GOOG Options History — January 2024 In January 2024, GOOG traded between $137.13 and $154.72. ATM implied volatility averaged 29.7%, placing in the 46.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 9.8% (HV 20d: 19.9%). Max pain ranged from $117.50 to $145.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2024-01-31 : Highest Volume — 347,454 contracts2024-01-31 : Largest IV drop — 28.9% change2024-01-30 : Highest IV Rank — 63.3%2024-01-30 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $145.36 $137.13 $154.72 $139.11 $141.99 Max Pain $137.38 $117.50 $145.00 $117.50 $145.00 ATM IV 29.7% 23.6% 33.2% 29.6% 23.6% Expected Move 8.5% 6.3% 11.5% 6.4% 7.1% HV 20d 19.9% 16.7% 33.4% 25.4% 33.4% HV 60d 27.4% 20.2% 30.7% 30.4% 25.9% IV Rank 46.8% 19.9% 63.3% 45.0% 19.9% IV Percentile 53.1% 20.6% 77.4% 50.4% 20.6% Term Structure -1.2% -1.8% -0.0% -0.5% -0.0% VWIV 30.2% 22.4% 39.7% 22.4% 25.0% Skew 25d 2.0% 1.4% 2.6% 2.1% 1.7% Skew 10d 4.2% 3.1% 5.7% 4.4% 3.4% Call IV 25d 28.9% 23.0% 32.1% 29.6% 23.0% Put IV 25d 30.9% 24.7% 33.5% 31.7% 24.7% Bid-Ask Spread % 4.28 2.59 8.78 3.78 2.99 Gamma HHI 0.08 0.05 0.18 0.06 0.07 Net GEX 249.6M 78.1M 397.9M 208.6M 78.1M Net DEX -7.58B -10.12B -3.84B -7.03B -3.84B Net VEX -29.7M -32.0M -27.9M -30.2M -30.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.39 0.91 0.89 0.72 Total Volume 138,952.19 69,192 347,454 88,325 347,454 Total OI 1,955,020.095 1,444,896 2,250,161 2,151,724 1,678,832
Daily Data (21 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 Vol Put Vol Call OI Put OI 2024-01-02 $139.11 $117.50 29.6% 6.4% 25.4% 45.0% 22.4% 2.1% -0.5% 208.6M -7.03B -30.2M 0.89 3.78 46,758 41,567 1,208,887 942,837 2024-01-03 $140.56 $117.50 30.4% 6.3% 24.1% 48.5% 22.5% 2.3% -0.6% 252.6M -7.60B -30.5M 0.91 3.74 50,414 45,737 1,218,019 953,605 2024-01-04 $138.66 $140.00 30.8% 8.3% 24.6% 50.4% 29.5% 2.2% -0.9% 179.3M -6.70B -30.1M 0.61 3.35 58,876 36,072 1,225,803 967,172 2024-01-05 $137.13 $140.00 30.2% 8.3% 24.9% 48.0% 29.9% 2.1% -0.9% 147.8M -6.05B -29.5M 0.68 2.59 74,655 50,536 1,240,632 972,281 2024-01-08 $140.30 $140.00 30.1% 8.2% 19.5% 47.5% 29.7% 1.6% -1.1% 268.4M -7.44B -29.4M 0.52 3.05 66,605 34,400 1,222,014 951,292 2024-01-09 $142.30 $135.00 29.6% 8.2% 19.5% 46.9% 29.1% 2.2% -0.8% 328.1M -8.30B -29.4M 0.46 3.55 71,279 32,578 1,234,003 961,660 2024-01-10 $143.62 $135.00 29.5% 8.1% 18.3% 46.4% 28.9% 1.7% -1.4% 361.7M -8.92B -29.1M 0.39 3.17 99,170 39,021 1,240,149 968,224 2024-01-11 $143.62 $135.00 29.4% 8.1% 18.0% 45.8% 28.9% 1.7% -1.2% 376.8M -8.83B -29.3M 0.70 4.18 79,112 55,690 1,254,935 980,944 2024-01-12 $144.30 $140.00 29.0% 8.0% 18.0% 43.9% 28.8% 1.6% -1.5% 372.0M -9.05B -28.3M 0.70 5.03 56,164 39,480 1,254,593 991,472 2024-01-16 $143.75 $140.00 29.6% 8.4% 17.9% 47.1% 30.2% 2.3% -1.5% 301.2M -8.52B -27.9M 0.56 8.78 47,725 26,598 1,213,066 970,048 2024-01-17 $142.72 $140.00 30.1% 8.6% 18.3% 49.3% 30.9% 2.5% -1.4% 290.8M -8.00B -28.4M 0.51 4.20 57,272 29,411 1,223,014 980,345 2024-01-18 $145.03 $140.00 29.8% 8.6% 16.7% 47.8% 30.2% 2.6% -1.4% 342.5M -9.06B -28.0M 0.39 5.07 131,951 51,227 1,230,818 985,065 2024-01-19 $147.69 $140.00 28.7% 8.3% 17.5% 42.6% 30.0% 2.1% -1.3% 397.9M -10.12B -27.9M 0.44 6.13 162,340 71,358 1,244,035 1,006,126 2024-01-22 $148.12 $140.00 29.5% 8.9% 17.3% 46.3% 31.8% 2.1% -1.2% 190.8M -6.18B -29.6M 0.76 4.04 77,018 58,569 834,918 609,978 2024-01-23 $148.59 $140.00 29.0% 8.9% 16.9% 44.3% 31.1% 2.0% -1.2% 181.2M -6.32B -30.0M 0.68 4.67 41,268 27,924 857,984 635,860 2024-01-24 $150.53 $140.00 29.4% 9.1% 17.3% 46.1% 32.2% 2.1% -1.3% 207.7M -6.92B -30.1M 0.42 4.58 96,130 40,511 870,436 647,493 2024-01-25 $153.16 $140.00 30.6% 9.6% 18.0% 51.2% 33.6% 1.7% -1.5% 219.3M -7.67B -30.7M 0.46 5.39 130,007 59,825 892,045 659,115 2024-01-26 $153.28 $140.00 30.3% 9.6% 17.3% 49.8% 33.7% 1.6% -1.5% 177.2M -7.71B -31.0M 0.54 4.55 77,975 41,714 911,683 675,925 2024-01-29 $154.72 $140.00 30.9% 10.3% 17.4% 52.6% 36.1% 1.8% -1.4% 183.4M -7.66B -31.2M 0.71 3.50 74,668 52,681 892,181 652,564 2024-01-30 $153.31 $140.00 33.2% 11.5% 17.8% 63.3% 39.7% 1.4% -1.8% 175.4M -7.34B -32.0M 0.54 3.45 153,658 82,598 921,835 673,534 2024-01-31 $141.99 $145.00 23.6% 7.1% 33.4% 19.9% 25.0% 1.7% -0.0% 78.1M -3.84B -30.4M 0.72 2.99 201,450 146,004 969,542 709,290
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