GOOGL Options History — August 2015 In August 2015, GOOGL traded between $31.25 and $34.70. ATM implied volatility averaged 26.2%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 16.1% (HV 20d: 42.3%). Max pain ranged from $30.00 to $31.25. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2015-08-11 : Highest Volume — 1,817,420 contracts2015-08-24 : Largest IV spike — 30.4% change2015-08-24 : Highest IV Rank — 100.0%2015-08-24 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.45 $31.25 $34.70 $33.24 $32.50 Max Pain $30.76 $30.00 $31.25 $31.25 $31.25 ATM IV 26.2% 20.2% 40.3% 20.2% 32.4% Expected Move 7.6% 5.8% 12.1% 5.8% 9.7% HV 20d 42.3% 22.8% 60.3% 59.3% 36.2% HV 60d 38.1% 36.4% 41.1% 36.4% 41.1% IV Rank 45.1% 20.6% 100.0% 20.6% 68.1% IV Percentile 73.4% 46.8% 100.0% 46.8% 97.6% Term Structure -0.2% -1.9% 0.9% 0.1% -0.1% VWIV 26.8% 20.3% 42.7% 20.3% 33.8% Skew 25d 2.8% 0.5% 6.3% 1.2% 6.0% Skew 10d 5.0% 0.2% 12.0% 2.5% 9.8% Call IV 25d 25.1% 19.9% 37.4% 19.9% 29.5% Put IV 25d 27.9% 21.1% 42.9% 21.1% 35.4% Bid-Ask Spread % 54.94 40.24 64.28 63.93 55.35 Gamma HHI 0.07 0.02 0.15 0.04 0.03 Net GEX 140.0M -41.2M 321.2M 91.9M 40.7M Net DEX -4.01B -5.79B -1.12B -3.54B -2.53B Net VEX -17.0M -19.7M -13.7M -16.9M -17.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.47 1.14 0.49 0.98 Total Volume 1,036,543.81 584,820 1,817,420 752,380 741,760 Total OI 5,785,855.238 5,068,920 6,607,640 5,068,920 5,277,000
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 2015-08-03 $33.24 $31.25 20.2% 5.8% 59.3% 20.6% 20.3% 1.2% 0.1% 91.9M -3.54B -16.9M 0.49 63.93 N/A N/A 506,220 246,160 2,657,700 2,411,220 2015-08-04 $33.07 $31.25 20.8% 5.9% 59.5% 23.2% 20.5% 0.5% -0.1% 90.9M -3.91B -14.6M 0.58 59.34 N/A N/A 536,960 310,760 2,936,360 2,526,340 2015-08-05 $33.72 $31.25 20.9% 5.8% 59.0% 23.6% 20.7% 0.7% -0.4% 246.2M -5.18B -13.7M 0.62 64.28 N/A N/A 758,980 469,600 3,076,040 2,573,020 2015-08-06 $33.56 $30.00 21.7% 6.4% 59.2% 27.3% 22.5% 2.6% 0.1% 223.0M -4.64B -15.1M 0.68 57.66 N/A N/A 602,260 407,200 3,144,960 2,606,480 2015-08-07 $33.17 $30.00 22.4% 6.6% 59.6% 30.3% 23.2% 2.0% -0.1% 94.3M -3.92B -15.4M 0.90 56.29 N/A N/A 556,740 500,960 3,173,660 2,655,800 2015-08-10 $33.13 $30.00 22.4% 6.6% 59.3% 30.5% 23.2% 1.4% 0.5% 99.8M -3.76B -16.2M 1.07 55.15 N/A N/A 441,460 474,400 2,945,440 2,520,340 2015-08-11 $34.52 $30.00 23.3% 6.9% 60.3% 34.3% 23.9% 2.0% 0.6% 214.0M -5.44B -17.5M 0.47 57.22 N/A N/A 1,235,380 582,040 2,840,220 2,521,960 2015-08-12 $34.58 $30.00 24.4% 7.2% 60.3% 39.3% 25.1% 2.3% 0.6% 221.2M -5.79B -16.9M 0.59 54.06 N/A N/A 879,720 514,980 3,350,580 2,785,840 2015-08-13 $34.37 $30.50 23.3% 6.7% 60.1% 34.2% 23.5% 0.6% 0.2% 245.6M -5.46B -17.7M 0.72 55.00 N/A N/A 692,220 501,820 3,583,860 2,887,740 2015-08-14 $34.48 $30.50 21.7% 6.4% 24.4% 27.1% 22.5% 2.0% 0.9% 321.2M -5.66B -16.8M 0.89 53.12 N/A N/A 540,300 478,580 3,618,860 2,959,860 2015-08-17 $34.70 $30.75 22.1% 6.4% 24.3% 28.9% 22.6% 2.1% 0.1% 255.7M -5.68B -17.0M 0.95 56.10 N/A N/A 428,760 408,980 3,311,140 2,769,980 2015-08-18 $34.45 $31.00 22.4% 6.4% 24.2% 30.2% 22.8% 1.7% -0.1% 214.9M -5.26B -16.7M 1.14 59.02 N/A N/A 333,160 379,860 3,376,260 2,827,660 2015-08-19 $34.70 $31.00 22.4% 6.4% 24.4% 30.4% 22.5% 1.9% -0.1% 311.8M -5.48B -17.9M 0.48 60.08 N/A N/A 694,800 332,980 3,228,960 2,825,220 2015-08-20 $34.03 $31.00 25.6% 7.3% 22.8% 44.4% 25.9% 2.4% -0.5% 53.3M -4.54B -15.5M 0.68 58.22 N/A N/A 778,600 528,820 3,513,480 2,990,560 2015-08-21 $32.35 $31.00 30.9% 8.9% 27.4% 68.0% 30.9% 2.9% -0.8% -41.2M -1.71B -19.6M 1.14 48.65 N/A N/A 729,140 832,660 3,612,400 2,995,240 2015-08-24 $31.30 $31.00 40.3% 12.1% 29.6% 100.0% 42.7% 5.6% -1.9% 15.5M -1.12B -19.7M 1.11 48.90 N/A N/A 397,260 439,440 2,686,620 2,409,560 2015-08-25 $31.25 $31.00 38.5% 11.3% 29.6% 92.7% 39.1% 4.1% -1.1% 17.3M -1.35B -18.8M 0.81 40.24 N/A N/A 322,600 262,220 2,771,740 2,473,780 2015-08-26 $33.02 $31.00 33.7% 9.9% 36.1% 73.2% 34.6% 5.3% -0.6% 77.8M -3.22B -17.1M 0.94 49.22 N/A N/A 460,000 431,180 2,843,700 2,515,720 2015-08-27 $33.29 $31.00 30.8% 8.8% 36.1% 61.6% 31.6% 6.3% -0.0% 92.0M -3.22B -18.2M 0.89 51.60 N/A N/A 542,280 484,920 2,933,440 2,622,700 2015-08-28 $32.96 $31.13 30.1% 8.8% 36.0% 58.4% 30.6% 5.7% -0.8% 55.3M -2.80B -18.0M 0.78 50.25 N/A N/A 561,580 439,680 3,036,020 2,705,500 2015-08-31 $32.50 $31.25 32.4% 9.7% 36.2% 68.1% 33.8% 6.0% -0.1% 40.7M -2.53B -17.1M 0.98 55.35 N/A N/A 374,100 367,660 2,771,120 2,505,880
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