GOOGL Options History — May 2015 In May 2015, GOOGL traded between $26.71 and $27.83. ATM implied volatility averaged 18.1%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 3.7% (HV 20d: 21.9%). Max pain ranged from $27.50 to $27.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.73.
Notable Days 2015-05-14 : Highest Volume — 1,094,900 contracts2015-05-26 : Largest IV spike — 12.8% change2015-05-06 : Highest IV Rank — 21.1%2015-05-06 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.39 $26.71 $27.83 $27.52 $27.29 Max Pain $27.50 $27.50 $27.50 $27.50 $27.50 ATM IV 18.1% 16.6% 20.3% 18.9% 17.2% Expected Move 5.2% 4.7% 5.8% 5.4% 4.9% HV 20d 21.9% 17.3% 24.8% 21.9% 17.3% HV 60d 20.3% 19.4% 20.8% 20.2% 19.7% IV Rank 11.4% 4.5% 21.1% 14.6% 7.3% IV Percentile 26.7% 5.6% 50.0% 38.1% 14.3% Term Structure 0.1% -0.3% 0.7% 0.6% 0.0% VWIV 18.4% 16.7% 20.4% 19.3% 16.9% Skew 25d 1.2% 0.4% 1.9% 1.3% 1.9% Skew 10d 2.4% 0.3% 3.8% 2.9% 3.7% Call IV 25d 17.8% 16.1% 20.0% 18.3% 16.5% Put IV 25d 19.0% 17.5% 21.0% 19.5% 18.4% Bid-Ask Spread % 56.33 32.50 67.89 32.50 58.97 Gamma HHI 0.06 0.03 0.35 0.04 0.03 Net GEX 76.9M -20.3M 308.0M 33.5M 17.6M Net DEX -482.4M -1.38B 617.2M -401.5M -300.2M Net VEX -17.2M -17.5M -16.8M -17.4M -16.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.73 0.49 0.96 0.82 0.72 Total Volume 668,131 340,800 1,094,900 891,020 799,860 Total OI 4,889,002 4,296,420 5,435,780 5,025,140 4,968,680
Daily Data (20 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 2015-05-01 $27.52 $27.50 18.9% 5.4% 21.9% 14.6% 19.3% 1.3% 0.6% 33.5M -401.5M -17.4M 0.82 32.50 N/A N/A 488,700 402,320 2,836,480 2,188,660 2015-05-04 $27.64 $27.50 19.1% 5.5% 21.9% 15.8% 19.1% 1.4% 0.0% 44.8M -591.1M -17.4M 0.60 65.03 N/A N/A 239,280 143,220 2,380,660 2,048,780 2015-05-05 $27.15 $27.50 19.7% 5.7% 22.8% 18.4% 20.1% 0.4% 0.1% 9.6M -2.8M -17.5M 0.60 67.89 N/A N/A 425,500 255,820 2,648,080 2,146,320 2015-05-06 $26.71 $27.50 20.3% 5.8% 23.4% 21.1% 20.4% 0.9% -0.2% -20.3M 617.2M -17.0M 0.96 59.90 N/A N/A 416,500 397,780 2,748,540 2,189,860 2015-05-07 $27.13 $27.50 19.6% 5.7% 24.2% 18.0% 20.0% 1.0% -0.0% 29.1M -117.6M -17.5M 0.82 59.02 N/A N/A 420,200 343,280 2,844,760 2,288,160 2015-05-08 $27.45 $27.50 17.5% 5.2% 24.5% 8.6% 18.6% 1.6% 0.5% 77.4M -461.8M -17.5M 0.76 65.02 N/A N/A 343,960 262,300 2,660,700 2,274,140 2015-05-11 $27.29 $27.50 18.2% 5.3% 24.6% 11.5% 18.9% 1.4% 0.1% 38.8M -178.1M -17.0M 0.94 64.62 N/A N/A 181,260 169,800 2,535,940 2,177,500 2015-05-12 $26.97 $27.50 19.5% 5.6% 24.1% 17.5% 19.7% 0.4% -0.3% 3.0M 219.8M -16.8M 0.73 55.76 N/A N/A 484,940 356,240 2,772,160 2,273,080 2015-05-13 $27.00 $27.50 19.0% 5.4% 24.1% 15.1% 19.2% 0.8% 0.2% 32.8M 213.3M -16.9M 0.70 48.48 N/A N/A 342,800 240,660 2,932,760 2,366,960 2015-05-14 $27.47 $27.50 17.7% 5.1% 24.8% 9.3% 17.8% 0.6% -0.0% 153.4M -774.6M -17.1M 0.89 51.88 N/A N/A 579,200 515,700 2,992,960 2,382,020 2015-05-15 $27.33 $27.50 17.3% 5.0% 23.5% 7.5% 17.9% 0.8% 0.2% 44.1M -456.9M -17.2M 0.86 56.53 N/A N/A 407,420 349,500 3,019,540 2,416,240 2015-05-18 $27.33 $27.50 16.6% 4.7% 22.0% 4.5% 16.7% 1.4% 0.1% 55.8M -402.9M -16.8M 0.53 51.81 N/A N/A 222,200 118,600 2,283,260 2,013,160 2015-05-19 $27.46 $27.50 17.5% 5.0% 22.0% 8.5% 17.7% 1.4% 0.1% 97.8M -672.5M -17.2M 0.49 62.51 N/A N/A 337,860 164,700 2,361,760 2,049,060 2015-05-20 $27.66 $27.50 17.3% 4.9% 21.8% 7.5% 17.3% 1.5% -0.0% 143.5M -1.11B -17.3M 0.57 60.57 N/A N/A 413,260 236,220 2,632,340 2,150,040 2015-05-21 $27.83 $27.50 16.9% 4.8% 21.3% 6.0% 17.4% 1.3% 0.2% 193.5M -1.38B -17.4M 0.62 50.75 N/A N/A 423,760 262,160 2,679,860 2,188,740 2015-05-22 $27.75 $27.50 16.7% 4.7% 18.2% 5.2% 16.8% 1.4% 0.7% 308.0M -1.30B -17.2M 0.77 53.47 N/A N/A 410,540 316,080 2,764,620 2,243,700 2015-05-26 $27.37 $27.50 18.9% 5.4% 17.9% 14.7% 19.5% 1.5% -0.2% 35.7M -430.8M -17.0M 0.80 51.84 N/A N/A 395,060 315,620 2,541,360 2,077,300 2015-05-27 $27.74 $27.50 17.6% 5.0% 18.7% 9.0% 17.9% 1.6% 0.2% 117.3M -1.08B -17.1M 0.59 53.11 N/A N/A 405,100 240,780 2,651,560 2,163,540 2015-05-28 $27.72 $27.50 17.3% 5.0% 18.6% 7.8% 17.5% 1.7% 0.2% 121.6M -1.04B -17.0M 0.83 56.92 N/A N/A 292,400 242,040 2,700,980 2,185,780 2015-05-29 $27.29 $27.50 17.2% 4.9% 17.3% 7.3% 16.9% 1.9% 0.0% 17.6M -300.2M -16.8M 0.72 58.97 N/A N/A 464,680 335,180 2,735,760 2,232,920
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