2%
Put IV 25d16.5%13.6%21.4%18.5%14.3%
Bid-Ask Spread %45.6837.4157.3152.8654.95
Gamma HHI0.060.040.110.110.07
Net GEX327.5M-38.7M576.5M-38.7M195.4M
Net DEX-7.33B-10.89B-4.01B-4.25B-6.76B
Net VEX-1014.13B-20282.02B-31.5M-34.0M-31.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.721.561.151.30
Total Volume696,457550,4201,072,660769,820645,980
Total OI6,691,5636,069,0607,546,7606,875,8006,409,340

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-12-01$50.51$50.0017.3%5.3%15.3%36.2%18.5%1.4%0.3%-38.7M-4.25B-34.0M1.1552.86358,680411,1403,864,2803,011,520
2017-12-04$49.95$45.0020.5%5.6%15.6%53.5%20.2%1.4%-0.2%138.3M-4.01B-34.0M1.4038.50275,800387,4203,714,1202,892,820
2017-12-05$50.35$45.0019.3%5.5%15.8%46.8%19.9%1.4%0.2%157.3M-4.58B-33.8M0.9937.41386,260380,7603,768,4802,984,980
2017-12-06$50.88$45.0017.9%5.1%16.1%39.5%19.3%1.7%0.1%254.5M-5.71B-34.4M1.4937.93248,820370,2603,879,9003,040,960
2017-12-07$51.55$45.0017.8%5.2%16.6%38.5%18.6%2.0%0.4%379.6M-7.03B-34.0M1.5438.46292,540449,4003,907,5003,063,920
2017-12-08$51.86$45.0016.5%4.9%16.5%31.8%17.9%1.9%0.6%367.0M-7.29B-20282.02B1.3239.53311,340411,8803,946,9203,141,720
2017-12-11$52.05$45.5015.8%4.7%16.5%27.9%16.9%1.9%0.2%412.1M-7.72B-32.5M1.4540.16265,800384,7603,833,9003,039,140
2017-12-12$52.03$45.5016.6%4.9%16.4%32.0%17.4%1.8%0.5%419.4M-7.67B-34.2M1.3939.86266,380371,0003,912,8603,141,800
2017-12-13$52.00$46.0015.8%4.6%16.5%27.5%17.3%1.5%0.3%397.2M-7.58B-33.3M1.0042.25310,460309,6003,938,2003,185,480
2017-12-14$52.46$46.0015.8%4.6%16.5%27.6%16.4%1.9%0.2%576.5M-8.71B-32.8M0.7241.58536,500387,3204,040,8403,209,640
2017-12-15$53.18$46.0014.1%4.1%16.5%18.4%14.8%1.6%0.2%474.2M-10.89B-35.1M0.8438.90584,160488,5004,283,0403,263,720
2017-12-18$53.89$46.0014.1%4.0%15.8%18.1%14.8%1.2%0.4%511.8M-9.67B-32.9M1.3349.25303,220403,0403,473,1202,595,940
2017-12-19$53.56$46.0014.6%4.2%16.1%20.9%15.0%1.3%0.3%482.9M-9.09B-32.9M1.5344.68246,840377,3203,521,3802,683,200
2017-12-20$53.24$46.0014.4%4.1%15.7%20.0%14.5%1.1%-0.1%394.7M-8.31B-33.1M1.3749.90285,900391,9403,559,7802,778,300
2017-12-21$53.19$46.0013.6%3.9%15.7%15.3%14.0%1.1%0.2%367.5M-8.27B-32.9M1.2049.42258,960310,5203,612,6402,824,440
2017-12-22$53.00$46.5013.1%3.7%15.8%13.1%13.6%0.9%0.6%229.3M-7.67B-32.6M1.5653.27260,160404,9003,652,9802,862,400
2017-12-26$52.80$46.5013.9%3.8%15.2%17.0%14.2%1.3%7.3%324.8M-7.50B-31.6M1.2452.80271,740338,1203,472,1802,675,960
2017-12-27$52.45$47.0013.6%3.8%15.1%15.3%13.6%0.7%8.2%257.8M-7.01B-32.3M0.8657.31371,680319,6203,553,5402,721,660
2017-12-28$52.37$47.0015.3%3.8%12.6%25.3%13.4%0.7%8.5%249.2M-6.86B-31.7M1.1054.52261,600288,8203,616,5802,752,080
2017-12-29$52.32$47.0016.9%4.0%12.6%33.8%14.2%1.1%8.1%195.4M-6.76B-31.5M1.3054.95280,640365,3403,642,4402,766,900