GOOG Options History — September 2024

In September 2024, GOOG traded between $149.00 and $166.45. ATM implied volatility averaged 27.1%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 1.5% (HV 20d: 25.6%). Max pain ranged from $155.00 to $165.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.46.

Notable Days

  • 2024-09-13: Highest Volume — 207,602 contracts
  • 2024-09-06: Largest IV spike — 13.5% change
  • 2024-09-30: Highest IV Rank — 60.6%
  • 2024-09-06: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$159.31$149.00$166.45$157.99$166.45
Max Pain$157.63$155.00$165.00$155.00$157.50
ATM IV27.1%23.9%32.1%26.3%32.1%
Expected Move7.2%6.3%8.4%8.1%6.8%
HV 20d25.6%23.2%26.9%23.2%26.0%
HV 60d26.7%25.5%27.6%25.6%26.2%
IV Rank37.0%22.0%60.6%33.3%60.6%
IV Percentile58.3%37.7%82.9%57.5%82.9%
Term Structure1.6%-0.8%6.6%-0.8%-0.3%
VWIV25.2%22.2%28.6%27.9%24.0%
Skew 25d2.8%1.9%4.4%3.5%2.4%
Skew 10d6.4%4.2%10.4%8.4%5.7%
Call IV 25d26.1%21.8%30.9%25.4%30.9%
Put IV 25d28.9%23.8%33.3%28.9%33.3%
Bid-Ask Spread %3.371.945.842.591.94
Gamma HHI0.100.060.270.070.10
Net GEX97.6M-20.2M236.6M36.2M144.3M
Net DEX-2.57B-4.36B-72.4M-1.73B-3.68B
Net VEX-27.6M-28.7M-25.9M-27.8M-27.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.280.650.470.48
Total Volume108,892.655,344207,602101,15770,127
Total OI1,384,725.051,178,7171,506,5591,391,2931,215,841

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$157.99$155.0026.3%8.1%23.2%33.3%27.9%3.5%-0.8%36.2M-1.73B-27.8M0.472.5968,88432,273808,182583,111
2024-09-04$158.36$155.0026.2%8.0%23.2%32.5%27.4%3.8%0.8%43.1M-1.83B-28.2M0.652.7951,02833,043827,712591,573
2024-09-05$158.09$165.0025.9%7.5%23.2%31.5%26.2%3.6%0.1%41.9M-1.83B-28.4M0.443.6047,22720,768836,123599,319
2024-09-06$152.49$165.0029.5%8.4%25.0%48.0%28.6%4.4%-0.5%-20.2M-541.0M-27.2M0.624.3687,74954,516842,955605,220
2024-09-09$149.00$165.0028.4%8.0%25.7%42.9%27.9%3.5%-0.4%7.6M-72.4M-25.9M0.553.44120,07166,168821,573595,904
2024-09-10$150.71$160.0027.7%8.0%26.4%39.7%28.0%4.0%0.3%24.7M-932.5M-26.6M0.614.7862,36838,063850,438581,502
2024-09-11$151.71$160.0027.0%7.9%26.0%36.3%26.9%3.2%0.4%30.0M-1.17B-26.9M0.425.8481,66534,177860,195586,588
2024-09-12$155.19$160.0025.4%7.4%26.0%29.0%25.7%2.6%0.3%102.4M-2.04B-27.8M0.534.9196,10951,035880,078594,052
2024-09-13$158.59$155.0024.6%7.1%26.9%24.9%26.5%1.9%0.5%90.5M-3.06B-28.7M0.323.21157,14950,453891,529598,870
2024-09-16$158.97$155.0025.2%7.2%26.5%27.8%25.7%2.3%5.1%110.0M-2.90B-28.1M0.433.2458,73024,996871,531589,709
2024-09-17$160.03$155.0024.9%7.2%25.8%26.8%26.2%2.5%5.3%122.9M-3.17B-28.1M0.442.9172,50931,571877,937595,766
2024-09-18$160.72$155.0024.9%7.1%25.5%26.7%25.2%2.2%6.1%137.6M-3.36B-28.1M0.353.5864,93622,778881,281600,466
2024-09-19$163.87$155.0023.9%6.5%26.4%22.0%23.0%2.1%6.2%175.5M-4.36B-28.1M0.632.5592,08958,045896,128605,964
2024-09-20$164.14$155.0024.7%6.4%26.3%25.5%22.3%2.0%6.6%117.9M-4.36B-28.0M0.285.7673,02320,757897,473609,086
2024-09-23$163.59$155.0027.7%6.5%26.2%39.9%22.6%2.1%0.3%128.1M-3.13B-27.4M0.382.6058,39522,348680,144498,573
2024-09-24$163.86$155.0028.4%6.3%26.1%42.9%22.2%2.2%0.2%138.3M-3.25B-27.0M0.402.8055,40521,915696,682506,806
2024-09-25$162.97$157.5029.2%6.6%26.1%46.7%22.9%2.3%0.8%128.3M-2.98B-27.3M0.372.1240,37114,973712,194512,895
2024-09-26$164.00$157.5029.6%6.4%25.9%48.9%22.3%2.3%0.7%156.3M-3.25B-27.5M0.521.9752,38926,998720,390515,550
2024-09-27$165.39$155.0030.6%6.6%25.9%53.5%23.3%2.2%0.8%236.6M-3.69B-27.5M0.362.31104,81537,936732,102523,059
2024-09-30$166.45$157.5032.1%6.8%26.0%60.6%24.0%2.4%-0.3%144.3M-3.68B-27.8M0.481.9447,29522,832703,125512,716