GOOGL Options History — March 2024 In March 2024, GOOGL traded between $131.50 and $151.03. ATM implied volatility averaged 25.9%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 1.8% (HV 20d: 27.7%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.51.
Notable Days 2024-03-18 : Highest Volume — 801,333 contracts2024-03-25 : Largest IV spike — 15.8% change2024-03-27 : Highest IV Rank — 58.9%2024-03-05 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $142.53 $131.50 $151.03 $137.28 $151.03 Max Pain $139.75 $135.00 $140.00 $135.00 $140.00 ATM IV 25.9% 22.6% 31.0% 23.6% 30.8% Expected Move 7.0% 6.5% 7.6% 6.7% 6.5% HV 20d 27.7% 25.1% 31.6% 25.1% 25.3% HV 60d 27.9% 26.7% 28.7% 28.0% 28.4% IV Rank 33.6% 16.7% 58.9% 21.8% 58.0% IV Percentile 42.9% 19.0% 77.4% 24.6% 76.2% Term Structure 1.9% -0.4% 7.5% -0.4% 0.8% VWIV 24.8% 22.8% 26.9% 23.7% 22.8% Skew 25d 0.4% -0.3% 1.3% 1.0% 0.3% Skew 10d 1.2% -0.4% 3.1% 2.5% 0.8% Call IV 25d 26.0% 22.9% 31.8% 23.6% 30.8% Put IV 25d 26.4% 23.1% 32.0% 24.6% 31.1% Bid-Ask Spread % 3.44 2.02 4.97 2.02 3.34 Gamma HHI 0.06 0.05 0.09 0.05 0.07 Net GEX 217.8M -71.1M 416.1M 34.9M 270.4M Net DEX -5.91B -10.14B 10.6M -2.46B -9.27B Net VEX -60.8M -63.0M -54.5M -56.7M -62.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.26 0.76 0.38 0.26 Total Volume 343,443.5 157,526 801,333 281,744 192,172 Total OI 3,139,765.2 2,806,263 3,402,098 3,217,801 3,011,446
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 2024-03-01 $137.28 $135.00 23.6% 6.7% 25.1% 21.8% 23.7% 1.0% -0.4% 34.9M -2.46B -56.7M 0.38 2.02 N/A N/A 204,574 77,170 1,791,065 1,426,736 2024-03-04 $133.56 $140.00 25.2% 7.2% 26.4% 29.9% 25.6% 1.3% 0.1% -42.8M -723.2M -54.5M 0.56 2.18 N/A N/A 343,311 193,281 1,686,243 1,376,606 2024-03-05 $132.39 $140.00 26.3% 7.6% 26.1% 35.3% 26.9% 1.3% -0.1% -37.2M -428.1M -56.0M 0.75 3.33 N/A N/A 210,879 158,672 1,763,057 1,427,536 2024-03-06 $131.50 $140.00 26.0% 7.5% 26.1% 33.8% 26.5% 1.0% -0.1% -71.1M 10.6M -56.9M 0.66 2.66 N/A N/A 234,887 155,859 1,805,861 1,469,531 2024-03-07 $134.84 $140.00 25.8% 7.4% 27.4% 32.8% 26.1% 0.4% 0.1% 105.0M -2.49B -60.6M 0.30 2.92 N/A N/A 322,222 95,993 1,866,887 1,490,771 2024-03-08 $135.51 $140.00 25.6% 7.4% 27.5% 31.7% 26.6% 0.4% 0.3% 118.4M -3.08B -61.9M 0.40 3.28 N/A N/A 416,281 165,213 1,902,737 1,499,361 2024-03-11 $137.94 $140.00 25.6% 7.3% 27.2% 32.1% 26.1% 0.2% -0.2% 163.3M -4.39B -62.7M 0.69 3.10 N/A N/A 166,262 115,334 1,808,210 1,469,332 2024-03-12 $138.88 $140.00 24.5% 7.1% 27.4% 26.5% 25.7% 0.1% -0.0% 232.2M -5.10B -61.5M 0.76 2.95 N/A N/A 127,472 96,586 1,827,966 1,448,550 2024-03-13 $139.75 $140.00 24.2% 6.9% 26.6% 25.0% 24.6% -0.3% -0.1% 289.8M -5.72B -61.9M 0.51 3.97 N/A N/A 173,144 88,599 1,841,998 1,478,764 2024-03-14 $142.88 $140.00 24.1% 6.9% 27.7% 24.5% 24.8% -0.1% -0.0% 416.1M -7.94B -61.8M 0.55 3.08 N/A N/A 243,027 132,863 1,844,243 1,489,497 2024-03-15 $141.25 $140.00 24.5% 7.1% 26.7% 26.4% 25.0% 0.7% 0.3% 313.8M -6.59B -61.9M 0.40 4.35 N/A N/A 249,664 98,618 1,840,509 1,513,250 2024-03-18 $147.75 $140.00 25.2% 7.2% 30.8% 30.0% 25.6% -0.2% 6.6% 328.3M -8.60B -62.1M 0.38 2.79 N/A N/A 580,555 220,778 1,542,869 1,263,394 2024-03-19 $147.12 $140.00 23.5% 6.7% 30.9% 21.5% 24.3% 0.4% 6.8% 319.4M -7.73B -62.6M 0.56 3.21 N/A N/A 159,432 89,779 1,636,940 1,330,041 2024-03-20 $148.50 $140.00 22.6% 6.5% 30.8% 16.7% 23.3% 0.3% 7.2% 355.7M -8.58B -61.6M 0.41 3.35 N/A N/A 143,549 58,843 1,643,344 1,344,750 2024-03-21 $147.62 $140.00 24.6% 6.6% 30.7% 27.1% 23.8% 0.5% 7.5% 339.8M -7.90B -62.4M 0.69 4.22 N/A N/A 158,088 109,712 1,643,960 1,355,074 2024-03-22 $150.99 $140.00 25.7% 6.6% 31.6% 32.3% 23.3% 0.2% 7.2% 259.5M -10.14B -61.6M 0.34 4.22 N/A N/A 382,728 131,786 1,665,215 1,377,652 2024-03-25 $150.30 $140.00 29.7% 6.8% 26.9% 52.7% 24.1% 0.4% 0.4% 312.8M -8.88B -62.2M 0.60 4.60 N/A N/A 109,477 66,215 1,608,044 1,331,829 2024-03-26 $150.89 $140.00 30.3% 6.8% 26.9% 55.6% 24.2% 0.0% 0.9% 351.7M -9.24B -63.0M 0.38 4.21 N/A N/A 172,776 65,543 1,629,337 1,351,012 2024-03-27 $150.53 $140.00 31.0% 6.6% 25.4% 58.9% 23.5% -0.0% 0.7% 294.9M -8.87B -62.8M 0.56 4.97 N/A N/A 101,066 56,460 1,632,291 1,359,396 2024-03-28 $151.03 $140.00 30.8% 6.5% 25.3% 58.0% 22.8% 0.3% 0.8% 270.4M -9.27B -62.3M 0.26 3.34 N/A N/A 152,274 39,898 1,645,039 1,366,407
« Feb 2024 | All History | Apr 2024 » Home GOOGL History March 2024