GOOGL Options History — June 2015 In June 2015, GOOGL traded between $27.07 and $28.20. ATM implied volatility averaged 19.6%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 4.5% (HV 20d: 15.2%). Max pain ranged from $27.25 to $27.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.82.
Notable Days 2015-06-18 : Highest Volume — 848,320 contracts2015-06-15 : Largest IV spike — 18.9% change2015-06-29 : Highest IV Rank — 41.7%2015-06-29 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.55 $27.07 $28.20 $27.45 $27.07 Max Pain $27.48 $27.25 $27.50 $27.50 $27.50 ATM IV 19.6% 15.8% 25.0% 17.3% 24.8% Expected Move 5.9% 4.7% 7.1% 4.9% 6.9% HV 20d 15.2% 13.7% 17.5% 17.3% 15.1% HV 60d 18.6% 17.9% 19.7% 19.7% 18.1% IV Rank 18.0% 1.1% 41.7% 7.8% 41.0% IV Percentile 39.2% 2.0% 78.2% 16.7% 76.6% Term Structure 0.9% -1.1% 4.3% 0.0% -0.9% VWIV 20.7% 16.7% 24.6% 17.4% 24.5% Skew 25d 1.6% 0.9% 2.3% 1.4% 2.3% Skew 10d 2.9% 1.4% 4.2% 2.4% 4.1% Call IV 25d 19.1% 15.5% 24.2% 16.9% 23.9% Put IV 25d 20.6% 16.7% 26.1% 18.3% 26.1% Bid-Ask Spread % 53.56 42.82 68.07 56.95 61.71 Gamma HHI 0.06 0.03 0.40 0.04 0.04 Net GEX 73.5M -37.8M 326.1M 55.4M 6.3M Net DEX -769.8M -1.85B 2.2M -638.7M -60.3M Net VEX -16.8M -17.4M -16.0M -16.9M -16.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.57 1.07 1.01 1.00 Total Volume 660,000.909 440,660 848,320 645,160 629,380 Total OI 4,854,554.545 3,898,220 5,468,660 4,769,180 4,430,540
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 2015-06-01 $27.45 $27.50 17.3% 4.9% 17.3% 7.8% 17.4% 1.4% 0.0% 55.4M -638.7M -16.9M 1.01 56.95 N/A N/A 320,280 324,880 2,630,620 2,138,560 2015-06-02 $27.70 $27.50 17.2% 4.8% 17.5% 7.2% 17.0% 1.8% -0.7% 103.0M -978.7M -17.4M 0.57 68.07 N/A N/A 383,860 220,560 2,505,360 2,162,080 2015-06-03 $27.77 $27.50 16.8% 4.7% 16.2% 5.3% 16.7% 1.2% -0.1% 112.0M -1.10B -17.4M 0.86 58.29 N/A N/A 332,940 286,980 2,752,380 2,262,360 2015-06-04 $27.54 $27.50 17.6% 6.1% 15.3% 9.2% 21.5% 1.3% -0.1% 55.3M -739.1M -17.4M 0.86 43.12 N/A N/A 392,340 336,800 2,762,080 2,294,300 2015-06-05 $27.48 $27.50 17.4% 6.0% 14.4% 8.0% 20.8% 1.8% -0.6% 35.1M -840.1M -17.1M 0.78 43.43 N/A N/A 455,540 354,720 2,821,400 2,347,980 2015-06-08 $27.18 $27.50 17.8% 6.1% 14.3% 10.0% 21.8% 1.5% 3.7% 12.9M -123.9M -17.1M 0.82 42.82 N/A N/A 307,380 251,820 2,692,480 2,236,920 2015-06-09 $27.09 $27.50 17.5% 6.0% 14.2% 8.8% 21.2% 1.0% 3.3% 2.1M 2.2M -17.1M 0.85 45.49 N/A N/A 314,840 267,900 2,757,740 2,292,180 2015-06-10 $27.67 $27.50 15.8% 5.8% 15.5% 1.1% 20.3% 0.9% 4.3% 111.7M -1.19B -17.0M 0.80 47.29 N/A N/A 390,980 311,900 2,813,240 2,345,940 2015-06-11 $27.50 $27.50 16.7% 5.8% 15.7% 5.1% 21.5% 1.2% 4.3% 77.2M -725.3M -17.1M 0.82 44.33 N/A N/A 290,440 236,960 2,856,940 2,384,340 2015-06-12 $27.38 $27.50 17.3% 5.7% 14.5% 7.7% 20.8% 1.2% 3.9% -7.1M -830.1M -16.4M 0.95 51.37 N/A N/A 344,440 327,020 2,902,340 2,427,180 2015-06-15 $27.18 $27.50 20.6% 6.1% 14.7% 22.3% 21.9% 1.6% 0.9% 14.0M -77.5M -16.6M 0.89 47.57 N/A N/A 282,140 251,640 2,764,060 2,322,740 2015-06-16 $27.24 $27.50 20.9% 6.1% 14.7% 23.7% 21.4% 1.7% 0.6% 29.7M -207.5M -16.5M 0.80 45.77 N/A N/A 245,460 195,200 2,820,300 2,380,700 2015-06-17 $27.36 $27.25 20.6% 5.9% 14.7% 22.3% 20.7% 1.7% 1.1% 62.9M -415.0M -16.6M 0.63 54.59 N/A N/A 313,480 196,420 2,874,320 2,411,500 2015-06-18 $27.81 $27.25 20.1% 5.7% 15.6% 20.3% 20.0% 1.6% 1.6% 167.4M -1.66B -16.4M 0.75 56.04 N/A N/A 484,180 364,140 2,927,040 2,433,480 2015-06-19 $27.88 $27.50 19.6% 5.4% 15.5% 18.0% 19.3% 1.7% 2.6% 326.1M -1.85B -16.1M 0.72 58.62 N/A N/A 491,880 354,920 2,969,020 2,499,640 2015-06-22 $28.08 $27.50 20.4% 5.4% 15.6% 21.3% 19.1% 1.9% -0.5% 121.1M -1.23B -16.0M 0.73 61.60 N/A N/A 406,460 294,860 2,068,020 1,830,200 2015-06-23 $28.20 $27.50 21.4% 5.8% 14.7% 26.0% 20.6% 2.0% -0.6% 139.7M -1.48B -16.7M 0.60 61.11 N/A N/A 470,920 282,240 2,168,500 1,926,080 2015-06-24 $27.95 $27.50 22.0% 6.0% 14.5% 28.5% 21.1% 1.5% -0.9% 110.1M -1.11B -16.6M 0.85 56.90 N/A N/A 373,960 319,200 2,308,440 1,968,400 2015-06-25 $27.90 $27.50 22.2% 6.1% 14.5% 29.6% 21.5% 1.7% -0.4% 113.7M -1.09B -16.9M 0.70 61.64 N/A N/A 376,280 263,860 2,428,240 2,062,000 2015-06-26 $27.64 $27.50 22.6% 6.2% 13.7% 31.0% 21.7% 2.2% -0.9% -37.8M -528.6M -16.6M 1.07 62.51 N/A N/A 367,180 392,640 2,452,920 2,099,560 2015-06-29 $27.07 $27.50 25.0% 7.1% 15.5% 41.7% 24.6% 1.8% -1.1% 4.8M -65.5M -16.5M 0.88 49.13 N/A N/A 378,060 332,940 2,307,620 1,960,460 2015-06-30 $27.07 $27.50 24.8% 6.9% 15.1% 41.0% 24.5% 2.3% -0.9% 6.3M -60.3M -16.5M 1.00 61.71 N/A N/A 315,420 313,960 2,412,100 2,018,440
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