GOOGL Options History — June 2016 In June 2016, GOOGL traded between $34.07 and $37.38. ATM implied volatility averaged 20.9%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 3.9% (HV 20d: 17.1%). Max pain ranged from $35.75 to $36.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2016-06-17 : Highest Volume — 1,456,820 contracts2016-06-24 : Largest IV spike — 29.0% change2016-06-27 : Highest IV Rank — 58.6%2016-06-27 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $35.98 $34.07 $37.38 $37.38 $35.11 Max Pain $36.31 $35.75 $36.50 $36.25 $35.75 ATM IV 20.9% 16.2% 30.5% 17.2% 27.8% Expected Move 5.6% 4.7% 7.2% 4.7% 5.1% HV 20d 17.1% 15.2% 20.5% 15.8% 20.5% HV 60d 19.7% 18.9% 21.0% 19.4% 21.0% IV Rank 19.9% 1.3% 58.6% 5.7% 47.4% IV Percentile 26.8% 0.4% 75.0% 3.2% 61.1% Term Structure 1.8% -1.6% 8.0% -0.1% -1.6% VWIV 19.7% 16.8% 24.7% 16.8% 18.1% Skew 25d 3.6% 2.5% 4.9% 2.8% 3.7% Skew 10d 6.8% 4.4% 9.6% 4.7% 7.9% Call IV 25d 19.2% 15.2% 29.5% 16.2% 26.2% Put IV 25d 22.8% 17.9% 34.5% 19.0% 29.9% Bid-Ask Spread % 50.06 40.36 65.32 65.32 60.57 Gamma HHI 0.06 0.03 0.21 0.05 0.03 Net GEX 15.3M -111.6M 203.3M 124.2M 27.7M Net DEX -176.2M -1.38B 1.13B -1.38B 191.5M Net VEX -16.0M -16.9M -15.1M -15.7M -16.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.53 1.03 0.71 0.58 Total Volume 611,553.636 402,020 1,456,820 437,260 593,700 Total OI 3,815,605.455 3,215,620 4,419,480 3,720,980 3,880,200
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 2016-06-01 $37.38 $36.25 17.2% 4.7% 15.8% 5.7% 16.8% 2.8% -0.1% 124.2M -1.38B -15.7M 0.71 65.32 N/A N/A 255,960 181,300 1,929,080 1,791,900 2016-06-02 $37.17 $36.50 17.1% 5.1% 16.0% 5.1% 18.5% 2.5% -0.1% 101.0M -1.11B -15.6M 0.56 40.36 N/A N/A 466,740 259,700 1,994,040 1,834,480 2016-06-03 $36.78 $36.50 16.3% 5.1% 16.7% 1.9% 17.6% 2.7% 0.1% -111.6M -570.4M -15.5M 0.65 42.86 N/A N/A 409,840 268,280 2,101,220 1,881,080 2016-06-06 $36.53 $36.50 16.8% 5.2% 16.0% 3.8% 18.2% 2.8% 1.1% 19.2M -446.3M -15.1M 0.63 45.35 N/A N/A 327,760 207,240 1,963,620 1,762,860 2016-06-07 $36.56 $36.50 17.4% 5.3% 15.8% 6.5% 18.3% 3.3% 0.9% 41.7M -539.1M -15.4M 0.60 45.26 N/A N/A 259,120 155,220 2,038,440 1,814,860 2016-06-08 $37.17 $36.50 16.2% 5.0% 16.2% 1.3% 18.2% 2.8% 1.2% 162.9M -1.31B -15.5M 0.53 48.61 N/A N/A 424,020 222,920 2,072,320 1,839,800 2016-06-09 $37.16 $36.50 17.4% 5.6% 15.6% 6.4% 19.4% 2.5% 2.7% 203.3M -1.32B -15.8M 0.67 45.75 N/A N/A 328,940 220,480 2,134,380 1,879,260 2016-06-10 $36.63 $36.50 18.6% 5.5% 16.4% 9.9% 19.7% 3.8% 1.3% 17.9M -507.0M -15.8M 0.93 47.49 N/A N/A 359,220 333,460 2,205,240 1,908,900 2016-06-13 $36.57 $36.50 20.0% 5.8% 16.4% 15.7% 21.2% 3.7% 0.1% 21.5M -533.6M -15.8M 0.87 48.44 N/A N/A 215,380 186,640 2,020,340 1,851,880 2016-06-14 $36.63 $36.50 20.0% 5.7% 16.2% 15.6% 19.1% 4.1% 0.3% 22.8M -565.1M -15.9M 0.54 50.18 N/A N/A 387,080 208,040 2,057,240 1,887,000 2016-06-15 $36.60 $36.50 19.5% 5.6% 16.1% 13.7% 19.1% 3.9% 0.1% 57.2M -676.9M -16.4M 0.75 53.58 N/A N/A 268,760 202,760 2,219,500 1,919,560 2016-06-16 $36.20 $36.50 19.6% 5.6% 15.2% 14.2% 19.8% 3.7% 0.3% -56.5M -129.7M -16.1M 0.81 48.68 N/A N/A 434,260 351,020 2,272,000 1,950,120 2016-06-17 $35.19 $36.50 22.1% 6.3% 18.2% 24.2% 22.0% 4.2% 0.6% -109.0M 985.6M -15.6M 0.73 48.91 N/A N/A 842,520 614,300 2,391,580 2,027,900 2016-06-20 $35.30 $36.25 19.7% 5.6% 17.9% 14.3% 19.0% 2.6% 7.0% -18.8M 294.1M -15.7M 0.78 48.13 N/A N/A 264,020 205,020 1,709,720 1,505,900 2016-06-21 $35.43 $36.25 19.7% 5.7% 17.8% 14.5% 19.3% 3.9% 7.8% -5.5M 189.9M -16.0M 0.65 44.78 N/A N/A 292,960 190,540 1,780,240 1,544,040 2016-06-22 $35.55 $36.25 20.6% 6.0% 15.7% 18.2% 21.7% 4.4% 8.0% 15.6M 68.1M -16.3M 1.03 47.41 N/A N/A 202,520 209,060 1,840,680 1,578,840 2016-06-23 $35.71 $36.25 20.4% 5.4% 15.6% 17.2% 18.9% 4.3% 7.3% 24.6M -41.6M -16.1M 0.96 53.28 N/A N/A 356,540 342,340 1,870,160 1,630,260 2016-06-24 $34.49 $36.25 26.3% 6.9% 19.6% 41.2% 23.8% 4.7% 6.9% -88.0M 1.11B -16.3M 0.95 51.76 N/A N/A 470,100 446,040 1,989,980 1,740,160 2016-06-27 $34.07 $36.00 30.5% 7.2% 18.6% 58.6% 24.7% 4.9% -1.6% -60.1M 1.13B -16.4M 0.97 51.65 N/A N/A 250,120 243,700 1,937,540 1,680,460 2016-06-28 $34.54 $35.75 28.8% 5.8% 19.6% 51.7% 20.5% 4.0% -1.5% -36.0M 726.5M -16.5M 0.64 53.87 N/A N/A 313,040 201,280 2,007,220 1,697,080 2016-06-29 $34.71 $35.75 28.8% 5.5% 19.8% 51.6% 19.5% 3.5% -1.1% -18.4M 544.0M -16.7M 0.66 59.05 N/A N/A 291,360 190,880 2,059,820 1,742,420 2016-06-30 $35.11 $35.75 27.8% 5.1% 20.5% 47.4% 18.1% 3.7% -1.6% 27.7M 191.5M -16.9M 0.58 60.57 N/A N/A 374,840 218,860 2,101,260 1,778,940
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