GOOGL Options History — July 2014 In July 2014, GOOGL traded between $28.92 and $30.26. ATM implied volatility averaged 21.6%. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.0% (HV 20d: 18.6%). Max pain ranged from $27.50 to $30.25. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.65.
Notable Days 2014-07-18 : Highest Volume — 2,261,840 contracts2014-07-18 : Largest IV drop — 33.0% change2014-07-08 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.62 $28.92 $30.26 $29.57 $28.98 Max Pain $28.48 $27.50 $30.25 $27.50 $30.25 ATM IV 21.6% 16.8% 26.1% 24.4% 20.2% Expected Move 6.3% 5.9% 6.5% 6.4% 6.5% HV 20d 18.6% 14.9% 22.8% 16.2% 22.8% HV 60d 20.3% 18.6% 23.2% 23.2% 19.5% Term Structure -0.6% -1.8% 0.5% -0.5% 0.0% VWIV 22.5% 21.0% 24.7% 22.9% 23.1% Skew 25d 2.2% 1.1% 3.2% 2.8% 2.0% Skew 10d 4.2% 1.9% 6.7% 6.0% 3.7% Call IV 25d 20.7% 16.2% 24.8% 23.5% 19.6% Put IV 25d 23.0% 17.8% 27.6% 26.3% 21.6% Bid-Ask Spread % 16.20 12.26 22.34 12.72 15.61 Gamma HHI 0.11 0.04 0.58 0.16 0.04 Net GEX 122.6M -15.1M 454.6M 191.3M -15.1M Net DEX -1.46B -2.64B -290.5M -1.87B -290.5M Net VEX -9.5M -10.5M -8.6M -8.6M -10.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.39 0.78 0.52 0.77 Total Volume 661,061.818 330,160 2,261,840 975,420 869,640 Total OI 2,965,074.545 2,540,560 3,425,800 2,777,180 3,145,080
Daily Data (22 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 2014-07-01 $29.57 $27.50 24.4% 6.4% 16.2% 0.0% 22.9% 2.8% -0.5% 191.3M -1.87B -8.6M 0.52 12.72 N/A N/A 642,620 332,800 1,479,480 1,297,700 2014-07-02 $29.54 $27.50 24.7% 6.4% 16.2% 0.0% 23.0% 3.2% -1.5% 186.4M -1.78B -8.9M 0.45 12.65 N/A N/A 350,880 159,300 1,607,380 1,435,980 2014-07-03 $29.65 $27.50 24.7% 6.4% 14.9% 0.0% 22.3% 3.0% -1.3% 275.2M -2.10B -9.1M 0.54 13.36 N/A N/A 345,640 186,180 1,722,020 1,498,640 2014-07-07 $29.54 $27.50 24.7% 6.5% 15.1% 0.0% 23.1% 2.9% -1.5% 110.2M -1.54B -8.9M 0.76 12.26 N/A N/A 267,480 202,500 1,459,360 1,219,500 2014-07-08 $28.92 $27.50 26.1% 6.5% 17.0% 0.0% 23.0% 2.8% -1.8% 32.6M -792.2M -9.1M 0.70 12.66 N/A N/A 387,800 271,880 1,550,080 1,302,160 2014-07-09 $29.17 $27.50 25.4% 6.5% 17.1% 0.0% 22.6% 3.1% -1.6% 83.7M -1.11B -9.2M 0.51 14.65 N/A N/A 276,040 139,740 1,637,280 1,370,960 2014-07-10 $29.00 $27.50 25.4% 6.5% 17.3% 0.0% 23.2% 3.0% -1.7% 21.7M -875.8M -9.3M 0.78 15.87 N/A N/A 315,720 245,780 1,698,180 1,406,980 2014-07-11 $29.33 $27.50 24.7% 6.5% 16.6% 0.0% 23.1% 3.0% -1.3% 117.6M -1.49B -9.2M 0.70 14.78 N/A N/A 423,840 298,600 1,768,980 1,460,400 2014-07-14 $29.71 $27.50 24.5% 6.5% 17.0% 0.0% 24.7% 2.5% -0.6% 78.3M -1.59B -9.3M 0.69 14.85 N/A N/A 238,920 166,020 1,484,620 1,241,940 2014-07-15 $29.65 $27.50 24.9% 6.4% 15.9% 0.0% 24.1% 2.6% -0.6% 80.1M -1.58B -9.4M 0.55 13.76 N/A N/A 276,060 151,700 1,568,660 1,316,060 2014-07-16 $29.53 $27.50 25.3% 6.4% 16.0% 0.0% 22.7% 2.5% -0.9% 77.5M -1.49B -9.7M 0.78 18.75 N/A N/A 199,400 155,300 1,648,900 1,380,160 2014-07-17 $29.04 $27.50 25.1% 6.4% 16.5% 0.0% 22.5% 2.4% -1.3% 45.6M -925.9M -9.3M 0.70 18.84 N/A N/A 620,500 437,400 1,649,960 1,378,060 2014-07-18 $30.26 $27.50 16.8% 6.3% 21.6% 0.0% 22.5% 1.9% 0.5% 454.6M -2.64B -8.6M 0.64 22.34 N/A N/A 1,383,080 878,760 1,905,720 1,520,080 2014-07-21 $29.92 $0.00 17.6% 5.9% 22.2% 0.0% 21.0% 1.4% -0.1% 111.3M -1.49B -9.3M 0.69 16.61 N/A N/A 387,000 266,380 1,481,500 1,059,060 2014-07-22 $30.18 $28.75 17.9% 6.1% 21.9% 0.0% 21.2% 1.3% 0.2% 157.0M -1.84B -9.5M 0.53 19.98 N/A N/A 483,840 256,980 1,572,600 1,162,580 2014-07-23 $30.26 $30.25 17.5% 6.0% 21.8% 0.0% 22.2% 1.1% 0.2% 166.4M -1.92B -9.8M 0.75 19.55 N/A N/A 276,760 207,140 1,656,000 1,257,040 2014-07-24 $30.15 $30.25 17.3% 6.1% 20.5% 0.0% 21.4% 1.4% 0.4% 137.0M -1.71B -10.0M 0.64 20.11 N/A N/A 304,840 194,080 1,727,260 1,342,540 2014-07-25 $29.90 $30.25 17.0% 6.1% 20.8% 0.0% 21.8% 1.5% 0.4% 58.3M -1.27B -10.0M 0.67 16.21 N/A N/A 377,640 254,280 1,777,360 1,394,620 2014-07-28 $29.95 $30.25 17.0% 6.1% 20.8% 0.0% 21.4% 1.6% 0.4% 113.9M -1.42B -10.0M 0.39 18.22 N/A N/A 365,520 143,780 1,547,260 1,170,400 2014-07-29 $29.70 $30.25 17.5% 6.1% 21.0% 0.0% 21.7% 1.4% -0.2% 91.9M -1.18B -10.2M 0.73 14.58 N/A N/A 273,200 198,180 1,661,680 1,209,100 2014-07-30 $29.77 $30.25 17.3% 6.1% 20.7% 0.0% 21.6% 1.2% -0.4% 121.7M -1.30B -10.3M 0.73 18.02 N/A N/A 190,640 139,520 1,770,400 1,287,920 2014-07-31 $28.98 $30.25 20.2% 6.5% 22.8% 0.0% 23.1% 2.0% 0.0% -15.1M -290.5M -10.5M 0.77 15.61 N/A N/A 492,180 377,460 1,813,820 1,331,260
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