GOOG Options History — February 2024 In February 2024, GOOG traded between $137.28 and $150.16. ATM implied volatility averaged 22.9%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 10.1% (HV 20d: 33.0%). Max pain ranged from $140.00 to $140.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.52.
Notable Days 2024-02-02 : Highest Volume — 338,586 contracts2024-02-26 : Largest IV spike — 13.9% change2024-02-26 : Highest IV Rank — 29.5%2024-02-26 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $144.03 $137.28 $150.16 $142.78 $138.64 Max Pain $140.00 $140.00 $140.00 $140.00 $140.00 ATM IV 22.9% 21.1% 25.1% 22.6% 23.5% Expected Move 6.6% 6.1% 7.3% 6.5% 6.7% HV 20d 33.0% 24.8% 36.1% 33.3% 24.8% HV 60d 26.4% 25.6% 27.9% 25.8% 27.8% IV Rank 18.1% 9.2% 29.5% 15.0% 21.6% IV Percentile 19.0% 5.6% 36.5% 15.1% 23.8% Term Structure -0.1% -1.5% 0.6% 0.0% -0.1% VWIV 23.4% 21.7% 25.9% 23.1% 23.6% Skew 25d 1.1% -0.1% 1.8% 1.5% 1.2% Skew 10d 2.5% 0.5% 4.2% 2.9% 2.9% Call IV 25d 22.6% 21.0% 24.5% 22.1% 23.4% Put IV 25d 23.8% 21.4% 25.9% 23.6% 24.6% Bid-Ask Spread % 1.91 1.26 3.45 2.52 2.26 Gamma HHI 0.09 0.04 0.30 0.07 0.04 Net GEX 149.7M 29.3M 372.9M 111.8M 74.6M Net DEX -4.90B -7.52B -2.65B -4.30B -3.38B Net VEX -32.8M -33.5M -31.4M -31.4M -33.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.29 0.80 0.72 0.50 Total Volume 170,968.5 84,136 338,586 133,174 178,669 Total OI 1,773,714.9 1,680,352 1,896,362 1,747,152 1,896,362
Daily Data (20 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 2024-02-01 $142.78 $140.00 22.6% 6.5% 33.3% 15.0% 23.1% 1.5% 0.0% 111.8M -4.30B -31.4M 0.72 2.52 77,557 55,617 1,018,311 728,841 2024-02-02 $143.80 $140.00 22.2% 6.4% 32.9% 13.4% 22.9% 1.2% 0.2% 179.8M -4.76B -31.6M 0.44 2.77 234,594 103,992 1,037,317 738,314 2024-02-05 $145.11 $140.00 22.5% 6.5% 32.6% 14.8% 23.3% 0.7% 0.3% 179.7M -5.43B -32.0M 0.44 2.79 144,323 63,031 979,053 708,640 2024-02-06 $144.84 $140.00 21.9% 6.3% 31.8% 13.3% 22.5% 0.7% 0.2% 177.1M -5.27B -32.2M 0.55 1.54 86,334 47,511 1,005,294 732,860 2024-02-07 $146.97 $140.00 21.1% 6.2% 31.8% 9.3% 21.9% 0.8% 0.6% 217.3M -6.05B -33.2M 0.73 1.37 64,787 47,407 1,028,357 755,983 2024-02-08 $147.11 $140.00 21.1% 6.2% 31.7% 9.2% 22.1% 0.7% 0.5% 218.3M -6.14B -33.1M 0.29 1.28 97,763 28,665 1,034,747 761,487 2024-02-09 $150.16 $140.00 21.2% 6.1% 32.4% 9.5% 21.8% -0.1% 0.4% 372.9M -7.52B -33.0M 0.37 2.14 213,441 78,745 1,036,120 765,236 2024-02-12 $149.09 $140.00 21.6% 6.2% 32.6% 11.4% 22.6% 0.7% 0.2% 204.3M -6.59B -33.2M 0.42 2.21 79,841 33,887 1,004,434 754,727 2024-02-13 $145.94 $140.00 23.6% 6.8% 33.5% 21.9% 24.0% 1.8% -0.1% 141.3M -5.32B -33.5M 0.60 3.45 76,952 46,014 1,018,788 763,662 2024-02-14 $147.09 $140.00 22.5% 6.4% 33.5% 16.3% 22.7% 1.6% -0.3% 168.8M -5.78B -33.3M 0.46 1.41 57,642 26,494 1,027,111 771,805 2024-02-15 $143.70 $140.00 23.1% 6.6% 34.1% 19.2% 23.5% 1.3% -0.0% 96.9M -4.41B -33.0M 0.56 1.26 136,575 76,077 1,033,611 777,068 2024-02-16 $142.18 $140.00 23.8% 6.9% 33.6% 23.3% 24.1% 0.9% -0.4% 83.8M -3.90B -33.2M 0.51 1.55 121,875 62,507 1,062,958 790,394 2024-02-20 $142.25 $140.00 24.6% 7.1% 33.5% 26.8% 25.2% 1.8% -0.1% 97.9M -4.16B -32.9M 0.48 1.63 82,318 39,564 957,457 722,895 2024-02-21 $143.66 $140.00 24.1% 7.0% 33.8% 24.5% 24.6% 1.5% -0.4% 130.5M -4.70B -33.0M 0.42 1.53 65,621 27,298 977,015 732,225 2024-02-22 $145.31 $140.00 22.9% 6.6% 33.7% 18.3% 23.3% 1.1% -0.2% 170.8M -5.27B -33.0M 0.35 1.72 103,923 36,600 986,824 737,429 2024-02-23 $145.28 $140.00 22.0% 6.1% 32.9% 14.0% 21.7% 1.1% -0.2% 173.8M -5.32B -32.9M 0.69 2.04 61,544 42,692 1,007,205 748,533 2024-02-26 $139.18 $140.00 25.1% 7.3% 35.8% 29.5% 25.9% 1.4% -0.8% 61.5M -3.26B -31.9M 0.65 1.52 183,825 120,319 973,030 728,427 2024-02-27 $140.13 $140.00 24.1% 6.9% 35.7% 24.4% 24.6% 1.4% -0.2% 103.5M -3.73B -33.1M 0.47 1.45 113,336 53,205 1,044,982 777,513 2024-02-28 $137.28 $140.00 24.3% 7.1% 36.1% 25.6% 25.2% 1.3% -1.5% 29.3M -2.65B -32.8M 0.80 1.76 137,957 110,868 1,057,778 791,505 2024-02-29 $138.64 $140.00 23.5% 6.7% 24.8% 21.6% 23.6% 1.2% -0.1% 74.6M -3.38B -33.5M 0.50 2.26 119,142 59,527 1,092,228 804,134
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