GOOG Options History — April 2024

In April 2024, GOOG traded between $152.41 and $173.61. ATM implied volatility averaged 33.9%, placing in the 77.8% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 8.8% (HV 20d: 25.1%). Max pain ranged from $137.00 to $155.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.61.

Notable Days

2024-04-26: Highest Volume — 560,521 contracts
2024-04-26: Largest IV drop — 31.2% change
2024-04-17: Highest IV Rank — 100.0%
2024-04-25: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$158.77	$152.41	$173.61	$156.19	$165.84
Max Pain	$143.50	$137.00	$155.00	$137.00	$150.00
ATM IV	33.9%	25.8%	38.0%	32.3%	26.7%
Expected Move	9.6%	7.0%	11.8%	7.0%	8.4%
HV 20d	25.1%	19.5%	43.2%	25.6%	43.2%
HV 60d	28.7%	27.8%	32.2%	28.1%	32.2%
IV Rank	77.8%	35.1%	100.0%	66.3%	39.8%
IV Percentile	87.9%	46.4%	100.0%	83.3%	54.4%
Term Structure	-1.4%	-3.7%	0.7%	-1.7%	-0.5%
VWIV	34.0%	24.9%	41.3%	24.9%	29.7%
Skew 25d	1.8%	0.2%	2.8%	0.2%	1.2%
Skew 10d	4.9%	0.9%	7.6%	0.9%	3.6%
Call IV 25d	33.1%	25.7%	37.3%	32.2%	26.2%
Put IV 25d	35.0%	26.9%	40.1%	32.4%	27.4%
Bid-Ask Spread %	4.93	2.86	7.41	7.41	4.99
Gamma HHI	0.10	0.08	0.14	0.09	0.11
Net GEX	197.9M	120.8M	294.6M	217.2M	206.6M
Net DEX	-8.65B	-12.42B	-7.28B	-8.96B	-9.03B
Net VEX	-33.0M	-34.5M	-29.1M	-33.6M	-32.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.37	0.98	0.61	0.40
Total Volume	155,847.409	63,726	560,521	165,886	116,247
Total OI	1,792,689.727	1,597,108	1,879,762	1,780,205	1,776,615

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 Vol	Put Vol	Call OI	Put OI
2024-04-01	$156.19	$137.00	32.3%	7.0%	25.6%	66.3%	24.9%	0.2%	-1.7%	217.2M	-8.96B	-33.6M	0.61	7.41	102,993	62,893	1,010,594	769,611
2024-04-02	$155.80	$140.00	33.6%	7.2%	22.3%	73.0%	26.7%	1.3%	-2.8%	195.8M	-8.69B	-33.5M	0.63	7.23	74,100	46,657	1,023,457	792,004
2024-04-03	$156.11	$140.00	33.7%	7.2%	21.8%	73.2%	25.3%	1.1%	-1.6%	216.4M	-8.78B	-33.5M	0.55	4.04	64,425	35,674	1,031,040	794,693
2024-04-04	$152.41	$145.00	34.7%	9.7%	24.1%	78.3%	33.6%	1.6%	-1.8%	158.0M	-7.46B	-34.5M	0.47	5.39	102,354	47,899	1,038,164	803,098
2024-04-05	$153.72	$145.00	33.8%	9.5%	23.3%	73.8%	33.2%	1.6%	-3.4%	178.2M	-7.94B	-34.1M	0.45	5.57	99,604	44,596	1,053,838	806,521
2024-04-08	$156.28	$145.00	33.4%	9.6%	23.6%	71.8%	33.7%	1.7%	0.7%	206.4M	-8.51B	-33.6M	0.42	4.46	69,255	29,396	1,014,184	774,841
2024-04-09	$157.97	$145.00	33.3%	9.5%	23.2%	71.5%	33.9%	1.8%	0.0%	233.9M	-9.05B	-33.3M	0.37	5.29	178,149	65,680	1,026,306	786,775
2024-04-10	$157.78	$145.00	33.7%	9.6%	23.3%	73.2%	34.6%	1.9%	0.0%	233.1M	-8.98B	-33.5M	0.63	5.67	50,185	31,474	1,051,947	803,725
2024-04-11	$160.94	$145.00	32.9%	9.5%	23.9%	71.7%	33.6%	1.8%	0.4%	294.6M	-10.06B	-32.6M	0.47	5.25	121,975	57,218	1,057,009	805,609
2024-04-12	$159.15	$145.00	34.6%	9.9%	23.9%	82.3%	34.8%	2.1%	0.2%	226.5M	-9.24B	-33.6M	0.49	5.58	115,796	57,065	1,060,056	819,706
2024-04-15	$156.49	$145.00	36.6%	10.5%	24.5%	98.5%	36.7%	2.6%	-1.5%	183.4M	-8.20B	-33.4M	0.83	7.05	60,981	50,579	1,016,055	788,811
2024-04-16	$156.37	$145.00	35.8%	10.3%	19.7%	94.0%	35.7%	2.6%	-1.2%	175.1M	-8.12B	-33.3M	0.89	4.60	48,419	43,152	1,025,602	801,236
2024-04-17	$156.96	$145.00	37.2%	10.7%	19.6%	100.0%	37.0%	2.6%	-1.8%	191.8M	-8.29B	-33.4M	0.63	3.96	67,177	42,067	1,035,830	806,847
2024-04-18	$157.84	$145.00	37.5%	10.8%	19.5%	100.0%	39.6%	2.5%	-2.1%	206.8M	-8.58B	-33.2M	0.77	3.72	65,828	50,527	1,043,025	814,362
2024-04-19	$154.91	$140.00	38.0%	11.1%	20.8%	100.0%	38.6%	2.8%	-2.1%	120.8M	-7.68B	-33.4M	0.98	4.34	59,332	58,124	1,055,191	823,786
2024-04-22	$158.26	$140.00	36.8%	11.1%	20.9%	93.9%	41.3%	2.6%	-2.1%	150.6M	-7.34B	-32.6M	0.70	3.05	66,383	46,141	901,166	695,942
2024-04-23	$159.94	$140.00	36.0%	10.9%	21.0%	89.7%	38.6%	2.5%	-2.1%	171.7M	-7.90B	-32.6M	0.67	2.86	38,091	25,635	931,336	711,264
2024-04-24	$161.12	$140.00	36.0%	11.1%	21.0%	89.6%	38.8%	2.2%	-2.2%	181.7M	-8.25B	-32.3M	0.46	3.61	68,098	31,494	942,993	717,517
2024-04-25	$157.41	$140.00	37.5%	11.8%	23.0%	97.7%	40.9%	1.8%	-3.7%	161.0M	-7.28B	-33.1M	0.93	5.47	157,488	146,524	961,918	723,997
2024-04-26	$173.61	$140.00	25.8%	7.6%	41.2%	35.1%	27.7%	1.1%	-0.9%	233.7M	-12.42B	-29.1M	0.52	4.66	367,587	192,934	1,014,870	783,343
2024-04-29	$167.84	$155.00	26.3%	8.1%	42.9%	37.4%	28.9%	1.2%	-0.5%	211.2M	-9.55B	-32.2M	0.62	4.26	103,920	64,527	987,079	757,211
2024-04-30	$165.84	$150.00	26.7%	8.4%	43.2%	39.8%	29.7%	1.2%	-0.5%	206.6M	-9.03B	-32.2M	0.40	4.99	83,108	33,139	1,012,407	764,208