GOOGL Options History — February 2017

In February 2017, GOOGL traded between $40.81 and $42.56. ATM implied volatility averaged 14.1%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 0.0% (HV 20d: 14.2%). Max pain ranged from $40.50 to $41.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.85.

Notable Days

2017-02-01: Highest Volume — 850,820 contracts
2017-02-28: Largest IV spike — 10.8% change
2017-02-01: Highest IV Rank — 18.9%
2017-02-01: Largest Expected Move — 5.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.82	$40.81	$42.56	$40.81	$42.19
Max Pain	$40.68	$40.50	$41.00	$40.75	$41.00
ATM IV	14.1%	12.8%	17.1%	17.1%	14.2%
Expected Move	4.1%	3.6%	5.0%	5.0%	4.1%
HV 20d	14.2%	6.4%	16.1%	16.1%	6.4%
HV 60d	16.2%	14.1%	19.6%	19.6%	14.1%
IV Rank	7.6%	2.1%	18.9%	18.9%	9.6%
IV Percentile	6.6%	0.4%	20.2%	20.2%	11.9%
Term Structure	0.3%	0.0%	0.8%	0.0%	0.3%
VWIV	14.8%	12.8%	17.6%	17.6%	14.6%
Skew 25d	1.7%	1.1%	2.1%	2.0%	2.1%
Skew 10d	3.5%	2.4%	5.6%	5.6%	4.6%
Call IV 25d	13.5%	12.2%	16.4%	16.4%	13.4%
Put IV 25d	15.2%	14.0%	18.4%	18.4%	15.5%
Bid-Ask Spread %	61.90	48.44	72.54	64.34	72.54
Gamma HHI	0.09	0.03	0.39	0.03	0.06
Net GEX	209.3M	-73.8M	705.2M	-58.3M	148.4M
Net DEX	-1.65B	-2.79B	26.0M	26.0M	-1.59B
Net VEX	-18.7M	-20.0M	-18.1M	-18.3M	-20.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.85	0.64	1.02	0.98	0.72
Total Volume	658,675.789	450,520	850,820	850,820	556,420
Total OI	3,942,690.526	3,424,440	4,437,560	3,941,280	3,610,760

Daily Data (19 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
2017-02-01	$40.81	$40.75	17.1%	5.0%	16.1%	18.9%	17.6%	2.0%	0.0%	-58.3M	26.0M	-18.3M	0.98	64.34	N/A	N/A	429,500	421,320	2,017,820	1,923,460
2017-02-02	$40.91	$40.50	16.6%	4.9%	16.1%	16.9%	17.2%	2.1%	0.4%	-59.6M	-174.5M	-18.7M	0.81	48.44	N/A	N/A	414,460	333,660	2,103,860	2,016,840
2017-02-03	$41.05	$40.50	14.9%	4.5%	15.9%	10.2%	16.0%	1.9%	0.5%	-73.8M	-569.8M	-18.2M	0.97	52.59	N/A	N/A	381,720	368,420	2,178,880	2,038,540
2017-02-06	$41.00	$40.50	15.4%	4.6%	14.7%	12.2%	16.2%	2.1%	0.4%	57.9M	-638.9M	-18.2M	0.93	56.22	N/A	N/A	295,700	274,340	1,879,860	1,806,560
2017-02-07	$41.44	$40.50	14.3%	4.3%	15.2%	7.8%	15.5%	1.9%	0.5%	170.4M	-1.35B	-18.1M	0.81	53.33	N/A	N/A	445,960	360,280	1,959,080	1,896,720
2017-02-08	$41.54	$40.75	14.3%	4.3%	15.2%	7.7%	15.8%	2.1%	0.5%	223.2M	-1.56B	-18.3M	0.75	55.05	N/A	N/A	407,800	304,620	2,048,280	1,975,360
2017-02-09	$41.49	$40.50	13.5%	4.0%	15.1%	4.2%	15.1%	1.5%	0.8%	187.5M	-1.42B	-18.3M	0.64	59.47	N/A	N/A	344,220	220,760	2,138,240	2,044,040
2017-02-10	$41.74	$40.50	13.5%	4.0%	15.3%	4.4%	14.6%	1.1%	0.8%	705.2M	-2.06B	-18.1M	0.67	60.44	N/A	N/A	482,040	322,300	2,206,200	2,074,540
2017-02-13	$41.91	$40.50	14.0%	4.1%	15.3%	7.9%	14.9%	1.6%	0.1%	293.0M	-2.15B	-18.1M	0.95	64.24	N/A	N/A	342,700	326,380	2,048,140	1,862,520
2017-02-14	$41.99	$40.50	13.9%	4.0%	15.1%	8.1%	14.7%	1.5%	0.2%	315.7M	-2.22B	-18.2M	0.91	63.81	N/A	N/A	322,860	292,620	2,110,740	1,949,260
2017-02-15	$41.92	$40.75	14.0%	4.0%	15.2%	8.6%	14.4%	1.3%	0.2%	263.8M	-2.07B	-18.3M	0.66	61.88	N/A	N/A	314,860	208,400	2,159,160	2,038,120
2017-02-16	$42.08	$40.75	13.8%	4.0%	15.1%	7.3%	14.1%	1.7%	0.0%	361.4M	-2.38B	-18.2M	0.91	64.02	N/A	N/A	348,560	316,920	2,201,660	2,070,500
2017-02-17	$42.27	$40.75	13.1%	3.7%	15.1%	3.5%	13.6%	1.8%	0.1%	352.9M	-2.79B	-19.3M	0.76	64.60	N/A	N/A	422,800	321,360	2,278,800	2,158,760
2017-02-21	$42.45	$40.75	13.4%	3.8%	13.2%	5.2%	13.8%	1.7%	0.2%	237.5M	-2.16B	-18.9M	1.02	63.76	N/A	N/A	314,700	321,740	1,747,820	1,676,620
2017-02-22	$42.56	$40.75	13.2%	3.7%	13.0%	3.9%	13.5%	1.6%	0.3%	285.3M	-2.33B	-19.2M	0.85	68.31	N/A	N/A	312,180	266,600	1,819,180	1,788,480
2017-02-23	$42.42	$40.75	13.1%	3.7%	12.6%	3.5%	13.1%	1.6%	0.3%	223.7M	-2.07B	-19.3M	0.86	66.60	N/A	N/A	365,240	314,480	1,879,500	1,846,920
2017-02-24	$42.32	$41.00	13.0%	3.7%	12.6%	3.1%	13.4%	2.0%	0.3%	139.3M	-1.82B	-19.7M	1.02	69.16	N/A	N/A	290,800	297,600	1,935,760	1,912,040
2017-02-27	$42.44	$41.00	12.8%	3.6%	11.6%	2.1%	12.8%	1.7%	0.3%	203.1M	-1.96B	-19.4M	0.93	67.31	N/A	N/A	232,880	217,640	1,790,840	1,717,260
2017-02-28	$42.19	$41.00	14.2%	4.1%	6.4%	9.6%	14.6%	2.1%	0.3%	148.4M	-1.59B	-20.0M	0.72	72.54	N/A	N/A	324,160	232,260	1,853,260	1,757,500