GOOGL Options History — October 2014 In October 2014, GOOGL traded between $26.15 and $29.39. ATM implied volatility averaged 25.4%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 2.0% (HV 20d: 23.4%). Max pain ranged from $28.25 to $30.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.70.
Notable Days 2014-10-17 : Highest Volume — 1,396,900 contracts2014-10-17 : Largest IV drop — 31.9% change2014-10-16 : Highest IV Rank — 68.7%2014-10-15 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.92 $26.15 $29.39 $28.98 $28.40 Max Pain $29.05 $28.25 $30.00 $30.00 $28.50 ATM IV 25.4% 17.0% 38.1% 26.1% 17.0% Expected Move 7.0% 6.2% 8.4% 6.6% 6.2% HV 20d 23.4% 16.7% 27.9% 16.9% 27.8% HV 60d 19.2% 17.7% 20.8% 17.9% 20.0% IV Rank 29.9% 4.2% 68.7% 32.2% 4.2% IV Percentile 66.4% 14.0% 98.6% 87.5% 14.0% Term Structure -0.6% -2.7% 0.8% -0.7% 0.8% VWIV 24.6% 21.4% 29.4% 23.8% 21.4% Skew 25d 3.1% 2.0% 5.4% 3.6% 2.0% Skew 10d 5.5% 2.2% 12.1% 3.8% 4.6% Call IV 25d 24.2% 16.1% 35.6% 24.6% 16.1% Put IV 25d 27.3% 18.1% 41.0% 28.2% 18.1% Bid-Ask Spread % 30.99 21.67 43.62 27.59 34.76 Gamma HHI 0.06 0.03 0.22 0.05 0.22 Net GEX 39.3M -118.2M 169.5M 16.0M 169.5M Net DEX -147.2M -1.34B 2.04B -40.2M -1.34B Net VEX -11.6M -12.8M -9.0M -12.3M -11.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.38 1.20 0.59 0.47 Total Volume 826,152.174 435,800 1,396,900 612,160 1,059,220 Total OI 4,139,341.739 3,556,880 4,951,480 3,987,820 4,213,560
Daily Data (23 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 2014-10-01 $28.98 $30.00 26.1% 6.6% 16.9% 32.2% 23.8% 3.6% -0.7% 16.0M -40.2M -12.3M 0.59 27.59 N/A N/A 384,680 227,480 2,271,700 1,716,120 2014-10-02 $29.04 $30.00 26.1% 6.6% 16.8% 31.9% 24.4% 3.3% -0.9% 34.7M -153.1M -12.3M 0.54 22.83 N/A N/A 438,680 235,240 2,391,800 1,764,560 2014-10-03 $29.31 $29.75 25.1% 6.5% 16.9% 29.1% 23.1% 3.2% -0.5% 123.9M -746.7M -12.6M 0.60 22.62 N/A N/A 396,900 239,340 2,508,880 1,817,060 2014-10-06 $29.39 $29.75 25.6% 6.6% 16.7% 30.6% 23.1% 3.1% -0.7% 156.1M -834.3M -12.2M 0.38 21.99 N/A N/A 325,460 122,700 2,156,720 1,652,300 2014-10-07 $28.70 $29.75 28.3% 7.0% 17.8% 38.9% 24.3% 2.6% -0.0% 15.1M 14.0M -12.3M 0.65 21.67 N/A N/A 362,460 235,800 2,236,240 1,701,280 2014-10-08 $29.20 $29.75 26.1% 6.8% 18.9% 32.0% 24.2% 4.0% -0.7% 128.7M -860.5M -12.8M 0.64 26.36 N/A N/A 600,640 381,900 2,674,060 1,887,820 2014-10-09 $28.59 $29.75 29.0% 7.2% 20.2% 41.0% 25.3% 3.1% -1.0% -31.4M -308.4M -12.2M 0.87 30.28 N/A N/A 559,940 485,500 2,727,900 1,946,140 2014-10-10 $28.13 $29.75 31.2% 7.4% 20.6% 47.8% 26.0% 3.0% -1.3% -118.2M 177.8M -12.0M 0.99 28.12 N/A N/A 461,700 458,260 2,859,200 2,092,280 2014-10-13 $27.24 $29.50 35.9% 8.1% 23.3% 61.9% 28.4% 3.5% -1.5% -34.4M 1.15B -12.1M 1.07 25.27 N/A N/A 322,440 344,240 2,104,520 1,754,000 2014-10-14 $27.79 $29.25 32.2% 7.7% 24.1% 50.8% 27.4% 3.8% -1.7% -11.5M 167.3M -12.1M 1.20 28.96 N/A N/A 289,840 348,460 2,522,740 1,894,260 2014-10-15 $27.08 $29.25 37.2% 8.4% 25.1% 66.0% 29.4% 5.0% -2.4% -16.9M 520.4M -11.4M 0.68 39.30 N/A N/A 596,420 403,160 2,589,940 1,903,220 2014-10-16 $26.85 $28.75 38.1% 8.2% 24.8% 68.7% 28.3% 5.4% -2.7% -7.5M 1.06B -11.3M 0.74 42.61 N/A N/A 783,100 576,720 2,322,100 1,724,120 2014-10-17 $26.15 $28.75 25.9% 7.3% 24.8% 31.6% 25.7% 2.7% -1.0% -72.9M 2.04B -9.5M 1.05 43.62 N/A N/A 680,340 716,560 2,537,240 1,944,520 2014-10-20 $26.65 $28.50 22.7% 7.0% 26.4% 21.7% 24.7% 2.7% -0.1% 9.8M -23.4M -9.0M 0.70 24.48 N/A N/A 387,080 269,860 2,098,480 1,549,220 2014-10-21 $26.87 $28.50 21.7% 6.8% 26.8% 18.8% 24.2% 2.9% 0.1% 14.6M 228.5M -11.1M 0.62 30.56 N/A N/A 386,220 238,920 2,210,820 1,607,620 2014-10-22 $27.14 $28.50 21.7% 6.7% 26.6% 18.6% 23.9% 2.9% -0.3% 33.4M -149.8M -11.5M 0.57 35.08 N/A N/A 721,200 409,080 2,193,400 1,656,600 2014-10-23 $27.68 $28.50 19.9% 6.6% 27.1% 13.1% 23.2% 2.7% 0.0% 136.7M -1.01B -10.9M 0.65 32.33 N/A N/A 674,880 441,280 2,400,380 1,737,860 2014-10-24 $27.47 $28.25 19.5% 6.6% 27.0% 12.1% 23.9% 2.7% 0.1% 5.8M -335.4M -11.5M 0.70 32.08 N/A N/A 512,780 359,300 2,439,960 1,839,160 2014-10-27 $27.49 $28.50 20.1% 6.6% 27.1% 13.7% 23.6% 2.7% 0.1% 52.3M -672.1M -12.2M 0.58 32.77 N/A N/A 376,960 217,100 2,224,580 1,622,140 2014-10-28 $27.95 $28.25 18.1% 6.4% 27.9% 7.8% 22.7% 2.5% 0.4% 87.3M -521.9M -11.9M 0.50 36.60 N/A N/A 291,360 144,440 1,997,000 1,559,880 2014-10-29 $27.93 $28.25 18.8% 6.5% 27.5% 9.9% 23.2% 2.8% 0.6% 110.1M -1.14B -10.9M 0.62 38.00 N/A N/A 501,560 310,220 2,344,840 1,690,140 2014-10-30 $28.03 $28.50 17.4% 6.4% 27.6% 5.5% 22.3% 2.1% 0.7% 103.6M -593.9M -11.4M 0.67 34.87 N/A N/A 431,860 290,220 2,380,980 1,737,520 2014-10-31 $28.40 $28.50 17.0% 6.2% 27.8% 4.2% 21.4% 2.0% 0.8% 169.5M -1.34B -11.8M 0.47 34.76 N/A N/A 721,700 337,520 2,418,380 1,795,180
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