GOOGL Options History — September 2023 In September 2023, GOOGL traded between $128.38 and $138.37. ATM implied volatility averaged 25.7%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 4.7% (HV 20d: 21.1%). Max pain ranged from $117.50 to $130.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.61.
Notable Days 2023-09-21 : Highest Volume — 323,064 contracts2023-09-21 : Largest IV spike — 11.8% change2023-09-26 : Highest IV Rank — 46.6%2023-09-26 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $134.30 $128.38 $138.37 $135.59 $130.81 Max Pain $128.88 $117.50 $130.00 $117.50 $130.00 ATM IV 25.7% 21.5% 33.5% 22.4% 32.3% Expected Move 7.1% 5.9% 8.4% 5.9% 7.6% HV 20d 21.1% 19.8% 23.3% 21.7% 21.0% HV 60d 26.3% 25.8% 26.6% 26.4% 26.2% IV Rank 15.1% 0.0% 46.6% 0.0% 42.1% IV Percentile 15.9% 0.0% 56.7% 0.0% 46.0% Term Structure 1.4% -0.5% 4.9% 0.6% -0.4% VWIV 24.9% 21.1% 29.7% 21.1% 25.7% Skew 25d 3.4% 1.9% 5.0% 1.9% 4.9% Skew 10d 6.6% 3.6% 9.6% 3.6% 8.9% Call IV 25d 24.1% 20.2% 31.6% 21.7% 30.2% Put IV 25d 27.6% 23.1% 36.6% 23.6% 35.1% Bid-Ask Spread % 2.02 1.25 2.99 1.95 2.76 Gamma HHI 0.06 0.04 0.15 0.07 0.05 Net GEX 295.3M 88.0M 639.7M 371.9M 194.5M Net DEX -8.98B -12.70B -4.85B -11.47B -6.02B Net VEX -57.3M -58.6M -56.2M -58.6M -57.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.46 0.85 0.63 0.50 Total Volume 218,316.15 131,684 323,064 221,375 261,062 Total OI 3,328,626.05 2,910,135 3,706,827 3,621,910 3,196,041
Daily Data (20 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-09-01 $135.59 $117.50 22.4% 5.9% 21.7% 0.0% 21.1% 1.9% 0.6% 371.9M -11.47B -58.6M 0.63 1.95 N/A N/A 135,867 85,508 2,005,008 1,616,902 2023-09-05 $135.95 $125.00 23.3% 7.0% 20.2% 3.3% 24.4% 2.1% 0.4% 332.3M -11.05B -57.7M 0.57 2.25 N/A N/A 114,037 64,563 1,915,622 1,562,993 2023-09-06 $134.31 $125.00 24.1% 7.1% 20.8% 6.6% 25.3% 2.4% 0.2% 283.3M -10.05B -58.3M 0.66 2.05 N/A N/A 109,962 72,765 1,939,542 1,586,432 2023-09-07 $135.49 $130.00 24.2% 7.1% 20.6% 6.9% 25.7% 2.6% 0.2% 353.9M -10.84B -58.6M 0.56 2.09 N/A N/A 116,333 64,986 1,963,877 1,600,952 2023-09-08 $136.11 $130.00 22.9% 6.9% 20.5% 2.0% 23.8% 2.9% 0.3% 421.1M -11.28B -58.1M 0.51 1.25 N/A N/A 159,699 81,311 1,977,069 1,613,243 2023-09-11 $137.13 $130.00 22.5% 6.8% 20.6% 0.3% 24.3% 2.9% 1.1% 411.5M -11.78B -56.9M 0.80 1.71 N/A N/A 103,240 83,025 1,938,969 1,588,373 2023-09-12 $135.43 $130.00 23.0% 6.7% 21.0% 2.4% 23.8% 3.0% 0.6% 338.0M -10.69B -56.6M 0.51 1.30 N/A N/A 87,031 44,653 1,955,604 1,617,470 2023-09-13 $136.43 $130.00 22.4% 6.7% 20.5% 0.0% 23.1% 2.9% 0.9% 403.8M -11.34B -56.6M 0.52 1.64 N/A N/A 115,512 60,402 1,968,164 1,628,711 2023-09-14 $138.37 $130.00 21.5% 6.2% 20.7% 0.0% 21.9% 2.9% -0.0% 584.7M -12.70B -56.3M 0.50 1.39 N/A N/A 212,587 105,863 1,988,256 1,644,170 2023-09-15 $137.16 $130.00 22.4% 6.6% 21.1% 3.6% 22.7% 2.8% 1.0% 639.7M -11.72B -57.0M 0.56 2.82 N/A N/A 148,883 83,812 2,044,357 1,662,470 2023-09-18 $138.19 $130.00 22.5% 6.5% 19.9% 3.9% 22.7% 3.4% 4.8% 274.8M -9.34B -56.2M 0.46 1.85 N/A N/A 152,879 69,787 1,642,494 1,267,641 2023-09-19 $138.18 $130.00 22.8% 6.6% 19.8% 5.3% 24.0% 3.2% 4.8% 301.2M -9.35B -57.1M 0.66 2.18 N/A N/A 107,094 71,108 1,691,955 1,297,096 2023-09-20 $134.01 $130.00 24.4% 7.0% 23.3% 11.2% 23.9% 3.5% 4.7% 150.1M -7.20B -56.7M 0.73 1.97 N/A N/A 171,141 125,744 1,722,931 1,312,364 2023-09-21 $130.75 $130.00 27.2% 7.6% 22.6% 22.4% 26.4% 3.9% 4.6% 88.0M -5.46B -56.9M 0.51 2.99 N/A N/A 213,482 109,582 1,749,673 1,333,366 2023-09-22 $130.72 $130.00 27.6% 7.4% 21.6% 23.8% 26.0% 4.2% 4.9% 115.8M -5.72B -57.5M 0.85 2.26 N/A N/A 130,938 111,412 1,804,415 1,342,000 2023-09-25 $130.88 $130.00 30.6% 7.7% 21.6% 35.4% 27.1% 4.9% -0.2% 120.1M -5.97B -57.0M 0.61 1.87 N/A N/A 90,640 55,008 1,716,642 1,319,781 2023-09-26 $128.38 $130.00 33.5% 8.4% 22.4% 46.6% 29.2% 5.0% -0.5% 93.6M -4.85B -56.8M 0.73 1.92 N/A N/A 141,729 104,127 1,750,028 1,331,598 2023-09-27 $129.98 $130.00 33.2% 8.0% 20.3% 45.4% 29.7% 5.0% -0.3% 159.4M -5.70B -57.7M 0.75 2.18 N/A N/A 115,912 87,196 1,778,821 1,345,397 2023-09-28 $132.22 $130.00 31.9% 7.6% 21.2% 40.6% 26.6% 4.7% -0.4% 268.1M -6.97B -57.7M 0.53 2.07 N/A N/A 129,399 68,044 1,793,457 1,358,637 2023-09-29 $130.81 $130.00 32.3% 7.6% 21.0% 42.1% 25.7% 4.9% -0.4% 194.5M -6.02B -57.2M 0.50 2.76 N/A N/A 174,149 86,913 1,821,035 1,375,006
« Aug 2023 | All History | Oct 2023 » Home GOOGL History September 2023