GOOG Options History — November 2024

In November 2024, GOOG traded between $166.67 and $183.84. ATM implied volatility averaged 22.9%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 4.2% (HV 20d: 27.1%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.46.

Notable Days

  • 2024-11-21: Highest Volume — 343,193 contracts
  • 2024-11-06: Largest IV drop — 13.1% change
  • 2024-11-21: Highest IV Rank — 34.4%
  • 2024-11-01: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$175.17$166.67$183.84$172.63$170.39
Max Pain$164.00$160.00$165.00$160.00$165.00
ATM IV22.9%20.1%26.6%25.5%21.6%
Expected Move6.7%6.0%7.8%7.8%6.4%
HV 20d27.1%19.5%34.3%20.7%31.0%
HV 60d23.5%21.5%26.0%21.5%24.8%
IV Rank16.8%3.8%34.4%29.4%8.8%
IV Percentile25.1%2.4%56.7%51.2%10.3%
Term Structure-0.0%-1.1%0.6%0.0%-0.2%
VWIV23.7%21.2%27.3%27.3%23.0%
Skew 25d1.5%0.6%2.7%2.3%0.8%
Skew 10d4.1%2.2%6.8%6.1%2.8%
Call IV 25d22.5%19.9%26.1%24.8%21.5%
Put IV 25d24.0%20.6%28.5%27.2%22.3%
Bid-Ask Spread %2.872.154.602.292.40
Gamma HHI0.130.070.320.140.10
Net GEX179.7M46.6M339.1M194.3M149.1M
Net DEX-4.91B-7.38B-2.52B-4.67B-3.72B
Net VEX-26.4M-27.1M-25.5M-27.0M-26.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.231.000.470.51
Total Volume128,397.4568,794343,193148,67870,323
Total OI1,339,964.251,226,0001,449,6441,449,6441,385,513

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$172.63$160.0025.5%7.8%20.7%29.4%27.3%2.3%0.0%194.3M-4.67B-27.0M0.472.29101,18847,490830,690618,954
2024-11-04$170.89$160.0025.6%7.4%19.5%29.7%25.4%2.5%-0.1%124.5M-3.92B-27.0M0.462.4079,38236,366742,084552,542
2024-11-05$171.30$160.0024.9%7.1%19.5%26.6%24.6%2.7%-0.3%134.5M-4.04B-26.8M0.442.5147,93520,859763,398567,567
2024-11-06$178.31$160.0021.7%6.4%22.6%11.3%23.1%1.8%0.3%264.0M-6.19B-26.4M0.282.62131,95237,518775,140568,937
2024-11-07$182.23$165.0020.7%6.1%23.4%6.8%21.5%1.2%0.2%309.1M-7.38B-25.8M0.442.83118,81951,693783,916572,860
2024-11-08$180.16$165.0020.1%6.0%24.0%3.8%21.2%0.7%0.5%339.1M-6.62B-25.9M0.362.15106,02737,811790,774585,591
2024-11-11$181.77$165.0021.2%6.2%24.0%9.2%22.0%1.3%0.5%242.6M-6.66B-25.6M0.352.6771,24624,691746,014560,594
2024-11-12$183.84$165.0021.3%6.2%23.9%9.5%22.2%0.9%0.5%264.9M-7.29B-25.8M0.333.0095,31831,079763,980569,363
2024-11-13$180.62$165.0021.2%6.2%25.2%9.2%22.3%0.6%0.6%244.8M-6.32B-26.4M0.342.5369,84223,581776,950577,565
2024-11-14$177.06$165.0021.7%6.3%26.1%11.5%22.4%0.9%0.3%170.4M-5.22B-26.0M0.482.5584,51540,591782,537582,677
2024-11-15$173.33$165.0023.0%6.6%27.6%17.4%23.9%2.0%0.3%97.0M-4.13B-26.3M0.713.0784,01959,471795,017587,128
2024-11-18$176.69$165.0022.8%6.5%28.2%16.5%23.2%1.2%-0.4%133.7M-4.82B-25.5M0.232.9472,08816,931694,278531,722
2024-11-19$179.91$165.0022.7%6.5%28.7%16.0%22.9%1.6%-0.5%212.8M-5.76B-26.6M0.412.8959,26524,495726,528539,712
2024-11-20$176.99$165.0024.2%6.9%29.1%23.3%24.6%2.1%-0.6%163.8M-4.92B-26.4M0.853.5144,06837,617735,089546,314
2024-11-21$169.23$165.0026.6%7.7%33.8%34.4%27.2%2.4%-1.1%46.6M-2.86B-26.8M0.443.20237,920105,273744,061556,171
2024-11-22$166.67$165.0025.5%7.4%34.0%29.5%26.7%1.5%-0.5%75.3M-2.52B-27.1M0.394.29133,63452,089811,191576,674
2024-11-25$169.56$165.0023.1%6.8%34.3%18.1%24.7%1.6%0.0%132.9M-3.48B-26.9M0.352.5794,67632,956767,203563,302
2024-11-26$170.82$165.0022.2%6.6%33.8%13.6%23.3%1.2%-0.1%148.5M-3.89B-26.5M0.382.3379,29230,082781,127571,587
2024-11-27$170.95$165.0021.5%6.4%31.8%10.6%22.7%1.1%0.1%145.6M-3.88B-26.5M1.004.6037,94137,906793,815580,720
2024-11-29$170.39$165.0021.6%6.4%31.0%8.8%23.0%0.8%-0.2%149.1M-3.72B-26.4M0.512.4046,45323,870802,252583,261