GOOGL Options History — June 2024 In June 2024, GOOGL traded between $172.31 and $185.41. ATM implied volatility averaged 24.0%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 8.0% (HV 20d: 16.0%). Max pain ranged from $142.50 to $165.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2024-06-21 : Highest Volume — 458,649 contracts2024-06-24 : Largest IV spike — 14.1% change2024-06-28 : Highest IV Rank — 57.1%2024-06-03 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $177.72 $172.31 $185.41 $172.31 $183.49 Max Pain $161.71 $142.50 $165.00 $142.50 $165.00 ATM IV 24.0% 21.1% 29.9% 24.1% 29.9% Expected Move 6.3% 5.8% 7.3% 7.3% 5.8% HV 20d 16.0% 14.5% 18.1% 16.4% 16.2% HV 60d 28.6% 27.9% 29.6% 29.5% 28.2% IV Rank 25.6% 10.1% 57.1% 26.0% 57.1% IV Percentile 31.0% 6.3% 71.4% 36.9% 71.4% Term Structure 1.5% -0.6% 7.4% -0.0% -0.1% VWIV 22.4% 20.8% 25.4% 25.4% 20.8% Skew 25d 1.1% 0.7% 1.5% 1.5% 1.3% Skew 10d 2.7% 1.1% 3.9% 3.9% 1.7% Call IV 25d 23.7% 20.4% 29.9% 23.3% 29.5% Put IV 25d 24.8% 21.7% 30.8% 24.7% 30.8% Bid-Ask Spread % 2.78 1.57 4.02 1.78 3.17 Gamma HHI 0.15 0.08 0.76 0.08 0.10 Net GEX 397.0M 232.6M 1.75B 237.1M 323.3M Net DEX -11.40B -13.32B -9.43B -10.27B -10.89B Net VEX -53.7M -55.1M -52.6M -54.9M -52.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.29 0.60 0.55 0.42 Total Volume 172,732.474 80,935 458,649 98,799 184,415 Total OI 2,517,846.842 2,081,066 2,728,006 2,586,828 2,201,032
Daily Data (19 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 2024-06-03 $172.31 $142.50 24.1% 7.3% 16.4% 26.0% 25.4% 1.5% -0.0% 237.1M -10.27B -54.9M 0.55 1.78 N/A N/A 63,620 35,179 1,347,378 1,239,450 2024-06-04 $172.97 $145.00 23.2% 7.2% 16.4% 20.9% 25.0% 1.4% 0.0% 245.4M -10.55B -55.1M 0.55 2.05 N/A N/A 52,092 28,843 1,353,660 1,250,383 2024-06-05 $174.84 $145.00 22.7% 7.0% 14.9% 18.3% 24.6% 1.3% 0.0% 303.7M -11.33B -55.0M 0.58 1.57 N/A N/A 87,016 50,593 1,365,334 1,258,912 2024-06-06 $176.82 $165.00 22.3% 6.4% 15.0% 16.1% 23.1% 1.0% 0.1% 329.3M -12.27B -54.5M 0.60 3.46 N/A N/A 74,576 44,414 1,373,668 1,265,731 2024-06-07 $175.01 $165.00 22.3% 6.5% 15.6% 16.1% 23.1% 0.9% 0.3% 505.4M -11.43B -54.3M 0.49 3.27 N/A N/A 96,510 47,254 1,375,252 1,275,340 2024-06-10 $175.06 $165.00 21.4% 6.2% 15.4% 11.3% 22.3% 1.0% 0.2% 240.5M -11.00B -54.0M 0.60 4.02 N/A N/A 138,138 83,209 1,330,243 1,258,670 2024-06-11 $176.34 $165.00 21.5% 6.2% 15.5% 12.2% 22.8% 1.0% 0.1% 322.3M -11.83B -52.9M 0.56 2.73 N/A N/A 68,043 38,224 1,364,226 1,276,953 2024-06-12 $177.41 $165.00 21.2% 6.1% 15.1% 10.3% 21.4% 1.3% 0.1% 376.6M -12.18B -54.0M 0.35 3.11 N/A N/A 144,072 50,251 1,371,052 1,286,719 2024-06-13 $175.80 $165.00 21.1% 6.1% 15.3% 10.1% 21.8% 1.2% 0.2% 318.0M -11.45B -53.5M 0.47 2.88 N/A N/A 85,508 39,865 1,386,817 1,291,133 2024-06-14 $176.49 $165.00 21.3% 6.2% 15.0% 11.2% 22.1% 1.2% 0.4% 346.5M -11.82B -53.3M 0.51 2.69 N/A N/A 101,171 51,873 1,400,550 1,299,786 2024-06-17 $177.59 $165.00 21.6% 6.2% 14.5% 12.5% 22.1% 1.0% 6.8% 306.8M -12.16B -53.3M 0.29 2.59 N/A N/A 107,311 31,527 1,356,967 1,278,154 2024-06-18 $174.55 $165.00 21.8% 6.3% 15.6% 13.7% 22.0% 1.3% 6.9% 232.6M -10.91B -53.3M 0.36 2.31 N/A N/A 94,465 33,583 1,384,354 1,285,122 2024-06-20 $175.97 $165.00 23.5% 6.3% 15.9% 22.6% 23.1% 1.4% 6.8% 294.3M -11.56B -53.5M 0.57 2.88 N/A N/A 90,971 51,779 1,404,557 1,291,079 2024-06-21 $179.82 $165.00 24.0% 6.1% 17.4% 25.5% 21.8% 1.1% 7.4% 1.75B -13.32B -53.5M 0.34 2.53 N/A N/A 341,570 117,079 1,420,859 1,307,147 2024-06-24 $179.29 $165.00 27.4% 6.0% 16.4% 43.6% 21.6% 1.2% 0.2% 264.7M -9.43B -52.9M 0.36 3.27 N/A N/A 140,043 50,566 1,133,172 947,894 2024-06-25 $183.62 $165.00 28.4% 6.0% 18.0% 49.0% 21.2% 0.8% 0.2% 379.1M -11.14B -52.9M 0.40 2.56 N/A N/A 214,375 86,750 1,159,244 964,129 2024-06-26 $183.97 $165.00 29.2% 5.9% 18.0% 53.4% 21.0% 0.8% 0.1% 376.0M -11.25B -53.1M 0.45 3.02 N/A N/A 109,705 49,577 1,176,501 982,509 2024-06-27 $185.41 $165.00 29.8% 5.9% 18.1% 56.3% 20.9% 0.7% -0.6% 390.4M -11.89B -52.6M 0.46 2.90 N/A N/A 135,389 62,361 1,184,678 990,435 2024-06-28 $183.49 $165.00 29.9% 5.8% 16.2% 57.1% 20.8% 1.3% -0.1% 323.3M -10.89B -52.9M 0.42 3.17 N/A N/A 130,118 54,297 1,197,141 1,003,891
« May 2024 | All History | Jul 2024 » Home GOOGL History June 2024