GOOGL Options History — January 2024 In January 2024, GOOGL traded between $135.38 and $153.36. ATM implied volatility averaged 29.7%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 9.2% (HV 20d: 20.6%). Max pain ranged from $120.00 to $140.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2024-01-31 : Highest Volume — 697,407 contracts2024-01-31 : Largest IV drop — 28.3% change2024-01-30 : Highest IV Rank — 63.4%2024-01-30 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $143.79 $135.38 $153.36 $137.72 $140.28 Max Pain $134.24 $120.00 $140.00 $120.00 $140.00 ATM IV 29.7% 23.8% 33.1% 29.5% 23.8% Expected Move 8.6% 6.3% 11.5% 6.4% 7.2% HV 20d 20.6% 17.4% 34.4% 25.6% 34.4% HV 60d 27.6% 20.6% 30.8% 30.4% 26.5% IV Rank 47.2% 20.6% 63.4% 44.6% 20.6% IV Percentile 53.1% 21.0% 75.8% 50.0% 21.0% Term Structure -1.2% -1.8% -0.1% -0.7% -0.1% VWIV 30.0% 22.2% 39.9% 22.6% 24.9% Skew 25d 1.9% 1.4% 2.6% 2.3% 1.4% Skew 10d 4.1% 2.7% 6.0% 4.5% 2.7% Call IV 25d 28.9% 23.1% 31.7% 29.5% 23.1% Put IV 25d 30.8% 24.5% 33.4% 31.8% 24.5% Bid-Ask Spread % 2.91 1.68 5.81 1.78 1.89 Gamma HHI 0.07 0.04 0.13 0.04 0.05 Net GEX 274.5M -22.6M 444.7M 218.4M -22.6M Net DEX -8.35B -12.23B -2.54B -7.45B -2.54B Net VEX -47.4M -49.0M -46.1M -49.0M -46.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.36 0.87 0.63 0.62 Total Volume 248,014.333 122,119 697,407 151,399 697,407 Total OI 2,967,812.857 2,211,965 3,421,855 3,236,724 2,625,892
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $137.72 $120.00 29.5% 6.4% 25.6% 44.6% 22.6% 2.3% -0.7% 218.4M -7.45B -49.0M 0.63 1.78 N/A N/A 92,846 58,553 1,765,806 1,470,918 2024-01-03 $139.13 $120.00 30.6% 6.3% 24.3% 49.2% 22.2% 1.9% -0.9% 269.8M -8.19B -48.9M 0.62 3.23 N/A N/A 117,104 72,525 1,778,513 1,484,909 2024-01-04 $137.03 $135.00 30.9% 8.5% 24.9% 50.3% 29.5% 2.2% -0.9% 174.3M -6.94B -48.5M 0.49 1.68 N/A N/A 137,006 66,520 1,790,600 1,495,760 2024-01-05 $135.38 $135.00 30.2% 8.3% 25.3% 47.6% 28.9% 1.9% -0.9% 105.1M -5.97B -47.8M 0.69 2.60 N/A N/A 122,538 83,989 1,806,679 1,508,668 2024-01-08 $138.70 $135.00 29.8% 8.2% 20.1% 45.8% 29.2% 1.9% -1.1% 254.8M -7.98B -47.4M 0.57 2.19 N/A N/A 87,426 49,889 1,765,546 1,500,697 2024-01-09 $140.72 $135.00 29.5% 8.2% 20.0% 46.8% 28.7% 1.4% -0.9% 343.6M -9.20B -47.5M 0.50 2.64 N/A N/A 154,050 77,731 1,780,118 1,509,111 2024-01-10 $142.13 $135.00 29.5% 8.2% 19.0% 46.6% 28.9% 1.6% -0.9% 381.3M -10.06B -47.4M 0.45 2.84 N/A N/A 169,035 75,443 1,790,297 1,524,589 2024-01-11 $141.99 $135.00 29.5% 8.2% 18.9% 46.5% 28.5% 1.7% -0.9% 382.4M -9.89B -47.5M 0.45 2.57 N/A N/A 173,123 77,785 1,813,448 1,542,679 2024-01-12 $142.72 $135.00 28.9% 8.0% 18.8% 43.8% 28.5% 1.8% -1.5% 444.7M -10.35B -47.2M 0.44 2.43 N/A N/A 127,893 55,954 1,835,490 1,557,636 2024-01-16 $142.14 $135.00 30.1% 8.6% 18.7% 49.6% 29.8% 2.1% -1.7% 336.1M -9.60B -46.2M 0.51 5.81 N/A N/A 102,489 52,163 1,799,897 1,527,863 2024-01-17 $141.30 $135.00 30.6% 8.8% 19.0% 52.2% 30.4% 2.4% -1.8% 280.5M -9.05B -46.1M 0.60 3.00 N/A N/A 103,338 62,503 1,809,855 1,541,600 2024-01-18 $143.50 $135.00 29.6% 8.6% 17.4% 47.5% 29.9% 2.6% -1.3% 399.8M -10.43B -46.1M 0.51 4.26 N/A N/A 141,586 72,849 1,826,514 1,562,724 2024-01-19 $146.19 $135.00 29.0% 8.5% 18.3% 44.8% 30.0% 2.0% -1.8% 368.8M -12.23B -46.1M 0.48 2.56 N/A N/A 239,100 114,090 1,838,413 1,583,442 2024-01-22 $146.41 $135.00 29.5% 8.9% 17.9% 47.1% 31.2% 1.9% -1.2% 243.1M -6.53B -46.1M 0.67 3.23 N/A N/A 122,160 81,376 1,171,242 1,040,723 2024-01-23 $146.91 $135.00 29.1% 8.9% 17.6% 45.1% 31.1% 2.1% -1.3% 250.7M -6.66B -47.0M 0.61 3.23 N/A N/A 75,813 46,306 1,199,695 1,081,574 2024-01-24 $148.91 $135.00 29.5% 9.1% 18.0% 47.0% 32.2% 1.9% -1.4% 348.2M -7.66B -46.5M 0.52 4.05 N/A N/A 155,316 80,755 1,224,355 1,100,123 2024-01-25 $151.50 $135.00 30.4% 9.6% 18.7% 50.8% 33.8% 1.4% -1.6% 349.2M -8.86B -47.7M 0.48 2.33 N/A N/A 307,026 146,654 1,258,584 1,124,961 2024-01-26 $151.81 $135.00 30.0% 9.6% 18.1% 49.3% 33.5% 1.5% -1.6% 203.6M -8.96B -48.0M 0.36 3.27 N/A N/A 157,110 56,158 1,299,094 1,172,916 2024-01-29 $153.36 $139.00 30.8% 10.3% 18.2% 53.0% 36.1% 2.0% -1.3% 225.9M -8.63B -48.2M 0.65 2.62 N/A N/A 126,550 81,953 1,248,290 1,121,635 2024-01-30 $151.78 $140.00 33.1% 11.5% 18.7% 63.4% 39.9% 1.7% -1.8% 206.7M -8.09B -48.9M 0.87 2.86 N/A N/A 206,351 179,838 1,287,234 1,155,980 2024-01-31 $140.28 $140.00 23.8% 7.2% 34.4% 20.6% 24.9% 1.4% -0.1% -22.6M -2.54B -46.4M 0.62 1.89 N/A N/A 431,113 266,294 1,364,475 1,261,417
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