GOOGL Options History — September 2015 In September 2015, GOOGL traded between $31.18 and $33.63. ATM implied volatility averaged 32.0%, placing in the 66.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 1.3% (HV 20d: 33.3%). Max pain ranged from $31.25 to $32.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.81.
Notable Days 2015-09-25 : Highest Volume — 1,078,320 contracts2015-09-02 : Largest IV drop — 15.3% change2015-09-29 : Highest IV Rank — 97.7%2015-09-28 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.38 $31.18 $33.63 $31.54 $31.83 Max Pain $32.38 $31.25 $32.50 $31.25 $32.50 ATM IV 32.0% 27.7% 39.7% 37.5% 36.2% Expected Move 9.7% 8.2% 11.8% 11.2% 11.1% HV 20d 33.3% 24.1% 38.7% 37.6% 25.0% HV 60d 42.1% 41.6% 43.1% 41.6% 43.1% IV Rank 66.1% 48.4% 97.7% 88.8% 83.4% IV Percentile 94.3% 88.1% 99.6% 98.8% 97.2% Term Structure 0.5% -2.2% 5.8% -0.3% -1.7% VWIV 33.6% 27.3% 40.4% 38.8% 38.7% Skew 25d 4.8% 3.7% 6.3% 6.3% 4.8% Skew 10d 9.5% 7.1% 11.4% 11.4% 10.2% Call IV 25d 29.7% 24.1% 36.9% 34.2% 34.5% Put IV 25d 34.5% 28.9% 42.0% 40.5% 39.3% Bid-Ask Spread % 38.79 20.43 59.59 55.13 49.99 Gamma HHI 0.04 0.03 0.09 0.03 0.03 Net GEX 56.4M -37.1M 202.1M 1.9M 68.4M Net DEX -2.27B -4.21B -1.22B -1.90B -1.76B Net VEX -16.7M -19.5M -14.2M -15.9M -16.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.48 1.11 0.98 0.78 Total Volume 771,243.81 464,120 1,078,320 949,980 683,240 Total OI 5,671,741.905 4,745,980 6,279,620 5,502,860 5,830,320
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 2015-09-01 $31.54 $31.25 37.5% 11.2% 37.6% 88.8% 38.8% 6.3% -0.3% 1.9M -1.90B -15.9M 0.98 55.13 N/A N/A 478,900 471,080 2,887,100 2,615,760 2015-09-02 $32.18 $31.25 31.8% 9.0% 37.6% 65.4% 31.4% 5.6% -0.1% 18.4M -2.10B -18.3M 0.87 59.59 N/A N/A 382,180 332,860 3,065,960 2,703,660 2015-09-03 $31.91 $32.50 31.0% 10.0% 37.7% 62.3% 34.9% 5.0% 0.1% 3.4M -1.66B -18.7M 0.89 20.69 N/A N/A 436,460 386,380 3,105,120 2,727,620 2015-09-04 $31.51 $32.50 31.9% 10.1% 37.7% 65.8% 34.2% 5.8% -0.6% -37.1M -1.36B -17.9M 0.82 20.43 N/A N/A 498,580 407,040 3,147,560 2,764,860 2015-09-08 $32.19 $32.50 29.2% 9.7% 38.7% 54.6% 34.4% 5.1% 4.6% 34.5M -1.58B -19.5M 0.86 27.78 N/A N/A 303,240 260,440 2,769,160 2,554,400 2015-09-09 $32.09 $32.50 27.7% 9.6% 35.2% 48.4% 34.0% 4.8% 5.8% 24.1M -1.97B -19.5M 0.99 25.75 N/A N/A 394,940 389,620 3,084,960 2,722,620 2015-09-10 $32.56 $32.50 27.7% 9.2% 35.8% 48.5% 32.9% 4.7% 5.1% 89.4M -2.86B -14.9M 0.98 27.46 N/A N/A 366,600 359,720 3,170,800 2,797,320 2015-09-11 $32.64 $32.50 28.1% 9.1% 35.8% 50.3% 33.2% 4.7% 5.5% 105.0M -2.82B -17.1M 0.81 31.00 N/A N/A 424,400 343,120 3,250,800 2,865,300 2015-09-14 $32.58 $32.50 31.1% 9.3% 35.8% 62.6% 33.0% 4.8% 0.1% 53.2M -2.54B -16.7M 0.93 29.07 N/A N/A 240,440 223,680 3,030,780 2,633,620 2015-09-15 $33.25 $32.50 29.6% 8.7% 36.6% 56.3% 30.6% 4.2% 0.9% 125.0M -2.88B -17.9M 0.75 40.36 N/A N/A 315,220 236,700 2,899,300 2,619,520 2015-09-16 $33.30 $32.50 28.7% 8.2% 36.6% 52.7% 27.3% 4.5% 1.5% 119.0M -3.46B -15.4M 0.63 34.15 N/A N/A 362,320 228,860 3,153,740 2,754,040 2015-09-17 $33.63 $32.50 28.6% 8.2% 36.6% 52.3% 28.4% 4.7% 0.8% 202.1M -4.21B -14.2M 0.60 42.50 N/A N/A 597,120 357,560 3,291,040 2,767,980 2015-09-18 $33.06 $32.50 29.5% 8.4% 36.5% 55.8% 28.7% 4.2% 0.4% 16.7M -3.17B -15.2M 0.83 37.08 N/A N/A 477,240 396,580 3,449,360 2,830,260 2015-09-21 $33.34 $32.50 29.0% 8.2% 31.7% 53.9% 27.4% 4.6% -0.7% 83.6M -2.56B -15.4M 0.48 49.72 N/A N/A 476,180 228,400 2,617,240 2,128,740 2015-09-22 $32.40 $32.50 33.0% 9.8% 31.0% 70.4% 33.3% 4.2% -1.4% 39.3M -1.78B -17.0M 0.52 43.99 N/A N/A 469,080 245,920 2,844,000 2,178,100 2015-09-23 $32.77 $32.50 32.6% 9.3% 31.2% 68.6% 32.4% 4.8% -0.7% 99.9M -2.39B -16.2M 0.79 45.89 N/A N/A 323,660 256,060 3,169,060 2,282,100 2015-09-24 $32.79 $32.50 34.5% 10.3% 24.1% 76.6% 35.3% 4.6% -2.2% 115.5M -2.37B -16.5M 0.69 44.50 N/A N/A 580,640 397,720 3,227,380 2,297,420 2015-09-25 $32.03 $32.50 34.9% 10.4% 25.2% 78.2% 35.7% 3.7% -1.7% -16.1M -1.75B -15.7M 0.83 42.23 N/A N/A 590,640 487,680 3,391,960 2,359,120 2015-09-28 $31.28 $32.50 39.1% 11.8% 26.3% 95.1% 40.4% 5.0% -2.2% 14.3M -1.29B -16.2M 0.78 41.79 N/A N/A 522,960 409,600 3,146,320 2,275,060 2015-09-29 $31.18 $32.50 39.7% 11.8% 25.9% 97.7% 40.3% 5.1% -1.7% 23.3M -1.22B -16.6M 1.11 45.51 N/A N/A 404,160 448,900 3,328,700 2,368,420 2015-09-30 $31.83 $32.50 36.2% 11.1% 25.0% 83.4% 38.7% 4.8% -1.7% 68.4M -1.76B -16.7M 0.78 49.99 N/A N/A 383,440 299,800 3,395,180 2,435,140
« Aug 2015 | All History | Oct 2015 » Home GOOGL History September 2015