GOOGL Options History — April 2024

In April 2024, GOOGL traded between $151.05 and $171.94. ATM implied volatility averaged 34.2%, placing in the 78.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 8.2% (HV 20d: 25.9%). Max pain ranged from $140.00 to $145.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.61.

Notable Days

  • 2024-04-26: Highest Volume — 992,421 contracts
  • 2024-04-26: Largest IV drop — 30.2% change
  • 2024-04-17: Highest IV Rank — 100.0%
  • 2024-04-25: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$157.23$151.05$171.94$155.16$163.94
Max Pain$140.91$140.00$145.00$140.00$145.00
ATM IV34.2%26.3%38.0%33.0%26.9%
Expected Move9.7%7.1%11.8%7.1%8.5%
HV 20d25.9%20.3%43.9%26.4%43.9%
HV 60d29.4%28.5%32.8%28.9%32.8%
IV Rank78.8%37.9%100.0%69.2%40.9%
IV Percentile88.4%50.4%100.0%84.9%56.3%
Term Structure-1.2%-2.4%0.5%-1.6%-0.5%
VWIV34.2%25.5%41.5%25.5%30.1%
Skew 25d2.0%0.6%2.9%0.6%1.4%
Skew 10d4.9%2.2%7.6%2.2%3.4%
Call IV 25d33.3%25.7%37.5%32.7%26.1%
Put IV 25d35.2%27.5%40.2%33.2%27.5%
Bid-Ask Spread %3.432.485.133.213.37
Gamma HHI0.100.050.360.120.07
Net GEX309.9M133.5M757.2M395.6M255.2M
Net DEX-10.13B-15.60B-7.78B-10.97B-10.05B
Net VEX-60.3M-62.1M-56.8M-61.3M-59.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.371.100.550.45
Total Volume285,868.727126,185992,421318,221236,164
Total OI2,935,2992,572,9703,113,4692,909,6552,878,121

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$155.16$140.0033.0%7.1%26.4%69.2%25.5%0.6%-1.6%395.6M-10.97B-61.3M0.553.21N/AN/A204,949113,2721,598,4451,311,210
2024-04-02$154.49$140.0033.7%7.2%23.6%72.4%26.1%1.2%-1.8%361.8M-10.40B-62.1M0.983.30N/AN/A109,398107,6041,623,5841,350,919
2024-04-03$154.66$140.0033.8%7.2%23.0%73.4%26.2%1.5%-1.8%374.7M-10.54B-61.2M0.412.63N/AN/A127,60351,9881,624,9221,368,973
2024-04-04$151.05$140.0034.9%9.7%25.1%78.8%34.0%1.7%-2.0%235.2M-8.24B-61.9M0.593.89N/AN/A179,464106,6351,635,3551,384,307
2024-04-05$152.36$140.0034.1%9.6%24.2%74.9%33.9%1.8%-1.9%133.5M-8.98B-61.8M0.493.91N/AN/A175,67885,2921,652,8651,410,048
2024-04-08$154.86$140.0033.8%9.7%24.4%73.2%34.5%1.7%0.5%338.8M-10.16B-61.2M0.452.78N/AN/A128,41457,5071,599,8181,353,188
2024-04-09$156.48$140.0033.6%9.6%24.1%72.0%34.0%1.7%0.3%395.4M-11.12B-60.5M0.453.47N/AN/A263,029117,1491,621,4771,374,727
2024-04-10$156.30$140.0033.7%9.8%24.3%72.8%34.4%1.9%0.4%428.6M-10.93B-61.0M0.513.63N/AN/A132,65568,0471,657,8961,404,638
2024-04-11$159.45$140.0033.1%9.6%24.8%74.7%34.0%1.8%0.5%523.8M-12.84B-61.0M0.482.83N/AN/A216,988103,6241,662,1031,424,892
2024-04-12$157.74$140.0034.8%10.0%24.8%84.2%35.3%2.0%-0.0%757.2M-11.67B-60.9M0.484.03N/AN/A248,130119,3241,665,4211,448,048
2024-04-15$154.94$140.0036.7%10.5%25.5%99.6%37.0%2.5%-1.4%246.9M-9.44B-61.4M1.104.76N/AN/A102,957113,3641,600,0731,392,600
2024-04-16$154.83$140.0036.1%10.3%20.6%96.0%36.4%2.4%-1.4%220.9M-9.22B-60.4M0.653.96N/AN/A94,87961,8271,607,6181,417,042
2024-04-17$155.43$140.0037.3%10.7%20.4%100.0%38.3%2.6%-1.8%235.0M-9.50B-60.1M0.712.66N/AN/A118,55584,2791,607,0081,415,968
2024-04-18$156.31$140.0038.0%11.0%20.3%100.0%38.3%2.6%-1.9%246.4M-9.99B-59.7M0.522.79N/AN/A124,72364,6091,618,4981,428,486
2024-04-19$153.25$140.0038.0%11.1%21.6%100.0%39.1%2.8%-2.2%166.0M-8.23B-60.2M0.823.33N/AN/A125,866102,9061,637,2181,436,793
2024-04-22$156.72$140.0037.2%11.1%21.6%96.0%39.1%2.9%-1.9%203.0M-8.20B-59.7M0.683.00N/AN/A97,89166,4291,401,1801,171,790
2024-04-23$158.28$140.0036.1%11.0%21.6%89.9%38.4%2.6%-2.0%225.5M-8.90B-59.4M0.672.48N/AN/A75,34050,8451,430,1451,202,723
2024-04-24$159.24$140.0036.0%11.0%21.7%89.3%39.1%2.2%-2.2%241.5M-9.36B-59.7M0.662.74N/AN/A87,39257,4401,454,2751,225,988
2024-04-25$155.66$145.0037.9%11.8%23.4%99.3%41.5%2.2%-2.4%190.6M-7.78B-59.7M0.965.13N/AN/A288,715277,6411,468,3801,255,026
2024-04-26$171.94$145.0026.4%7.7%41.9%38.3%27.7%1.6%-0.7%379.0M-15.60B-56.8M0.373.66N/AN/A721,987270,4341,554,2411,401,342
2024-04-29$166.00$145.0026.3%8.2%43.6%37.9%29.2%1.8%-0.0%263.4M-10.83B-58.5M0.483.86N/AN/A234,605113,5141,493,5051,305,722
2024-04-30$163.94$145.0026.9%8.5%43.9%40.9%30.1%1.4%-0.5%255.2M-10.05B-59.1M0.453.37N/AN/A162,93873,2261,551,8801,326,241