GOOGL Options History — March 2015 In March 2015, GOOGL traded between $27.65 and $29.09. ATM implied volatility averaged 21.6%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 1.4% (HV 20d: 20.2%). Max pain ranged from $26.50 to $27.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2015-03-24 : Highest Volume — 1,347,340 contracts2015-03-16 : Largest IV spike — 10.4% change2015-03-31 : Highest IV Rank — 28.4%2015-03-31 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $28.30 $27.65 $29.09 $28.76 $27.78 Max Pain $26.76 $26.50 $27.75 $26.50 $27.75 ATM IV 21.6% 18.2% 24.9% 18.2% 24.9% Expected Move 6.7% 5.2% 7.6% 5.4% 7.6% HV 20d 20.2% 17.2% 22.1% 19.4% 19.5% HV 60d 23.6% 22.4% 24.5% 24.5% 23.2% IV Rank 18.3% 8.1% 28.4% 8.1% 28.4% IV Percentile 54.1% 30.9% 72.2% 31.2% 72.2% Term Structure 0.6% -1.1% 4.6% -0.6% -0.6% VWIV 23.3% 18.6% 26.7% 19.2% 26.0% Skew 25d 2.1% 1.4% 2.7% 1.7% 2.2% Skew 10d 4.0% 2.4% 6.5% 3.7% 4.3% Call IV 25d 20.8% 17.5% 24.1% 17.5% 23.9% Put IV 25d 22.8% 19.1% 26.8% 19.1% 26.1% Bid-Ask Spread % 25.26 7.35 41.68 7.35 19.07 Gamma HHI 0.08 0.04 0.46 0.05 0.04 Net GEX 111.0M 12.1M 354.0M 111.3M 42.8M Net DEX -1.95B -3.48B -530.9M -3.07B -769.7M Net VEX -16.4M -17.8M -14.3M -14.3M -16.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.40 1.15 0.58 1.00 Total Volume 715,339.091 361,160 1,347,340 1,022,240 543,860 Total OI 4,306,755.455 3,605,000 4,718,180 3,888,400 4,380,720
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 2015-03-02 $28.76 $26.50 18.2% 5.4% 19.4% 8.1% 19.2% 1.7% -0.6% 111.3M -3.07B -14.3M 0.58 7.35 N/A N/A 647,300 374,940 2,262,840 1,625,560 2015-03-03 $28.95 $26.50 18.4% 5.2% 18.3% 8.7% 18.6% 1.4% -0.7% 137.4M -3.30B -15.4M 0.61 9.93 N/A N/A 606,400 372,440 2,417,960 1,722,120 2015-03-04 $28.91 $26.50 18.4% 5.5% 18.4% 8.7% 19.2% 1.5% -0.3% 143.1M -3.26B -15.5M 0.52 9.69 N/A N/A 673,560 353,240 2,476,400 1,771,580 2015-03-05 $29.09 $26.50 18.3% 6.4% 17.2% 8.2% 22.6% 1.8% -0.6% 176.1M -3.48B -16.1M 0.67 26.41 N/A N/A 475,160 320,120 2,638,400 1,820,320 2015-03-06 $28.62 $26.50 18.7% 6.6% 18.8% 9.5% 22.8% 1.9% -0.0% 108.8M -2.82B -15.9M 0.78 22.74 N/A N/A 676,100 530,620 2,675,060 1,860,080 2015-03-09 $28.70 $26.50 18.3% 6.5% 18.7% 8.2% 22.8% 1.6% 4.5% 108.6M -2.52B -16.3M 0.87 22.32 N/A N/A 193,120 168,040 2,321,860 1,700,740 2015-03-10 $27.99 $26.50 20.0% 6.9% 21.1% 13.6% 23.9% 2.2% 4.0% 63.0M -1.61B -16.4M 0.85 26.52 N/A N/A 318,980 270,140 2,380,680 1,757,420 2015-03-11 $27.78 $26.50 20.2% 7.0% 20.4% 14.2% 24.9% 1.4% 4.4% 50.4M -1.32B -16.5M 0.86 27.30 N/A N/A 270,600 232,040 2,449,220 1,815,460 2015-03-12 $28.06 $26.50 20.3% 6.8% 20.5% 14.5% 23.9% 1.7% 4.0% 75.8M -1.71B -16.4M 0.73 25.75 N/A N/A 308,620 225,640 2,499,480 1,870,700 2015-03-13 $27.65 $26.50 20.5% 6.7% 20.7% 14.9% 23.8% 1.7% 4.6% 12.1M -1.08B -16.2M 1.15 28.23 N/A N/A 451,760 521,640 2,573,780 1,902,440 2015-03-16 $28.08 $26.50 22.6% 6.8% 21.3% 21.4% 23.8% 2.3% -0.5% 104.8M -1.82B -17.0M 0.78 15.14 N/A N/A 270,740 212,480 2,436,040 1,990,120 2015-03-17 $27.88 $26.50 23.0% 6.7% 21.0% 22.6% 23.8% 2.3% -0.2% 80.5M -1.53B -16.6M 0.82 22.52 N/A N/A 261,320 214,500 2,466,980 2,042,900 2015-03-18 $28.31 $26.50 23.9% 6.8% 21.4% 25.3% 23.8% 2.4% -0.6% 147.0M -2.17B -17.1M 0.62 41.68 N/A N/A 384,500 239,680 2,523,040 2,059,900 2015-03-19 $28.18 $26.50 23.4% 6.7% 21.4% 23.9% 23.7% 2.2% -0.6% 146.5M -2.04B -16.9M 0.68 31.80 N/A N/A 282,140 191,900 2,555,360 2,090,140 2015-03-20 $28.25 $26.50 22.2% 6.4% 21.1% 20.3% 22.9% 2.0% -0.1% 354.0M -2.16B -16.6M 0.40 35.43 N/A N/A 416,780 168,340 2,605,960 2,112,220 2015-03-23 $28.27 $26.50 22.6% 6.6% 20.3% 21.3% 23.0% 2.4% -0.6% 121.0M -1.50B -16.5M 0.60 33.16 N/A N/A 319,160 190,180 2,007,660 1,597,340 2015-03-24 $28.88 $26.50 22.7% 6.6% 21.3% 21.7% 22.8% 2.4% -0.6% 189.1M -2.40B -16.3M 0.64 35.80 N/A N/A 820,320 527,020 2,153,040 1,678,620 2015-03-25 $28.35 $27.50 24.1% 7.1% 22.1% 26.2% 24.6% 2.4% -0.6% 94.5M -1.34B -17.8M 0.52 28.81 N/A N/A 530,220 275,380 2,325,260 1,891,580 2015-03-26 $28.22 $27.50 24.5% 7.2% 20.7% 27.3% 25.3% 2.5% -0.5% 87.9M -1.31B -16.9M 0.86 30.74 N/A N/A 449,140 385,580 2,599,320 1,959,680 2015-03-27 $27.88 $27.75 24.9% 7.3% 21.1% 28.3% 25.4% 2.7% -1.1% 19.5M -530.9M -17.1M 0.98 27.75 N/A N/A 298,780 293,000 2,444,980 1,990,240 2015-03-30 $28.05 $27.75 24.6% 7.5% 19.5% 27.4% 26.7% 2.7% -0.7% 67.1M -1.13B -16.5M 0.91 27.65 N/A N/A 246,620 225,360 2,423,940 1,871,480 2015-03-31 $27.78 $27.75 24.9% 7.6% 19.5% 28.4% 26.0% 2.2% -0.6% 42.8M -769.7M -16.4M 1.00 19.07 N/A N/A 272,040 271,820 2,471,900 1,908,820
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