GOOGL Options History — October 2024 In October 2024, GOOGL traded between $161.30 and $175.38. ATM implied volatility averaged 34.1%, placing in the 78.4% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 17.3% (HV 20d: 16.8%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.51.
Notable Days 2024-10-30 : Highest Volume — 1,043,573 contracts2024-10-30 : Largest IV drop — 31.8% change2024-10-28 : Highest IV Rank — 100.0%2024-10-29 : Largest Expected Move — 13.3%Monthly Statistics Metric Avg Min Max Open Close Price $165.56 $161.30 $175.38 $167.61 $172.00 Max Pain $160.76 $160.00 $165.00 $160.00 $162.50 ATM IV 34.1% 26.1% 38.9% 32.7% 27.8% Expected Move 9.9% 7.2% 13.3% 7.3% 8.4% HV 20d 16.8% 14.5% 22.3% 22.0% 20.5% HV 60d 24.2% 20.4% 26.6% 26.5% 21.7% IV Rank 78.4% 35.0% 100.0% 71.4% 43.6% IV Percentile 88.0% 52.8% 100.0% 84.1% 61.1% Term Structure -1.4% -2.6% -0.3% -0.3% -0.4% VWIV 34.5% 25.5% 46.2% 25.5% 29.3% Skew 25d 2.3% 0.9% 3.4% 2.8% 3.0% Skew 10d 5.3% 1.3% 7.1% 6.2% 7.1% Call IV 25d 33.0% 25.3% 37.0% 31.7% 26.3% Put IV 25d 35.3% 27.3% 38.7% 34.5% 29.3% Bid-Ask Spread % 2.25 1.59 2.99 1.62 2.49 Gamma HHI 0.09 0.06 0.48 0.08 0.07 Net GEX 190.7M 34.3M 744.5M 249.2M 224.5M Net DEX -4.63B -8.98B -2.76B -5.79B -5.77B Net VEX -55.6M -58.7M -53.4M -57.8M -54.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.32 0.68 0.38 0.58 Total Volume 251,381.913 105,089 1,043,573 277,213 452,622 Total OI 2,574,335.739 2,389,140 2,864,870 2,480,150 2,864,870
Daily Data (23 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 2024-10-01 $167.61 $160.00 32.7% 7.3% 22.0% 71.4% 25.5% 2.8% -0.3% 249.2M -5.79B -57.8M 0.38 1.62 N/A N/A 200,566 76,647 1,342,201 1,137,949 2024-10-02 $166.50 $160.00 33.6% 7.2% 22.3% 76.3% 25.7% 2.6% -0.4% 234.3M -5.22B -58.7M 0.43 1.59 N/A N/A 73,567 31,522 1,363,339 1,166,047 2024-10-03 $165.97 $165.00 34.5% 9.5% 22.3% 81.2% 33.1% 2.8% -0.5% 230.0M -5.08B -58.7M 0.57 2.06 N/A N/A 71,016 40,510 1,376,108 1,168,003 2024-10-04 $166.69 $165.00 33.8% 9.3% 16.8% 77.0% 32.5% 2.7% -0.3% 218.9M -5.40B -56.9M 0.42 2.87 N/A N/A 147,492 62,574 1,381,738 1,174,412 2024-10-07 $163.29 $165.00 35.8% 9.8% 16.7% 87.7% 35.0% 2.7% -1.2% 113.2M -3.69B -56.8M 0.52 2.99 N/A N/A 108,287 56,596 1,354,840 1,157,695 2024-10-08 $163.86 $160.00 35.1% 9.5% 16.6% 84.2% 33.6% 3.4% -1.4% 124.3M -3.91B -56.5M 0.45 2.70 N/A N/A 102,210 45,545 1,381,686 1,179,400 2024-10-09 $161.30 $160.00 34.6% 9.5% 18.0% 81.7% 32.8% 2.6% -1.7% 34.3M -2.76B -53.6M 0.60 2.14 N/A N/A 202,035 120,235 1,403,378 1,199,424 2024-10-10 $162.06 $160.00 34.4% 9.5% 16.2% 80.2% 32.7% 2.8% -1.5% 98.2M -3.26B -55.3M 0.59 2.06 N/A N/A 91,688 53,902 1,439,034 1,212,524 2024-10-11 $163.78 $160.00 33.2% 9.2% 15.0% 74.0% 32.9% 2.4% -1.5% 143.5M -4.18B -55.6M 0.59 2.18 N/A N/A 121,414 71,669 1,453,857 1,218,451 2024-10-14 $165.50 $160.00 32.7% 9.2% 15.3% 71.5% 32.5% 2.2% -1.2% 220.4M -4.73B -55.2M 0.62 1.90 N/A N/A 94,742 58,548 1,366,459 1,185,592 2024-10-15 $165.13 $160.00 33.9% 9.7% 15.3% 78.0% 34.4% 2.1% -1.4% 193.7M -4.57B -55.7M 0.51 2.60 N/A N/A 117,729 60,105 1,388,190 1,210,684 2024-10-16 $165.18 $160.00 34.0% 9.8% 15.3% 78.4% 34.6% 2.3% -1.7% 190.7M -4.63B -55.7M 0.56 2.25 N/A N/A 73,849 41,265 1,399,194 1,225,045 2024-10-17 $163.19 $160.00 34.1% 9.8% 14.6% 78.7% 34.4% 2.0% -1.5% 49.0M -3.64B -54.2M 0.59 2.43 N/A N/A 135,522 80,615 1,410,875 1,236,681 2024-10-18 $163.59 $160.00 33.5% 9.8% 14.6% 75.7% 34.3% 2.2% -1.6% 120.8M -3.93B -53.6M 0.43 2.84 N/A N/A 121,148 52,584 1,431,410 1,246,812 2024-10-21 $164.07 $160.00 34.1% 10.2% 14.5% 78.8% 35.7% 1.9% -1.9% 146.2M -3.82B -54.2M 0.68 1.85 N/A N/A 76,880 52,508 1,280,870 1,108,270 2024-10-22 $164.84 $160.00 34.8% 10.6% 14.6% 82.4% 36.5% 1.7% -2.1% 148.0M -4.17B -53.9M 0.51 1.84 N/A N/A 92,001 47,123 1,306,748 1,131,865 2024-10-23 $162.81 $160.00 35.8% 11.2% 15.1% 87.8% 38.4% 2.2% -2.1% 39.1M -3.24B -53.4M 0.32 1.84 N/A N/A 117,967 37,854 1,324,037 1,146,215 2024-10-24 $162.93 $160.00 36.0% 11.3% 14.8% 88.7% 39.4% 2.0% -2.3% 41.5M -3.31B -54.9M 0.35 2.36 N/A N/A 124,489 44,154 1,348,163 1,155,010 2024-10-25 $165.11 $160.00 36.9% 11.7% 15.4% 93.4% 40.1% 2.0% -2.6% 744.5M -4.76B -54.4M 0.40 1.97 N/A N/A 174,309 70,513 1,387,943 1,164,458 2024-10-28 $167.00 $160.00 38.9% 13.1% 15.7% 100.0% 46.0% 1.6% -2.0% 157.2M -5.06B -56.0M 0.51 1.93 N/A N/A 216,488 109,863 1,322,113 1,119,106 2024-10-29 $170.20 $160.00 38.3% 13.3% 16.3% 96.9% 46.2% 0.9% -2.4% 211.4M -6.62B -57.0M 0.58 2.70 N/A N/A 384,063 223,795 1,390,315 1,167,238 2024-10-30 $175.38 $160.00 26.1% 8.0% 19.0% 35.0% 28.2% 2.0% -0.3% 454.4M -8.98B -55.0M 0.45 2.50 N/A N/A 719,204 324,369 1,499,234 1,282,239 2024-10-31 $172.00 $162.50 27.8% 8.4% 20.5% 43.6% 29.3% 3.0% -0.4% 224.5M -5.77B -54.5M 0.58 2.49 N/A N/A 286,661 165,961 1,525,970 1,338,900
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