GOOGL Options History — April 2014

In April 2014, GOOGL traded between $26.15 and $28.57. ATM implied volatility averaged 28.9%. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 230.1% (HV 20d: 259.1%). Max pain ranged from $25.00 to $29.50. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.80.

Notable Days

  • 2014-04-17: Highest Volume — 1,663,380 contracts
  • 2014-04-17: Largest IV drop — 31.9% change
  • 2014-04-11: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.21$26.15$28.57$28.57$26.74
Max Pain$25.79$25.00$29.50$29.50$25.00
ATM IV28.9%21.2%38.5%29.9%21.2%
Expected Move7.3%7.0%7.6%7.2%7.0%
HV 20d259.1%237.2%281.3%281.3%237.2%
Term Structure-1.1%-2.7%0.6%-1.5%-0.3%
VWIV25.5%24.2%27.0%24.8%24.2%
Skew 25d2.1%0.6%4.4%1.7%2.9%
Skew 10d2.9%-2.5%8.9%2.9%6.1%
Call IV 25d27.9%20.2%38.0%29.6%20.2%
Put IV 25d30.0%23.0%40.0%31.4%23.1%
Bid-Ask Spread %11.518.2914.988.2913.42
Gamma HHI0.080.040.220.080.05
Net GEX15.0M-19.4M67.6M028.6M
Net DEX-77.0M-646.2M409.2M0-196.6M
Net VEX-3.0M-4.9M00-4.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.341.540.410.85
Total Volume597,328.421263,0401,663,380263,040356,040
Total OI1,158,206.31601,770,00001,770,000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-04-03$28.57$0.0029.9%7.2%0.0%0.0%24.8%1.7%-1.5%0000.418.29N/AN/A186,08076,96000
2014-04-04$27.26$29.5035.0%7.3%0.0%0.0%25.5%1.0%-1.9%2.2M41.6M-262.6K0.5811.89N/AN/A289,120166,720139,48046,460
2014-04-07$27.03$27.5036.0%7.4%0.0%0.0%26.1%2.2%-2.3%5.7M54.2M-763.1K0.849.40N/AN/A324,160271,080298,480144,180
2014-04-08$27.88$27.2533.7%7.3%0.0%0.0%25.8%3.3%-1.7%37.3M-262.6M-1.9M0.898.68N/AN/A277,660248,320479,540286,360
2014-04-09$28.35$27.5033.7%7.3%0.0%0.0%25.2%4.4%-1.8%67.6M-462.6M-2.1M0.6310.67N/AN/A322,840204,840557,440395,660
2014-04-10$27.33$27.2537.9%7.4%0.0%0.0%27.0%3.2%-2.4%-3.0M4.3M-2.5M0.6910.17N/AN/A417,080288,760635,140450,660
2014-04-11$26.89$25.2538.5%7.6%0.0%0.0%26.1%1.4%-2.7%-15.6M170.0M-2.7M1.4510.83N/AN/A304,660442,120752,320488,600
2014-04-14$27.26$25.0035.4%7.5%0.0%0.0%26.7%1.7%-1.5%2.1M-60.0M-2.9M0.579.06N/AN/A179,840102,760485,500416,700
2014-04-15$27.43$25.0034.3%7.4%0.0%0.0%25.6%3.4%-1.2%7.5M-131.4M-3.1M0.349.18N/AN/A393,540134,560563,860456,540
2014-04-16$28.20$25.0033.2%7.3%0.0%0.0%25.3%3.0%-2.2%42.7M-646.2M-3.5M0.6111.85N/AN/A628,100386,240764,420494,940
2014-04-17$27.17$25.0022.6%7.2%0.0%0.0%25.2%1.5%0.6%35.5M-42.1M-3.3M0.6812.55N/AN/A988,120675,2601,032,200682,160
2014-04-21$26.97$25.0023.7%7.2%0.0%0.0%25.1%1.6%-0.9%16.3M-69.8M-3.8M0.7713.05N/AN/A260,800201,760760,340482,740
2014-04-22$27.27$25.0022.3%7.1%281.3%0.0%24.5%2.3%-0.6%51.9M-276.2M-4.2M0.7112.10N/AN/A233,840165,880861,220573,620
2014-04-23$26.88$25.0022.1%7.1%273.2%0.0%25.6%2.2%-0.3%11.7M-36.7M-4.2M1.0112.74N/AN/A194,680197,380932,660600,000
2014-04-24$26.72$25.0022.4%7.2%265.5%0.0%25.2%0.7%-0.1%-10.4M76.6M-4.2M0.9713.23N/AN/A248,420240,540975,780640,100
2014-04-25$26.16$25.0023.0%7.2%258.8%0.0%25.3%0.6%-0.4%-10.2M409.2M-4.2M1.5413.72N/AN/A316,700488,4201,033,340695,240
2014-04-28$26.15$25.0023.2%7.2%252.1%0.0%25.6%1.3%0.3%-19.4M234.2M-4.4M0.7714.98N/AN/A323,560249,860814,100651,960
2014-04-29$26.82$25.0021.4%7.0%245.4%0.0%26.2%2.1%0.2%34.5M-268.8M-4.8M0.9512.93N/AN/A288,640273,900927,780716,400
2014-04-30$26.74$25.0021.2%7.0%237.2%0.0%24.2%2.9%-0.3%28.6M-196.6M-4.9M0.8513.42N/AN/A192,280163,760968,440801,560