GOOGL Options History — May 2024 In May 2024, GOOGL traded between $164.87 and $177.70. ATM implied volatility averaged 23.8%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded below realized volatility by 12.4% (HV 20d: 36.2%). Max pain ranged from $137.50 to $145.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2024-05-10 : Highest Volume — 408,328 contracts2024-05-07 : Largest IV drop — 7.2% change2024-05-02 : Highest IV Rank — 43.4%2024-05-02 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $171.87 $164.87 $177.70 $164.87 $172.44 Max Pain $141.02 $137.50 $145.00 $145.00 $142.50 ATM IV 23.8% 21.3% 27.4% 27.4% 23.7% Expected Move 6.9% 6.1% 8.9% 8.8% 6.9% HV 20d 36.2% 13.6% 43.9% 43.9% 16.5% HV 60d 31.5% 29.5% 32.7% 32.7% 29.8% IV Rank 24.4% 10.8% 43.4% 43.4% 23.9% IV Percentile 29.3% 7.1% 59.1% 59.1% 31.7% Term Structure -0.3% -1.2% 0.4% -0.7% -1.0% VWIV 24.4% 21.3% 31.2% 31.2% 24.3% Skew 25d 1.3% 0.7% 1.8% 1.8% 1.8% Skew 10d 3.7% 2.4% 5.2% 4.8% 4.6% Call IV 25d 23.4% 20.8% 27.0% 27.0% 23.1% Put IV 25d 24.7% 21.8% 28.7% 28.7% 25.0% Bid-Ask Spread % 2.47 1.59 4.95 4.95 2.26 Gamma HHI 0.09 0.07 0.13 0.08 0.07 Net GEX 293.6M 183.6M 439.6M 281.8M 198.9M Net DEX -11.80B -14.72B -10.08B -10.29B -10.29B Net VEX -57.3M -60.2M -55.4M -60.2M -55.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.38 1.27 0.47 0.60 Total Volume 207,475.682 113,567 408,328 231,891 168,366 Total OI 2,808,554.773 2,578,942 3,012,335 2,914,891 2,669,209
Daily Data (22 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 2024-05-01 $164.87 $145.00 27.4% 8.8% 43.9% 43.4% 31.2% 1.8% -0.7% 281.8M -10.29B -60.2M 0.47 4.95 N/A N/A 157,539 74,352 1,576,725 1,338,166 2024-05-02 $165.90 $145.00 27.4% 8.9% 42.8% 43.4% 30.8% 1.8% -0.8% 285.1M -10.77B -59.3M 0.74 3.82 N/A N/A 121,692 90,547 1,578,310 1,356,737 2024-05-03 $167.22 $145.00 26.4% 8.4% 42.8% 38.5% 29.9% 1.8% -0.3% 399.1M -11.36B -58.9M 0.61 3.72 N/A N/A 229,099 138,963 1,586,303 1,382,487 2024-05-06 $167.12 $137.50 26.1% 7.3% 42.6% 36.7% 25.5% 1.5% -0.2% 270.6M -10.96B -58.5M 0.58 2.60 N/A N/A 141,899 82,160 1,466,390 1,334,961 2024-05-07 $170.84 $137.50 24.2% 6.9% 43.0% 26.7% 24.4% 1.4% 0.2% 386.6M -12.56B -58.1M 0.58 2.42 N/A N/A 160,737 93,754 1,514,362 1,371,391 2024-05-08 $169.64 $140.00 24.8% 7.0% 43.2% 29.9% 25.0% 1.6% 0.2% 306.0M -11.89B -57.5M 1.27 2.44 N/A N/A 65,539 83,419 1,517,720 1,389,925 2024-05-09 $169.50 $140.00 24.0% 6.8% 42.8% 25.5% 24.2% 1.6% 0.3% 284.5M -11.77B -57.4M 0.59 2.10 N/A N/A 84,068 49,508 1,524,386 1,409,359 2024-05-10 $168.47 $140.00 24.0% 6.8% 42.6% 25.3% 23.9% 1.3% 0.2% 227.8M -11.28B -57.8M 0.54 2.96 N/A N/A 265,241 143,087 1,538,510 1,416,619 2024-05-13 $168.53 $140.00 25.3% 7.1% 41.9% 32.2% 25.1% 0.7% -0.5% 265.5M -11.28B -57.7M 0.65 2.40 N/A N/A 138,878 90,948 1,508,875 1,374,614 2024-05-14 $170.68 $140.00 24.0% 6.8% 42.0% 25.4% 23.7% 0.9% -0.6% 328.7M -12.34B -57.2M 0.52 1.83 N/A N/A 165,934 86,899 1,542,904 1,410,515 2024-05-15 $172.30 $140.00 22.8% 6.4% 42.0% 19.1% 22.6% 0.8% -0.5% 377.6M -13.11B -56.8M 0.54 1.72 N/A N/A 155,015 84,327 1,552,184 1,421,065 2024-05-16 $173.93 $140.00 22.1% 6.2% 42.0% 15.4% 22.1% 0.9% -0.5% 439.6M -13.74B -56.5M 0.58 1.84 N/A N/A 169,567 98,726 1,558,426 1,430,374 2024-05-17 $176.13 $140.00 21.7% 6.2% 41.0% 13.4% 21.8% 1.0% -0.4% 266.1M -14.72B -57.1M 0.41 2.74 N/A N/A 197,013 81,321 1,563,039 1,449,296 2024-05-20 $177.06 $140.00 21.6% 6.1% 40.6% 12.4% 21.6% 0.8% 0.4% 338.1M -12.55B -57.0M 0.44 1.80 N/A N/A 136,172 59,975 1,359,493 1,226,245 2024-05-21 $177.70 $140.00 21.3% 6.1% 40.6% 10.8% 21.3% 1.0% 0.2% 352.9M -12.69B -56.5M 0.61 1.59 N/A N/A 70,356 43,211 1,375,590 1,243,194 2024-05-22 $176.12 $140.00 22.1% 6.3% 40.9% 15.3% 22.3% 0.9% -0.0% 299.2M -11.95B -57.5M 0.82 1.85 N/A N/A 65,287 53,314 1,384,529 1,252,888 2024-05-23 $173.49 $140.00 22.4% 6.4% 40.3% 16.9% 22.6% 1.2% -0.3% 210.4M -10.84B -56.2M 0.48 2.60 N/A N/A 103,509 50,131 1,394,371 1,256,877 2024-05-24 $175.06 $142.50 21.6% 6.2% 20.0% 12.8% 21.7% 1.4% 0.1% 213.0M -11.63B -56.8M 0.65 2.23 N/A N/A 89,844 57,947 1,418,430 1,266,825 2024-05-28 $175.94 $142.50 22.9% 6.6% 14.8% 19.6% 23.6% 1.2% -1.0% 273.0M -11.70B -56.2M 0.55 1.93 N/A N/A 79,291 43,210 1,340,965 1,237,977 2024-05-29 $176.16 $142.50 23.4% 6.8% 13.6% 22.2% 23.8% 1.6% -0.6% 270.5M -11.76B -56.7M 0.38 2.10 N/A N/A 97,797 37,646 1,352,919 1,252,286 2024-05-30 $172.13 $142.50 24.3% 7.1% 16.6% 27.3% 25.0% 1.8% -1.2% 183.6M -10.08B -56.5M 0.52 2.44 N/A N/A 104,394 53,783 1,383,546 1,259,218 2024-05-31 $172.44 $142.50 23.7% 6.9% 16.5% 23.9% 24.3% 1.8% -1.0% 198.9M -10.29B -55.4M 0.60 2.26 N/A N/A 105,389 62,977 1,404,672 1,264,537
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