GOOGL Options History — February 2024 In February 2024, GOOGL traded between $136.09 and $148.88. ATM implied volatility averaged 22.9%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 11.0% (HV 20d: 33.9%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.46.
Notable Days 2024-02-26 : Highest Volume — 712,551 contracts2024-02-26 : Largest IV spike — 14.3% change2024-02-26 : Highest IV Rank — 29.8%2024-02-26 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $142.72 $136.09 $148.88 $141.20 $137.44 Max Pain $136.00 $135.00 $140.00 $135.00 $135.00 ATM IV 22.9% 21.0% 25.2% 22.6% 23.6% Expected Move 6.6% 6.1% 7.4% 6.6% 6.7% HV 20d 33.9% 25.3% 37.0% 34.3% 25.3% HV 60d 27.0% 26.2% 28.5% 26.4% 28.3% IV Rank 18.3% 9.0% 29.8% 15.2% 22.1% IV Percentile 18.8% 5.6% 36.1% 15.5% 25.4% Term Structure -0.1% -0.6% 0.5% 0.1% -0.2% VWIV 23.3% 21.6% 26.0% 23.1% 23.8% Skew 25d 1.2% -0.1% 2.1% 1.6% 1.2% Skew 10d 2.6% 0.3% 4.2% 3.4% 2.5% Call IV 25d 22.6% 21.0% 24.6% 21.9% 23.4% Put IV 25d 23.8% 21.4% 26.0% 23.5% 24.6% Bid-Ask Spread % 1.57 0.98 2.92 2.35 1.34 Gamma HHI 0.08 0.05 0.29 0.05 0.06 Net GEX 200.3M -22.8M 768.2M 64.3M 66.5M Net DEX -4.93B -9.05B -1.49B -3.53B -2.69B Net VEX -53.0M -57.0M -49.3M -49.3M -57.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.33 0.70 0.70 0.40 Total Volume 333,927.2 157,878 712,551 347,578 288,530 Total OI 2,859,375.95 2,718,386 3,202,598 2,806,876 3,202,598
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 2024-02-01 $141.20 $135.00 22.6% 6.6% 34.3% 15.2% 23.1% 1.6% 0.1% 64.3M -3.53B -49.3M 0.70 2.35 N/A N/A 204,471 143,107 1,512,156 1,294,720 2024-02-02 $142.42 $135.00 22.3% 6.6% 33.9% 14.0% 22.5% 1.1% 0.1% 74.1M -4.30B -50.3M 0.51 2.08 N/A N/A 419,792 214,359 1,562,745 1,333,232 2024-02-05 $143.69 $135.00 22.5% 6.5% 33.6% 14.8% 22.9% 0.7% 0.2% 179.5M -5.38B -50.6M 0.39 2.01 N/A N/A 246,286 96,973 1,448,857 1,269,529 2024-02-06 $143.56 $135.00 21.9% 6.3% 32.6% 13.3% 22.4% 0.7% 0.1% 182.2M -5.35B -51.1M 0.35 1.16 N/A N/A 172,383 60,423 1,487,190 1,292,987 2024-02-07 $145.59 $135.00 21.0% 6.2% 32.6% 9.0% 22.0% 0.8% 0.5% 306.3M -6.58B -51.7M 0.33 1.36 N/A N/A 166,100 55,474 1,531,224 1,301,554 2024-02-08 $145.91 $135.00 21.1% 6.1% 32.5% 9.2% 21.6% 0.7% 0.5% 378.2M -6.87B -51.5M 0.38 1.00 N/A N/A 169,470 64,481 1,575,449 1,311,201 2024-02-09 $148.88 $135.00 21.2% 6.1% 33.1% 9.9% 22.9% -0.1% 0.4% 768.2M -9.05B -53.1M 0.40 2.45 N/A N/A 376,555 151,448 1,589,856 1,326,334 2024-02-12 $147.88 $135.00 21.6% 6.2% 33.3% 11.8% 22.2% 0.8% 0.2% 323.4M -7.66B -53.0M 0.48 1.67 N/A N/A 147,241 70,309 1,508,115 1,238,593 2024-02-13 $144.53 $135.00 23.5% 6.7% 34.4% 21.5% 23.6% 2.1% -0.2% 182.7M -5.66B -52.1M 0.35 2.92 N/A N/A 209,819 74,492 1,513,434 1,254,235 2024-02-14 $145.84 $135.00 22.4% 6.4% 34.4% 15.7% 22.3% 1.5% -0.2% 229.7M -6.30B -52.8M 0.42 1.00 N/A N/A 111,383 46,495 1,529,933 1,273,626 2024-02-15 $142.46 $135.00 23.4% 6.7% 35.1% 21.0% 23.6% 1.4% -0.5% 93.5M -4.51B -52.3M 0.47 0.98 N/A N/A 310,574 145,799 1,565,039 1,284,912 2024-02-16 $140.76 $135.00 23.8% 6.8% 34.5% 22.9% 24.2% 0.9% -0.1% 66.5M -3.86B -53.9M 0.45 1.02 N/A N/A 222,120 99,731 1,659,958 1,322,260 2024-02-20 $141.01 $135.00 24.6% 7.2% 34.5% 27.0% 25.3% 1.7% -0.2% 126.1M -3.94B -53.8M 0.51 1.51 N/A N/A 133,150 68,065 1,513,760 1,206,497 2024-02-21 $142.43 $138.00 24.3% 7.0% 34.8% 25.5% 24.8% 1.6% -0.3% 185.7M -4.79B -55.1M 0.46 1.40 N/A N/A 115,754 53,470 1,544,120 1,225,298 2024-02-22 $144.11 $138.00 22.9% 6.6% 34.7% 18.6% 23.4% 1.1% -0.1% 267.3M -5.64B -54.5M 0.40 1.57 N/A N/A 147,826 59,194 1,558,168 1,236,775 2024-02-23 $143.91 $138.00 22.0% 6.1% 33.9% 13.9% 21.6% 1.2% 0.1% 403.8M -5.48B -53.8M 0.39 1.53 N/A N/A 179,717 69,658 1,572,036 1,246,189 2024-02-26 $137.84 $140.00 25.2% 7.4% 36.8% 29.8% 26.0% 1.4% -0.6% 29.1M -2.43B -52.4M 0.62 1.26 N/A N/A 441,187 271,364 1,526,395 1,221,641 2024-02-27 $138.91 $138.00 24.0% 7.0% 36.7% 24.2% 24.7% 1.6% -0.1% 101.4M -3.14B -55.9M 0.52 1.23 N/A N/A 261,599 135,267 1,665,960 1,350,228 2024-02-28 $136.09 $138.00 24.6% 7.1% 37.0% 26.8% 23.8% 1.2% -0.6% -22.8M -1.49B -55.1M 0.61 1.50 N/A N/A 294,717 179,761 1,737,660 1,393,055 2024-02-29 $137.44 $135.00 23.6% 6.7% 25.3% 22.1% 23.8% 1.2% -0.2% 66.5M -2.69B -57.0M 0.40 1.34 N/A N/A 205,886 82,644 1,791,983 1,410,615
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