GOOGL Options History — April 2017

In April 2017, GOOGL traded between $41.91 and $46.45. ATM implied volatility averaged 20.2%, placing in the 47.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 7.7% (HV 20d: 12.4%). Max pain ranged from $42.50 to $43.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.86.

Notable Days

  • 2017-04-28: Highest Volume — 1,684,280 contracts
  • 2017-04-28: Largest IV drop — 35.0% change
  • 2017-04-12: Highest IV Rank — 56.6%
  • 2017-04-26: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.08$41.91$46.45$42.94$46.45
Max Pain$42.55$42.50$43.00$42.50$43.00
ATM IV20.2%12.9%22.1%20.0%12.9%
Expected Move5.4%3.3%6.3%3.3%3.5%
HV 20d12.4%9.4%17.9%12.3%17.9%
HV 60d12.1%10.9%13.4%12.5%13.4%
IV Rank47.3%11.2%56.6%46.5%11.2%
IV Percentile59.1%4.8%70.6%57.5%4.8%
Term Structure-1.0%-1.5%-0.1%-0.4%-0.1%
VWIV19.0%11.9%22.1%11.9%12.3%
Skew 25d2.3%1.1%3.3%2.5%1.3%
Skew 10d4.5%1.5%7.3%7.3%1.5%
Call IV 25d19.2%12.8%20.4%18.9%12.8%
Put IV 25d21.5%14.1%23.1%21.4%14.1%
Bid-Ask Spread %45.0623.3663.1051.6258.19
Gamma HHI0.090.030.510.040.30
Net GEX122.0M-155.4M621.0M117.0M428.6M
Net DEX-1.68B-5.47B-17.9M-1.70B-5.47B
Net VEX-21.5M-22.2M-19.3M-21.1M-19.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.571.190.580.75
Total Volume711,058.947340,5801,684,280787,3201,684,280
Total OI4,040,278.9473,492,1804,346,5403,755,5004,226,420

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$42.94$42.5020.0%3.3%12.3%46.5%11.9%2.5%-0.4%117.0M-1.70B-21.1M0.5851.62N/AN/A497,760289,5601,740,2002,015,300
2017-04-04$42.59$42.5020.1%3.5%12.7%46.9%12.5%3.0%-0.7%59.5M-1.15B-21.6M0.6654.84N/AN/A342,080227,3001,844,8802,101,140
2017-04-05$42.61$42.5020.9%3.8%12.6%50.9%13.3%2.8%-0.6%77.2M-1.22B-21.8M0.5763.10N/AN/A560,840318,6801,907,9002,149,160
2017-04-06$42.27$42.5021.0%5.6%12.7%51.3%19.5%2.0%-1.4%-83.2M-494.6M-21.8M0.7923.36N/AN/A407,840320,2601,982,1602,215,400
2017-04-07$42.14$42.5020.7%5.4%12.6%49.7%18.7%2.4%-0.9%-155.4M-234.9M-22.2M0.9726.91N/AN/A422,820411,1802,068,5402,278,000
2017-04-10$42.09$42.5020.4%5.5%12.4%48.4%20.5%2.3%-0.9%-39.3M-390.2M-21.9M1.1943.49N/AN/A244,460291,5401,903,7802,111,080
2017-04-11$41.91$42.5021.2%5.7%12.4%52.3%20.5%3.3%-1.3%-99.1M-17.9M-22.0M1.1238.43N/AN/A289,320323,6001,955,2002,186,620
2017-04-12$42.04$42.5022.1%5.9%12.4%56.6%21.2%3.1%-1.2%-56.5M-353.8M-22.0M1.0241.04N/AN/A283,680288,8601,983,6002,209,240
2017-04-13$42.11$42.5020.6%5.6%12.4%49.2%20.0%2.4%-1.1%29.4M-446.2M-21.9M0.9341.95N/AN/A310,660290,3602,045,3402,227,720
2017-04-17$42.23$42.5020.6%5.8%12.4%49.3%20.8%2.1%-0.5%36.2M-788.8M-21.7M1.1257.46N/AN/A160,480180,1001,949,2202,134,060
2017-04-18$42.72$42.5020.8%5.9%13.2%50.6%20.9%2.0%-1.4%176.3M-1.68B-22.0M0.9045.32N/AN/A274,200245,4002,008,1002,156,160
2017-04-19$42.70$42.5020.7%5.9%10.3%49.8%21.2%1.8%-1.0%205.1M-1.73B-21.8M0.7947.20N/AN/A302,100238,2402,030,2802,168,040
2017-04-20$43.11$42.5020.3%5.9%10.8%47.9%21.0%1.8%-0.9%347.6M-2.45B-21.5M0.7847.67N/AN/A343,900268,4002,032,0402,209,000
2017-04-21$42.98$42.5020.9%6.1%9.4%51.0%21.6%2.1%-1.4%621.0M-2.12B-21.5M0.8350.45N/AN/A357,480296,5002,066,6602,250,740
2017-04-24$43.97$42.5018.8%5.6%12.0%40.7%20.1%2.5%-0.9%161.5M-2.56B-20.8M0.8946.54N/AN/A377,820336,6201,678,3601,813,820
2017-04-25$44.51$42.5020.3%6.2%12.5%48.8%21.9%2.0%-1.0%169.0M-3.07B-20.9M0.7836.13N/AN/A391,920306,4401,731,2801,853,560
2017-04-26$44.43$42.7520.8%6.3%12.6%51.2%22.1%1.1%-1.5%158.9M-2.99B-21.4M0.9936.06N/AN/A265,500262,4001,792,8601,929,380
2017-04-27$44.64$42.7519.9%6.1%12.2%46.3%21.3%2.2%-0.9%163.7M-3.11B-21.1M0.6646.40N/AN/A659,320438,2201,805,6802,004,380
2017-04-28$46.45$43.0012.9%3.5%17.9%11.2%12.3%1.3%-0.1%428.6M-5.47B-19.3M0.7558.19N/AN/A960,520723,7602,041,4002,185,020