GOOG Options History — August 2024

In August 2024, GOOG traded between $160.64 and $171.58. ATM implied volatility averaged 25.8%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 3.5% (HV 20d: 29.3%). Max pain ranged from $150.00 to $180.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.57.

Notable Days

2024-08-14: Highest Volume — 223,038 contracts
2024-08-05: Largest IV spike — 37.0% change
2024-08-05: Highest IV Rank — 100.0%
2024-08-05: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$165.27	$160.64	$171.58	$171.58	$164.11
Max Pain	$156.59	$150.00	$180.00	$180.00	$155.00
ATM IV	25.8%	22.3%	40.5%	26.9%	22.3%
Expected Move	7.5%	6.4%	10.7%	8.1%	6.4%
HV 20d	29.3%	24.2%	33.4%	29.6%	24.2%
HV 60d	24.3%	22.1%	25.0%	22.1%	24.6%
IV Rank	31.5%	14.1%	100.0%	41.0%	14.1%
IV Percentile	48.4%	21.8%	100.0%	59.9%	21.8%
Term Structure	-0.3%	-6.5%	1.0%	-1.1%	0.1%
VWIV	26.1%	22.3%	38.1%	28.0%	22.3%
Skew 25d	3.6%	1.3%	10.3%	2.4%	2.8%
Skew 10d	8.2%	2.8%	23.3%	4.5%	6.4%
Call IV 25d	24.6%	21.6%	34.4%	25.9%	21.6%
Put IV 25d	28.2%	24.3%	44.7%	28.3%	24.4%
Bid-Ask Spread %	4.25	2.54	10.95	2.54	3.16
Gamma HHI	0.11	0.07	0.43	0.07	0.08
Net GEX	94.7M	-6.3M	295.0M	76.3M	81.8M
Net DEX	-3.28B	-4.66B	-1.83B	-4.28B	-3.07B
Net VEX	-30.7M	-32.1M	-29.2M	-31.0M	-29.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.24	1.09	0.88	0.78
Total Volume	109,012.273	42,024	223,038	110,888	84,641
Total OI	1,435,392.545	1,370,898	1,522,765	1,429,314	1,455,590

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
2024-08-01	$171.58	$180.00	26.9%	8.1%	29.6%	41.0%	28.0%	2.4%	-1.1%	76.3M	-4.28B	-31.0M	0.88	2.54	58,941	51,947	838,637	590,677
2024-08-02	$167.63	$180.00	29.5%	8.8%	28.1%	55.0%	31.1%	4.7%	-1.5%	-6.3M	-3.12B	-32.1M	0.96	2.85	57,143	54,811	839,327	599,510
2024-08-05	$160.64	$150.00	40.5%	10.7%	30.9%	100.0%	38.1%	10.3%	-6.5%	32.2M	-1.83B	-32.1M	0.79	10.95	75,237	59,058	795,576	575,322
2024-08-06	$160.82	$155.00	31.2%	8.8%	30.9%	56.2%	29.6%	6.3%	-1.4%	27.0M	-1.90B	-30.6M	0.62	6.57	66,708	41,192	813,085	585,140
2024-08-07	$161.38	$150.00	29.8%	8.9%	30.5%	49.5%	30.5%	5.9%	0.3%	41.7M	-2.30B	-31.0M	0.83	5.52	44,272	36,799	835,021	580,072
2024-08-08	$164.52	$150.00	27.2%	8.0%	31.4%	37.1%	26.8%	5.4%	-0.2%	62.2M	-2.95B	-31.4M	1.09	6.22	50,792	55,359	841,404	588,843
2024-08-09	$165.11	$155.00	26.0%	7.6%	31.5%	31.7%	26.5%	3.8%	0.5%	70.5M	-3.01B	-31.5M	0.75	5.46	59,948	44,867	855,464	602,370
2024-08-12	$163.89	$155.00	25.6%	7.5%	31.2%	29.6%	26.3%	3.8%	1.0%	50.4M	-2.77B	-30.6M	0.48	3.59	43,859	21,158	823,416	587,214
2024-08-13	$165.89	$155.00	24.8%	7.2%	31.8%	26.2%	24.7%	3.9%	0.2%	68.7M	-3.29B	-30.5M	0.24	3.49	71,568	17,162	841,170	589,418
2024-08-14	$161.14	$155.00	24.6%	7.2%	32.7%	25.3%	24.7%	4.4%	0.5%	32.1M	-2.21B	-29.7M	0.38	4.57	161,834	61,204	864,686	593,502
2024-08-15	$163.00	$155.00	22.7%	6.6%	32.9%	16.2%	24.1%	2.5%	0.2%	112.2M	-2.98B	-29.8M	0.51	4.09	125,862	64,131	898,036	602,231
2024-08-16	$165.03	$155.00	23.0%	6.6%	33.4%	17.6%	23.7%	1.7%	-0.1%	295.0M	-3.67B	-30.5M	0.35	4.34	138,445	48,706	911,910	610,855
2024-08-19	$167.80	$155.00	22.3%	6.4%	32.3%	14.1%	23.2%	2.0%	-0.2%	126.5M	-4.14B	-30.4M	0.28	3.64	86,200	24,117	798,914	578,070
2024-08-20	$169.43	$155.00	23.2%	6.7%	32.6%	18.6%	24.0%	1.3%	-0.1%	159.8M	-4.66B	-31.2M	0.29	3.05	80,396	23,264	821,313	582,657
2024-08-21	$167.30	$155.00	24.1%	6.9%	27.1%	22.9%	24.6%	1.9%	0.2%	134.8M	-4.03B	-31.4M	0.29	2.81	91,889	27,035	837,396	589,338
2024-08-22	$166.18	$155.00	25.4%	7.3%	26.1%	28.9%	25.5%	2.5%	-0.2%	122.0M	-3.75B	-31.3M	0.30	3.82	71,062	21,471	851,953	599,015
2024-08-23	$167.16	$155.00	23.5%	6.7%	26.0%	20.0%	23.9%	2.3%	0.6%	206.8M	-3.96B	-31.0M	0.37	3.21	64,094	23,537	864,882	606,194
2024-08-26	$167.97	$155.00	23.8%	7.0%	25.3%	21.4%	24.3%	2.7%	0.1%	120.1M	-4.12B	-30.5M	0.27	3.63	53,755	14,390	822,865	589,468
2024-08-27	$166.88	$155.00	23.9%	6.8%	25.4%	21.9%	24.5%	2.8%	0.1%	115.3M	-3.83B	-30.0M	0.54	2.79	27,329	14,695	835,029	595,797
2024-08-28	$164.81	$155.00	24.3%	7.1%	25.4%	23.8%	24.3%	2.9%	-0.2%	84.2M	-3.24B	-29.8M	0.87	3.52	46,445	40,249	842,436	599,382
2024-08-29	$163.58	$155.00	23.9%	7.1%	25.4%	21.7%	24.4%	3.4%	0.1%	70.4M	-2.98B	-29.4M	0.65	3.74	56,117	36,581	848,558	596,893
2024-08-30	$164.11	$155.00	22.3%	6.4%	24.2%	14.1%	22.3%	2.8%	0.1%	81.8M	-3.07B	-29.2M	0.78	3.16	47,681	36,960	853,202	602,388