GOOG Options History — July 2024

In July 2024, GOOG traded between $168.97 and $192.16. ATM implied volatility averaged 31.2%, placing in the 64.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 8.6% (HV 20d: 22.7%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.52.

Notable Days

2024-07-24: Highest Volume — 338,693 contracts
2024-07-24: Largest IV drop — 25.9% change
2024-07-23: Highest IV Rank — 87.9%
2024-07-23: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$182.31	$168.97	$192.16	$184.03	$173.09
Max Pain	$178.18	$175.00	$180.00	$175.00	$180.00
ATM IV	31.2%	25.0%	35.7%	30.3%	25.0%
Expected Move	8.6%	5.5%	11.1%	5.9%	7.4%
HV 20d	22.7%	16.4%	30.2%	16.4%	29.7%
HV 60d	26.1%	21.8%	28.3%	27.3%	22.0%
IV Rank	64.1%	30.5%	87.9%	58.8%	30.5%
IV Percentile	78.5%	47.2%	96.0%	73.8%	47.2%
Term Structure	-1.2%	-2.4%	-0.0%	-0.7%	-0.3%
VWIV	30.0%	19.7%	38.0%	20.7%	26.2%
Skew 25d	1.4%	0.2%	3.9%	0.6%	2.1%
Skew 10d	2.6%	0.2%	7.4%	1.4%	4.1%
Call IV 25d	30.7%	24.4%	34.9%	29.9%	24.4%
Put IV 25d	32.1%	26.5%	36.8%	30.5%	26.5%
Bid-Ask Spread %	5.11	2.63	8.72	3.30	3.42
Gamma HHI	0.10	0.07	0.15	0.11	0.08
Net GEX	125.2M	31.5M	226.9M	149.7M	98.3M
Net DEX	-6.67B	-9.50B	-3.29B	-7.38B	-4.67B
Net VEX	-28.4M	-31.3M	-25.6M	-27.6M	-31.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.25	0.84	0.46	0.36
Total Volume	129,096.136	53,242	338,693	73,096	82,141
Total OI	1,308,539.227	1,184,702	1,438,432	1,223,363	1,406,884

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
2024-07-01	$184.03	$175.00	30.3%	5.9%	16.4%	58.8%	20.7%	0.6%	-0.7%	149.7M	-7.38B	-27.6M	0.46	3.30	49,941	23,155	696,669	526,694
2024-07-02	$186.80	$175.00	30.1%	5.6%	16.9%	57.8%	19.8%	1.3%	-0.8%	196.2M	-8.16B	-26.6M	0.70	2.85	49,832	34,973	712,173	533,994
2024-07-03	$187.33	$175.00	30.1%	5.5%	16.8%	58.2%	19.7%	0.7%	-1.0%	214.2M	-8.28B	-26.8M	0.38	3.16	38,716	14,526	720,109	543,299
2024-07-05	$192.16	$175.00	31.5%	8.4%	18.4%	65.6%	29.7%	1.0%	-1.6%	226.9M	-9.50B	-26.0M	0.38	7.74	136,859	52,404	727,144	544,892
2024-07-08	$190.31	$175.00	31.6%	8.7%	18.8%	66.3%	30.6%	0.7%	-1.1%	193.5M	-8.78B	-26.2M	0.52	7.19	62,207	32,292	710,447	530,080
2024-07-09	$190.32	$175.00	31.7%	8.7%	18.2%	66.4%	30.5%	0.4%	-1.2%	196.5M	-8.76B	-26.1M	0.25	5.26	64,841	16,526	723,447	541,041
2024-07-10	$192.16	$175.00	31.7%	8.8%	18.3%	66.3%	30.8%	0.5%	-1.1%	214.5M	-9.19B	-25.6M	0.37	8.72	78,751	29,261	729,227	544,739
2024-07-11	$187.29	$180.00	32.6%	9.1%	21.1%	71.5%	31.7%	0.4%	-1.3%	137.4M	-7.84B	-27.5M	0.65	6.92	72,755	47,121	743,696	553,793
2024-07-12	$186.69	$180.00	34.0%	9.4%	21.1%	79.1%	33.2%	0.3%	-1.8%	122.4M	-7.64B	-28.4M	0.55	7.83	65,271	35,638	755,305	570,618
2024-07-15	$187.88	$180.00	33.9%	9.6%	20.7%	78.0%	33.7%	0.2%	-1.7%	154.8M	-7.92B	-27.8M	0.41	6.39	52,359	21,472	723,448	556,619
2024-07-16	$185.55	$180.00	33.7%	9.6%	21.4%	77.5%	33.6%	0.5%	-1.5%	135.5M	-7.44B	-27.2M	0.36	7.49	76,187	27,381	733,232	563,851
2024-07-17	$182.56	$180.00	34.4%	9.8%	22.3%	80.7%	34.9%	1.3%	-1.9%	106.1M	-6.62B	-28.5M	0.72	5.18	67,619	48,581	745,873	571,947
2024-07-18	$179.13	$175.00	35.4%	10.3%	22.5%	86.5%	35.9%	2.0%	-2.4%	46.5M	-5.70B	-29.0M	0.45	5.55	79,669	36,191	759,991	590,023
2024-07-19	$179.25	$180.00	35.1%	10.3%	22.4%	84.7%	35.8%	1.9%	-2.1%	67.0M	-5.77B	-28.8M	0.51	5.69	60,519	30,566	770,527	591,668
2024-07-22	$184.22	$180.00	34.5%	10.5%	23.1%	81.7%	36.3%	1.5%	-1.4%	119.3M	-6.59B	-28.5M	0.45	3.33	69,157	30,904	681,966	502,736
2024-07-23	$184.34	$180.00	35.7%	11.1%	23.1%	87.9%	38.0%	0.8%	-2.3%	123.0M	-6.72B	-28.7M	0.50	6.45	175,331	88,505	705,891	518,294
2024-07-24	$174.65	$180.00	26.5%	7.8%	28.8%	38.5%	27.0%	1.9%	-0.1%	37.6M	-4.39B	-29.8M	0.49	2.87	227,210	111,483	794,822	556,913
2024-07-25	$170.74	$180.00	28.4%	8.4%	29.5%	48.6%	28.9%	3.9%	-0.6%	31.5M	-3.53B	-30.3M	0.76	3.63	117,165	89,584	836,783	576,006
2024-07-26	$168.97	$180.00	27.3%	8.0%	29.3%	42.8%	28.3%	3.3%	-0.4%	31.6M	-3.29B	-30.9M	0.84	3.81	138,084	116,037	860,641	577,791
2024-07-29	$171.69	$180.00	26.9%	8.1%	30.1%	40.8%	27.7%	2.5%	-0.8%	78.9M	-4.28B	-31.3M	0.63	2.99	63,133	40,018	789,767	571,285
2024-07-30	$171.71	$180.00	27.1%	8.2%	30.2%	42.2%	28.1%	2.6%	-0.0%	73.5M	-4.28B	-31.1M	0.61	2.63	53,251	32,499	805,061	588,477
2024-07-31	$173.09	$180.00	25.0%	7.4%	29.7%	30.5%	26.2%	2.1%	-0.3%	98.3M	-4.67B	-31.0M	0.36	3.42	60,487	21,654	818,643	588,241