GOOGL Options History — June 2014 In June 2014, GOOGL traded between $27.53 and $29.30. ATM implied volatility averaged 22.7%. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 4.0% (HV 20d: 18.7%). Max pain ranged from $25.00 to $27.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.63.
Notable Days 2014-06-24 : Highest Volume — 1,022,000 contracts2014-06-16 : Largest IV spike — 20.0% change2014-06-17 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.36 $27.53 $29.30 $28.22 $29.23 Max Pain $25.77 $25.00 $27.50 $25.00 $27.50 ATM IV 22.7% 18.1% 26.8% 19.5% 25.4% Expected Move 6.5% 6.4% 6.6% 6.5% 6.4% HV 20d 18.7% 16.5% 21.6% 20.3% 17.4% HV 60d 144.9% 25.1% 165.0% 165.0% 25.1% Term Structure 1.2% -1.4% 7.0% -0.2% -1.1% VWIV 23.3% 22.5% 24.6% 22.8% 23.0% Skew 25d 2.7% 1.6% 5.2% 2.4% 2.8% Skew 10d 5.2% 1.2% 9.2% 4.0% 5.6% Call IV 25d 21.8% 17.0% 25.9% 18.7% 24.3% Put IV 25d 24.5% 19.7% 29.1% 21.1% 27.1% Bid-Ask Spread % 12.97 10.77 17.53 14.58 12.38 Gamma HHI 0.09 0.04 0.17 0.05 0.11 Net GEX 83.1M -9.9M 206.8M 27.8M 125.0M Net DEX -1.05B -2.02B -285.6M -803.3M -1.40B Net VEX -8.0M -8.8M -7.4M -7.4M -8.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.40 1.20 1.20 0.83 Total Volume 645,234.286 332,260 1,022,000 607,340 444,960 Total OI 2,600,430.476 2,129,960 3,181,240 2,143,240 2,452,340
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 2014-06-02 $28.22 $25.00 19.5% 6.5% 20.3% 0.0% 22.8% 2.4% -0.2% 27.8M -803.3M -7.4M 1.20 14.58 N/A N/A 276,020 331,320 1,101,840 1,041,400 2014-06-03 $27.73 $25.25 19.3% 6.6% 21.6% 0.0% 24.3% 1.6% -0.3% -2.3M -404.4M -7.5M 0.90 15.60 N/A N/A 305,820 276,660 1,172,580 1,063,400 2014-06-04 $27.69 $25.25 19.8% 6.6% 19.3% 0.0% 24.6% 1.9% -0.5% -9.9M -364.5M -7.9M 0.56 13.92 N/A N/A 312,180 175,220 1,287,220 1,185,760 2014-06-05 $28.25 $25.25 18.4% 6.5% 19.7% 0.0% 22.8% 1.6% 0.4% 99.7M -1.09B -7.7M 0.56 17.53 N/A N/A 515,020 290,920 1,362,620 1,221,980 2014-06-06 $28.30 $25.25 18.5% 6.5% 19.7% 0.0% 22.7% 2.1% 0.2% 157.9M -1.21B -7.9M 0.63 13.74 N/A N/A 356,240 223,140 1,452,580 1,286,100 2014-06-09 $28.54 $25.25 18.5% 6.5% 19.6% 0.0% 23.3% 2.6% 5.9% 97.7M -1.25B -7.7M 0.61 12.49 N/A N/A 233,580 143,420 1,264,980 1,099,220 2014-06-10 $28.41 $25.25 18.2% 6.5% 18.5% 0.0% 23.2% 1.9% 6.3% 87.3M -1.12B -7.8M 0.57 11.27 N/A N/A 210,980 121,280 1,316,460 1,166,420 2014-06-11 $28.38 $25.25 18.1% 6.5% 18.6% 0.0% 23.6% 2.9% 6.6% 77.4M -1.02B -7.8M 0.52 13.04 N/A N/A 238,660 123,040 1,350,840 1,206,420 2014-06-12 $27.98 $25.25 20.1% 6.5% 18.7% 0.0% 22.9% 2.3% 6.4% 14.6M -551.8M -7.8M 0.65 11.65 N/A N/A 359,940 235,600 1,417,400 1,223,180 2014-06-13 $28.02 $25.25 20.9% 6.6% 18.1% 0.0% 22.9% 3.1% 7.0% 42.3M -643.7M -7.9M 0.68 12.72 N/A N/A 275,920 187,780 1,494,300 1,277,080 2014-06-16 $27.61 $25.25 25.0% 6.6% 19.1% 0.0% 23.9% 2.8% -0.4% 9.0M -304.0M -7.9M 0.68 12.65 N/A N/A 245,180 166,620 1,277,180 1,155,660 2014-06-17 $27.53 $25.25 25.8% 6.6% 18.0% 0.0% 24.2% 2.7% -0.0% 15.2M -285.6M -8.0M 0.47 11.43 N/A N/A 300,220 139,920 1,381,360 1,221,260 2014-06-18 $28.03 $25.25 25.8% 6.6% 19.0% 0.0% 22.9% 2.9% 0.6% 108.4M -938.6M -8.1M 0.64 16.27 N/A N/A 527,440 336,040 1,473,480 1,258,900 2014-06-19 $28.25 $25.25 26.6% 6.5% 18.2% 0.0% 24.0% 3.1% 0.4% 186.3M -1.28B -7.9M 0.62 10.83 N/A N/A 548,940 341,740 1,545,460 1,351,320 2014-06-20 $28.33 $25.50 25.6% 6.5% 17.9% 0.0% 22.6% 2.6% -0.5% 206.8M -1.36B -7.9M 0.54 13.16 N/A N/A 533,080 287,300 1,588,460 1,459,340 2014-06-23 $28.71 $26.00 26.7% 6.5% 17.8% 0.0% 22.8% 3.9% -1.4% 82.2M -1.16B -7.9M 0.48 11.53 N/A N/A 544,120 258,780 1,117,080 1,012,880 2014-06-24 $28.63 $26.50 26.8% 6.5% 16.5% 0.0% 22.7% 2.8% -0.9% 91.7M -1.12B -8.4M 0.58 11.23 N/A N/A 647,380 374,620 1,303,140 1,152,960 2014-06-25 $29.30 $27.50 26.1% 6.5% 18.1% 0.0% 23.3% 5.2% -1.3% 134.0M -1.87B -8.4M 0.51 10.77 N/A N/A 623,080 314,740 1,414,900 1,314,860 2014-06-26 $29.24 $27.50 26.5% 6.5% 18.2% 0.0% 23.7% 3.2% -1.3% 94.8M -1.77B -8.6M 0.40 11.91 N/A N/A 630,780 253,960 1,514,860 1,440,580 2014-06-27 $29.28 $27.50 25.4% 6.4% 18.2% 0.0% 22.5% 3.3% -1.3% 99.7M -2.02B -8.8M 0.57 13.72 N/A N/A 533,440 304,840 1,663,180 1,518,060 2014-06-30 $29.23 $27.50 25.4% 6.4% 17.4% 0.0% 23.0% 2.8% -1.1% 125.0M -1.40B -8.4M 0.83 12.38 N/A N/A 242,500 202,460 1,329,100 1,123,240
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