GOOGL Options History — May 2014 In May 2014, GOOGL traded between $25.90 and $28.74. ATM implied volatility averaged 18.5%. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 16.2% (HV 20d: 34.7%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2014-05-23 : Highest Volume — 932,900 contracts2014-05-27 : Largest IV spike — 8.2% change2014-05-07 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.15 $25.90 $28.74 $26.93 $28.58 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 18.5% 16.3% 21.1% 20.5% 17.4% Expected Move 6.7% 6.3% 7.0% 7.0% 6.4% HV 20d 34.7% 19.9% 237.3% 237.3% 19.9% Term Structure 0.1% -0.5% 1.0% -0.1% -0.5% VWIV 23.8% 22.1% 25.6% 25.0% 22.4% Skew 25d 1.8% 0.9% 2.7% 2.1% 2.3% Skew 10d 3.5% 1.5% 6.1% 5.2% 4.6% Call IV 25d 17.9% 15.7% 19.8% 19.4% 16.8% Put IV 25d 19.7% 17.0% 22.6% 21.6% 19.1% Bid-Ask Spread % 12.07 9.85 15.75 13.01 11.79 Gamma HHI 0.08 0.05 0.12 0.07 0.09 Net GEX 51.6M -26.6M 123.8M 56.5M 45.6M Net DEX -580.5M -1.67B 358.1M -365.8M -1.35B Net VEX -6.0M -7.2M -4.9M -4.9M -7.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.49 1.04 0.61 0.89 Total Volume 562,272.381 323,840 932,900 463,920 547,120 Total OI 2,031,862.857 1,631,780 2,452,680 1,818,140 2,452,680
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-05-01 $26.93 $25.00 20.5% 7.0% 237.3% 0.0% 25.0% 2.1% -0.1% 56.5M -365.8M -4.9M 0.61 13.01 N/A N/A 288,780 175,140 1,007,400 810,740 2014-05-02 $26.69 $25.00 19.8% 7.0% 34.4% 0.0% 23.8% 2.3% 0.5% 36.4M -192.9M -4.9M 0.60 12.04 N/A N/A 362,920 217,080 1,086,340 841,780 2014-05-05 $26.77 $25.00 19.7% 6.9% 30.3% 0.0% 25.5% 2.1% -0.1% 38.7M -188.8M -4.9M 0.67 11.96 N/A N/A 193,400 130,440 949,120 682,660 2014-05-06 $26.13 $25.00 20.2% 6.9% 31.3% 0.0% 24.4% 1.4% -0.2% -11.7M 232.2M -4.9M 0.79 11.31 N/A N/A 221,880 176,080 1,026,340 744,540 2014-05-07 $25.90 $25.00 21.1% 7.0% 28.9% 0.0% 25.6% 2.7% 0.1% -26.6M 358.1M -4.9M 0.72 10.97 N/A N/A 387,720 278,340 1,056,760 764,600 2014-05-08 $26.01 $25.00 20.5% 7.0% 28.0% 0.0% 24.7% 1.9% -0.1% 1.9M 206.2M -5.3M 0.71 11.26 N/A N/A 329,740 233,760 1,187,580 827,340 2014-05-09 $26.33 $25.00 19.6% 6.9% 25.9% 0.0% 24.9% 2.4% -0.1% 58.8M -118.0M -5.5M 0.76 11.56 N/A N/A 400,560 304,920 1,236,560 871,660 2014-05-12 $26.92 $25.00 18.5% 6.8% 26.6% 0.0% 24.1% 2.4% -0.3% 65.3M -542.0M -5.7M 0.79 11.22 N/A N/A 360,540 286,380 1,080,680 768,540 2014-05-13 $27.08 $25.00 17.7% 6.6% 26.2% 0.0% 24.6% 1.5% 0.0% 87.6M -698.0M -5.9M 0.55 9.85 N/A N/A 332,740 182,100 1,166,340 869,180 2014-05-14 $26.72 $25.00 18.1% 6.6% 26.5% 0.0% 23.5% 0.9% 0.3% 43.8M -335.5M -6.2M 0.80 10.68 N/A N/A 243,800 195,740 1,218,420 929,620 2014-05-15 $26.46 $25.00 18.6% 6.6% 24.3% 0.0% 23.5% 1.9% 0.2% -392.9K 9.5M -5.8M 0.92 13.67 N/A N/A 276,840 253,940 1,186,640 926,020 2014-05-16 $26.41 $25.00 18.5% 6.6% 20.8% 0.0% 25.5% 2.3% -0.3% 22.3M -3.2M -5.9M 0.88 15.75 N/A N/A 346,560 303,260 1,257,580 971,280 2014-05-19 $26.94 $25.00 17.8% 6.6% 21.9% 0.0% 23.4% 1.7% 0.9% 56.6M -468.8M -6.4M 0.52 12.85 N/A N/A 269,900 139,600 981,840 745,120 2014-05-20 $27.02 $25.00 17.9% 6.5% 21.6% 0.0% 24.2% 1.4% 1.0% 74.7M -583.2M -6.6M 0.60 11.71 N/A N/A 439,180 264,220 1,053,980 819,160 2014-05-21 $27.48 $25.00 16.9% 6.5% 21.7% 0.0% 23.5% 1.6% 0.7% 105.9M -1.01B -6.8M 0.84 13.53 N/A N/A 253,340 212,720 1,134,020 902,720 2014-05-22 $27.77 $25.00 16.7% 6.5% 21.8% 0.0% 22.4% 1.6% 0.9% 123.8M -1.30B -6.9M 0.83 12.23 N/A N/A 370,020 305,540 1,170,000 992,720 2014-05-23 $28.19 $25.00 16.3% 6.3% 20.4% 0.0% 22.4% 1.4% 1.0% 73.8M -1.67B -6.9M 0.49 12.42 N/A N/A 627,320 305,580 1,210,320 1,085,220 2014-05-27 $28.74 $25.00 17.6% 6.3% 21.1% 0.0% 23.1% 1.7% -0.5% 89.0M -1.56B -6.8M 0.68 12.44 N/A N/A 420,260 283,740 1,104,420 939,680 2014-05-28 $28.52 $25.00 18.2% 6.4% 20.1% 0.0% 22.1% 1.1% -0.5% 78.3M -1.33B -7.1M 0.86 11.49 N/A N/A 249,180 214,240 1,176,000 1,074,000 2014-05-29 $28.53 $25.00 18.0% 6.4% 20.0% 0.0% 22.3% 1.8% -0.3% 62.9M -1.29B -7.2M 1.04 11.74 N/A N/A 207,580 215,520 1,213,780 1,145,740 2014-05-30 $28.58 $25.00 17.4% 6.4% 19.9% 0.0% 22.4% 2.3% -0.5% 45.6M -1.35B -7.2M 0.89 11.79 N/A N/A 289,220 257,900 1,247,800 1,204,880
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