GOOG Options History — June 2024

In June 2024, GOOG traded between $173.59 and $186.87. ATM implied volatility averaged 23.7%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 7.7% (HV 20d: 16.1%). Max pain ranged from $125.00 to $175.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.51.

Notable Days

2024-06-21: Highest Volume — 279,472 contracts
2024-06-24: Largest IV spike — 14.6% change
2024-06-27: Highest IV Rank — 54.9%
2024-06-03: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$179.26	$173.59	$186.87	$173.59	$184.97
Max Pain	$163.55	$125.00	$175.00	$125.00	$175.00
ATM IV	23.7%	20.3%	29.5%	23.4%	29.4%
Expected Move	6.2%	5.7%	7.2%	7.2%	5.7%
HV 20d	16.1%	14.7%	18.2%	16.3%	16.1%
HV 60d	28.1%	27.4%	29.0%	29.0%	27.8%
IV Rank	23.9%	5.7%	54.9%	22.3%	54.3%
IV Percentile	29.5%	3.2%	68.7%	29.0%	67.5%
Term Structure	1.6%	-0.8%	7.4%	-0.1%	0.2%
VWIV	22.1%	20.4%	25.3%	25.3%	20.4%
Skew 25d	1.1%	0.5%	1.9%	1.9%	1.1%
Skew 10d	2.8%	1.2%	4.7%	4.7%	1.7%
Call IV 25d	23.4%	20.1%	29.7%	22.7%	29.6%
Put IV 25d	24.5%	21.4%	30.7%	24.6%	30.7%
Bid-Ask Spread %	3.45	2.06	4.64	2.23	3.22
Gamma HHI	0.19	0.13	0.28	0.15	0.14
Net GEX	209.5M	166.7M	265.8M	170.5M	171.5M
Net DEX	-9.38B	-11.34B	-6.93B	-9.13B	-7.86B
Net VEX	-28.3M	-29.9M	-27.1M	-29.5M	-27.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.37	0.78	0.47	0.53
Total Volume	107,085.053	62,399	279,472	73,064	127,537
Total OI	1,608,765.947	1,196,689	1,783,529	1,699,765	1,274,070

Daily Data (19 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
2024-06-03	$173.59	$125.00	23.4%	7.2%	16.3%	22.3%	25.3%	1.9%	-0.1%	170.5M	-9.13B	-29.5M	0.47	2.23	49,821	23,243	934,952	764,813
2024-06-04	$174.38	$125.00	22.9%	7.0%	16.3%	19.2%	24.8%	1.7%	0.1%	180.8M	-9.38B	-29.9M	0.78	2.48	35,065	27,334	949,480	771,563
2024-06-05	$176.38	$125.00	22.5%	6.9%	15.0%	17.2%	24.7%	1.4%	-0.1%	222.4M	-9.95B	-29.7M	0.55	2.06	56,076	31,080	955,908	781,140
2024-06-06	$178.36	$170.00	21.7%	6.3%	15.1%	12.8%	22.4%	1.0%	0.1%	265.8M	-10.62B	-29.5M	0.51	3.92	46,417	23,607	963,689	783,632
2024-06-07	$176.54	$170.00	22.0%	6.4%	15.6%	14.7%	22.5%	1.0%	0.4%	197.3M	-10.03B	-28.8M	0.60	3.72	62,629	37,379	969,060	791,300
2024-06-10	$176.68	$170.00	21.2%	6.2%	15.3%	10.2%	21.7%	1.2%	0.2%	201.4M	-9.47B	-28.8M	0.65	4.05	52,547	34,318	924,038	784,278
2024-06-11	$177.89	$170.00	21.0%	6.1%	15.4%	9.1%	22.3%	1.2%	0.2%	223.3M	-9.95B	-28.4M	0.49	4.14	49,972	24,545	934,727	798,978
2024-06-12	$179.13	$170.00	20.3%	5.9%	15.1%	5.7%	21.3%	1.3%	0.4%	264.1M	-10.32B	-27.9M	0.47	4.64	84,064	39,243	938,453	802,806
2024-06-13	$177.50	$170.00	21.0%	6.1%	15.4%	9.4%	21.0%	1.2%	0.3%	222.3M	-9.73B	-28.4M	0.51	3.55	59,426	30,154	946,325	809,162
2024-06-14	$178.09	$170.00	20.8%	6.0%	15.1%	8.1%	22.5%	1.1%	0.5%	239.0M	-10.00B	-27.9M	0.56	3.80	60,461	33,583	955,817	812,189
2024-06-17	$179.12	$170.00	21.4%	6.2%	14.7%	11.5%	21.9%	1.1%	6.6%	254.3M	-10.21B	-27.3M	0.38	3.36	69,517	26,647	929,085	780,556
2024-06-18	$176.06	$170.00	21.7%	6.2%	15.8%	13.1%	22.0%	1.0%	6.8%	175.6M	-9.20B	-28.1M	0.51	3.65	65,102	33,456	945,335	789,821
2024-06-20	$177.50	$170.00	23.3%	6.3%	16.0%	21.5%	22.3%	1.2%	7.1%	221.2M	-9.67B	-28.2M	0.37	3.92	62,450	22,868	961,125	801,444
2024-06-21	$181.44	$170.00	24.0%	6.1%	17.5%	25.3%	21.5%	1.0%	7.4%	175.5M	-11.34B	-27.2M	0.39	2.90	200,933	78,539	975,030	808,499
2024-06-24	$180.88	$170.00	27.5%	6.0%	16.5%	44.0%	21.3%	1.0%	0.9%	166.7M	-6.93B	-28.0M	0.40	4.10	68,964	27,706	688,101	508,588
2024-06-25	$185.13	$170.00	28.3%	5.9%	18.1%	48.6%	20.9%	0.7%	0.3%	213.8M	-7.97B	-27.1M	0.43	3.15	131,958	56,809	698,819	518,836
2024-06-26	$185.50	$172.50	29.2%	5.9%	18.1%	53.0%	20.7%	0.5%	-0.8%	193.7M	-8.02B	-27.9M	0.56	3.69	54,604	30,619	713,479	539,042
2024-06-27	$186.87	$175.00	29.5%	5.8%	18.2%	54.9%	20.7%	0.7%	-0.4%	222.3M	-8.36B	-27.8M	0.52	3.09	76,080	39,863	721,135	541,278
2024-06-28	$184.97	$175.00	29.4%	5.7%	16.1%	54.3%	20.4%	1.1%	0.2%	171.5M	-7.86B	-27.4M	0.53	3.22	83,628	43,909	727,602	546,468