GOOGL Options History — December 2023 In December 2023, GOOGL traded between $129.13 and $141.49. ATM implied volatility averaged 22.5%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 2.4% (HV 20d: 25.0%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2023-12-07 : Highest Volume — 809,299 contracts2023-12-04 : Largest IV spike — 12.0% change2023-12-29 : Highest IV Rank — 23.8%2023-12-20 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $135.52 $129.13 $141.49 $131.78 $139.81 Max Pain $120.50 $120.00 $130.00 $130.00 $120.00 ATM IV 22.5% 20.0% 24.7% 20.0% 24.7% Expected Move 6.4% 5.9% 6.7% 5.9% 6.1% HV 20d 25.0% 18.3% 27.2% 18.3% 24.8% HV 60d 31.1% 30.0% 32.0% 30.0% 30.3% IV Rank 14.3% 3.4% 23.8% 3.4% 23.8% IV Percentile 12.5% 2.0% 27.4% 2.0% 27.4% Term Structure 1.5% -0.2% 6.6% 0.2% 6.6% VWIV 22.6% 20.5% 23.9% 20.5% 21.8% Skew 25d 1.1% 0.2% 1.9% 1.8% 1.5% Skew 10d 2.4% 1.2% 4.2% 3.7% 3.0% Call IV 25d 22.1% 19.3% 23.5% 19.3% 21.8% Put IV 25d 23.2% 21.1% 24.5% 21.1% 23.3% Bid-Ask Spread % 2.93 1.55 5.01 1.72 2.35 Gamma HHI 0.07 0.04 0.32 0.15 0.05 Net GEX 286.6M -206.4M 542.8M 316.7M 178.8M Net DEX -7.55B -11.57B -4.01B -4.86B -8.82B Net VEX -50.0M -51.8M -47.5M -48.9M -49.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.27 1.32 0.59 0.84 Total Volume 335,031.35 169,213 809,299 262,525 209,485 Total OI 3,354,551 3,153,599 3,597,907 3,292,266 3,377,754
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 2023-12-01 $131.78 $130.00 20.0% 5.9% 18.3% 3.4% 20.5% 1.8% 0.2% 316.7M -4.86B -48.9M 0.59 1.72 N/A N/A 165,141 97,384 1,857,714 1,434,552 2023-12-04 $129.13 $120.00 22.4% 6.4% 19.4% 13.8% 22.8% 1.9% 0.3% 90.5M -4.01B -47.5M 0.52 4.06 N/A N/A 224,626 117,429 1,760,077 1,393,522 2023-12-05 $130.81 $120.00 22.4% 6.5% 19.8% 13.5% 22.8% 1.5% 0.1% 193.9M -5.08B -49.7M 0.45 2.90 N/A N/A 144,874 65,143 1,824,488 1,446,594 2023-12-06 $130.22 $120.00 22.5% 6.6% 19.4% 14.2% 23.1% 1.5% 0.4% 162.2M -4.79B -49.0M 0.41 3.67 N/A N/A 120,285 48,928 1,843,272 1,463,446 2023-12-07 $136.82 $120.00 22.5% 6.6% 26.3% 14.3% 23.6% 0.2% 0.1% 400.1M -9.35B -51.3M 0.62 1.87 N/A N/A 498,942 310,357 1,866,802 1,471,746 2023-12-08 $135.06 $120.00 21.6% 6.3% 26.4% 10.1% 22.4% 0.6% 0.5% -206.4M -7.67B -51.4M 0.53 3.36 N/A N/A 302,417 160,804 1,937,619 1,565,422 2023-12-11 $132.94 $120.00 22.0% 6.4% 26.4% 12.2% 22.7% 1.1% -0.0% 169.2M -6.03B -50.0M 0.38 2.68 N/A N/A 222,558 84,546 1,836,051 1,491,097 2023-12-12 $132.34 $120.00 21.1% 6.1% 26.4% 8.3% 21.6% 0.9% 0.2% 240.9M -5.89B -49.4M 0.27 3.95 N/A N/A 170,817 45,992 1,930,738 1,512,770 2023-12-13 $132.30 $120.00 21.3% 6.1% 25.8% 9.0% 21.5% 0.9% -0.1% 276.1M -5.97B -49.4M 0.36 4.72 N/A N/A 170,240 61,510 1,969,257 1,517,684 2023-12-14 $131.53 $120.00 22.3% 6.4% 25.8% 13.4% 23.0% 0.6% -0.2% 204.1M -5.38B -49.4M 0.37 5.01 N/A N/A 319,338 119,370 1,992,363 1,536,503 2023-12-15 $132.43 $120.00 21.7% 6.2% 25.2% 10.7% 21.9% 0.8% -0.0% 310.3M -6.16B -48.9M 0.35 2.10 N/A N/A 231,271 81,037 2,047,133 1,550,774 2023-12-18 $136.09 $120.00 22.3% 6.4% 26.9% 13.4% 22.7% 0.7% 0.7% 386.8M -8.00B -50.0M 0.27 3.23 N/A N/A 351,214 93,562 1,775,940 1,400,576 2023-12-19 $136.86 $120.00 22.4% 6.4% 26.9% 13.8% 22.8% 0.7% 0.6% 464.2M -8.49B -50.7M 0.55 2.91 N/A N/A 180,992 99,546 1,821,706 1,424,954 2023-12-20 $138.63 $120.00 23.5% 6.7% 27.2% 18.5% 23.8% 1.0% 0.8% 483.5M -9.70B -51.0M 0.46 3.92 N/A N/A 441,325 201,880 1,837,585 1,468,163 2023-12-21 $140.26 $120.00 23.6% 6.7% 27.2% 18.8% 23.9% 0.9% 0.8% 491.7M -10.66B -51.8M 0.39 2.20 N/A N/A 212,600 83,412 1,886,446 1,517,715 2023-12-22 $141.36 $120.00 23.1% 6.5% 26.7% 16.8% 23.0% 1.2% 0.9% 542.8M -11.57B -51.6M 0.42 2.53 N/A N/A 279,221 118,617 1,915,406 1,534,518 2023-12-26 $141.49 $120.00 23.6% 6.5% 26.7% 18.9% 23.5% 1.2% 5.7% 379.9M -10.07B -50.4M 0.50 1.63 N/A N/A 142,471 70,826 1,785,252 1,455,376 2023-12-27 $140.13 $120.00 23.5% 6.5% 27.1% 18.4% 22.9% 1.2% 5.8% 317.7M -9.22B -50.2M 0.53 2.31 N/A N/A 125,207 66,561 1,814,435 1,488,142 2023-12-28 $140.31 $120.00 24.1% 6.2% 26.5% 20.9% 22.5% 1.3% 6.4% 328.4M -9.32B -50.1M 1.32 1.55 N/A N/A 112,225 148,474 1,835,098 1,502,330 2023-12-29 $139.81 $120.00 24.7% 6.1% 24.8% 23.8% 21.8% 1.5% 6.6% 178.8M -8.82B -49.8M 0.84 2.35 N/A N/A 113,894 95,591 1,856,335 1,521,419
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