GOOG Options History — March 2024

In March 2024, GOOG traded between $132.59 and $152.38. ATM implied volatility averaged 25.8%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 1.5% (HV 20d: 27.3%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.66.

Notable Days

  • 2024-03-18: Highest Volume — 390,994 contracts
  • 2024-03-25: Largest IV spike — 17.1% change
  • 2024-03-28: Highest IV Rank — 58.8%
  • 2024-03-05: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$143.54$132.59$152.38$138.36$152.38
Max Pain$136.50$135.00$140.00$140.00$135.00
ATM IV25.8%22.3%30.8%23.6%30.8%
Expected Move6.9%6.4%7.5%6.7%6.4%
HV 20d27.3%24.7%31.2%24.7%24.8%
HV 60d27.3%26.1%28.0%27.4%27.8%
IV Rank33.3%15.6%58.8%21.8%58.8%
IV Percentile42.3%15.9%76.6%25.0%76.6%
Term Structure1.9%-0.3%7.6%-0.2%0.6%
VWIV24.6%22.6%26.3%23.6%23.0%
Skew 25d0.4%-0.3%1.2%0.8%0.8%
Skew 10d1.1%-0.5%3.2%2.3%1.3%
Call IV 25d26.0%22.5%31.8%23.6%30.8%
Put IV 25d26.3%23.0%32.0%24.4%31.6%
Bid-Ask Spread %5.482.378.022.378.02
Gamma HHI0.070.050.190.070.19
Net GEX150.7M19.6M315.0M43.4M315.0M
Net DEX-5.55B-8.32B-1.86B-3.23B-8.15B
Net VEX-34.8M-35.6M-32.4M-33.6M-34.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.271.160.860.46
Total Volume185,157.780,356390,994194,33880,356
Total OI1,918,8001,751,1332,050,5841,922,8941,871,835

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$138.36$140.0023.6%6.7%24.7%21.8%23.6%0.8%-0.2%43.4M-3.23B-33.6M0.862.37104,52589,8131,102,999819,895
2024-03-04$134.41$140.0025.2%7.3%26.2%30.1%26.1%1.2%0.2%19.6M-2.01B-32.4M0.533.95200,293106,3191,055,947791,862
2024-03-05$133.51$140.0026.2%7.5%25.9%34.9%25.9%1.1%-0.3%36.6M-2.09B-33.4M0.703.51124,67787,8441,119,969829,948
2024-03-06$132.59$135.0025.9%7.4%25.9%33.6%24.5%1.0%-0.3%31.2M-1.86B-33.4M1.162.96105,972122,9611,156,576853,207
2024-03-07$135.72$135.0025.7%7.4%26.9%32.5%26.2%0.3%0.2%89.4M-3.31B-35.1M0.273.77155,82041,5571,174,863859,673
2024-03-08$136.44$135.0025.6%7.5%27.0%32.2%26.3%0.6%0.3%67.7M-3.58B-35.0M0.585.06166,50597,3251,170,910865,810
2024-03-11$139.05$135.0025.5%7.3%26.8%31.6%26.0%0.1%-0.0%116.1M-4.44B-35.0M0.573.4794,83354,2991,116,548843,125
2024-03-12$139.88$135.0024.4%7.0%27.0%26.2%25.2%0.2%0.2%134.4M-4.75B-35.2M0.744.0484,85062,9431,133,611860,490
2024-03-13$140.75$135.0024.0%6.9%26.3%24.2%24.7%-0.2%0.2%158.0M-5.13B-35.2M0.716.49108,41777,4501,150,685868,733
2024-03-14$143.89$135.0024.0%6.8%27.5%24.0%24.4%-0.2%-0.3%230.8M-6.45B-35.6M0.687.30132,54589,5281,153,626876,419
2024-03-15$142.22$135.0024.4%7.1%26.5%26.1%24.7%0.7%0.4%161.4M-5.56B-35.6M0.656.64102,95866,7671,155,023895,561
2024-03-18$148.59$135.0024.9%7.1%30.5%28.6%25.3%-0.3%6.7%186.1M-7.28B-35.3M0.515.48259,111131,883994,989756,144
2024-03-19$148.09$135.0023.4%6.7%30.6%21.1%24.0%0.3%6.8%173.4M-6.85B-35.6M0.655.1873,22047,2421,044,281786,341
2024-03-20$149.44$135.0022.3%6.4%30.5%15.6%22.6%0.5%7.1%209.6M-7.41B-35.3M0.467.5966,34030,4631,054,677794,078
2024-03-21$148.76$135.0024.5%6.6%30.4%26.7%23.7%0.4%7.6%189.2M-7.14B-35.2M1.125.4387,43298,0181,058,365798,258
2024-03-22$151.89$140.0025.3%6.5%31.2%30.6%23.4%0.0%6.7%253.8M-8.32B-35.2M0.686.84140,19894,6341,063,460817,066
2024-03-25$151.38$140.0029.6%6.7%26.4%52.5%24.2%-0.2%1.1%189.7M-7.65B-34.9M0.666.9754,69236,2661,022,673779,729
2024-03-26$151.88$140.0030.4%6.7%26.4%56.7%24.1%0.1%0.6%208.7M-7.89B-34.9M0.527.9387,19345,4541,033,756786,845
2024-03-27$151.66$135.0030.8%6.6%24.9%58.4%23.3%0.2%0.8%199.2M-7.84B-35.0M0.726.5153,90038,5511,050,377807,646
2024-03-28$152.38$135.0030.8%6.4%24.8%58.8%23.0%0.8%0.6%315.0M-8.15B-34.7M0.468.0254,90625,4501,057,068814,767