GOOGL Options History — February 2015

In February 2015, GOOGL traded between $26.28 and $28.12. ATM implied volatility averaged 18.5%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 9.0% (HV 20d: 27.6%). Max pain ranged from $26.25 to $26.75. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.72.

Notable Days

  • 2015-02-27: Highest Volume — 1,435,080 contracts
  • 2015-02-13: Largest IV drop — 7.0% change
  • 2015-02-03: Highest IV Rank — 16.1%
  • 2015-02-02: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.04$26.28$28.12$26.61$28.12
Max Pain$26.51$26.25$26.75$26.25$26.50
ATM IV18.5%17.0%20.8%20.5%17.4%
Expected Move5.3%4.7%6.0%6.0%4.8%
HV 20d27.6%24.6%30.1%30.1%24.7%
HV 60d23.5%22.9%24.4%23.2%24.1%
IV Rank9.0%4.4%16.1%15.0%5.5%
IV Percentile29.5%13.6%48.4%47.2%17.8%
Term Structure0.1%-0.7%0.6%0.2%0.4%
VWIV18.7%16.8%21.4%21.4%17.0%
Skew 25d2.0%0.3%3.4%3.4%0.3%
Skew 10d4.2%1.5%7.2%7.2%1.5%
Call IV 25d17.7%16.4%19.7%19.3%17.0%
Put IV 25d19.8%17.3%22.7%22.7%17.3%
Bid-Ask Spread %58.889.0775.6958.4512.47
Gamma HHI0.110.040.480.060.33
Net GEX117.6M6.6M366.4M64.1M274.8M
Net DEX-1.43B-2.69B-664.2M-772.6M-2.69B
Net VEX-15.2M-16.1M-14.6M-15.1M-15.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.421.000.820.63
Total Volume819,236.842476,9001,435,080696,5201,435,080
Total OI3,996,842.1053,450,2804,451,2403,450,2804,099,060

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-02-02$26.61$26.2520.5%6.0%30.1%15.0%21.4%3.4%0.2%64.1M-772.6M-15.1M0.8258.45N/AN/A382,680313,8402,002,4801,447,800
2015-02-03$26.63$26.2520.8%5.8%29.2%16.1%20.8%2.8%-0.2%75.9M-1.03B-15.5M0.7357.81N/AN/A379,100278,2002,271,0201,587,740
2015-02-04$26.28$26.2520.3%5.9%28.1%14.6%21.0%2.3%-0.1%41.3M-664.2M-16.1M0.9058.74N/AN/A279,800251,1202,320,7001,652,380
2015-02-05$26.48$26.7519.7%5.5%28.1%12.6%19.9%2.4%-0.7%76.2M-740.8M-15.0M0.8164.68N/AN/A281,340229,3002,378,1801,684,880
2015-02-06$26.67$26.7519.4%5.4%28.1%11.6%19.2%2.1%0.1%125.3M-1.06B-15.2M0.6658.13N/AN/A666,580442,9802,413,3201,713,040
2015-02-09$26.51$26.7519.6%5.5%27.7%12.2%19.2%2.6%-0.4%52.9M-716.1M-14.7M0.6961.54N/AN/A330,700228,8802,203,5801,570,100
2015-02-10$27.04$26.7518.3%5.3%28.2%8.3%18.9%2.5%0.2%113.8M-1.50B-15.0M0.7669.61N/AN/A470,200356,3602,283,1201,622,340
2015-02-11$26.91$26.5019.0%5.6%28.3%10.5%19.5%1.8%0.3%111.8M-1.37B-15.7M0.5268.27N/AN/A569,720298,9602,437,9601,764,120
2015-02-12$27.30$26.5018.4%5.3%28.5%8.5%18.8%1.7%0.5%203.5M-2.10B-15.6M0.4273.35N/AN/A827,500344,5602,536,7401,819,560
2015-02-13$27.52$26.5017.1%4.9%28.4%4.6%17.4%1.8%0.2%366.4M-2.60B-15.3M0.5366.88N/AN/A757,140398,1402,582,4401,868,800
2015-02-17$27.21$26.5017.6%5.1%28.8%6.3%17.9%1.8%0.5%123.6M-1.85B-14.7M0.8575.69N/AN/A448,600381,7202,431,2201,722,400
2015-02-18$27.09$26.5018.4%5.3%28.8%8.5%18.4%1.9%0.1%82.2M-1.41B-15.3M1.0067.33N/AN/A373,880372,4202,494,5601,829,080
2015-02-19$27.32$26.5017.7%5.0%28.2%6.4%17.6%1.9%0.4%147.6M-1.65B-15.3M0.6474.75N/AN/A291,280185,6202,313,5401,772,020
2015-02-20$27.09$26.5017.7%5.0%26.3%6.4%17.7%1.7%0.6%6.6M-1.22B-14.9M0.6474.81N/AN/A508,460324,1402,348,4801,803,280
2015-02-23$26.73$26.5018.0%5.1%26.5%7.3%18.0%2.1%0.0%45.6M-704.9M-15.3M0.8553.13N/AN/A296,460253,2402,067,7401,469,140
2015-02-24$26.93$26.5017.6%4.9%26.5%6.1%17.2%1.7%-0.0%67.4M-1.01B-14.6M0.9055.89N/AN/A324,800292,5802,127,3401,527,740
2015-02-25$27.35$26.5017.0%4.7%24.6%4.4%16.8%2.1%-0.0%122.2M-1.55B-15.0M0.7058.22N/AN/A521,720363,3202,224,0001,617,060
2015-02-26$28.00$26.5017.6%5.0%24.7%6.3%17.7%1.9%-0.0%133.6M-2.50B-15.0M0.609.07N/AN/A689,960415,1202,280,5601,652,480
2015-02-27$28.12$26.5017.4%4.8%24.7%5.5%17.0%0.3%0.4%274.8M-2.69B-15.1M0.6312.47N/AN/A880,960554,1202,356,5601,742,500