GOOGL Options History — December 2014 In December 2014, GOOGL traded between $24.95 and $27.13. ATM implied volatility averaged 22.5%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.5% (HV 20d: 19.0%). Max pain ranged from $25.75 to $26.75. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.72.
Notable Days 2014-12-16 : Highest Volume — 1,099,420 contracts2014-12-15 : Largest IV spike — 15.1% change2014-12-31 : Highest IV Rank — 38.2%2014-12-16 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $26.46 $24.95 $27.13 $26.98 $26.53 Max Pain $26.60 $25.75 $26.75 $25.75 $26.50 ATM IV 22.5% 16.7% 28.1% 17.4% 28.1% Expected Move 7.1% 6.3% 8.5% 6.4% 7.3% HV 20d 19.0% 12.2% 25.0% 12.6% 24.4% HV 60d 21.1% 19.5% 22.3% 19.8% 22.2% IV Rank 21.1% 3.4% 38.2% 5.5% 38.2% IV Percentile 59.2% 10.5% 90.1% 20.6% 90.1% Term Structure 2.1% -1.0% 17.7% 0.6% -1.0% VWIV 25.1% 21.7% 28.1% 23.3% 25.9% Skew 25d 3.4% 0.9% 15.9% 2.1% 4.3% Skew 10d 5.6% 0.8% 16.2% 3.6% 6.9% Call IV 25d 21.5% 16.1% 26.6% 16.7% 26.6% Put IV 25d 24.9% 17.6% 37.0% 18.8% 30.9% Bid-Ask Spread % 19.52 5.11 50.57 5.11 50.57 Gamma HHI 0.06 0.04 0.10 0.06 0.05 Net GEX 37.4M -35.4M 123.4M 2.2M 24.4M Net DEX 353.6M -1.22B 1.67B 706.8M 63.0M Net VEX -11.9M -13.4M -9.5M -9.5M -12.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.49 1.04 0.52 0.79 Total Volume 751,049.091 282,580 1,099,420 688,640 289,060 Total OI 4,423,847.273 3,804,940 5,132,500 3,804,940 4,064,260
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 2014-12-01 $26.98 $25.75 17.4% 6.4% 12.6% 5.5% 23.3% 2.1% 0.6% 2.2M 706.8M -9.5M 0.52 5.11 N/A N/A 453,340 235,300 2,231,620 1,573,320 2014-12-02 $26.89 $26.50 17.0% 6.3% 12.5% 4.5% 21.7% 2.1% 0.8% 230.6K 706.5M -10.4M 0.64 5.21 N/A N/A 455,740 293,740 2,373,560 1,615,700 2014-12-03 $26.84 $26.75 16.7% 6.4% 12.5% 3.4% 22.2% 1.9% 1.0% 15.0M 576.3M -10.9M 0.52 7.00 N/A N/A 398,120 207,700 2,551,660 1,619,880 2014-12-04 $27.13 $26.75 16.9% 6.4% 12.2% 3.9% 22.4% 2.1% 0.9% 85.3M 23.7M -11.6M 0.49 5.93 N/A N/A 318,380 155,000 2,329,880 1,536,580 2014-12-05 $26.40 $26.75 17.0% 6.5% 15.2% 4.5% 22.3% 0.9% 2.0% -35.4M 982.9M -10.6M 0.82 6.31 N/A N/A 579,840 473,440 2,742,380 1,656,280 2014-12-08 $26.50 $26.75 19.0% 6.8% 15.3% 10.4% 24.0% 2.6% 0.8% 31.4M 412.4M -11.7M 0.76 6.18 N/A N/A 444,540 338,080 2,683,380 1,584,680 2014-12-09 $26.79 $26.75 18.4% 6.8% 15.3% 8.7% 23.5% 2.4% 0.9% 81.1M 201.8M -11.6M 0.80 7.11 N/A N/A 415,920 331,680 2,790,660 1,632,560 2014-12-10 $26.40 $26.75 20.2% 7.1% 15.7% 14.2% 24.1% 2.3% 1.2% 30.4M 648.2M -11.6M 0.89 7.89 N/A N/A 381,220 337,500 2,830,080 1,674,840 2014-12-11 $26.57 $26.75 20.0% 7.1% 16.0% 13.6% 23.9% 1.9% 1.4% 48.0M 446.9M -11.8M 0.67 8.15 N/A N/A 466,240 310,400 2,863,760 1,730,140 2014-12-12 $26.09 $26.75 22.0% 7.5% 16.9% 19.6% 25.2% 1.0% 1.9% -14.3M 1.01B -11.6M 0.82 8.22 N/A N/A 451,300 368,680 2,947,240 1,772,240 2014-12-15 $25.86 $26.75 25.3% 8.0% 17.0% 29.7% 27.9% 3.6% 3.6% -6.5M 964.8M -11.4M 1.04 8.27 N/A N/A 390,660 405,560 2,884,700 1,707,540 2014-12-16 $24.95 $26.75 25.7% 8.5% 20.0% 30.9% 28.0% 15.9% 17.7% -33.7M 1.67B -10.9M 0.68 9.16 N/A N/A 652,540 446,880 2,980,700 1,810,120 2014-12-17 $25.38 $26.75 26.4% 8.2% 21.4% 32.9% 28.1% 2.7% 3.6% -6.6M 1.39B -11.7M 0.66 10.31 N/A N/A 580,560 380,520 3,133,400 1,860,540 2014-12-18 $25.66 $26.75 24.3% 7.7% 21.8% 26.5% 27.5% 2.7% 4.2% 38.4M 918.8M -12.4M 0.92 10.97 N/A N/A 511,840 469,940 3,236,520 1,895,980 2014-12-19 $26.00 $26.50 23.2% 7.4% 22.5% 23.4% 26.8% 2.9% 5.3% 17.1M 562.2M -12.6M 0.75 10.83 N/A N/A 578,200 434,740 2,958,860 1,932,120 2014-12-22 $26.58 $26.50 25.0% 7.3% 24.0% 28.8% 25.5% 3.4% 0.5% 71.6M -222.9M -13.2M 0.75 47.40 N/A N/A 499,260 373,620 2,523,660 1,701,120 2014-12-23 $26.97 $26.50 24.6% 7.0% 24.6% 27.6% 26.0% 3.3% 0.7% 123.4M -807.0M -13.3M 0.53 38.31 N/A N/A 582,640 308,660 2,609,300 1,806,340 2014-12-24 $26.85 $26.50 26.2% 7.1% 24.6% 32.3% 25.9% 3.6% 0.7% 108.9M -617.3M -13.2M 0.65 39.13 N/A N/A 366,260 239,200 2,688,680 1,857,880 2014-12-26 $27.10 $26.50 26.6% 7.1% 24.8% 33.5% 26.0% 4.2% 0.6% 118.6M -1.22B -13.4M 0.65 43.34 N/A N/A 430,820 278,020 2,747,180 1,893,980 2014-12-29 $26.87 $26.50 27.4% 7.1% 25.0% 35.9% 26.5% 3.9% -0.8% 66.5M -370.8M -12.7M 0.64 44.16 N/A N/A 368,520 236,840 2,517,660 1,775,860 2014-12-30 $26.76 $26.50 27.5% 7.1% 24.2% 36.4% 25.2% 4.1% -1.0% 55.7M -271.6M -12.9M 0.91 49.79 N/A N/A 148,160 134,420 2,276,660 1,721,140 2014-12-31 $26.53 $26.50 28.1% 7.3% 24.4% 38.2% 25.9% 4.3% -1.0% 24.4M 63.0M -12.8M 0.79 50.57 N/A N/A 161,280 127,780 2,304,740 1,759,520
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