GOOGL Options History — May 2017 In May 2017, GOOGL traded between $46.73 and $49.76. ATM implied volatility averaged 14.0%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 2.8% (HV 20d: 16.9%). Max pain ranged from $42.00 to $44.75. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.87.
Notable Days 2017-05-25 : Highest Volume — 1,266,280 contracts2017-05-17 : Largest IV spike — 12.4% change2017-05-31 : Highest IV Rank — 25.4%2017-05-30 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $48.07 $46.73 $49.76 $46.73 $49.37 Max Pain $43.42 $42.00 $44.75 $43.50 $44.75 ATM IV 14.0% 12.8% 15.7% 13.2% 15.7% Expected Move 4.0% 3.6% 4.5% 3.6% 4.5% HV 20d 16.9% 12.6% 19.2% 17.8% 13.2% HV 60d 14.0% 13.4% 14.6% 13.4% 14.5% IV Rank 16.9% 10.7% 25.4% 12.6% 25.4% IV Percentile 19.0% 4.0% 36.5% 9.1% 36.5% Term Structure 0.3% -0.4% 0.9% -0.4% -0.3% VWIV 14.7% 12.9% 16.3% 13.2% 16.1% Skew 25d 1.6% 1.0% 2.6% 1.8% 1.7% Skew 10d 3.4% 2.0% 5.4% 4.2% 4.1% Call IV 25d 13.5% 12.3% 15.2% 12.3% 15.2% Put IV 25d 15.1% 13.9% 16.9% 14.1% 16.9% Bid-Ask Spread % 45.49 35.07 67.10 56.61 67.10 Gamma HHI 0.09 0.04 0.34 0.06 0.08 Net GEX 244.9M 86.0M 456.4M 167.6M 202.4M Net DEX -5.09B -6.49B -3.76B -4.20B -5.12B Net VEX -23.2M -24.8M -20.3M -20.3M -24.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.56 1.06 0.86 0.89 Total Volume 743,846.364 469,160 1,266,280 713,180 783,660 Total OI 4,305,455.455 3,745,920 4,788,860 3,745,920 4,435,600
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 2017-05-01 $46.73 $43.50 13.2% 3.6% 17.8% 12.6% 13.2% 1.8% -0.4% 167.6M -4.20B -20.3M 0.86 56.61 N/A N/A 382,740 330,440 1,736,380 2,009,540 2017-05-02 $46.79 $44.00 12.8% 3.6% 17.7% 10.7% 12.9% 1.7% 0.3% 197.1M -4.40B -21.3M 0.78 56.89 N/A N/A 444,200 344,400 1,839,780 2,104,760 2017-05-03 $47.35 $44.25 12.9% 3.6% 17.2% 11.3% 13.2% 1.7% 0.3% 281.9M -5.17B -21.0M 0.97 49.03 N/A N/A 331,300 321,800 1,895,860 2,201,660 2017-05-04 $47.79 $42.00 14.0% 4.2% 17.2% 16.9% 15.2% 1.6% 0.2% 291.7M -5.71B -21.6M 0.83 48.12 N/A N/A 481,020 401,580 1,954,720 2,272,600 2017-05-05 $47.47 $42.25 13.6% 4.1% 17.1% 14.7% 15.0% 1.6% 0.9% 270.9M -5.12B -22.4M 0.91 45.75 N/A N/A 429,400 390,300 2,019,840 2,369,740 2017-05-08 $47.88 $42.25 13.7% 4.1% 16.8% 15.2% 14.8% 1.5% 0.7% 192.7M -5.14B -22.3M 0.78 42.07 N/A N/A 359,580 280,080 1,890,060 2,144,220 2017-05-09 $47.78 $42.50 14.3% 4.2% 16.8% 18.4% 15.2% 1.5% 0.4% 224.8M -5.09B -23.1M 0.71 44.22 N/A N/A 366,720 258,920 1,998,800 2,200,180 2017-05-10 $47.67 $42.50 13.7% 4.1% 16.7% 15.2% 14.9% 1.5% 0.6% 202.3M -4.90B -23.6M 0.89 35.07 N/A N/A 248,560 220,600 2,076,700 2,260,220 2017-05-11 $47.84 $42.75 13.8% 4.1% 16.7% 15.5% 14.9% 1.5% 0.6% 272.3M -5.16B -23.8M 0.93 43.56 N/A N/A 284,120 264,520 2,114,880 2,290,540 2017-05-12 $47.74 $42.75 13.6% 4.0% 16.9% 14.9% 14.7% 1.5% 0.5% 110.3M -5.11B -23.2M 1.06 38.00 N/A N/A 294,260 312,380 2,176,480 2,350,940 2017-05-15 $47.94 $42.75 13.5% 3.9% 16.8% 14.3% 14.4% 1.3% 0.5% 309.8M -5.24B -23.5M 0.83 47.94 N/A N/A 367,880 306,220 2,065,300 2,253,580 2017-05-16 $48.22 $43.00 13.1% 3.8% 16.7% 12.2% 13.6% 1.2% 0.3% 415.5M -5.77B -22.9M 0.97 36.92 N/A N/A 286,320 277,000 2,146,340 2,345,520 2017-05-17 $47.21 $43.00 14.7% 4.2% 19.2% 20.4% 15.2% 2.6% 0.3% 86.0M -3.76B -24.3M 1.02 51.24 N/A N/A 403,080 413,080 2,166,960 2,393,760 2017-05-18 $47.59 $43.50 14.8% 4.2% 19.2% 20.8% 15.3% 2.5% 0.3% 175.7M -4.39B -24.7M 0.99 37.76 N/A N/A 345,320 340,720 2,218,320 2,479,920 2017-05-19 $47.74 $43.75 14.0% 3.9% 19.0% 16.6% 14.1% 1.8% 0.7% 456.4M -4.89B -24.4M 0.76 44.81 N/A N/A 425,840 323,940 2,260,100 2,528,760 2017-05-22 $48.18 $44.00 14.1% 3.9% 17.9% 17.2% 14.8% 2.1% 0.1% 234.9M -4.36B -24.1M 1.00 36.13 N/A N/A 330,920 331,320 1,842,440 2,047,260 2017-05-23 $48.45 $44.00 14.1% 4.0% 17.6% 17.4% 14.6% 1.7% 0.5% 218.9M -4.74B -24.2M 0.80 40.81 N/A N/A 505,620 404,200 1,927,240 2,184,060 2017-05-24 $48.87 $44.25 14.2% 3.9% 17.5% 17.9% 14.1% 1.0% 0.3% 341.0M -5.39B -23.9M 0.92 44.74 N/A N/A 342,980 314,560 2,015,160 2,254,520 2017-05-25 $49.64 $44.38 14.8% 4.2% 18.0% 20.6% 15.0% 1.2% 0.2% 305.1M -6.49B -23.5M 0.56 49.42 N/A N/A 809,940 456,340 2,077,900 2,312,000 2017-05-26 $49.56 $44.50 14.4% 4.1% 12.7% 19.0% 14.8% 1.3% 0.0% 195.9M -6.24B -24.0M 0.93 42.43 N/A N/A 652,560 604,000 2,173,580 2,428,940 2017-05-30 $49.76 $44.63 15.7% 4.5% 12.6% 25.1% 16.3% 1.7% -0.4% 235.2M -5.57B -23.9M 0.83 42.22 N/A N/A 323,100 269,100 2,008,280 2,246,580 2017-05-31 $49.37 $44.75 15.7% 4.5% 13.2% 25.4% 16.1% 1.7% -0.3% 202.4M -5.12B -24.8M 0.89 67.10 N/A N/A 414,720 368,940 2,120,820 2,314,780
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