GOOGL Options History — August 2024 In August 2024, GOOGL traded between $159.00 and $169.89. ATM implied volatility averaged 25.9%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 3.7% (HV 20d: 29.6%). Max pain ranged from $160.00 to $160.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.66.
Notable Days 2024-08-14 : Highest Volume — 392,906 contracts2024-08-05 : Largest IV spike — 24.3% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $163.49 $159.00 $169.89 $169.89 $162.44 Max Pain $160.00 $160.00 $160.00 $160.00 $160.00 ATM IV 25.9% 22.8% 38.1% 27.0% 23.1% Expected Move 7.5% 6.4% 10.6% 8.1% 6.4% HV 20d 29.6% 24.3% 33.8% 30.2% 24.3% HV 60d 24.5% 22.4% 25.2% 22.4% 24.9% IV Rank 35.4% 19.1% 100.0% 41.2% 20.6% IV Percentile 49.3% 27.4% 100.0% 59.5% 30.2% Term Structure -0.1% -1.3% 0.6% -0.9% 0.2% VWIV 26.7% 22.8% 40.8% 28.4% 22.8% Skew 25d 3.6% 1.3% 7.3% 2.6% 2.6% Skew 10d 8.5% 2.6% 24.7% 4.6% 6.0% Call IV 25d 24.7% 21.7% 33.9% 26.1% 21.7% Put IV 25d 28.3% 24.3% 41.3% 28.6% 24.3% Bid-Ask Spread % 2.90 1.86 7.14 1.86 2.10 Gamma HHI 0.06 0.05 0.15 0.06 0.05 Net GEX 83.1M -20.5M 267.1M 105.5M 30.0M Net DEX -3.41B -5.40B -1.27B -5.12B -2.73B Net VEX -56.8M -59.0M -53.2M -56.5M -55.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.38 1.22 0.72 0.68 Total Volume 193,837.318 75,405 392,906 184,861 135,660 Total OI 2,564,552.636 2,442,196 2,779,581 2,559,770 2,583,861
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 2024-08-01 $169.89 $160.00 27.0% 8.1% 30.2% 41.2% 28.4% 2.6% -0.9% 105.5M -5.12B -56.5M 0.72 1.86 N/A N/A 107,760 77,101 1,376,105 1,183,665 2024-08-02 $165.93 $160.00 30.7% 9.2% 28.7% 60.9% 32.1% 4.8% -1.1% -3.7M -3.39B -57.4M 1.08 2.19 N/A N/A 106,192 114,877 1,385,942 1,200,685 2024-08-05 $159.04 $160.00 38.1% 10.6% 31.3% 100.0% 40.8% 7.3% -1.3% -13.4M -1.27B -57.7M 1.22 7.14 N/A N/A 118,343 144,595 1,299,237 1,173,997 2024-08-06 $159.00 $160.00 30.1% 8.6% 31.3% 57.5% 31.8% 5.9% -0.1% -16.8M -1.41B -55.7M 0.85 4.55 N/A N/A 113,582 96,746 1,322,425 1,195,144 2024-08-07 $159.53 $160.00 29.8% 8.7% 30.9% 56.2% 29.8% 6.6% 0.6% -4.0M -1.96B -55.7M 0.80 3.17 N/A N/A 81,067 64,761 1,361,113 1,209,536 2024-08-08 $162.69 $160.00 26.6% 7.9% 31.7% 39.3% 27.6% 5.7% 0.4% 43.9M -3.10B -57.2M 0.94 3.65 N/A N/A 71,675 67,522 1,373,479 1,221,575 2024-08-09 $163.38 $160.00 25.8% 7.6% 31.9% 35.0% 28.1% 4.8% 0.3% 31.9M -3.23B -56.2M 0.88 3.98 N/A N/A 97,976 85,997 1,384,862 1,223,865 2024-08-12 $162.12 $160.00 27.2% 7.8% 31.6% 42.2% 27.2% 5.1% -0.0% 21.5M -2.88B -54.5M 0.79 2.33 N/A N/A 63,206 50,147 1,340,697 1,201,181 2024-08-13 $164.14 $160.00 24.4% 7.1% 32.3% 27.3% 25.6% 4.0% 0.4% 54.2M -3.63B -55.4M 0.40 2.82 N/A N/A 109,722 44,000 1,360,792 1,214,459 2024-08-14 $159.43 $160.00 24.3% 7.1% 33.1% 27.1% 25.6% 3.7% 0.2% -20.5M -1.96B -53.2M 0.62 3.29 N/A N/A 242,999 149,907 1,387,907 1,225,374 2024-08-15 $161.12 $160.00 23.7% 6.8% 33.3% 23.7% 23.6% 2.9% -0.2% 73.7M -3.15B -55.2M 0.52 2.72 N/A N/A 214,590 111,409 1,448,726 1,251,184 2024-08-16 $163.24 $160.00 22.9% 6.6% 33.8% 19.3% 23.5% 1.5% 0.2% 103.1M -4.32B -56.6M 0.39 3.51 N/A N/A 241,323 93,517 1,502,476 1,277,105 2024-08-19 $165.99 $160.00 22.8% 6.6% 32.6% 19.1% 23.3% 1.9% 0.0% 174.2M -4.54B -57.0M 0.48 2.56 N/A N/A 155,435 74,795 1,274,893 1,167,303 2024-08-20 $167.63 $160.00 23.3% 6.7% 33.0% 21.7% 24.2% 1.3% -0.3% 242.1M -5.40B -58.6M 0.38 2.13 N/A N/A 129,217 49,590 1,311,486 1,183,695 2024-08-21 $165.51 $160.00 24.3% 7.0% 27.3% 26.7% 24.6% 1.9% -0.2% 184.6M -4.48B -59.0M 0.53 2.00 N/A N/A 111,755 58,891 1,321,529 1,188,732 2024-08-22 $164.32 $160.00 25.1% 7.2% 26.2% 31.2% 25.8% 2.4% -0.3% 158.1M -3.93B -59.0M 0.58 2.48 N/A N/A 98,919 57,569 1,350,125 1,202,519 2024-08-23 $165.35 $160.00 23.6% 6.8% 26.1% 23.4% 24.0% 2.4% -0.1% 267.1M -4.37B -58.7M 0.48 2.58 N/A N/A 123,754 59,412 1,362,446 1,211,078 2024-08-26 $166.09 $160.00 24.5% 7.1% 25.4% 27.7% 24.6% 2.5% 0.1% 151.7M -4.44B -58.7M 0.41 1.98 N/A N/A 78,420 32,365 1,308,639 1,194,131 2024-08-27 $165.13 $160.00 23.8% 6.8% 25.5% 24.2% 24.1% 2.9% 0.1% 141.6M -4.04B -57.0M 0.54 1.87 N/A N/A 48,926 26,479 1,326,333 1,206,512 2024-08-28 $163.05 $160.00 24.1% 7.1% 25.5% 25.9% 25.2% 3.1% -0.2% 77.7M -3.13B -57.3M 0.49 2.39 N/A N/A 91,246 44,814 1,328,190 1,216,977 2024-08-29 $161.85 $160.00 24.6% 7.0% 25.5% 28.7% 24.6% 3.5% -0.1% 24.9M -2.59B -56.4M 0.67 2.44 N/A N/A 130,557 87,603 1,336,664 1,223,514 2024-08-30 $162.44 $160.00 23.1% 6.4% 24.3% 20.6% 22.8% 2.6% 0.2% 30.0M -2.73B -55.6M 0.68 2.10 N/A N/A 80,632 55,028 1,351,063 1,232,798
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