GOOGL Options History — December 2024

In December 2024, GOOGL traded between $171.06 and $197.69. ATM implied volatility averaged 25.4%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 9.4% (HV 20d: 34.9%). Max pain ranged from $155.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.38.

Notable Days

2024-12-11: Highest Volume — 1,246,753 contracts
2024-12-11: Largest IV spike — 16.7% change
2024-12-31: Highest IV Rank — 52.6%
2024-12-18: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$187.04	$171.06	$197.69	$171.82	$190.03
Max Pain	$158.57	$155.00	$165.00	$165.00	$160.00
ATM IV	25.4%	21.0%	30.1%	21.6%	30.1%
Expected Move	7.2%	6.3%	8.4%	6.5%	7.3%
HV 20d	34.9%	28.4%	40.4%	32.4%	35.5%
HV 60d	27.2%	23.1%	29.9%	24.0%	29.9%
IV Rank	27.8%	3.9%	52.6%	8.4%	52.6%
IV Percentile	40.6%	0.8%	71.4%	8.3%	71.4%
Term Structure	1.2%	-1.0%	5.9%	0.6%	2.4%
VWIV	26.1%	22.8%	30.5%	23.4%	26.3%
Skew 25d	0.8%	-1.5%	2.9%	0.4%	2.0%
Skew 10d	2.6%	-2.8%	6.8%	2.1%	5.2%
Call IV 25d	25.6%	21.3%	30.9%	21.5%	30.5%
Put IV 25d	26.4%	22.0%	32.7%	22.0%	32.5%
Bid-Ask Spread %	6.10	1.99	19.53	2.29	2.54
Gamma HHI	0.11	0.08	0.16	0.08	0.11
Net GEX	403.7M	280.9M	706.0M	286.4M	327.0M
Net DEX	-10.92B	-16.93B	-5.41B	-5.76B	-9.50B
Net VEX	-56.9M	-61.9M	-50.9M	-51.5M	-58.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.24	0.53	0.41	0.43
Total Volume	380,431.286	122,228	1,246,753	193,705	148,826
Total OI	2,754,807.429	2,573,302	3,019,663	2,573,302	2,640,397

Daily Data (21 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
2024-12-02	$171.82	$165.00	21.6%	6.5%	32.4%	8.4%	23.4%	0.4%	0.6%	286.4M	-5.76B	-51.5M	0.41	2.29	N/A	N/A	136,999	56,706	1,400,402	1,172,900
2024-12-03	$171.06	$165.00	21.6%	6.5%	32.2%	8.3%	23.2%	0.6%	0.3%	280.9M	-5.41B	-50.9M	0.47	1.99	N/A	N/A	85,337	39,995	1,430,627	1,191,002
2024-12-04	$174.60	$165.00	21.0%	6.4%	33.0%	3.9%	23.1%	0.7%	0.6%	418.1M	-7.17B	-52.4M	0.43	2.16	N/A	N/A	158,882	67,978	1,444,596	1,202,489
2024-12-05	$173.36	$155.00	21.4%	6.3%	29.8%	5.9%	22.8%	0.9%	0.4%	421.5M	-6.40B	-51.7M	0.48	2.20	N/A	N/A	119,684	57,306	1,458,067	1,217,090
2024-12-06	$174.51	$155.00	21.5%	6.4%	28.5%	6.5%	23.4%	0.8%	0.4%	307.8M	-7.04B	-52.2M	0.34	3.58	N/A	N/A	183,399	62,474	1,478,413	1,238,777
2024-12-09	$175.25	$155.00	22.7%	6.6%	28.4%	13.3%	24.2%	0.7%	0.4%	331.5M	-7.07B	-53.2M	0.31	3.29	N/A	N/A	180,380	55,233	1,423,360	1,220,871
2024-12-10	$185.15	$155.00	24.8%	7.1%	34.6%	24.2%	25.3%	-0.0%	-0.0%	483.3M	-12.48B	-54.5M	0.27	3.03	N/A	N/A	812,338	215,694	1,475,412	1,244,099
2024-12-11	$194.70	$155.00	28.9%	8.2%	38.6%	46.4%	29.4%	-1.3%	-0.3%	532.2M	-16.93B	-60.3M	0.28	19.53	N/A	N/A	970,595	276,158	1,557,331	1,295,001
2024-12-12	$192.68	$155.00	25.2%	7.2%	38.0%	26.5%	25.8%	-0.1%	-0.1%	464.7M	-15.10B	-58.3M	0.31	8.34	N/A	N/A	415,842	129,268	1,599,666	1,355,023
2024-12-13	$190.55	$155.00	24.9%	7.1%	37.3%	24.9%	26.1%	-0.6%	-0.1%	328.8M	-13.54B	-58.0M	0.35	8.07	N/A	N/A	291,798	102,203	1,632,533	1,369,380
2024-12-16	$197.69	$155.00	27.0%	7.7%	37.9%	36.3%	28.0%	-1.5%	-0.3%	480.8M	-15.83B	-57.4M	0.24	15.88	N/A	N/A	522,675	123,799	1,517,232	1,291,136
2024-12-17	$195.69	$155.00	27.1%	7.8%	38.0%	36.8%	28.6%	-1.0%	-0.4%	468.6M	-14.81B	-58.8M	0.27	8.25	N/A	N/A	397,486	107,024	1,556,190	1,310,266
2024-12-18	$188.84	$160.00	29.3%	8.4%	40.4%	48.5%	30.4%	0.8%	-1.0%	331.5M	-11.00B	-60.6M	0.43	15.29	N/A	N/A	249,784	106,190	1,598,150	1,336,429
2024-12-19	$189.38	$160.00	28.8%	8.3%	39.7%	45.7%	30.5%	2.6%	-0.6%	333.4M	-11.08B	-61.9M	0.53	3.57	N/A	N/A	249,628	131,933	1,632,369	1,355,243
2024-12-20	$192.04	$160.00	27.1%	7.8%	35.1%	36.4%	28.7%	1.7%	-0.1%	318.8M	-12.69B	-60.2M	0.44	14.44	N/A	N/A	311,483	137,232	1,643,393	1,376,270
2024-12-23	$194.40	$160.00	25.9%	7.4%	34.1%	30.2%	26.8%	1.9%	4.7%	425.3M	-11.72B	-59.7M	0.33	3.26	N/A	N/A	207,532	67,552	1,410,587	1,166,829
2024-12-24	$195.41	$160.00	23.2%	6.8%	33.9%	15.9%	24.3%	1.7%	5.9%	570.6M	-12.44B	-59.3M	0.36	2.91	N/A	N/A	89,913	32,315	1,470,683	1,185,654
2024-12-26	$196.34	$160.00	24.5%	6.7%	33.9%	22.8%	24.6%	1.4%	5.5%	706.0M	-12.80B	-58.9M	0.48	2.39	N/A	N/A	113,863	54,878	1,480,782	1,187,822
2024-12-27	$192.22	$160.00	27.3%	7.3%	35.4%	38.0%	26.5%	2.9%	5.1%	321.0M	-10.31B	-59.6M	0.53	2.84	N/A	N/A	218,288	116,660	1,490,853	1,213,922
2024-12-30	$192.06	$160.00	29.9%	7.3%	35.3%	51.8%	26.0%	1.8%	2.2%	340.5M	-10.28B	-58.2M	0.33	2.35	N/A	N/A	138,631	45,096	1,397,790	1,181,920
2024-12-31	$190.03	$160.00	30.1%	7.3%	35.5%	52.6%	26.3%	2.0%	2.4%	327.0M	-9.50B	-58.2M	0.43	2.54	N/A	N/A	104,246	44,580	1,446,764	1,193,633