GOOGL Options History — November 2024 In November 2024, GOOGL traded between $164.92 and $182.41. ATM implied volatility averaged 23.1%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 4.3% (HV 20d: 27.3%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2024-11-21 : Highest Volume — 707,104 contracts2024-11-06 : Largest IV drop — 10.3% change2024-11-21 : Highest IV Rank — 38.1%2024-11-01 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $173.60 $164.92 $182.41 $171.22 $168.81 Max Pain $161.75 $160.00 $165.00 $165.00 $165.00 ATM IV 23.1% 20.3% 26.7% 26.2% 21.7% Expected Move 6.7% 6.0% 7.9% 7.9% 6.4% HV 20d 27.3% 19.5% 34.9% 20.6% 31.8% HV 60d 23.5% 21.4% 26.1% 21.4% 25.0% IV Rank 19.5% 5.2% 38.1% 35.5% 10.1% IV Percentile 25.4% 2.8% 56.3% 53.2% 10.3% Term Structure -0.1% -1.1% 0.4% -0.2% 0.2% VWIV 23.8% 21.5% 27.3% 27.3% 23.4% Skew 25d 1.5% 0.6% 2.6% 2.3% 0.9% Skew 10d 4.3% 2.2% 7.2% 6.3% 3.3% Call IV 25d 22.7% 19.9% 26.1% 25.1% 21.8% Put IV 25d 24.2% 21.0% 28.6% 27.4% 22.7% Bid-Ask Spread % 2.42 1.66 3.45 2.26 2.42 Gamma HHI 0.09 0.05 0.19 0.07 0.06 Net GEX 254.1M -97.6M 539.5M 215.7M 138.4M Net DEX -6.39B -10.69B -2.50B -5.81B -4.44B Net VEX -52.0M -54.4M -50.3M -53.9M -50.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.32 0.88 0.50 0.45 Total Volume 244,424.45 126,129 707,104 312,612 126,129 Total OI 2,637,298.85 2,401,759 2,882,231 2,882,231 2,689,565
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 2024-11-01 $171.22 $165.00 26.2% 7.9% 20.6% 35.5% 27.3% 2.3% -0.2% 215.7M -5.81B -53.9M 0.50 2.26 N/A N/A 208,766 103,846 1,554,522 1,327,709 2024-11-04 $169.41 $160.00 25.6% 7.3% 19.5% 32.2% 25.8% 2.6% -0.2% 155.6M -4.82B -53.0M 0.52 1.66 N/A N/A 128,469 66,696 1,394,098 1,205,619 2024-11-05 $169.69 $160.00 24.8% 7.1% 19.5% 28.5% 24.4% 2.6% -0.3% 196.5M -5.03B -54.4M 0.48 1.99 N/A N/A 97,459 46,392 1,432,651 1,224,989 2024-11-06 $176.57 $160.00 22.3% 6.6% 22.6% 15.5% 23.3% 2.0% 0.3% 446.2M -8.54B -52.3M 0.45 2.45 N/A N/A 213,838 95,250 1,459,849 1,234,226 2024-11-07 $180.74 $160.00 20.8% 6.1% 23.5% 7.7% 21.5% 1.4% 0.3% 539.5M -10.69B -53.0M 0.32 2.33 N/A N/A 251,517 81,409 1,467,101 1,249,495 2024-11-08 $178.68 $160.00 20.3% 6.0% 24.2% 5.2% 21.8% 1.1% 0.4% 351.7M -9.12B -52.0M 0.54 1.93 N/A N/A 156,109 84,280 1,469,671 1,269,232 2024-11-11 $180.16 $160.00 21.3% 6.2% 24.1% 10.8% 22.3% 1.1% 0.3% 398.4M -9.16B -52.6M 0.52 2.32 N/A N/A 106,541 55,711 1,381,986 1,221,633 2024-11-12 $182.41 $160.00 21.9% 6.3% 24.2% 13.5% 22.3% 0.8% 0.2% 469.2M -10.37B -52.1M 0.38 2.45 N/A N/A 218,652 83,358 1,395,682 1,232,487 2024-11-13 $179.06 $160.00 21.6% 6.3% 25.5% 11.9% 22.2% 0.6% 0.3% 365.9M -8.76B -50.8M 0.35 2.29 N/A N/A 117,362 41,498 1,417,637 1,259,805 2024-11-14 $175.30 $160.00 21.7% 6.3% 26.5% 12.6% 22.3% 0.9% 0.3% 193.5M -6.80B -50.4M 0.43 2.10 N/A N/A 184,544 80,134 1,429,881 1,264,159 2024-11-15 $171.82 $160.00 23.7% 6.8% 27.8% 22.7% 24.4% 2.3% 0.2% 120.1M -5.15B -51.8M 0.88 3.06 N/A N/A 136,557 120,029 1,454,506 1,279,209 2024-11-18 $175.25 $160.00 23.1% 6.6% 28.5% 19.4% 23.3% 1.2% -0.6% 192.0M -6.11B -50.3M 0.46 2.28 N/A N/A 106,142 48,729 1,275,696 1,126,063 2024-11-19 $178.59 $160.00 22.9% 6.6% 29.0% 18.8% 22.8% 1.6% -0.8% 325.4M -7.56B -51.9M 0.39 2.45 N/A N/A 137,638 53,515 1,312,124 1,148,193 2024-11-20 $175.54 $160.00 24.4% 7.0% 29.4% 26.1% 24.5% 2.1% -0.7% 254.1M -6.18B -52.4M 0.54 3.16 N/A N/A 84,066 45,122 1,341,406 1,151,254 2024-11-21 $167.63 $165.00 26.7% 7.7% 34.3% 38.1% 27.2% 2.5% -1.1% 37.0M -3.02B -51.8M 0.42 3.45 N/A N/A 497,541 209,563 1,353,598 1,158,563 2024-11-22 $164.92 $165.00 25.7% 7.5% 34.6% 33.0% 26.4% 1.6% -0.8% -97.6M -2.50B -52.2M 0.65 2.85 N/A N/A 215,575 139,770 1,479,835 1,193,614 2024-11-25 $167.79 $165.00 23.2% 6.8% 34.9% 20.2% 24.3% 1.3% -0.0% 170.4M -4.12B -52.1M 0.34 2.19 N/A N/A 167,121 57,441 1,417,272 1,176,668 2024-11-26 $169.19 $165.00 22.2% 6.5% 34.3% 15.3% 23.4% 0.9% 0.0% 262.3M -4.81B -52.1M 0.34 2.17 N/A N/A 136,260 46,477 1,443,332 1,193,374 2024-11-27 $169.28 $165.00 21.7% 6.4% 32.4% 12.5% 22.9% 1.0% 0.0% 348.2M -4.83B -50.9M 0.50 2.67 N/A N/A 92,771 46,212 1,458,628 1,200,645 2024-11-29 $168.81 $165.00 21.7% 6.4% 31.8% 10.1% 23.4% 0.9% 0.2% 138.4M -4.44B -50.9M 0.45 2.42 N/A N/A 86,770 39,359 1,477,085 1,212,480
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