GOOGL Options History — April 2015 In April 2015, GOOGL traded between $26.62 and $28.71. ATM implied volatility averaged 23.5%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 4.7% (HV 20d: 18.8%). Max pain ranged from $27.50 to $27.75. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.68.
Notable Days 2015-04-24 : Highest Volume — 2,291,460 contracts2015-04-24 : Largest IV drop — 25.0% change2015-04-17 : Highest IV Rank — 47.2%2015-04-23 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $27.48 $26.62 $28.71 $27.47 $27.40 Max Pain $27.55 $27.50 $27.75 $27.75 $27.50 ATM IV 23.5% 17.9% 26.2% 24.7% 20.8% Expected Move 6.8% 5.2% 8.0% 7.6% 6.2% HV 20d 18.8% 15.5% 22.5% 19.8% 22.5% HV 60d 22.0% 19.7% 23.0% 23.0% 20.4% IV Rank 35.1% 10.5% 47.2% 39.8% 23.2% IV Percentile 65.7% 24.2% 87.7% 71.0% 52.8% Term Structure -0.8% -1.9% 0.4% -0.6% -0.1% VWIV 23.8% 18.1% 28.2% 26.2% 21.9% Skew 25d 1.8% -0.3% 2.6% 2.6% 1.7% Skew 10d 3.3% 0.6% 6.2% 6.2% 2.9% Call IV 25d 22.9% 17.5% 25.9% 24.0% 19.9% Put IV 25d 24.7% 18.9% 27.8% 26.6% 21.7% Bid-Ask Spread % 25.88 10.67 66.72 19.73 25.94 Gamma HHI 0.05 0.03 0.25 0.04 0.03 Net GEX 67.1M -1.6M 282.9M 1.6M -1.6M Net DEX -817.7M -3.07B 198.2M -357.0M -173.9M Net VEX -16.4M -17.7M -14.9M -16.1M -17.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.47 0.92 0.91 0.92 Total Volume 859,034.286 488,700 2,291,460 789,540 846,960 Total OI 4,696,808.571 4,326,600 5,348,460 4,474,160 4,951,840
Daily Data (21 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 2015-04-01 $27.47 $27.75 24.7% 7.6% 19.8% 39.8% 26.2% 2.6% -0.6% 1.6M -357.0M -16.1M 0.91 19.73 N/A N/A 413,900 375,640 2,525,900 1,948,260 2015-04-02 $27.09 $27.75 25.2% 6.9% 19.9% 42.1% 23.9% 2.6% -1.2% 15.5M -54.3M -15.3M 0.81 17.80 N/A N/A 499,880 404,660 2,601,920 2,009,700 2015-04-06 $27.23 $27.75 25.5% 7.0% 19.5% 43.3% 24.8% 2.4% -0.7% 28.0M -380.6M -14.9M 0.68 20.83 N/A N/A 396,760 271,400 2,386,020 1,940,580 2015-04-07 $27.27 $27.75 25.6% 6.9% 19.5% 43.7% 23.8% 2.4% -1.4% 51.5M -310.7M -15.4M 0.76 10.67 N/A N/A 560,640 427,260 2,487,640 2,012,240 2015-04-08 $27.44 $27.50 24.7% 6.7% 17.8% 39.8% 23.6% 2.2% -1.2% 78.3M -389.9M -16.3M 0.48 14.51 N/A N/A 329,260 159,440 2,476,160 2,098,220 2015-04-09 $27.37 $27.50 24.4% 6.8% 17.6% 38.8% 23.7% 2.5% -0.9% 73.1M -389.2M -16.1M 0.69 10.77 N/A N/A 395,480 272,480 2,728,740 2,169,240 2015-04-10 $27.41 $27.50 24.1% 6.7% 17.2% 37.3% 23.3% 2.0% -1.4% 88.8M -815.7M -16.0M 0.71 17.10 N/A N/A 319,200 227,820 2,663,220 2,095,080 2015-04-13 $27.45 $27.50 23.5% 6.6% 16.5% 34.5% 23.2% 2.1% -0.6% 75.3M -792.3M -15.6M 0.55 15.58 N/A N/A 389,220 213,200 2,484,120 1,942,620 2015-04-14 $26.97 $27.50 24.7% 7.0% 16.5% 39.9% 24.6% 2.2% -0.9% 24.5M -169.1M -15.4M 0.59 15.54 N/A N/A 652,700 382,620 2,549,140 1,982,640 2015-04-15 $27.06 $27.50 24.7% 7.1% 16.5% 40.7% 24.9% 2.1% -0.6% 42.0M -358.1M -16.2M 0.64 18.08 N/A N/A 544,880 349,520 2,698,240 2,093,380 2015-04-16 $27.22 $27.50 24.7% 7.1% 15.5% 40.5% 24.9% 2.0% -1.0% 74.0M -694.7M -16.5M 0.60 24.98 N/A N/A 458,260 273,180 2,783,900 2,172,340 2015-04-17 $26.62 $27.50 26.2% 7.6% 17.1% 47.2% 26.7% 1.9% -1.3% 3.0M 198.2M -15.9M 0.67 13.84 N/A N/A 730,240 488,020 2,815,980 2,188,040 2015-04-20 $27.24 $27.50 24.0% 7.2% 19.4% 37.6% 25.3% 1.8% -1.3% 53.1M -721.8M -17.0M 0.48 50.90 N/A N/A 429,760 204,700 2,433,340 1,906,300 2015-04-21 $27.16 $27.50 25.6% 7.7% 19.3% 44.5% 27.0% 1.8% -1.2% 56.3M -604.9M -17.3M 0.78 33.60 N/A N/A 281,080 219,300 2,568,780 1,941,720 2015-04-22 $27.48 $27.50 25.9% 7.8% 18.1% 45.7% 27.5% 1.2% -1.4% 81.6M -1.10B -17.3M 0.68 33.54 N/A N/A 334,640 228,460 2,637,860 2,002,540 2015-04-23 $27.87 $27.50 25.2% 8.0% 18.0% 42.7% 28.2% -0.3% -1.9% 114.9M -1.92B -17.1M 0.53 36.59 N/A N/A 1,019,560 540,360 2,716,660 2,064,540 2015-04-24 $28.71 $27.50 18.9% 5.3% 20.9% 14.8% 18.8% 1.5% 0.4% 282.9M -3.07B -17.5M 0.47 28.86 N/A N/A 1,563,740 727,720 3,067,260 2,281,200 2015-04-27 $28.24 $27.50 19.1% 5.6% 21.3% 15.5% 19.7% 0.3% -0.0% 97.5M -1.98B -16.6M 0.74 66.72 N/A N/A 505,380 374,820 2,588,240 1,967,460 2015-04-28 $28.19 $27.50 18.7% 5.4% 21.2% 14.0% 19.1% 1.2% -0.1% 93.2M -1.65B -17.5M 0.78 33.48 N/A N/A 360,920 281,240 2,694,680 2,081,020 2015-04-29 $28.10 $27.50 17.9% 5.2% 20.9% 10.5% 18.1% 1.4% 0.4% 74.9M -1.42B -17.5M 0.73 34.40 N/A N/A 337,600 247,820 2,739,540 2,136,680 2015-04-30 $27.40 $27.50 20.8% 6.2% 22.5% 23.2% 21.9% 1.7% -0.1% -1.6M -173.9M -17.7M 0.92 25.94 N/A N/A 442,160 404,800 2,780,840 2,171,000
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