GOOGL Options History — September 2024 In September 2024, GOOGL traded between $147.99 and $165.22. ATM implied volatility averaged 27.2%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 1.9% (HV 20d: 25.3%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.53.
Notable Days 2024-09-13 : Highest Volume — 418,193 contracts2024-09-23 : Largest IV spike — 13.7% change2024-09-30 : Highest IV Rank — 68.2%2024-09-06 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $158.11 $147.99 $165.22 $156.66 $165.22 Max Pain $160.50 $160.00 $165.00 $160.00 $160.00 ATM IV 27.2% 24.0% 32.1% 27.1% 32.1% Expected Move 7.2% 6.4% 8.3% 8.0% 7.0% HV 20d 25.3% 22.9% 26.7% 22.9% 25.7% HV 60d 26.9% 25.7% 27.7% 25.8% 26.4% IV Rank 42.4% 25.4% 68.2% 41.9% 68.2% IV Percentile 58.4% 36.5% 83.3% 59.9% 83.3% Term Structure 1.5% -1.3% 6.4% -0.3% -0.4% VWIV 25.7% 22.6% 30.0% 27.8% 24.3% Skew 25d 2.9% 1.8% 4.5% 3.8% 2.4% Skew 10d 6.6% 3.8% 9.8% 8.6% 5.1% Call IV 25d 26.1% 21.9% 31.0% 25.2% 31.0% Put IV 25d 29.0% 24.1% 33.5% 29.0% 33.5% Bid-Ask Spread % 2.29 1.53 3.20 2.07 1.53 Gamma HHI 0.09 0.05 0.33 0.05 0.07 Net GEX 109.2M -89.8M 364.3M -13.0M 186.6M Net DEX -2.43B -5.69B 1.92B -835.1M -4.69B Net VEX -55.9M -58.0M -52.1M -53.9M -57.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.31 0.74 0.69 0.31 Total Volume 216,610.3 108,517 418,193 236,232 110,643 Total OI 2,656,913.75 2,402,936 2,879,405 2,541,939 2,449,309
Daily Data (20 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 2024-09-03 $156.66 $160.00 27.1% 8.0% 22.9% 41.9% 27.8% 3.8% -0.3% -13.0M -835.1M -53.9M 0.69 2.07 N/A N/A 139,817 96,415 1,326,747 1,215,192 2024-09-04 $156.81 $160.00 27.0% 7.8% 23.0% 41.1% 27.5% 4.5% -1.3% -44.8M -622.7M -55.3M 0.68 2.43 N/A N/A 99,042 67,243 1,341,297 1,265,149 2024-09-05 $156.75 $165.00 26.8% 7.7% 22.9% 40.1% 26.8% 3.4% -0.3% -59.3M -591.8M -55.3M 0.74 2.67 N/A N/A 89,124 65,864 1,356,797 1,282,134 2024-09-06 $151.12 $165.00 29.0% 8.3% 24.8% 51.6% 30.0% 4.5% -0.5% -81.3M 1.41B -53.5M 0.73 2.55 N/A N/A 197,767 143,480 1,376,500 1,292,614 2024-09-09 $147.99 $160.00 27.8% 7.9% 25.4% 45.6% 28.6% 4.4% -0.2% -89.8M 1.92B -52.1M 0.67 2.37 N/A N/A 246,238 164,792 1,352,531 1,285,840 2024-09-10 $149.53 $160.00 27.4% 7.9% 25.9% 43.4% 27.9% 4.1% 0.3% -41.5M 723.7M -54.0M 0.60 2.62 N/A N/A 118,530 71,365 1,433,273 1,284,384 2024-09-11 $150.66 $160.00 26.7% 7.7% 25.6% 39.7% 28.5% 3.2% 0.3% -3.5M 128.6M -54.7M 0.55 3.20 N/A N/A 151,067 83,186 1,460,126 1,289,741 2024-09-12 $154.41 $160.00 25.2% 7.4% 25.8% 31.8% 26.5% 2.5% 0.6% 124.8M -1.86B -57.0M 0.60 2.69 N/A N/A 194,889 116,441 1,505,118 1,305,860 2024-09-13 $157.72 $160.00 24.6% 7.1% 26.7% 28.6% 25.5% 1.8% 0.4% 351.9M -3.70B -57.6M 0.33 2.48 N/A N/A 315,224 102,969 1,540,272 1,320,158 2024-09-16 $157.93 $160.00 25.2% 7.2% 26.2% 31.7% 27.5% 2.4% 5.1% 107.2M -2.88B -58.0M 0.37 2.35 N/A N/A 119,530 44,419 1,474,691 1,286,124 2024-09-17 $159.00 $160.00 24.9% 7.1% 25.5% 30.1% 25.7% 2.5% 5.6% 178.9M -3.46B -56.9M 0.40 1.98 N/A N/A 131,821 53,337 1,517,280 1,288,670 2024-09-18 $159.68 $160.00 24.8% 7.1% 25.2% 29.6% 25.9% 2.6% 5.5% 212.2M -3.69B -57.2M 0.49 3.00 N/A N/A 106,368 51,985 1,533,885 1,300,427 2024-09-19 $162.73 $160.00 24.0% 6.6% 26.0% 25.4% 23.5% 2.1% 6.1% 364.3M -5.45B -57.3M 0.59 1.80 N/A N/A 178,294 105,553 1,542,423 1,308,221 2024-09-20 $162.99 $160.00 24.6% 6.4% 25.9% 28.6% 23.2% 2.2% 6.4% 161.4M -5.69B -56.8M 0.45 2.93 N/A N/A 158,882 71,576 1,556,652 1,322,753 2024-09-23 $162.30 $160.00 28.0% 6.5% 25.8% 46.6% 22.7% 2.2% 0.6% 162.9M -3.83B -55.6M 0.48 1.95 N/A N/A 94,743 45,525 1,304,375 1,098,561 2024-09-24 $162.50 $160.00 29.0% 6.5% 25.7% 51.7% 22.6% 2.2% 0.5% 176.9M -3.81B -56.8M 0.39 2.12 N/A N/A 87,487 34,147 1,330,531 1,112,718 2024-09-25 $161.44 $160.00 29.9% 6.5% 25.8% 56.3% 23.0% 2.7% 0.9% 140.3M -3.36B -55.3M 0.54 1.76 N/A N/A 70,312 38,205 1,346,623 1,120,183 2024-09-26 $162.81 $160.00 29.6% 6.5% 25.6% 55.2% 23.4% 2.1% 0.7% 206.8M -3.91B -57.1M 0.64 1.58 N/A N/A 84,119 53,472 1,363,602 1,132,079 2024-09-27 $163.97 $160.00 30.8% 6.6% 25.6% 61.1% 23.3% 2.1% 0.8% 142.8M -4.42B -56.6M 0.40 1.76 N/A N/A 162,757 65,578 1,371,654 1,143,781 2024-09-30 $165.22 $160.00 32.1% 7.0% 25.7% 68.2% 24.3% 2.4% -0.4% 186.6M -4.69B -57.1M 0.31 1.53 N/A N/A 84,152 26,491 1,321,064 1,128,245
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