GOOGL Options History — July 2015 In July 2015, GOOGL traded between $27.11 and $34.94. ATM implied volatility averaged 22.8%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 14.7% (HV 20d: 37.6%). Max pain ranged from $27.50 to $31.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.75.
Notable Days 2015-07-17 : Highest Volume — 4,385,200 contracts2015-07-17 : Largest IV drop — 12.8% change2015-07-08 : Highest IV Rank — 41.4%2015-07-24 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $30.89 $27.11 $34.94 $27.19 $32.92 Max Pain $28.77 $27.50 $31.00 $27.50 $31.00 ATM IV 22.8% 20.0% 24.9% 23.8% 20.0% Expected Move 6.3% 5.6% 7.1% 6.7% 5.7% HV 20d 37.6% 13.8% 60.3% 15.1% 59.5% HV 60d 27.6% 18.1% 37.3% 18.1% 36.5% IV Rank 32.2% 19.4% 41.4% 36.7% 19.4% IV Percentile 64.5% 44.8% 78.6% 67.9% 44.8% Term Structure -0.7% -1.2% 0.1% -0.5% -0.4% VWIV 22.3% 19.9% 24.8% 23.6% 20.0% Skew 25d 1.7% 1.1% 2.5% 1.4% 1.7% Skew 10d 3.3% 1.9% 4.5% 3.6% 2.7% Call IV 25d 22.3% 19.1% 24.3% 23.7% 19.1% Put IV 25d 24.0% 20.8% 26.5% 25.1% 20.8% Bid-Ask Spread % 36.19 12.16 68.69 55.41 58.78 Gamma HHI 0.06 0.03 0.12 0.04 0.05 Net GEX 80.4M -13.2M 163.3M 17.7M 34.7M Net DEX -3.10B -9.53B -82.7M -168.0M -3.71B Net VEX -15.2M -17.4M -7.6M -16.8M -14.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.75 0.43 0.96 0.87 0.83 Total Volume 1,196,935.455 463,720 4,385,200 526,720 1,060,360 Total OI 5,009,195.455 4,292,400 5,950,660 4,506,620 5,913,360
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 2015-07-01 $27.19 $27.50 23.8% 6.7% 15.1% 36.7% 23.6% 1.4% -0.5% 17.7M -168.0M -16.8M 0.87 55.41 N/A N/A 281,320 245,400 2,459,240 2,047,380 2015-07-02 $27.39 $27.50 23.6% 5.6% 15.1% 35.5% 19.9% 1.1% -0.9% 82.4M -376.8M -16.7M 0.90 68.69 N/A N/A 305,420 275,240 2,498,740 2,080,680 2015-07-06 $27.29 $27.50 23.7% 6.3% 15.2% 35.9% 22.4% 2.0% -1.1% 34.5M -327.1M -16.6M 0.93 24.81 N/A N/A 273,660 254,860 2,320,560 1,971,840 2015-07-07 $27.49 $27.50 23.4% 6.4% 14.9% 34.9% 22.3% 1.8% -0.4% 57.7M -606.0M -16.8M 0.89 13.11 N/A N/A 267,140 237,220 2,388,520 2,058,660 2015-07-08 $27.11 $27.50 24.9% 6.7% 15.7% 41.4% 23.7% 2.3% -0.9% 4.6M -82.7M -16.5M 0.91 12.16 N/A N/A 246,580 223,680 2,422,960 2,101,300 2015-07-09 $27.29 $27.50 24.3% 6.5% 13.8% 38.9% 22.8% 2.5% -1.0% 37.1M -418.0M -16.5M 0.96 12.47 N/A N/A 236,060 227,660 2,479,120 2,128,340 2015-07-10 $27.86 $27.50 23.6% 6.4% 15.6% 35.7% 22.4% 2.3% -1.2% 161.9M -1.32B -16.6M 0.62 14.41 N/A N/A 572,360 354,200 2,504,280 2,167,920 2015-07-13 $28.62 $27.50 22.5% 6.1% 18.0% 30.8% 21.6% 1.8% -1.0% 125.5M -1.99B -16.0M 0.61 19.12 N/A N/A 485,000 297,020 2,359,540 2,010,220 2015-07-14 $29.21 $27.50 23.3% 6.3% 18.7% 34.4% 22.4% 2.0% -1.2% 151.0M -2.88B -15.6M 0.79 21.63 N/A N/A 670,540 528,000 2,464,720 2,077,460 2015-07-15 $29.16 $27.75 22.1% 6.1% 18.8% 28.7% 21.4% 1.9% -1.0% 137.3M -2.51B -16.4M 0.64 21.03 N/A N/A 495,420 316,260 2,615,440 2,279,960 2015-07-16 $29.95 $27.75 24.3% 6.7% 20.6% 38.6% 23.5% 2.1% -1.1% 163.3M -4.01B -14.8M 0.69 31.79 N/A N/A 1,330,400 914,500 2,760,560 2,358,240 2015-07-17 $34.94 $28.50 21.2% 5.9% 56.9% 24.8% 22.4% 1.1% -1.1% 37.4M -9.53B -11.6M 0.43 51.42 N/A N/A 3,062,240 1,322,960 3,219,180 2,731,480 2015-07-20 $34.60 $29.00 20.6% 5.9% 57.3% 22.4% 20.9% 1.3% -0.5% 45.6M -5.77B -7.6M 0.53 46.30 N/A N/A 858,680 451,260 2,270,120 2,101,880 2015-07-21 $34.87 $29.25 21.9% 6.3% 57.3% 27.9% 21.8% 1.6% -0.4% 142.4M -6.17B -10.7M 0.67 40.30 N/A N/A 748,060 500,020 2,619,080 2,234,160 2015-07-22 $34.74 $30.00 21.9% 6.3% 57.5% 28.3% 22.0% 1.6% -0.0% 135.6M -5.51B -17.4M 0.71 46.92 N/A N/A 923,460 657,180 2,784,440 2,389,620 2015-07-23 $33.69 $30.00 24.1% 6.9% 59.0% 37.8% 24.1% 1.7% -0.8% 6.4M -4.18B -15.2M 0.65 39.12 N/A N/A 1,098,060 711,960 2,911,740 2,547,560 2015-07-24 $32.76 $30.00 24.5% 7.1% 60.3% 39.5% 24.8% 1.7% -0.7% -13.2M -3.15B -15.9M 0.90 36.51 N/A N/A 1,065,960 954,380 3,255,640 2,622,340 2015-07-27 $32.95 $30.25 24.1% 6.9% 60.0% 37.6% 24.2% 1.5% -0.8% 71.9M -3.65B -15.4M 0.77 32.64 N/A N/A 558,600 432,800 2,889,180 2,368,920 2015-07-28 $33.02 $30.50 22.9% 6.6% 59.1% 32.6% 23.4% 1.5% -0.2% 82.5M -3.73B -15.6M 0.85 46.29 N/A N/A 465,980 394,020 3,013,280 2,450,100 2015-07-29 $33.15 $30.75 21.2% 6.0% 59.0% 24.9% 21.2% 1.2% -0.4% 93.9M -3.81B -16.2M 0.71 52.42 N/A N/A 508,660 360,780 3,074,460 2,504,080 2015-07-30 $33.32 $30.75 20.3% 5.8% 59.0% 21.2% 20.4% 1.3% 0.1% 159.2M -4.38B -15.1M 0.64 50.89 N/A N/A 706,340 452,880 3,191,600 2,554,400 2015-07-31 $32.92 $31.00 20.0% 5.7% 59.5% 19.4% 20.0% 1.7% -0.4% 34.7M -3.71B -14.8M 0.83 58.78 N/A N/A 578,420 481,940 3,264,220 2,649,140
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