GOOGL Options History — July 2024 In July 2024, GOOGL traded between $167.22 and $190.76. ATM implied volatility averaged 31.4%, placing in the 65.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 8.4% (HV 20d: 23.0%). Max pain ranged from $160.00 to $170.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.58.
Notable Days 2024-07-24 : Highest Volume — 564,597 contracts2024-07-24 : Largest IV drop — 25.9% change2024-07-18 : Highest IV Rank — 88.8%2024-07-23 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $180.70 $167.22 $190.76 $182.64 $171.38 Max Pain $166.93 $160.00 $170.00 $167.50 $160.00 ATM IV 31.4% 25.7% 35.9% 30.5% 25.7% Expected Move 8.6% 5.6% 11.0% 5.9% 7.7% HV 20d 23.0% 16.4% 30.7% 16.4% 30.3% HV 60d 26.5% 22.1% 28.7% 27.7% 22.3% IV Rank 65.2% 34.3% 88.8% 60.1% 34.3% IV Percentile 78.8% 50.0% 96.4% 74.6% 50.0% Term Structure -1.2% -2.2% -0.2% -0.6% -1.1% VWIV 30.3% 19.6% 37.8% 21.0% 26.3% Skew 25d 1.4% 0.2% 4.1% 1.2% 2.2% Skew 10d 2.5% 0.1% 7.5% 1.9% 4.0% Call IV 25d 30.9% 24.5% 35.2% 30.4% 24.5% Put IV 25d 32.3% 26.7% 37.2% 31.5% 26.7% Bid-Ask Spread % 3.32 1.77 5.41 2.58 2.08 Gamma HHI 0.09 0.06 0.15 0.10 0.06 Net GEX 191.0M -28.2M 389.0M 269.5M 145.9M Net DEX -8.81B -13.38B -3.56B -10.16B -5.78B Net VEX -53.6M -56.3M -52.0M -52.7M -55.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.36 0.87 0.46 0.40 Total Volume 210,885.545 78,051 564,597 102,296 141,445 Total OI 2,293,416.136 2,114,274 2,590,351 2,114,274 2,541,275
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 2024-07-01 $182.64 $167.50 30.5% 5.9% 16.4% 60.1% 21.0% 1.2% -0.6% 269.5M -10.16B -52.7M 0.46 2.58 N/A N/A 70,268 32,028 1,143,021 971,253 2024-07-02 $185.39 $170.00 30.2% 5.6% 16.9% 58.5% 19.9% 0.9% -0.7% 355.4M -11.29B -52.3M 0.55 2.64 N/A N/A 86,799 47,417 1,158,519 976,671 2024-07-03 $185.93 $170.00 30.3% 5.6% 16.9% 59.2% 19.6% 1.3% -1.0% 389.0M -11.53B -52.6M 0.45 2.37 N/A N/A 53,806 24,245 1,170,948 989,539 2024-07-05 $190.76 $165.00 31.6% 8.5% 18.5% 66.1% 29.9% 0.4% -1.5% 341.2M -13.38B -52.1M 0.36 4.67 N/A N/A 244,666 87,521 1,177,439 995,716 2024-07-08 $188.88 $165.00 31.8% 8.7% 18.9% 66.9% 30.9% 0.5% -0.9% 299.9M -11.99B -52.6M 0.59 5.09 N/A N/A 79,695 46,739 1,165,818 995,528 2024-07-09 $188.81 $165.00 32.0% 8.7% 18.3% 68.0% 31.0% 0.5% -1.2% 301.0M -11.91B -52.9M 0.39 4.35 N/A N/A 105,367 41,293 1,175,808 1,010,617 2024-07-10 $190.61 $165.00 31.8% 8.9% 18.4% 67.2% 31.3% 0.5% -0.9% 341.8M -12.60B -52.4M 0.58 5.41 N/A N/A 82,028 47,636 1,190,212 1,022,013 2024-07-11 $185.55 $165.00 32.9% 9.1% 21.4% 72.7% 32.2% 0.3% -1.4% 211.8M -10.43B -53.5M 0.53 4.93 N/A N/A 140,024 73,817 1,193,685 1,040,269 2024-07-12 $185.16 $170.00 34.3% 9.5% 21.4% 80.3% 33.3% 0.5% -1.7% 164.1M -10.26B -53.2M 0.59 5.12 N/A N/A 100,668 59,629 1,210,308 1,061,385 2024-07-15 $186.24 $170.00 34.0% 9.6% 21.0% 78.8% 33.9% 0.2% -1.6% 242.3M -10.76B -52.6M 0.58 3.77 N/A N/A 88,845 51,211 1,180,641 1,045,519 2024-07-16 $183.95 $170.00 33.8% 9.6% 21.7% 77.7% 33.7% 0.5% -1.5% 208.6M -9.93B -52.0M 0.49 3.32 N/A N/A 88,558 43,023 1,191,581 1,054,235 2024-07-17 $180.82 $170.00 34.6% 9.9% 22.7% 81.8% 35.0% 1.4% -1.8% 159.0M -8.72B -52.3M 0.71 3.08 N/A N/A 109,353 77,664 1,210,718 1,071,106 2024-07-18 $177.44 $170.00 35.9% 10.4% 22.9% 88.8% 36.1% 1.9% -2.2% 117.3M -7.43B -53.6M 0.72 3.37 N/A N/A 128,716 93,219 1,229,192 1,097,388 2024-07-19 $177.59 $170.00 35.5% 10.4% 22.7% 86.5% 36.3% 1.9% -2.2% 125.4M -7.61B -53.6M 0.86 3.40 N/A N/A 78,575 67,508 1,258,231 1,111,261 2024-07-22 $182.66 $170.00 34.9% 10.6% 23.6% 83.6% 37.0% 1.7% -1.5% 158.6M -8.50B -53.9M 0.53 2.51 N/A N/A 113,012 60,351 1,120,693 1,010,951 2024-07-23 $182.59 $170.00 35.7% 11.0% 23.6% 87.9% 37.8% 1.0% -2.0% 172.9M -8.67B -55.0M 0.49 3.65 N/A N/A 263,023 129,974 1,163,527 1,032,941 2024-07-24 $172.82 $170.00 26.5% 7.8% 29.3% 38.6% 27.4% 1.9% -0.3% 18.9M -4.99B -54.0M 0.60 2.46 N/A N/A 353,468 211,129 1,289,976 1,093,181 2024-07-25 $168.89 $165.00 28.1% 8.3% 30.1% 47.6% 29.3% 4.1% -0.2% 7.1M -3.92B -55.2M 0.87 2.37 N/A N/A 219,408 191,835 1,381,949 1,142,102 2024-07-26 $167.22 $165.00 28.1% 8.3% 29.8% 47.3% 28.9% 3.3% -0.3% -28.2M -3.56B -55.3M 0.77 2.10 N/A N/A 237,681 184,055 1,422,983 1,167,368 2024-07-29 $170.03 $160.00 26.7% 8.0% 30.7% 39.9% 28.0% 2.7% -0.5% 97.0M -5.22B -55.9M 0.65 1.77 N/A N/A 93,123 60,870 1,337,531 1,145,338 2024-07-30 $169.99 $160.00 27.0% 8.1% 30.7% 41.5% 28.4% 2.7% -0.7% 103.7M -5.21B -56.3M 0.68 1.94 N/A N/A 77,266 52,524 1,350,556 1,156,163 2024-07-31 $171.38 $160.00 25.7% 7.7% 30.3% 34.3% 26.3% 2.2% -1.1% 145.9M -5.78B -55.0M 0.40 2.08 N/A N/A 100,716 40,729 1,368,110 1,173,165
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