GOOGL Options History — August 2016 In August 2016, GOOGL traded between $39.52 and $40.50. ATM implied volatility averaged 14.1%, placing in the 2.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 0.2% (HV 20d: 14.3%). Max pain ranged from $37.50 to $39.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.79.
Notable Days 2016-08-05 : Highest Volume — 1,073,320 contracts2016-08-22 : Largest IV spike — 10.8% change2016-08-30 : Highest IV Rank — 7.5%2016-08-04 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.01 $39.52 $40.50 $40.07 $39.52 Max Pain $38.40 $37.50 $39.00 $37.50 $39.00 ATM IV 14.1% 12.4% 15.7% 15.1% 14.1% Expected Move 4.0% 3.5% 4.5% 4.2% 3.7% HV 20d 14.3% 6.7% 17.7% 17.7% 7.0% HV 60d 17.8% 16.9% 18.9% 18.9% 16.9% IV Rank 2.7% 0.0% 7.5% 1.5% 5.9% IV Percentile 1.7% 0.0% 6.3% 0.4% 5.6% Term Structure 0.4% -0.1% 1.0% -0.1% 0.4% VWIV 14.2% 12.2% 16.3% 15.3% 13.4% Skew 25d 2.4% 1.9% 3.2% 2.2% 2.5% Skew 10d 4.7% 3.7% 6.3% 4.4% 4.8% Call IV 25d 13.2% 11.2% 14.9% 14.4% 13.0% Put IV 25d 15.6% 13.5% 17.1% 16.6% 15.4% Bid-Ask Spread % 64.06 56.46 75.45 57.79 74.41 Gamma HHI 0.10 0.06 0.23 0.09 0.06 Net GEX 226.9M 18.7M 450.1M 200.3M 116.5M Net DEX -2.52B -3.95B -1.32B -3.09B -1.39B Net VEX -17.4M -17.9M -16.4M -16.8M -17.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.48 1.20 0.64 0.79 Total Volume 634,166.957 404,640 1,073,320 1,050,440 455,020 Total OI 4,072,664.348 3,396,340 4,403,500 3,720,760 4,206,360
Daily Data (23 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 2016-08-01 $40.07 $37.50 15.1% 4.2% 17.7% 1.5% 15.3% 2.2% -0.1% 200.3M -3.09B -16.8M 0.64 57.79 N/A N/A 641,320 409,120 1,902,620 1,818,140 2016-08-02 $39.98 $37.50 15.6% 4.3% 16.9% 3.1% 15.6% 2.3% -0.0% 225.2M -2.96B -17.6M 0.74 62.08 N/A N/A 466,780 346,100 2,074,880 1,898,120 2016-08-03 $39.90 $37.75 15.7% 4.3% 17.1% 3.6% 15.3% 2.2% 0.0% 271.8M -2.92B -17.7M 0.64 57.52 N/A N/A 386,740 246,080 2,186,540 1,948,000 2016-08-04 $39.86 $38.00 15.2% 4.5% 16.9% 1.7% 16.3% 2.0% 0.0% 315.5M -2.88B -17.8M 0.61 56.46 N/A N/A 442,900 270,580 2,250,040 1,985,040 2016-08-05 $40.34 $38.00 14.9% 4.4% 16.6% 0.7% 15.6% 2.4% 0.1% 450.1M -3.95B -17.7M 0.56 57.11 N/A N/A 686,440 386,880 2,296,380 2,023,880 2016-08-08 $40.25 $38.00 14.5% 4.3% 16.5% 0.0% 15.5% 2.4% 0.6% 269.9M -3.16B -17.5M 0.71 58.69 N/A N/A 286,320 203,160 2,039,460 1,862,140 2016-08-09 $40.39 $38.00 13.9% 4.1% 16.5% 0.0% 14.6% 2.2% 0.5% 345.6M -3.41B -17.4M 0.75 57.88 N/A N/A 422,980 317,160 2,106,060 1,901,760 2016-08-10 $40.41 $38.25 13.9% 4.1% 16.3% 0.0% 15.0% 2.5% 0.6% 291.7M -3.29B -17.6M 0.90 61.12 N/A N/A 283,800 255,280 2,142,120 1,994,220 2016-08-11 $40.50 $38.25 13.5% 4.0% 16.3% 0.0% 14.5% 3.2% 0.8% 335.4M -3.37B -17.3M 0.84 62.44 N/A N/A 305,340 257,860 2,148,700 2,006,220 2016-08-12 $40.33 $38.25 13.2% 3.9% 16.5% 0.0% 14.0% 3.0% 0.6% 231.1M -3.03B -17.1M 0.77 64.57 N/A N/A 365,940 281,760 2,190,340 2,035,000 2016-08-15 $40.32 $38.25 13.8% 4.0% 14.7% 2.2% 14.1% 2.4% 0.1% 279.2M -3.11B -16.6M 0.78 64.20 N/A N/A 320,440 250,920 2,060,600 1,919,860 2016-08-16 $40.07 $38.50 14.0% 4.0% 15.0% 3.1% 14.2% 2.2% 0.6% 219.0M -2.57B -17.1M 1.07 59.85 N/A N/A 302,680 324,800 2,089,300 1,980,160 2016-08-17 $40.27 $38.50 13.7% 3.9% 14.9% 2.0% 14.3% 2.3% 0.9% 332.7M -2.97B -17.2M 0.70 69.60 N/A N/A 237,420 167,220 2,183,540 2,076,900 2016-08-18 $40.14 $38.50 13.2% 3.7% 14.7% 0.2% 13.8% 2.3% 1.0% 305.6M -2.72B -16.8M 0.62 66.19 N/A N/A 304,460 189,560 2,223,680 2,122,720 2016-08-19 $39.97 $38.75 12.4% 3.5% 14.9% 0.0% 12.2% 2.3% 0.8% 209.8M -2.20B -16.4M 0.88 68.16 N/A N/A 409,520 360,320 2,236,580 2,166,920 2016-08-22 $39.79 $38.75 13.8% 3.8% 15.0% 4.7% 13.1% 2.5% 0.4% 85.0M -1.54B -16.5M 0.48 66.70 N/A N/A 479,040 228,440 1,683,820 1,712,520 2016-08-23 $39.81 $38.75 13.7% 3.7% 15.0% 4.5% 13.1% 2.2% 0.4% 173.8M -1.79B -17.7M 1.20 60.27 N/A N/A 254,580 304,580 1,995,540 1,783,860 2016-08-24 $39.68 $39.00 14.2% 3.8% 15.0% 6.2% 13.4% 2.6% 0.4% 62.9M -1.49B -17.8M 0.85 71.99 N/A N/A 221,520 187,500 2,079,520 1,929,780 2016-08-25 $39.58 $39.00 14.0% 3.8% 15.1% 5.5% 13.4% 2.4% 0.2% 18.7M -1.32B -17.9M 1.03 58.60 N/A N/A 262,800 271,760 2,145,400 1,982,460 2016-08-26 $39.68 $38.75 13.8% 3.7% 7.3% 5.0% 13.0% 2.5% 0.2% 122.0M -1.58B -17.9M 0.73 71.68 N/A N/A 468,800 343,860 2,201,680 2,017,300 2016-08-29 $39.81 $39.00 13.9% 3.7% 6.7% 5.1% 13.2% 2.4% 0.3% 220.2M -1.86B -17.7M 0.84 70.69 N/A N/A 275,380 231,180 2,087,640 1,874,100 2016-08-30 $39.55 $39.00 14.6% 3.8% 7.0% 7.5% 13.6% 1.9% 0.3% 136.2M -1.42B -17.6M 1.00 75.45 N/A N/A 235,160 236,340 2,163,180 1,938,200 2016-08-31 $39.52 $39.00 14.1% 3.7% 7.0% 5.9% 13.4% 2.5% 0.4% 116.5M -1.39B -17.5M 0.79 74.41 N/A N/A 254,880 200,140 2,211,960 1,994,400
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