GOOGL Options History — February 2018

In February 2018, GOOGL traded between $50.61 and $58.95. ATM implied volatility averaged 24.2%, placing in the 64.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 7.6% (HV 20d: 31.7%). Max pain ranged from $52.50 to $57.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2018-02-02: Highest Volume — 1,965,380 contracts
  • 2018-02-05: Largest IV spike — 26.1% change
  • 2018-02-09: Highest IV Rank — 99.8%
  • 2018-02-09: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.64$50.61$58.95$58.95$55.34
Max Pain$53.83$52.50$57.00$56.00$52.50
ATM IV24.2%18.4%31.5%29.1%23.0%
Expected Move6.9%5.6%8.9%7.7%6.8%
HV 20d31.7%11.1%36.0%11.1%36.0%
HV 60d21.9%13.9%23.4%13.9%23.4%
IV Rank64.7%37.2%99.8%88.3%59.3%
IV Percentile79.5%54.8%99.6%98.8%74.2%
Term Structure-0.2%-1.5%1.1%-1.5%-0.3%
VWIV24.6%19.7%31.4%27.2%24.1%
Skew 25d2.6%0.4%5.7%0.5%1.9%
Skew 10d5.1%-0.6%13.8%-0.1%4.1%
Call IV 25d23.3%17.6%29.7%29.2%22.8%
Put IV 25d25.9%19.7%35.4%29.7%24.7%
Bid-Ask Spread %41.0532.5162.4562.4547.03
Gamma HHI0.040.020.070.050.03
Net GEX86.6M-89.7M264.2M163.0M105.6M
Net DEX-2.13B-5.75B2.88B-5.25B-3.09B
Net VEX-30.0M-32.2M-25.5M-25.6M-30.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.641.170.660.85
Total Volume898,201.053494,6801,965,3801,140,100597,720
Total OI4,746,301.0533,966,9805,401,1003,966,9804,825,840

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$58.95$56.0029.1%7.7%11.1%88.3%27.2%0.5%-1.5%163.0M-5.25B-25.6M0.6662.45N/AN/A688,720451,3802,031,7401,935,240
2018-02-02$55.90$57.0021.8%6.3%23.1%53.2%22.0%0.4%-0.0%-12.1M-1.29B-25.5M0.9641.35N/AN/A1,001,220964,1602,240,7202,121,080
2018-02-05$53.60$56.0027.5%7.8%27.2%80.4%28.7%1.4%-0.1%-6.8M143.6M-28.3M0.9552.76N/AN/A547,480521,3002,173,8401,996,140
2018-02-06$54.13$56.0025.3%7.5%27.4%70.2%27.2%3.0%1.1%11.0M-331.2M-30.1M0.9235.87N/AN/A467,880428,8002,356,0802,193,680
2018-02-07$52.87$56.0025.6%7.2%28.5%71.6%25.5%3.3%-0.7%-59.1M1.05B-29.5M0.8436.05N/AN/A398,480333,7402,449,2402,289,900
2018-02-08$50.61$55.5031.0%8.8%32.0%97.6%30.4%4.2%-0.8%-89.7M2.88B-29.4M0.9938.59N/AN/A436,800431,7402,517,0602,332,820
2018-02-09$52.25$55.0031.5%8.9%34.5%99.8%31.4%5.7%-0.6%-35.9M989.8M-31.5M1.1738.98N/AN/A600,220699,5402,613,8802,343,040
2018-02-12$52.70$53.7525.8%7.4%34.0%72.4%25.9%4.0%-1.1%-33.1M162.2M-30.6M0.9440.92N/AN/A459,800429,9002,506,7802,306,060
2018-02-13$52.75$52.5024.2%6.9%34.0%64.9%24.8%3.8%0.1%-5.7M-127.6M-32.2M0.9832.51N/AN/A249,540245,1402,698,1002,432,340
2018-02-14$53.63$52.5022.4%6.4%34.6%56.1%22.9%2.7%0.2%61.6M-1.58B-31.6M0.7533.61N/AN/A411,080306,3402,730,6402,444,400
2018-02-15$54.55$52.5021.8%6.2%35.3%53.4%22.2%2.5%0.3%148.0M-3.16B-32.0M0.6832.94N/AN/A481,840328,0202,790,6602,497,760
2018-02-16$54.86$52.5021.6%6.2%35.3%52.5%21.8%2.1%0.0%189.3M-3.81B-31.5M0.6636.33N/AN/A615,540404,5202,860,1802,540,920
2018-02-20$55.26$52.5022.7%6.5%34.6%57.7%23.4%2.3%-0.2%148.8M-3.62B-31.3M0.8433.13N/AN/A399,840334,8202,327,8202,155,540
2018-02-21$55.83$52.5022.3%6.4%34.6%55.7%22.7%2.1%-0.2%203.8M-4.44B-30.9M0.7439.85N/AN/A505,760373,4202,374,0802,243,540
2018-02-22$55.53$52.5023.0%6.6%34.6%58.9%23.4%2.5%-0.1%172.3M-3.83B-30.8M0.8838.73N/AN/A389,540342,4202,434,0602,297,080
2018-02-23$56.40$52.5020.2%5.7%35.0%45.6%20.2%2.7%0.1%264.2M-5.26B-29.7M0.6442.25N/AN/A519,320332,5802,480,6602,374,820
2018-02-26$57.12$52.5018.4%5.6%35.3%37.2%19.7%2.1%-0.4%244.2M-5.75B-28.4M0.7151.85N/AN/A396,520281,0002,326,2802,236,520
2018-02-27$55.97$52.5022.1%6.5%35.9%54.6%23.0%2.0%-0.2%176.4M-4.12B-30.2M0.7844.75N/AN/A388,420301,2802,409,7602,291,420
2018-02-28$55.34$52.5023.0%6.8%36.0%59.3%24.1%1.9%-0.3%105.6M-3.09B-30.5M0.8547.03N/AN/A323,460274,2602,461,2002,364,640