GOOGL Options History — August 2014

In August 2014, GOOGL traded between $28.59 and $29.86. ATM implied volatility averaged 18.1%. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 2.0% (HV 20d: 20.1%). Max pain ranged from $29.75 to $30.25. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2014-08-15: Highest Volume — 1,124,820 contracts
  • 2014-08-04: Largest IV drop — 8.1% change
  • 2014-08-07: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.17$28.59$29.86$28.68$29.12
Max Pain$30.01$29.75$30.25$30.25$29.75
ATM IV18.1%15.6%21.6%21.4%16.8%
Expected Move6.3%6.0%6.8%6.6%6.1%
HV 20d20.1%14.6%23.9%23.0%14.6%
HV 60d19.1%17.8%20.0%19.6%17.8%
Term Structure0.2%-0.5%0.9%-0.5%0.1%
VWIV22.4%21.0%24.4%23.5%21.0%
Skew 25d1.8%1.3%2.5%2.5%1.9%
Skew 10d2.5%1.0%4.3%4.3%3.1%
Call IV 25d17.5%14.9%21.0%20.6%15.8%
Put IV 25d19.2%16.4%23.1%23.1%17.7%
Bid-Ask Spread %21.3911.7535.6313.2735.63
Gamma HHI0.070.040.190.050.04
Net GEX66.4M-58.1M190.5M-17.0M30.9M
Net DEX-790.2M-1.71B81.4M81.4M-485.1M
Net VEX-11.2M-11.7M-10.5M-10.8M-11.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.490.900.860.62
Total Volume548,078.095322,0601,124,820876,280455,600
Total OI3,306,380.9522,870,9003,633,9803,375,8403,633,980

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2014-08-01$28.68$30.2521.4%6.6%23.0%0.0%23.5%2.5%-0.5%-17.0M81.4M-10.8M0.8613.27N/AN/A470,940405,3401,942,0001,433,840
2014-08-04$29.11$30.2519.6%6.5%23.7%0.0%22.9%1.7%-0.0%46.1M-708.1M-10.8M0.7113.47N/AN/A279,960199,7201,744,0201,270,720
2014-08-05$28.66$30.0020.8%6.6%23.2%0.0%24.4%1.7%-0.3%-15.5M-137.4M-10.9M0.6711.75N/AN/A255,720170,1201,835,3001,359,000
2014-08-06$28.72$30.0020.9%6.7%23.0%0.0%23.3%1.8%-0.4%2.6M-253.7M-10.9M0.5315.56N/AN/A248,920130,9401,911,1601,381,820
2014-08-07$28.59$30.0021.6%6.8%22.9%0.0%23.4%1.6%-0.3%-22.4M-137.9M-11.1M0.9013.45N/AN/A248,540224,0401,986,1201,413,600
2014-08-08$28.90$30.0020.4%6.7%22.9%0.0%23.7%1.9%0.3%55.8M-582.5M-11.0M0.5313.40N/AN/A425,980226,3602,047,3801,459,420
2014-08-11$28.86$30.0020.3%6.6%22.3%0.0%23.3%1.7%0.1%51.4M-599.4M-10.6M0.4915.17N/AN/A279,740138,0401,869,7601,269,500
2014-08-12$28.61$30.0019.8%6.6%22.5%0.0%22.8%1.4%0.1%21.4M-309.8M-10.5M0.5912.89N/AN/A311,580183,5801,950,6401,311,200
2014-08-13$29.23$30.0018.3%6.4%23.9%0.0%21.6%1.7%0.3%180.0M-1.29B-11.2M0.7217.69N/AN/A496,240359,4202,069,7801,370,440
2014-08-14$29.23$30.0017.8%6.4%23.1%0.0%22.3%1.6%0.1%190.5M-1.22B-11.2M0.8519.06N/AN/A294,940252,1802,093,1601,436,100
2014-08-15$29.19$30.0017.5%6.3%17.5%0.0%21.8%2.0%0.1%149.2M-1.05B-11.2M0.6321.58N/AN/A688,660436,1602,105,2801,501,220
2014-08-18$29.64$30.0016.6%6.2%18.1%0.0%21.8%1.8%0.7%136.8M-1.38B-11.1M0.5523.27N/AN/A406,380224,5201,655,1401,215,760
2014-08-19$29.86$30.0015.9%6.2%18.0%0.0%21.6%1.9%0.8%188.4M-1.71B-11.5M0.8025.18N/AN/A294,640236,5201,781,6601,307,600
2014-08-20$29.77$30.0016.0%6.1%18.0%0.0%22.3%2.0%0.8%160.4M-1.54B-11.6M0.6527.17N/AN/A214,520140,2001,827,8201,420,300
2014-08-21$29.62$30.0015.7%6.1%18.0%0.0%22.0%1.8%0.8%146.6M-1.35B-11.6M0.7225.90N/AN/A259,340187,6801,928,3601,470,120
2014-08-22$29.63$30.0015.6%6.0%17.8%0.0%22.0%1.6%0.9%31.9M-1.33B-11.5M0.6826.94N/AN/A301,500205,9201,944,8601,518,540
2014-08-25$29.53$30.0015.9%6.1%17.8%0.0%21.4%1.7%0.3%85.4M-1.02B-11.3M0.7828.70N/AN/A208,580162,3601,695,2401,355,100
2014-08-26$29.41$30.0015.8%6.0%17.7%0.0%21.4%1.3%0.3%46.7M-826.7M-11.4M0.7830.03N/AN/A181,180140,8801,750,7801,423,660
2014-08-27$29.15$30.0016.3%6.1%17.9%0.0%21.5%1.6%0.3%-17.8M-464.8M-11.3M0.7629.17N/AN/A311,120237,0001,814,2201,480,700
2014-08-28$29.02$30.0016.6%6.1%15.1%0.0%21.7%1.9%0.4%-58.1M-277.8M-11.5M0.6729.80N/AN/A367,140247,4401,897,8801,550,820
2014-08-29$29.12$29.7516.8%6.1%14.6%0.0%21.0%1.9%0.1%30.9M-485.1M-11.7M0.6235.63N/AN/A280,700174,9002,024,1801,609,800