GOOG Options History — December 2024

In December 2024, GOOG traded between $172.74 and $199.34. ATM implied volatility averaged 25.2%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 8.9% (HV 20d: 34.1%). Max pain ranged from $150.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.35.

Notable Days

2024-12-11: Highest Volume — 664,331 contracts
2024-12-11: Largest IV spike — 17.8% change
2024-12-31: Highest IV Rank — 49.4%
2024-12-18: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$188.50	$172.74	$199.34	$173.33	$191.12
Max Pain	$158.33	$150.00	$165.00	$165.00	$160.00
ATM IV	25.2%	21.0%	30.1%	21.2%	30.1%
Expected Move	7.2%	6.3%	8.4%	6.5%	7.3%
HV 20d	34.1%	27.5%	39.6%	31.6%	35.2%
HV 60d	26.8%	22.7%	29.5%	23.7%	29.5%
IV Rank	24.9%	4.6%	49.4%	5.7%	49.4%
IV Percentile	39.7%	2.8%	73.0%	5.6%	73.0%
Term Structure	1.3%	-1.2%	5.7%	0.4%	2.1%
VWIV	25.8%	22.6%	30.1%	22.8%	25.6%
Skew 25d	0.7%	-1.7%	2.6%	0.8%	2.0%
Skew 10d	2.1%	-3.5%	6.8%	1.3%	4.0%
Call IV 25d	25.4%	21.1%	30.5%	21.3%	30.5%
Put IV 25d	26.1%	21.6%	32.6%	22.1%	32.5%
Bid-Ask Spread %	4.40	2.60	18.17	2.65	3.29
Gamma HHI	0.13	0.10	0.19	0.12	0.12
Net GEX	241.2M	164.9M	328.9M	164.9M	204.2M
Net DEX	-8.08B	-11.59B	-4.31B	-4.48B	-7.18B
Net VEX	-28.4M	-30.9M	-25.7M	-26.3M	-28.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.22	0.61	0.22	0.39
Total Volume	188,080.381	64,677	664,331	111,901	77,797
Total OI	1,453,389.048	1,311,422	1,662,392	1,311,422	1,356,366

Daily Data (21 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
2024-12-02	$173.33	$165.00	21.2%	6.5%	31.6%	5.7%	22.8%	0.8%	0.4%	164.9M	-4.48B	-26.3M	0.22	2.65	92,051	19,850	755,863	555,559
2024-12-03	$172.74	$165.00	21.0%	6.5%	31.4%	4.6%	23.1%	0.5%	0.7%	188.2M	-4.31B	-26.1M	0.29	2.95	52,630	15,209	779,369	560,853
2024-12-04	$176.16	$165.00	21.1%	6.4%	32.2%	4.9%	22.7%	0.4%	0.2%	266.1M	-5.50B	-25.7M	0.33	2.60	78,498	25,626	792,140	566,104
2024-12-05	$175.06	$150.00	21.3%	6.3%	28.8%	6.1%	22.6%	0.6%	0.5%	270.7M	-5.04B	-26.4M	0.25	2.70	78,276	19,813	800,713	569,737
2024-12-06	$176.18	$150.00	21.7%	6.4%	27.7%	7.8%	22.6%	0.9%	0.3%	184.1M	-5.43B	-26.4M	0.22	3.45	84,280	18,572	807,776	573,892
2024-12-09	$176.90	$150.00	22.6%	6.6%	27.5%	12.5%	25.3%	0.9%	0.3%	205.3M	-5.39B	-26.5M	0.61	3.73	116,236	71,446	756,907	560,970
2024-12-10	$186.60	$155.00	24.5%	7.0%	33.5%	21.6%	25.1%	-0.0%	0.0%	274.5M	-8.66B	-27.2M	0.23	3.73	344,467	78,186	803,660	603,091
2024-12-11	$195.89	$155.00	28.8%	8.2%	37.4%	42.9%	29.2%	-1.6%	-0.3%	280.3M	-11.43B	-28.2M	0.26	3.39	527,478	136,853	865,427	621,841
2024-12-12	$194.28	$155.00	25.1%	7.2%	36.8%	24.5%	25.8%	-0.2%	-0.2%	328.9M	-10.96B	-29.7M	0.34	3.19	186,341	62,682	952,432	656,129
2024-12-13	$192.17	$155.00	24.4%	7.0%	36.2%	21.1%	25.7%	-0.6%	0.3%	218.2M	-10.06B	-30.3M	0.33	3.83	150,259	49,242	971,002	666,241
2024-12-16	$199.34	$160.00	26.7%	7.6%	36.6%	32.3%	27.6%	-1.7%	-0.4%	297.3M	-11.59B	-28.9M	0.24	4.32	248,404	59,000	902,552	636,797
2024-12-17	$197.36	$160.00	26.9%	7.7%	36.8%	33.3%	28.0%	-1.0%	0.1%	296.3M	-10.93B	-29.4M	0.26	3.64	216,563	56,852	933,674	650,935
2024-12-18	$189.95	$160.00	29.2%	8.4%	39.6%	44.8%	30.1%	0.8%	-0.3%	207.0M	-8.46B	-30.6M	0.48	9.12	137,525	65,727	955,579	668,924
2024-12-19	$190.58	$160.00	28.6%	8.3%	38.9%	41.8%	30.0%	2.6%	-1.2%	169.7M	-8.34B	-30.9M	0.55	4.81	113,766	62,815	963,944	683,860
2024-12-20	$193.23	$160.00	26.5%	7.6%	34.6%	31.4%	27.6%	1.6%	-0.6%	211.9M	-9.45B	-30.4M	0.39	18.17	139,647	53,886	969,517	692,875
2024-12-23	$195.93	$160.00	25.4%	7.4%	33.6%	25.9%	26.4%	1.4%	5.5%	244.8M	-8.77B	-29.0M	0.32	3.63	95,974	30,977	808,909	546,100
2024-12-24	$196.83	$160.00	23.4%	6.7%	33.5%	16.1%	24.6%	1.1%	5.7%	286.0M	-8.86B	-29.2M	0.35	3.09	48,071	16,606	826,454	559,202
2024-12-26	$197.79	$160.00	23.8%	6.7%	33.5%	18.3%	24.4%	1.0%	5.7%	321.2M	-9.15B	-28.6M	0.39	3.27	60,659	23,504	830,753	564,432
2024-12-27	$193.66	$160.00	26.8%	7.3%	34.9%	33.1%	26.0%	2.5%	5.4%	214.3M	-7.91B	-28.9M	0.42	3.91	118,176	49,211	841,197	572,379
2024-12-30	$193.37	$160.00	29.1%	7.3%	34.9%	44.3%	26.2%	2.5%	2.2%	232.1M	-7.73B	-29.0M	0.52	2.93	43,907	22,626	791,939	545,076
2024-12-31	$191.12	$160.00	30.1%	7.3%	35.2%	49.4%	25.6%	2.0%	2.1%	204.2M	-7.18B	-28.6M	0.39	3.29	56,150	21,647	802,369	553,997